Optimal design of piezoelectric transformers: a rational approach based on an analytical model and a deterministic global optimization.

PubMed

Pigache, Francois; Messine, Frédéric; Nogarede, Bertrand

2007-07-01

This paper deals with a deterministic and rational way to design piezoelectric transformers in radial mode. The proposed approach is based on the study of the inverse problem of design and on its reformulation as a mixed constrained global optimization problem. The methodology relies on the association of the analytical models for describing the corresponding optimization problem and on an exact global optimization software, named IBBA and developed by the second author to solve it. Numerical experiments are presented and compared in order to validate the proposed approach.

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.

ASSESSMENT OF TWO PHYSICALLY BASED WATERSHED MODELS BASED ON THEIR PERFORMANCES OF SIMULATING SEDIMENT MOVEMENT OVER SMALL WATERSHEDS

EPA Science Inventory

Abstract: Two physically based and deterministic models, CASC2-D and KINEROS are evaluated and compared for their performances on modeling sediment movement on a small agricultural watershed over several events. Each model has different conceptualization of a watershed. CASC...

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

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

Tag-mediated cooperation with non-deterministic genotype-phenotype mapping

NASA Astrophysics Data System (ADS)

Zhang, Hong; Chen, Shu

2016-01-01

Tag-mediated cooperation provides a helpful framework for resolving evolutionary social dilemmas. However, most of the previous studies have not taken into account genotype-phenotype distinction in tags, which may play an important role in the process of evolution. To take this into consideration, we introduce non-deterministic genotype-phenotype mapping into a tag-based model with spatial prisoner's dilemma. By our definition, the similarity between genotypic tags does not directly imply the similarity between phenotypic tags. We find that the non-deterministic mapping from genotypic tag to phenotypic tag has non-trivial effects on tag-mediated cooperation. Although we observe that high levels of cooperation can be established under a wide variety of conditions especially when the decisiveness is moderate, the uncertainty in the determination of phenotypic tags may have a detrimental effect on the tag mechanism by disturbing the homophilic interaction structure which can explain the promotion of cooperation in tag systems. Furthermore, the non-deterministic mapping may undermine the robustness of the tag mechanism with respect to various factors such as the structure of the tag space and the tag flexibility. This observation warns us about the danger of applying the classical tag-based models to the analysis of empirical phenomena if genotype-phenotype distinction is significant in real world. Non-deterministic genotype-phenotype mapping thus provides a new perspective to the understanding of tag-mediated cooperation.

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.

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.

Automated Assume-Guarantee Reasoning by Abstraction Refinement

NASA Technical Reports Server (NTRS)

Pasareanu, Corina S.; Giannakopoulous, Dimitra; Glannakopoulou, Dimitra

2008-01-01

Current automated approaches for compositional model checking in the assume-guarantee style are based on learning of assumptions as deterministic automata. We propose an alternative approach based on abstraction refinement. Our new method computes the assumptions for the assume-guarantee rules as conservative and not necessarily deterministic abstractions of some of the components, and refines those abstractions using counter-examples obtained from model checking them together with the other components. Our approach also exploits the alphabets of the interfaces between components and performs iterative refinement of those alphabets as well as of the abstractions. We show experimentally that our preliminary implementation of the proposed alternative achieves similar or better performance than a previous learning-based implementation.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Deterministic Mean-Field Ensemble Kalman Filtering

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

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Robust Observation Detection for Single Object Tracking: Deterministic and Probabilistic Patch-Based Approaches

PubMed Central

Zulkifley, Mohd Asyraf; Rawlinson, David; Moran, Bill

2012-01-01

In video analytics, robust observation detection is very important as the content of the videos varies a lot, especially for tracking implementation. Contrary to the image processing field, the problems of blurring, moderate deformation, low illumination surroundings, illumination change and homogenous texture are normally encountered in video analytics. Patch-Based Observation Detection (PBOD) is developed to improve detection robustness to complex scenes by fusing both feature- and template-based recognition methods. While we believe that feature-based detectors are more distinctive, however, for finding the matching between the frames are best achieved by a collection of points as in template-based detectors. Two methods of PBOD—the deterministic and probabilistic approaches—have been tested to find the best mode of detection. Both algorithms start by building comparison vectors at each detected points of interest. The vectors are matched to build candidate patches based on their respective coordination. For the deterministic method, patch matching is done in 2-level test where threshold-based position and size smoothing are applied to the patch with the highest correlation value. For the second approach, patch matching is done probabilistically by modelling the histograms of the patches by Poisson distributions for both RGB and HSV colour models. Then, maximum likelihood is applied for position smoothing while a Bayesian approach is applied for size smoothing. The result showed that probabilistic PBOD outperforms the deterministic approach with average distance error of 10.03% compared with 21.03%. This algorithm is best implemented as a complement to other simpler detection methods due to heavy processing requirement. PMID:23202226

Hydraulic tomography of discrete networks of conduits and fractures in a karstic aquifer by using a deterministic inversion algorithm

NASA Astrophysics Data System (ADS)

Fischer, P.; Jardani, A.; Lecoq, N.

2018-02-01

In this paper, we present a novel inverse modeling method called Discrete Network Deterministic Inversion (DNDI) for mapping the geometry and property of the discrete network of conduits and fractures in the karstified aquifers. The DNDI algorithm is based on a coupled discrete-continuum concept to simulate numerically water flows in a model and a deterministic optimization algorithm to invert a set of observed piezometric data recorded during multiple pumping tests. In this method, the model is partioned in subspaces piloted by a set of parameters (matrix transmissivity, and geometry and equivalent transmissivity of the conduits) that are considered as unknown. In this way, the deterministic optimization process can iteratively correct the geometry of the network and the values of the properties, until it converges to a global network geometry in a solution model able to reproduce the set of data. An uncertainty analysis of this result can be performed from the maps of posterior uncertainties on the network geometry or on the property values. This method has been successfully tested for three different theoretical and simplified study cases with hydraulic responses data generated from hypothetical karstic models with an increasing complexity of the network geometry, and of the matrix heterogeneity.

Observations, theoretical ideas and modeling of turbulent flows: Past, present and future

NASA Technical Reports Server (NTRS)

Chapman, G. T.; Tobak, M.

1985-01-01

Turbulence was analyzed in a historical context featuring the interactions between observations, theoretical ideas, and modeling within three successive movements. These are identified as predominantly statistical, structural and deterministic. The statistical movement is criticized for its failure to deal with the structural elements observed in turbulent flows. The structural movement is criticized for its failure to embody observed structural elements within a formal theory. The deterministic movement is described as having the potential of overcoming these deficiencies by allowing structural elements to exhibit chaotic behavior that is nevertheless embodied within a theory. Four major ideas of this movement are described: bifurcation theory, strange attractors, fractals, and the renormalization group. A framework for the future study of turbulent flows is proposed, based on the premises of the deterministic movement.

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

Real-time flood forecasting

USGS Publications Warehouse

Lai, C.; Tsay, T.-K.; Chien, C.-H.; Wu, I.-L.

2009-01-01

Researchers at the Hydroinformatic Research and Development Team (HIRDT) of the National Taiwan University undertook a project to create a real time flood forecasting model, with an aim to predict the current in the Tamsui River Basin. The model was designed based on deterministic approach with mathematic modeling of complex phenomenon, and specific parameter values operated to produce a discrete result. The project also devised a rainfall-stage model that relates the rate of rainfall upland directly to the change of the state of river, and is further related to another typhoon-rainfall model. The geographic information system (GIS) data, based on precise contour model of the terrain, estimate the regions that were perilous to flooding. The HIRDT, in response to the project's progress, also devoted their application of a deterministic model to unsteady flow of thermodynamics to help predict river authorities issue timely warnings and take other emergency measures.

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.

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.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

From statistical proofs of the Kochen-Specker theorem to noise-robust noncontextuality inequalities

NASA Astrophysics Data System (ADS)

Kunjwal, Ravi; Spekkens, Robert W.

2018-05-01

The Kochen-Specker theorem rules out models of quantum theory wherein projective measurements are assigned outcomes deterministically and independently of context. This notion of noncontextuality is not applicable to experimental measurements because these are never free of noise and thus never truly projective. For nonprojective measurements, therefore, one must drop the requirement that an outcome be assigned deterministically in the model and merely require that it be assigned a distribution over outcomes in a manner that is context-independent. By demanding context independence in the representation of preparations as well, one obtains a generalized principle of noncontextuality that also supports a quantum no-go theorem. Several recent works have shown how to derive inequalities on experimental data which, if violated, demonstrate the impossibility of finding a generalized-noncontextual model of this data. That is, these inequalities do not presume quantum theory and, in particular, they make sense without requiring an operational analog of the quantum notion of projectiveness. We here describe a technique for deriving such inequalities starting from arbitrary proofs of the Kochen-Specker theorem. It extends significantly previous techniques that worked only for logical proofs, which are based on sets of projective measurements that fail to admit of any deterministic noncontextual assignment, to the case of statistical proofs, which are based on sets of projective measurements that d o admit of some deterministic noncontextual assignments, but not enough to explain the quantum statistics.

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 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.

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

Rare event computation in deterministic chaotic systems using genealogical particle analysis

NASA Astrophysics Data System (ADS)

Wouters, J.; Bouchet, F.

2016-09-01

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

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

Integrating urban recharge uncertainty into standard groundwater modeling practice: A case study on water main break predictions for the Barton Springs segment of the Edwards Aquifer, Austin, Texas

NASA Astrophysics Data System (ADS)

Sinner, K.; Teasley, R. L.

2016-12-01

Groundwater models serve as integral tools for understanding flow processes and informing stakeholders and policy makers in management decisions. Historically, these models tended towards a deterministic nature, relying on historical data to predict and inform future decisions based on model outputs. This research works towards developing a stochastic method of modeling recharge inputs from pipe main break predictions in an existing groundwater model, which subsequently generates desired outputs incorporating future uncertainty rather than deterministic data. The case study for this research is the Barton Springs segment of the Edwards Aquifer near Austin, Texas. Researchers and water resource professionals have modeled the Edwards Aquifer for decades due to its high water quality, fragile ecosystem, and stakeholder interest. The original case study and model that this research is built upon was developed as a co-design problem with regional stakeholders and the model outcomes are generated specifically for communication with policy makers and managers. Recently, research in the Barton Springs segment demonstrated a significant contribution of urban, or anthropogenic, recharge to the aquifer, particularly during dry period, using deterministic data sets. Due to social and ecological importance of urban water loss to recharge, this study develops an evaluation method to help predicted pipe breaks and their related recharge contribution within the Barton Springs segment of the Edwards Aquifer. To benefit groundwater management decision processes, the performance measures captured in the model results, such as springflow, head levels, storage, and others, were determined by previous work in elicitation of problem framing to determine stakeholder interests and concerns. The results of the previous deterministic model and the stochastic model are compared to determine gains to stakeholder knowledge through the additional modeling

Multi-parametric variational data assimilation for hydrological forecasting

NASA Astrophysics Data System (ADS)

Alvarado-Montero, R.; Schwanenberg, D.; Krahe, P.; Helmke, P.; Klein, B.

2017-12-01

Ensemble forecasting is increasingly applied in flow forecasting systems to provide users with a better understanding of forecast uncertainty and consequently to take better-informed decisions. A common practice in probabilistic streamflow forecasting is to force deterministic hydrological model with an ensemble of numerical weather predictions. This approach aims at the representation of meteorological uncertainty but neglects uncertainty of the hydrological model as well as its initial conditions. Complementary approaches use probabilistic data assimilation techniques to receive a variety of initial states or represent model uncertainty by model pools instead of single deterministic models. This paper introduces a novel approach that extends a variational data assimilation based on Moving Horizon Estimation to enable the assimilation of observations into multi-parametric model pools. It results in a probabilistic estimate of initial model states that takes into account the parametric model uncertainty in the data assimilation. The assimilation technique is applied to the uppermost area of River Main in Germany. We use different parametric pools, each of them with five parameter sets, to assimilate streamflow data, as well as remotely sensed data from the H-SAF project. We assess the impact of the assimilation in the lead time performance of perfect forecasts (i.e. observed data as forcing variables) as well as deterministic and probabilistic forecasts from ECMWF. The multi-parametric assimilation shows an improvement of up to 23% for CRPS performance and approximately 20% in Brier Skill Scores with respect to the deterministic approach. It also improves the skill of the forecast in terms of rank histogram and produces a narrower ensemble spread.

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.

Estimate Tsunami Flow Conditions and Large-Debris Tracks for the Design of Coastal Infrastructures along Coastlines of the U.S. Pacific Northwest

NASA Astrophysics Data System (ADS)

Wei, Y.; Thomas, S.; Zhou, H.; Arcas, D.; Titov, V. V.

2017-12-01

The increasing potential tsunami hazards pose great challenges for infrastructures along the coastlines of the U.S. Pacific Northwest. Tsunami impact at a coastal site is usually assessed from deterministic scenarios based on 10,000 years of geological records in the Cascadia Subduction Zone (CSZ). Aside from these deterministic methods, the new ASCE 7-16 tsunami provisions provide engineering design criteria of tsunami loads on buildings based on a probabilistic approach. This work develops a site-specific model near Newport, OR using high-resolution grids, and compute tsunami inundation depth and velocities at the study site resulted from credible probabilistic and deterministic earthquake sources in the Cascadia Subduction Zone. Three Cascadia scenarios, two deterministic scenarios, XXL1 and L1, and a 2,500-yr probabilistic scenario compliant with the new ASCE 7-16 standard, are simulated using combination of a depth-averaged shallow water model for offshore propagation and a Boussinesq-type model for onshore inundation. We speculate on the methods and procedure to obtain the 2,500-year probabilistic scenario for Newport that is compliant with the ASCE 7-16 tsunami provisions. We provide details of model results, particularly the inundation depth and flow speed for a new building, which will also be designated as a tsunami vertical evacuation shelter, at Newport, Oregon. We show that the ASCE 7-16 consistent hazards are between those obtained from deterministic L1 and XXL1 scenarios, and the greatest impact on the building may come from later waves. As a further step, we utilize the inundation model results to numerically compute tracks of large vessels in the vicinity of the building site and estimate if these vessels will impact on the building site during the extreme XXL1 and ASCE 7-16 hazard-consistent scenarios. Two-step study is carried out first to study tracks of massless particles and then large vessels with assigned mass considering drag force, inertial force, ship grounding and mooring. The simulation results show that none of the large vessels will impact on the building site in all tested scenarios.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

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.

Robust Planning for Effects-Based Operations

DTIC Science & Technology

2006-06-01

Algorithm ......................................... 34 2.6 Robust Optimization Literature ..................................... 36 2.6.1 Protecting Against...Model Formulation ...................... 55 3.1.5 Deterministic EBO Model Example and Performance ............. 59 3.1.6 Greedy Algorithm ...111 4.1.9 Conclusions on Robust EBO Model Performance .................... 116 4.2 Greedy Algorithm versus EBO Models

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

Deterministic multi-zone ice accretion modeling

NASA Technical Reports Server (NTRS)

Yamaguchi, K.; Hansman, R. John, Jr.; Kazmierczak, Michael

1991-01-01

The focus here is on a deterministic model of the surface roughness transition behavior of glaze ice. The initial smooth/rough transition location, bead formation, and the propagation of the transition location are analyzed. Based on the hypothesis that the smooth/rough transition location coincides with the laminar/turbulent boundary layer transition location, a multizone model is implemented in the LEWICE code. In order to verify the effectiveness of the model, ice accretion predictions for simple cylinders calculated by the multizone LEWICE are compared to experimental ice shapes. The glaze ice shapes are found to be sensitive to the laminar surface roughness and bead thickness parameters controlling the transition location, while the ice shapes are found to be insensitive to the turbulent surface roughness.

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

DOE PAGES

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

2015-03-17

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

Nonlinear unitary quantum collapse model with self-generated noise

NASA Astrophysics Data System (ADS)

Geszti, Tamás

2018-04-01

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

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.

A deterministic model of electron transport for electron probe microanalysis

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Agent-Based Deterministic Modeling of the Bone Marrow Homeostasis.

PubMed

Kurhekar, Manish; Deshpande, Umesh

2016-01-01

Modeling of stem cells not only describes but also predicts how a stem cell's environment can control its fate. The first stem cell populations discovered were hematopoietic stem cells (HSCs). In this paper, we present a deterministic model of bone marrow (that hosts HSCs) that is consistent with several of the qualitative biological observations. This model incorporates stem cell death (apoptosis) after a certain number of cell divisions and also demonstrates that a single HSC can potentially populate the entire bone marrow. It also demonstrates that there is a production of sufficient number of differentiated cells (RBCs, WBCs, etc.). We prove that our model of bone marrow is biologically consistent and it overcomes the biological feasibility limitations of previously reported models. The major contribution of our model is the flexibility it allows in choosing model parameters which permits several different simulations to be carried out in silico without affecting the homeostatic properties of the model. We have also performed agent-based simulation of the model of bone marrow system proposed in this paper. We have also included parameter details and the results obtained from the simulation. The program of the agent-based simulation of the proposed model is made available on a publicly accessible website.

Probabilistic short-term forecasting of eruption rate at Kīlauea Volcano using a physics-based model

NASA Astrophysics Data System (ADS)

Anderson, K. R.

2016-12-01

Deterministic models of volcanic eruptions yield predictions of future activity conditioned on uncertainty in the current state of the system. Physics-based eruption models are well-suited for deterministic forecasting as they can relate magma physics with a wide range of observations. Yet, physics-based eruption forecasting is strongly limited by an inadequate understanding of volcanic systems, and the need for eruption models to be computationally tractable. At Kīlauea Volcano, Hawaii, episodic depressurization-pressurization cycles of the magma system generate correlated, quasi-exponential variations in ground deformation and surface height of the active summit lava lake. Deflations are associated with reductions in eruption rate, or even brief eruptive pauses, and thus partly control lava flow advance rates and associated hazard. Because of the relatively well-understood nature of Kīlauea's shallow magma plumbing system, and because more than 600 of these events have been recorded to date, they offer a unique opportunity to refine a physics-based effusive eruption forecasting approach and apply it to lava eruption rates over short (hours to days) time periods. A simple physical model of the volcano ascribes observed data to temporary reductions in magma supply to an elastic reservoir filled with compressible magma. This model can be used to predict the evolution of an ongoing event, but because the mechanism that triggers events is unknown, event durations are modeled stochastically from previous observations. A Bayesian approach incorporates diverse data sets and prior information to simultaneously estimate uncertain model parameters and future states of the system. Forecasts take the form of probability distributions for eruption rate or cumulative erupted volume at some future time. Results demonstrate the significant uncertainties that still remain even for short-term eruption forecasting at a well-monitored volcano - but also the value of a physics-based, mixed deterministic-probabilistic eruption forecasting approach in reducing and quantifying these uncertainties.

Dual Roles for Spike Signaling in Cortical Neural Populations

PubMed Central

Ballard, Dana H.; Jehee, Janneke F. M.

2011-01-01

A prominent feature of signaling in cortical neurons is that of randomness in the action potential. The output of a typical pyramidal cell can be well fit with a Poisson model, and variations in the Poisson rate repeatedly have been shown to be correlated with stimuli. However while the rate provides a very useful characterization of neural spike data, it may not be the most fundamental description of the signaling code. Recent data showing γ frequency range multi-cell action potential correlations, together with spike timing dependent plasticity, are spurring a re-examination of the classical model, since precise timing codes imply that the generation of spikes is essentially deterministic. Could the observed Poisson randomness and timing determinism reflect two separate modes of communication, or do they somehow derive from a single process? We investigate in a timing-based model whether the apparent incompatibility between these probabilistic and deterministic observations may be resolved by examining how spikes could be used in the underlying neural circuits. The crucial component of this model draws on dual roles for spike signaling. In learning receptive fields from ensembles of inputs, spikes need to behave probabilistically, whereas for fast signaling of individual stimuli, the spikes need to behave deterministically. Our simulations show that this combination is possible if deterministic signals using γ latency coding are probabilistically routed through different members of a cortical cell population at different times. This model exhibits standard features characteristic of Poisson models such as orientation tuning and exponential interval histograms. In addition, it makes testable predictions that follow from the γ latency coding. PMID:21687798

Multi-Year Revenue and Expenditure Forecasting for Small Municipal Governments.

DTIC Science & Technology

1981-03-01

Management Audit Econometric Revenue Forecast Gap and Impact Analysis Deterministic Expenditure Forecast Municipal Forecasting Municipal Budget Formlto...together with a multi-year revenue and expenditure forecasting model for the City of Monterey, California. The Monterey model includes an econometric ...65 5 D. FORECAST BASED ON THE ECONOMETRIC MODEL ------- 67 E. FORECAST BASED ON EXPERT JUDGMENT AND TREND ANALYSIS

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

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

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments

NASA Astrophysics Data System (ADS)

Chen, Fajing; Jiao, Meiyan; Chen, Jing

2013-04-01

Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.

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.

Cognitive Diagnostic Analysis Using Hierarchically Structured Skills

ERIC Educational Resources Information Center

Su, Yu-Lan

2013-01-01

This dissertation proposes two modified cognitive diagnostic models (CDMs), the deterministic, inputs, noisy, "and" gate with hierarchy (DINA-H) model and the deterministic, inputs, noisy, "or" gate with hierarchy (DINO-H) model. Both models incorporate the hierarchical structures of the cognitive skills in the model estimation…

Chaotic sources of noise in machine acoustics

NASA Astrophysics Data System (ADS)

Moon, F. C., Prof.; Broschart, Dipl.-Ing. T.

1994-05-01

In this paper a model is posited for deterministic, random-like noise in machines with sliding rigid parts impacting linear continuous machine structures. Such problems occur in gear transmission systems. A mathematical model is proposed to explain the random-like structure-borne and air-borne noise from such systems when the input is a periodic deterministic excitation of the quasi-rigid impacting parts. An experimental study is presented which supports the model. A thin circular plate is impacted by a chaotically vibrating mass excited by a sinusoidal moving base. The results suggest that the plate vibrations might be predicted by replacing the chaotic vibrating mass with a probabilistic forcing function. Prechaotic vibrations of the impacting mass show classical period doubling phenomena.

Enhanced Estimation of Terrestrial Loadings for TMDLs: Normalization Approach

USDA-ARS?s Scientific Manuscript database

TMDL implementation plans to remediate pathogen-impaired streams are usually based on deterministic terrestrial fate and transport (DTFT) models. A novel protocol is proposed that can effectively, efficiently, and explicitly capture the predictive uncertainty of DTFT models used to establish terres...

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.

Identifying influences on model uncertainty: an application using a forest carbon budget model

Treesearch

James E. Smith; Linda S. Heath

2001-01-01

Uncertainty is an important consideration for both developers and users of environmental simulation models. Establishing quantitative estimates of uncertainty for deterministic models can be difficult when the underlying bases for such information are scarce. We demonstrate an application of probabilistic uncertainty analysis that provides for refinements in...

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.

Location of coating defects and assessment of level of cathodic protection on underground pipelines using AC impedance, deterministic and non-deterministic models

NASA Astrophysics Data System (ADS)

Castaneda-Lopez, Homero

A methodology for detecting and locating defects or discontinuities on the outside covering of coated metal underground pipelines subjected to cathodic protection has been addressed. On the basis of wide range AC impedance signals for various frequencies applied to a steel-coated pipeline system and by measuring its corresponding transfer function under several laboratory simulation scenarios, a physical laboratory setup of an underground cathodic-protected, coated pipeline was built. This model included different variables and elements that exist under real conditions, such as soil resistivity, soil chemical composition, defect (holiday) location in the pipeline covering, defect area and geometry, and level of cathodic protection. The AC impedance data obtained under different working conditions were used to fit an electrical transmission line model. This model was then used as a tool to fit the impedance signal for different experimental conditions and to establish trends in the impedance behavior without the necessity of further experimental work. However, due to the chaotic nature of the transfer function response of this system under several conditions, it is believed that non-deterministic models based on pattern recognition algorithms are suitable for field condition analysis. A non-deterministic approach was used for experimental analysis by applying an artificial neural network (ANN) algorithm based on classification analysis capable of studying the pipeline system and differentiating the variables that can change impedance conditions. These variables include level of cathodic protection, location of discontinuities (holidays), and severity of corrosion. This work demonstrated a proof-of-concept for a well-known technique and a novel algorithm capable of classifying impedance data for experimental results to predict the exact location of the active holidays and defects on the buried pipelines. Laboratory findings from this procedure are promising, and efforts to develop it for field conditions should continue.

Enhancing Flood Prediction Reliability Using Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Liu, Z.; Merwade, V.

2017-12-01

Uncertainty analysis is an indispensable part of modeling the hydrology and hydrodynamics of non-idealized environmental systems. Compared to reliance on prediction from one model simulation, using on ensemble of predictions that consider uncertainty from different sources is more reliable. In this study, Bayesian model averaging (BMA) is applied to Black River watershed in Arkansas and Missouri by combining multi-model simulations to get reliable deterministic water stage and probabilistic inundation extent predictions. The simulation ensemble is generated from 81 LISFLOOD-FP subgrid model configurations that include uncertainty from channel shape, channel width, channel roughness and discharge. Model simulation outputs are trained with observed water stage data during one flood event, and BMA prediction ability is validated for another flood event. Results from this study indicate that BMA does not always outperform all members in the ensemble, but it provides relatively robust deterministic flood stage predictions across the basin. Station based BMA (BMA_S) water stage prediction has better performance than global based BMA (BMA_G) prediction which is superior to the ensemble mean prediction. Additionally, high-frequency flood inundation extent (probability greater than 60%) in BMA_G probabilistic map is more accurate than the probabilistic flood inundation extent based on equal weights.

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.

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

An alternative approach to measure similarity between two deterministic transient signals

NASA Astrophysics Data System (ADS)

Shin, Kihong

2016-06-01

In many practical engineering applications, it is often required to measure the similarity of two signals to gain insight into the conditions of a system. For example, an application that monitors machinery can regularly measure the signal of the vibration and compare it to a healthy reference signal in order to monitor whether or not any fault symptom is developing. Also in modal analysis, a frequency response function (FRF) from a finite element model (FEM) is often compared with an FRF from experimental modal analysis. Many different similarity measures are applicable in such cases, and correlation-based similarity measures may be most frequently used among these such as in the case where the correlation coefficient in the time domain and the frequency response assurance criterion (FRAC) in the frequency domain are used. Although correlation-based similarity measures may be particularly useful for random signals because they are based on probability and statistics, we frequently deal with signals that are largely deterministic and transient. Thus, it may be useful to develop another similarity measure that takes the characteristics of the deterministic transient signal properly into account. In this paper, an alternative approach to measure the similarity between two deterministic transient signals is proposed. This newly proposed similarity measure is based on the fictitious system frequency response function, and it consists of the magnitude similarity and the shape similarity. Finally, a few examples are presented to demonstrate the use of the proposed similarity measure.

Uniqueness of Nash equilibrium in vaccination games.

PubMed

Bai, Fan

2016-12-01

One crucial condition for the uniqueness of Nash equilibrium set in vaccination games is that the attack ratio monotonically decreases as the vaccine coverage level increasing. We consider several deterministic vaccination models in homogeneous mixing population and in heterogeneous mixing population. Based on the final size relations obtained from the deterministic epidemic models, we prove that the attack ratios can be expressed in terms of the vaccine coverage levels, and also prove that the attack ratios are decreasing functions of vaccine coverage levels. Some thresholds are presented, which depend on the vaccine efficacy. It is proved that for vaccination games in homogeneous mixing population, there is a unique Nash equilibrium for each game.

Deterministic Impulsive Vacuum Foundations for Quantum-Mechanical Wavefunctions

NASA Astrophysics Data System (ADS)

Valentine, John S.

2013-09-01

By assuming that a fermion de-constitutes immediately at source, that its constituents, as bosons, propagate uniformly as scalar vacuum terms with phase (radial) symmetry, and that fermions are unique solutions for specific phase conditions, we find a model that self-quantizes matter from continuous waves, unifying bosons and fermion ontologies in a single basis, in a constitution-invariant process. Vacuum energy has a wavefunction context, as a mass-energy term that enables wave collapse and increases its amplitude, with gravitational field as the gradient of the flux density. Gravitational and charge-based force effects emerge as statistics without special treatment. Confinement, entanglement, vacuum statistics, forces, and wavefunction terms emerge from the model's deterministic foundations.

Mesoscopic and continuum modelling of angiogenesis

PubMed Central

Spill, F.; Guerrero, P.; Alarcon, T.; Maini, P. K.; Byrne, H. M.

2016-01-01

Angiogenesis is the formation of new blood vessels from pre-existing ones in response to chemical signals secreted by, for example, a wound or a tumour. In this paper, we propose a mesoscopic lattice-based model of angiogenesis, in which processes that include proliferation and cell movement are considered as stochastic events. By studying the dependence of the model on the lattice spacing and the number of cells involved, we are able to derive the deterministic continuum limit of our equations and compare it to similar existing models of angiogenesis. We further identify conditions under which the use of continuum models is justified, and others for which stochastic or discrete effects dominate. We also compare different stochastic models for the movement of endothelial tip cells which have the same macroscopic, deterministic behaviour, but lead to markedly different behaviour in terms of production of new vessel cells. PMID:24615007

Design and Analysis of a Low Latency Deterministic Network MAC for Wireless Sensor Networks

PubMed Central

Sahoo, Prasan Kumar; Pattanaik, Sudhir Ranjan; Wu, Shih-Lin

2017-01-01

The IEEE 802.15.4e standard has four different superframe structures for different applications. Use of a low latency deterministic network (LLDN) superframe for the wireless sensor network is one of them, which can operate in a star topology. In this paper, a new channel access mechanism for IEEE 802.15.4e-based LLDN shared slots is proposed, and analytical models are designed based on this channel access mechanism. A prediction model is designed to estimate the possible number of retransmission slots based on the number of failed transmissions. Performance analysis in terms of data transmission reliability, delay, throughput and energy consumption are provided based on our proposed designs. Our designs are validated for simulation and analytical results, and it is observed that the simulation results well match with the analytical ones. Besides, our designs are compared with the IEEE 802.15.4 MAC mechanism, and it is shown that ours outperforms in terms of throughput, energy consumption, delay and reliability. PMID:28937632

Design and Analysis of a Low Latency Deterministic Network MAC for Wireless Sensor Networks.

PubMed

Sahoo, Prasan Kumar; Pattanaik, Sudhir Ranjan; Wu, Shih-Lin

2017-09-22

The IEEE 802.15.4e standard has four different superframe structures for different applications. Use of a low latency deterministic network (LLDN) superframe for the wireless sensor network is one of them, which can operate in a star topology. In this paper, a new channel access mechanism for IEEE 802.15.4e-based LLDN shared slots is proposed, and analytical models are designed based on this channel access mechanism. A prediction model is designed to estimate the possible number of retransmission slots based on the number of failed transmissions. Performance analysis in terms of data transmission reliability, delay, throughput and energy consumption are provided based on our proposed designs. Our designs are validated for simulation and analytical results, and it is observed that the simulation results well match with the analytical ones. Besides, our designs are compared with the IEEE 802.15.4 MAC mechanism, and it is shown that ours outperforms in terms of throughput, energy consumption, delay and reliability.

Panel summary report

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

Gutjahr, A.L.; Kincaid, C.T.; Mercer, J.W.

1987-04-01

The objective of this report is to summarize the various modeling approaches that were used to simulate solute transport in a variably saturated emission. In particular, the technical strengths and weaknesses of each approach are discussed, and conclusions and recommendations for future studies are made. Five models are considered: (1) one-dimensional analytical and semianalytical solutions of the classical deterministic convection-dispersion equation (van Genuchten, Parker, and Kool, this report ); (2) one-dimensional simulation using a continuous-time Markov process (Knighton and Wagenet, this report); (3) one-dimensional simulation using the time domain method and the frequency domain method (Duffy and Al-Hassan, this report);more » (4) one-dimensional numerical approach that combines a solution of the classical deterministic convection-dispersion equation with a chemical equilibrium speciation model (Cederberg, this report); and (5) three-dimensional numerical solution of the classical deterministic convection-dispersion equation (Huyakorn, Jones, Parker, Wadsworth, and White, this report). As part of the discussion, the input data and modeling results are summarized. The models were used in a data analysis mode, as opposed to a predictive mode. Thus, the following discussion will concentrate on the data analysis aspects of model use. Also, all the approaches were similar in that they were based on a convection-dispersion model of solute transport. Each discussion addresses the modeling approaches in the order listed above.« less

Assessing sequential data assimilation techniques for integrating GRACE data into a hydrological model

NASA Astrophysics Data System (ADS)

Khaki, M.; Hoteit, I.; Kuhn, M.; Awange, J.; Forootan, E.; van Dijk, A. I. J. M.; Schumacher, M.; Pattiaratchi, C.

2017-09-01

The time-variable terrestrial water storage (TWS) products from the Gravity Recovery And Climate Experiment (GRACE) have been increasingly used in recent years to improve the simulation of hydrological models by applying data assimilation techniques. In this study, for the first time, we assess the performance of the most popular data assimilation sequential techniques for integrating GRACE TWS into the World-Wide Water Resources Assessment (W3RA) model. We implement and test stochastic and deterministic ensemble-based Kalman filters (EnKF), as well as Particle filters (PF) using two different resampling approaches of Multinomial Resampling and Systematic Resampling. These choices provide various opportunities for weighting observations and model simulations during the assimilation and also accounting for error distributions. Particularly, the deterministic EnKF is tested to avoid perturbing observations before assimilation (that is the case in an ordinary EnKF). Gaussian-based random updates in the EnKF approaches likely do not fully represent the statistical properties of the model simulations and TWS observations. Therefore, the fully non-Gaussian PF is also applied to estimate more realistic updates. Monthly GRACE TWS are assimilated into W3RA covering the entire Australia. To evaluate the filters performances and analyze their impact on model simulations, their estimates are validated by independent in-situ measurements. Our results indicate that all implemented filters improve the estimation of water storage simulations of W3RA. The best results are obtained using two versions of deterministic EnKF, i.e. the Square Root Analysis (SQRA) scheme and the Ensemble Square Root Filter (EnSRF), respectively, improving the model groundwater estimations errors by 34% and 31% compared to a model run without assimilation. Applying the PF along with Systematic Resampling successfully decreases the model estimation error by 23%.

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

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

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

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...

Paleoclimatic significance of δD and δ13C values in pinon pine needles from packrat middens spanning the last 40,000 years

USGS Publications Warehouse

Pendall, Elise; Betancourt, Julio L.; Leavitt, Steven W.

1999-01-01

We compared two approaches to interpreting δD of cellulose nitrate in piñon pine needles (Pinus edulis) preserved in packrat middens from central New Mexico, USA. One approach was based on linear regression between modern δD values and climate parameters, and the other on a deterministic isotope model, modified from Craig and Gordon's terminal lake evaporation model that assumes steady-state conditions and constant isotope effects. One such effect, the net biochemical fractionation factor, was determined for a new species, piñon pine. Regressions showed that δD values in cellulose nitrate from annual cohorts of needles (1989–1996) were strongly correlated with growing season (May–August) precipitation amount, and δ13C values in the same samples were correlated with June relative humidity. The deterministic model reconstructed δD values of meteoric water used by plants after constraining relative humidity effects with δ13C values; growing season temperatures were estimated via modern correlations with δD values of meteoric water. Variations of this modeling approach have been applied to tree-ring cellulose before, but not to macrofossil cellulose, and comparisons to empirical relationships have not been provided. Results from fossil piñon needles spanning the last ∼40,000 years showed no significant trend in δD values of cellulose nitrate, suggesting either no change in the amount of summer precipitation (based on the transfer function) or δD values of meteoric water or temperature (based on the deterministic model). However, there were significant differences in δ13C values, and therefore relative humidity, between Pleistocene and Holocene.

Comparison between deterministic and statistical wavelet estimation methods through predictive deconvolution: Seismic to well tie example from the North Sea

NASA Astrophysics Data System (ADS)

de Macedo, Isadora A. S.; da Silva, Carolina B.; de Figueiredo, J. J. S.; Omoboya, Bode

2017-01-01

Wavelet estimation as well as seismic-to-well tie procedures are at the core of every seismic interpretation workflow. In this paper we perform a comparative study of wavelet estimation methods for seismic-to-well tie. Two approaches to wavelet estimation are discussed: a deterministic estimation, based on both seismic and well log data, and a statistical estimation, based on predictive deconvolution and the classical assumptions of the convolutional model, which provides a minimum-phase wavelet. Our algorithms, for both wavelet estimation methods introduce a semi-automatic approach to determine the optimum parameters of deterministic wavelet estimation and statistical wavelet estimation and, further, to estimate the optimum seismic wavelets by searching for the highest correlation coefficient between the recorded trace and the synthetic trace, when the time-depth relationship is accurate. Tests with numerical data show some qualitative conclusions, which are probably useful for seismic inversion and interpretation of field data, by comparing deterministic wavelet estimation and statistical wavelet estimation in detail, especially for field data example. The feasibility of this approach is verified on real seismic and well data from Viking Graben field, North Sea, Norway. Our results also show the influence of the washout zones on well log data on the quality of the well to seismic tie.

Deterministic models for traffic jams

NASA Astrophysics Data System (ADS)

Nagel, Kai; Herrmann, Hans J.

1993-10-01

We study several deterministic one-dimensional traffic models. For integer positions and velocities we find the typical high and low density phases separated by a simple transition. If positions and velocities are continuous variables the model shows self-organized critically driven by the slowest car.

A summary of wind power prediction methods

NASA Astrophysics Data System (ADS)

Wang, Yuqi

2018-06-01

The deterministic prediction of wind power, the probability prediction and the prediction of wind power ramp events are introduced in this paper. Deterministic prediction includes the prediction of statistical learning based on histor ical data and the prediction of physical models based on NWP data. Due to the great impact of wind power ramp events on the power system, this paper also introduces the prediction of wind power ramp events. At last, the evaluation indicators of all kinds of prediction are given. The prediction of wind power can be a good solution to the adverse effects of wind power on the power system due to the abrupt, intermittent and undulation of wind power.

Stochastic Analysis and Probabilistic Downscaling of Soil Moisture

NASA Astrophysics Data System (ADS)

Deshon, J. P.; Niemann, J. D.; Green, T. R.; Jones, A. S.

2017-12-01

Soil moisture is a key variable for rainfall-runoff response estimation, ecological and biogeochemical flux estimation, and biodiversity characterization, each of which is useful for watershed condition assessment. These applications require not only accurate, fine-resolution soil-moisture estimates but also confidence limits on those estimates and soil-moisture patterns that exhibit realistic statistical properties (e.g., variance and spatial correlation structure). The Equilibrium Moisture from Topography, Vegetation, and Soil (EMT+VS) model downscales coarse-resolution (9-40 km) soil moisture from satellite remote sensing or land-surface models to produce fine-resolution (10-30 m) estimates. The model was designed to produce accurate deterministic soil-moisture estimates at multiple points, but the resulting patterns do not reproduce the variance or spatial correlation of observed soil-moisture patterns. The primary objective of this research is to generalize the EMT+VS model to produce a probability density function (pdf) for soil moisture at each fine-resolution location and time. Each pdf has a mean that is equal to the deterministic soil-moisture estimate, and the pdf can be used to quantify the uncertainty in the soil-moisture estimates and to simulate soil-moisture patterns. Different versions of the generalized model are hypothesized based on how uncertainty enters the model, whether the uncertainty is additive or multiplicative, and which distributions describe the uncertainty. These versions are then tested by application to four catchments with detailed soil-moisture observations (Tarrawarra, Satellite Station, Cache la Poudre, and Nerrigundah). The performance of the generalized models is evaluated by comparing the statistical properties of the simulated soil-moisture patterns to those of the observations and the deterministic EMT+VS model. The versions of the generalized EMT+VS model with normally distributed stochastic components produce soil-moisture patterns with more realistic statistical properties than the deterministic model. Additionally, the results suggest that the variance and spatial correlation of the stochastic soil-moisture variations do not vary consistently with the spatial-average soil moisture.

Finite element modelling of woven composite failure modes at the mesoscopic scale: deterministic versus stochastic approaches

NASA Astrophysics Data System (ADS)

Roirand, Q.; Missoum-Benziane, D.; Thionnet, A.; Laiarinandrasana, L.

2017-09-01

Textile composites are composed of 3D complex architecture. To assess the durability of such engineering structures, the failure mechanisms must be highlighted. Examinations of the degradation have been carried out thanks to tomography. The present work addresses a numerical damage model dedicated to the simulation of the crack initiation and propagation at the scale of the warp yarns. For the 3D woven composites under study, loadings in tension and combined tension and bending were considered. Based on an erosion procedure of broken elements, the failure mechanisms have been modelled on 3D periodic cells by finite element calculations. The breakage of one element was determined using a failure criterion at the mesoscopic scale based on the yarn stress at failure. The results were found to be in good agreement with the experimental data for the two kinds of macroscopic loadings. The deterministic approach assumed a homogeneously distributed stress at failure all over the integration points in the meshes of woven composites. A stochastic approach was applied to a simple representative elementary periodic cell. The distribution of the Weibull stress at failure was assigned to the integration points using a Monte Carlo simulation. It was shown that this stochastic approach allowed more realistic failure simulations avoiding the idealised symmetry due to the deterministic modelling. In particular, the stochastic simulations performed have shown several variations of the stress as well as strain at failure and the failure modes of the yarn.

Experimental demonstration on the deterministic quantum key distribution based on entangled photons.

PubMed

Chen, Hua; Zhou, Zhi-Yuan; Zangana, Alaa Jabbar Jumaah; Yin, Zhen-Qiang; Wu, Juan; Han, Yun-Guang; Wang, Shuang; Li, Hong-Wei; He, De-Yong; Tawfeeq, Shelan Khasro; Shi, Bao-Sen; Guo, Guang-Can; Chen, Wei; Han, Zheng-Fu

2016-02-10

As an important resource, entanglement light source has been used in developing quantum information technologies, such as quantum key distribution(QKD). There are few experiments implementing entanglement-based deterministic QKD protocols since the security of existing protocols may be compromised in lossy channels. In this work, we report on a loss-tolerant deterministic QKD experiment which follows a modified "Ping-Pong"(PP) protocol. The experiment results demonstrate for the first time that a secure deterministic QKD session can be fulfilled in a channel with an optical loss of 9 dB, based on a telecom-band entangled photon source. This exhibits a conceivable prospect of ultilizing entanglement light source in real-life fiber-based quantum communications.

Experimental demonstration on the deterministic quantum key distribution based on entangled photons

PubMed Central

Chen, Hua; Zhou, Zhi-Yuan; Zangana, Alaa Jabbar Jumaah; Yin, Zhen-Qiang; Wu, Juan; Han, Yun-Guang; Wang, Shuang; Li, Hong-Wei; He, De-Yong; Tawfeeq, Shelan Khasro; Shi, Bao-Sen; Guo, Guang-Can; Chen, Wei; Han, Zheng-Fu

2016-01-01

As an important resource, entanglement light source has been used in developing quantum information technologies, such as quantum key distribution(QKD). There are few experiments implementing entanglement-based deterministic QKD protocols since the security of existing protocols may be compromised in lossy channels. In this work, we report on a loss-tolerant deterministic QKD experiment which follows a modified “Ping-Pong”(PP) protocol. The experiment results demonstrate for the first time that a secure deterministic QKD session can be fulfilled in a channel with an optical loss of 9 dB, based on a telecom-band entangled photon source. This exhibits a conceivable prospect of ultilizing entanglement light source in real-life fiber-based quantum communications. PMID:26860582

Modeling small cell lung cancer (SCLC) biology through deterministic and stochastic mathematical models.

PubMed

Salgia, Ravi; Mambetsariev, Isa; Hewelt, Blake; Achuthan, Srisairam; Li, Haiqing; Poroyko, Valeriy; Wang, Yingyu; Sattler, Martin

2018-05-25

Mathematical cancer models are immensely powerful tools that are based in part on the fractal nature of biological structures, such as the geometry of the lung. Cancers of the lung provide an opportune model to develop and apply algorithms that capture changes and disease phenotypes. We reviewed mathematical models that have been developed for biological sciences and applied them in the context of small cell lung cancer (SCLC) growth, mutational heterogeneity, and mechanisms of metastasis. The ultimate goal is to develop the stochastic and deterministic nature of this disease, to link this comprehensive set of tools back to its fractalness and to provide a platform for accurate biomarker development. These techniques may be particularly useful in the context of drug development research, such as combination with existing omics approaches. The integration of these tools will be important to further understand the biology of SCLC and ultimately develop novel therapeutics.

MIMICKING COUNTERFACTUAL OUTCOMES TO ESTIMATE CAUSAL EFFECTS.

PubMed

Lok, Judith J

2017-04-01

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even time-dependent Cox-models cannot be used to estimate the net treatment effect. Structural nested models have been applied in this setting. Structural nested models are based on counterfactuals: the outcome a person would have had had treatment been withheld after a certain time. Previous work on continuous-time structural nested models assumes that counterfactuals depend deterministically on observed data, while conjecturing that this assumption can be relaxed. This article proves that one can mimic counterfactuals by constructing random variables, solutions to a differential equation, that have the same distribution as the counterfactuals, even given past observed data. These "mimicking" variables can be used to estimate the parameters of structural nested models without assuming the treatment effect to be deterministic.

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.

Robust Audio Watermarking Scheme Based on Deterministic Plus Stochastic Model

NASA Astrophysics Data System (ADS)

Dhar, Pranab Kumar; Kim, Cheol Hong; Kim, Jong-Myon

Digital watermarking has been widely used for protecting digital contents from unauthorized duplication. This paper proposes a new watermarking scheme based on spectral modeling synthesis (SMS) for copyright protection of digital contents. SMS defines a sound as a combination of deterministic events plus a stochastic component that makes it possible for a synthesized sound to attain all of the perceptual characteristics of the original sound. In our proposed scheme, watermarks are embedded into the highest prominent peak of the magnitude spectrum of each non-overlapping frame in peak trajectories. Simulation results indicate that the proposed watermarking scheme is highly robust against various kinds of attacks such as noise addition, cropping, re-sampling, re-quantization, and MP3 compression and achieves similarity values ranging from 17 to 22. In addition, our proposed scheme achieves signal-to-noise ratio (SNR) values ranging from 29 dB to 30 dB.

Integrated Risk-Informed Decision-Making for an ALMR PRISM

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

Muhlheim, Michael David; Belles, Randy; Denning, Richard S.

Decision-making is the process of identifying decision alternatives, assessing those alternatives based on predefined metrics, selecting an alternative (i.e., making a decision), and then implementing that alternative. The generation of decisions requires a structured, coherent process, or a decision-making process. The overall objective for this work is that the generalized framework is adopted into an autonomous decision-making framework and tailored to specific requirements for various applications. In this context, automation is the use of computing resources to make decisions and implement a structured decision-making process with limited or no human intervention. The overriding goal of automation is to replace ormore » supplement human decision makers with reconfigurable decision-making modules that can perform a given set of tasks rationally, consistently, and reliably. Risk-informed decision-making requires a probabilistic assessment of the likelihood of success given the status of the plant/systems and component health, and a deterministic assessment between plant operating parameters and reactor protection parameters to prevent unnecessary trips and challenges to plant safety systems. The probabilistic portion of the decision-making engine of the supervisory control system is based on the control actions associated with an ALMR PRISM. Newly incorporated into the probabilistic models are the prognostic/diagnostic models developed by Pacific Northwest National Laboratory. These allow decisions to incorporate the health of components into the decision–making process. Once the control options are identified and ranked based on the likelihood of success, the supervisory control system transmits the options to the deterministic portion of the platform. The deterministic portion of the decision-making engine uses thermal-hydraulic modeling and components for an advanced liquid-metal reactor Power Reactor Inherently Safe Module. The deterministic multi-attribute decision-making framework uses various sensor data (e.g., reactor outlet temperature, steam generator drum level) and calculates its position within the challenge state, its trajectory, and its margin within the controllable domain using utility functions to evaluate current and projected plant state space for different control decisions. The metrics that are evaluated are based on reactor trip set points. The integration of the deterministic calculations using multi-physics analyses and probabilistic safety calculations allows for the examination and quantification of margin recovery strategies. This also provides validation of the control options identified from the probabilistic assessment. Thus, the thermalhydraulics analyses are used to validate the control options identified from the probabilistic assessment. Future work includes evaluating other possible metrics and computational efficiencies, and developing a user interface to mimic display panels at a modern nuclear power plant.« less

A solution to the biodiversity paradox by logical deterministic cellular automata.

PubMed

Kalmykov, Lev V; Kalmykov, Vyacheslav L

2015-06-01

The paradox of biological diversity is the key problem of theoretical ecology. The paradox consists in the contradiction between the competitive exclusion principle and the observed biodiversity. The principle is important as the basis for ecological theory. On a relatively simple model we show a mechanism of indefinite coexistence of complete competitors which violates the known formulations of the competitive exclusion principle. This mechanism is based on timely recovery of limiting resources and their spatio-temporal allocation between competitors. Because of limitations of the black-box modeling there was a problem to formulate the exclusion principle correctly. Our white-box multiscale model of two-species competition is based on logical deterministic individual-based cellular automata. This approach provides an automatic deductive inference on the basis of a system of axioms, and gives a direct insight into mechanisms of the studied system. It is one of the most promising methods of artificial intelligence. We reformulate and generalize the competitive exclusion principle and explain why this formulation provides a solution of the biodiversity paradox. In addition, we propose a principle of competitive coexistence.

Creating a stage-based deterministic PVA model - the western prairie fringed orchid [Exercise 12

Treesearch

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

2003-01-01

Contemporary efforts to conserve populations and species often employ population viability analysis (PVA), a specific application of population modeling that estimates the effects of environmental and demographic processes on population growth rates. These models can also be used to estimate probabilities that a population will fall below a certain level. This...

Compartmental and Spatial Rule-Based Modeling with Virtual Cell.

PubMed

Blinov, Michael L; Schaff, James C; Vasilescu, Dan; Moraru, Ion I; Bloom, Judy E; Loew, Leslie M

2017-10-03

In rule-based modeling, molecular interactions are systematically specified in the form of reaction rules that serve as generators of reactions. This provides a way to account for all the potential molecular complexes and interactions among multivalent or multistate molecules. Recently, we introduced rule-based modeling into the Virtual Cell (VCell) modeling framework, permitting graphical specification of rules and merger of networks generated automatically (using the BioNetGen modeling engine) with hand-specified reaction networks. VCell provides a number of ordinary differential equation and stochastic numerical solvers for single-compartment simulations of the kinetic systems derived from these networks, and agent-based network-free simulation of the rules. In this work, compartmental and spatial modeling of rule-based models has been implemented within VCell. To enable rule-based deterministic and stochastic spatial simulations and network-free agent-based compartmental simulations, the BioNetGen and NFSim engines were each modified to support compartments. In the new rule-based formalism, every reactant and product pattern and every reaction rule are assigned locations. We also introduce the rule-based concept of molecular anchors. This assures that any species that has a molecule anchored to a predefined compartment will remain in this compartment. Importantly, in addition to formulation of compartmental models, this now permits VCell users to seamlessly connect reaction networks derived from rules to explicit geometries to automatically generate a system of reaction-diffusion equations. These may then be simulated using either the VCell partial differential equations deterministic solvers or the Smoldyn stochastic simulator. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.

INTEGRATED PROBABILISTIC AND DETERMINISTIC MODELING TECHNIQUES IN ESTIMATING EXPOSURE TO WATER-BORNE CONTAMINANTS: PART 2 PHARMACOKINETIC MODELING

EPA Science Inventory

The Total Exposure Model (TEM) uses deterministic and stochastic methods to estimate the exposure of a person performing daily activities of eating, drinking, showering, and bathing. There were 250 time histories generated, by subject with activities, for the three exposure ro...

Population density equations for stochastic processes with memory kernels

NASA Astrophysics Data System (ADS)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

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.

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

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

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Probabilistic sensitivity analysis incorporating the bootstrap: an example comparing treatments for the eradication of Helicobacter pylori.

PubMed

Pasta, D J; Taylor, J L; Henning, J M

1999-01-01

Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.

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

PubMed Central

Boskova, Veronika; Bonhoeffer, Sebastian; Stadler, Tanja

2014-01-01

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

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

Treesearch

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

2003-01-01

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

Stochastic and deterministic models for agricultural production networks.

PubMed

Bai, P; Banks, H T; Dediu, S; Govan, A Y; Last, M; Lloyd, A L; Nguyen, H K; Olufsen, M S; Rempala, G; Slenning, B D

2007-07-01

An approach to modeling the impact of disturbances in an agricultural production network is presented. A stochastic model and its approximate deterministic model for averages over sample paths of the stochastic system are developed. Simulations, sensitivity and generalized sensitivity analyses are given. Finally, it is shown how diseases may be introduced into the network and corresponding simulations are discussed.

Modelling the protocol stack in NCS with deterministic and stochastic petri net

NASA Astrophysics Data System (ADS)

Hui, Chen; Chunjie, Zhou; Weifeng, Zhu

2011-06-01

Protocol stack is the basis of the networked control systems (NCS). Full or partial reconfiguration of protocol stack offers both optimised communication service and system performance. Nowadays, field testing is unrealistic to determine the performance of reconfigurable protocol stack; and the Petri net formal description technique offers the best combination of intuitive representation, tool support and analytical capabilities. Traditionally, separation between the different layers of the OSI model has been a common practice. Nevertheless, such a layered modelling analysis framework of protocol stack leads to the lack of global optimisation for protocol reconfiguration. In this article, we proposed a general modelling analysis framework for NCS based on the cross-layer concept, which is to establish an efficiency system scheduling model through abstracting the time constraint, the task interrelation, the processor and the bus sub-models from upper and lower layers (application, data link and physical layer). Cross-layer design can help to overcome the inadequacy of global optimisation based on information sharing between protocol layers. To illustrate the framework, we take controller area network (CAN) as a case study. The simulation results of deterministic and stochastic Petri-net (DSPN) model can help us adjust the message scheduling scheme and obtain better system performance.

On the Development of a Deterministic Three-Dimensional Radiation Transport Code

NASA Technical Reports Server (NTRS)

Rockell, Candice; Tweed, John

2011-01-01

Since astronauts on future deep space missions will be exposed to dangerous radiations, there is a need to accurately model the transport of radiation through shielding materials and to estimate the received radiation dose. In response to this need a three dimensional deterministic code for space radiation transport is now under development. The new code GRNTRN is based on a Green's function solution of the Boltzmann transport equation that is constructed in the form of a Neumann series. Analytical approximations will be obtained for the first three terms of the Neumann series and the remainder will be estimated by a non-perturbative technique . This work discusses progress made to date and exhibits some computations based on the first two Neumann series terms.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

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

New figuring model based on surface slope profile for grazing-incidence reflective optics

DOE PAGES

Zhou, Lin; Huang, Lei; Bouet, Nathalie; ...

2016-08-09

Surface slope profile is widely used in the metrology of grazing-incidence reflective optics instead of surface height profile. Nevertheless, the theoretical and experimental model currently used in deterministic optical figuring processes is based on surface height, not on surface slope. This means that the raw slope profile data from metrology need to be converted to height profile to perform the current height-based figuring processes. The inevitable measurement noise in the raw slope data will introduce significant cumulative error in the resultant height profiles. As a consequence, this conversion will degrade the determinism of the figuring processes, and will have anmore » impact on the ultimate surface figuring results. To overcome this problem, an innovative figuring model is proposed, which directly uses the raw slope profile data instead of the usual height data as input for the deterministic process. In this article, first the influence of the measurement noise on the resultant height profile is analyzed, and then a new model is presented; finally a demonstration experiment is carried out using a one-dimensional ion beam figuring process to demonstrate the validity of our approach.« less

A white-box model of S-shaped and double S-shaped single-species population growth

PubMed Central

Kalmykov, Lev V.

2015-01-01

Complex systems may be mechanistically modelled by white-box modeling with using logical deterministic individual-based cellular automata. Mathematical models of complex systems are of three types: black-box (phenomenological), white-box (mechanistic, based on the first principles) and grey-box (mixtures of phenomenological and mechanistic models). Most basic ecological models are of black-box type, including Malthusian, Verhulst, Lotka–Volterra models. In black-box models, the individual-based (mechanistic) mechanisms of population dynamics remain hidden. Here we mechanistically model the S-shaped and double S-shaped population growth of vegetatively propagated rhizomatous lawn grasses. Using purely logical deterministic individual-based cellular automata we create a white-box model. From a general physical standpoint, the vegetative propagation of plants is an analogue of excitation propagation in excitable media. Using the Monte Carlo method, we investigate a role of different initial positioning of an individual in the habitat. We have investigated mechanisms of the single-species population growth limited by habitat size, intraspecific competition, regeneration time and fecundity of individuals in two types of boundary conditions and at two types of fecundity. Besides that, we have compared the S-shaped and J-shaped population growth. We consider this white-box modeling approach as a method of artificial intelligence which works as automatic hyper-logical inference from the first principles of the studied subject. This approach is perspective for direct mechanistic insights into nature of any complex systems. PMID:26038717

Forecasting risk along a river basin using a probabilistic and deterministic model for environmental risk assessment of effluents through ecotoxicological evaluation and GIS.

PubMed

Gutiérrez, Simón; Fernandez, Carlos; Barata, Carlos; Tarazona, José Vicente

2009-12-20

This work presents a computer model for Risk Assessment of Basins by Ecotoxicological Evaluation (RABETOX). The model is based on whole effluent toxicity testing and water flows along a specific river basin. It is capable of estimating the risk along a river segment using deterministic and probabilistic approaches. The Henares River Basin was selected as a case study to demonstrate the importance of seasonal hydrological variations in Mediterranean regions. As model inputs, two different ecotoxicity tests (the miniaturized Daphnia magna acute test and the D.magna feeding test) were performed on grab samples from 5 waste water treatment plant effluents. Also used as model inputs were flow data from the past 25 years, water velocity measurements and precise distance measurements using Geographical Information Systems (GIS). The model was implemented into a spreadsheet and the results were interpreted and represented using GIS in order to facilitate risk communication. To better understand the bioassays results, the effluents were screened through SPME-GC/MS analysis. The deterministic model, performed each month during one calendar year, showed a significant seasonal variation of risk while revealing that September represents the worst-case scenario with values up to 950 Risk Units. This classifies the entire area of study for the month of September as "sublethal significant risk for standard species". The probabilistic approach using Monte Carlo analysis was performed on 7 different forecast points distributed along the Henares River. A 0% probability of finding "low risk" was found at all forecast points with a more than 50% probability of finding "potential risk for sensitive species". The values obtained through both the deterministic and probabilistic approximations reveal the presence of certain substances, which might be causing sublethal effects in the aquatic species present in the Henares River.

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

Estimating the epidemic threshold on networks by deterministic connections

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

Li, Kezan, E-mail: lkzzr@sohu.com; Zhu, Guanghu; Fu, Xinchu

2014-12-15

For many epidemic networks some connections between nodes are treated as deterministic, while the remainder are random and have different connection probabilities. By applying spectral analysis to several constructed models, we find that one can estimate the epidemic thresholds of these networks by investigating information from only the deterministic connections. Nonetheless, in these models, generic nonuniform stochastic connections and heterogeneous community structure are also considered. The estimation of epidemic thresholds is achieved via inequalities with upper and lower bounds, which are found to be in very good agreement with numerical simulations. Since these deterministic connections are easier to detect thanmore » those stochastic connections, this work provides a feasible and effective method to estimate the epidemic thresholds in real epidemic networks.« less

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

The metastable zone width (MSZW) and the induction time, measured for a large sample (say>0.1 L) are reproducible and deterministic, while, for a small sample (say<1 mL), these values are irreproducible and stochastic. Such behaviors of MSZW and induction time were theoretically discussed both with stochastic and deterministic models. Equations for the distribution of stochastic MSZW and induction time were derived. The average values of stochastic MSZW and induction time both decreased with an increase in sample volume, while, the deterministic MSZW and induction time remained unchanged. Such different behaviors with variation in sample volume were explained in terms of detection sensitivity of crystallization events. The average values of MSZW and induction time in the stochastic model were compared with the deterministic MSZW and induction time, respectively. Literature data reported for paracetamol aqueous solution were explained theoretically with the presented models.

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

NASA Astrophysics Data System (ADS)

Savran, William Harvey

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

Assessing the impact of land use change on hydrology by ensemble modeling (LUCHEM) III: Scenario analysis

USGS Publications Warehouse

Huisman, J.A.; Breuer, L.; Bormann, H.; Bronstert, A.; Croke, B.F.W.; Frede, H.-G.; Graff, T.; Hubrechts, L.; Jakeman, A.J.; Kite, G.; Lanini, J.; Leavesley, G.; Lettenmaier, D.P.; Lindstrom, G.; Seibert, J.; Sivapalan, M.; Viney, N.R.; Willems, P.

2009-01-01

An ensemble of 10 hydrological models was applied to the same set of land use change scenarios. There was general agreement about the direction of changes in the mean annual discharge and 90% discharge percentile predicted by the ensemble members, although a considerable range in the magnitude of predictions for the scenarios and catchments under consideration was obvious. Differences in the magnitude of the increase were attributed to the different mean annual actual evapotranspiration rates for each land use type. The ensemble of model runs was further analyzed with deterministic and probabilistic ensemble methods. The deterministic ensemble method based on a trimmed mean resulted in a single somewhat more reliable scenario prediction. The probabilistic reliability ensemble averaging (REA) method allowed a quantification of the model structure uncertainty in the scenario predictions. It was concluded that the use of a model ensemble has greatly increased our confidence in the reliability of the model predictions. ?? 2008 Elsevier Ltd.

Effect of Streamflow Forecast Uncertainty on Real-Time Reservoir Operation

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

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

PubMed

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

2017-01-01

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

Where’s the Noise? Key Features of Spontaneous Activity and Neural Variability Arise through Learning in a Deterministic Network

PubMed Central

Hartmann, Christoph; Lazar, Andreea; Nessler, Bernhard; Triesch, Jochen

2015-01-01

Even in the absence of sensory stimulation the brain is spontaneously active. This background “noise” seems to be the dominant cause of the notoriously high trial-to-trial variability of neural recordings. Recent experimental observations have extended our knowledge of trial-to-trial variability and spontaneous activity in several directions: 1. Trial-to-trial variability systematically decreases following the onset of a sensory stimulus or the start of a motor act. 2. Spontaneous activity states in sensory cortex outline the region of evoked sensory responses. 3. Across development, spontaneous activity aligns itself with typical evoked activity patterns. 4. The spontaneous brain activity prior to the presentation of an ambiguous stimulus predicts how the stimulus will be interpreted. At present it is unclear how these observations relate to each other and how they arise in cortical circuits. Here we demonstrate that all of these phenomena can be accounted for by a deterministic self-organizing recurrent neural network model (SORN), which learns a predictive model of its sensory environment. The SORN comprises recurrently coupled populations of excitatory and inhibitory threshold units and learns via a combination of spike-timing dependent plasticity (STDP) and homeostatic plasticity mechanisms. Similar to balanced network architectures, units in the network show irregular activity and variable responses to inputs. Additionally, however, the SORN exhibits sequence learning abilities matching recent findings from visual cortex and the network’s spontaneous activity reproduces the experimental findings mentioned above. Intriguingly, the network’s behaviour is reminiscent of sampling-based probabilistic inference, suggesting that correlates of sampling-based inference can develop from the interaction of STDP and homeostasis in deterministic networks. We conclude that key observations on spontaneous brain activity and the variability of neural responses can be accounted for by a simple deterministic recurrent neural network which learns a predictive model of its sensory environment via a combination of generic neural plasticity mechanisms. PMID:26714277

Combining deterministic and stochastic velocity fields in the analysis of deep crustal seismic data

NASA Astrophysics Data System (ADS)

Larkin, Steven Paul

Standard crustal seismic modeling obtains deterministic velocity models which ignore the effects of wavelength-scale heterogeneity, known to exist within the Earth's crust. Stochastic velocity models are a means to include wavelength-scale heterogeneity in the modeling. These models are defined by statistical parameters obtained from geologic maps of exposed crystalline rock, and are thus tied to actual geologic structures. Combining both deterministic and stochastic velocity models into a single model allows a realistic full wavefield (2-D) to be computed. By comparing these simulations to recorded seismic data, the effects of wavelength-scale heterogeneity can be investigated. Combined deterministic and stochastic velocity models are created for two datasets, the 1992 RISC seismic experiment in southeastern California and the 1986 PASSCAL seismic experiment in northern Nevada. The RISC experiment was located in the transition zone between the Salton Trough and the southern Basin and Range province. A high-velocity body previously identified beneath the Salton Trough is constrained to pinch out beneath the Chocolate Mountains to the northeast. The lateral extent of this body is evidence for the ephemeral nature of rifting loci as a continent is initially rifted. Stochastic modeling of wavelength-scale structures above this body indicate that little more than 5% mafic intrusion into a more felsic continental crust is responsible for the observed reflectivity. Modeling of the wide-angle RISC data indicates that coda waves following PmP are initially dominated by diffusion of energy out of the near-surface basin as the wavefield reverberates within this low-velocity layer. At later times, this coda consists of scattered body waves and P to S conversions. Surface waves do not play a significant role in this coda. Modeling of the PASSCAL dataset indicates that a high-gradient crust-mantle transition zone or a rough Moho interface is necessary to reduce precritical PmP energy. Possibly related, inconsistencies in published velocity models are rectified by hypothesizing the existence of large, elongate, high-velocity bodies at the base of the crust oriented to and of similar scale as the basins and ranges at the surface. This structure would result in an anisotropic lower crust.

Automatic mesh adaptivity for hybrid Monte Carlo/deterministic neutronics modeling of difficult shielding problems

DOE PAGES

Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; ...

2015-06-30

The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as muchmore » geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer.« less

Rice growing farmers efficiency measurement using a slack based interval DEA model with undesirable outputs

NASA Astrophysics Data System (ADS)

Khan, Sahubar Ali Mohd. Nadhar; Ramli, Razamin; Baten, M. D. Azizul

2017-11-01

In recent years eco-efficiency which considers the effect of production process on environment in determining the efficiency of firms have gained traction and a lot of attention. Rice farming is one of such production processes which typically produces two types of outputs which are economic desirable as well as environmentally undesirable. In efficiency analysis, these undesirable outputs cannot be ignored and need to be included in the model to obtain the actual estimation of firm's efficiency. There are numerous approaches that have been used in data envelopment analysis (DEA) literature to account for undesirable outputs of which directional distance function (DDF) approach is the most widely used as it allows for simultaneous increase in desirable outputs and reduction of undesirable outputs. Additionally, slack based DDF DEA approaches considers the output shortfalls and input excess in determining efficiency. In situations when data uncertainty is present, the deterministic DEA model is not suitable to be used as the effects of uncertain data will not be considered. In this case, it has been found that interval data approach is suitable to account for data uncertainty as it is much simpler to model and need less information regarding the underlying data distribution and membership function. The proposed model uses an enhanced DEA model which is based on DDF approach and incorporates slack based measure to determine efficiency in the presence of undesirable factors and data uncertainty. Interval data approach was used to estimate the values of inputs, undesirable outputs and desirable outputs. Two separate slack based interval DEA models were constructed for optimistic and pessimistic scenarios. The developed model was used to determine rice farmers efficiency from Kepala Batas, Kedah. The obtained results were later compared to the results obtained using a deterministic DDF DEA model. The study found that 15 out of 30 farmers are efficient in all cases. It is also found that the average efficiency values of all farmers for deterministic case is always lower than the optimistic scenario and higher than pessimistic scenario. The results confirm with the hypothesis since farmers who operates in optimistic scenario are in best production situation compared to pessimistic scenario in which they operate in worst production situation. The results show that the proposed model can be applied when data uncertainty is present in the production environment.

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.

Deterministic quantum splitter based on time-reversed Hong-Ou-Mandel interference

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

Chen, Jun; Lee, Kim Fook; Kumar, Prem

2007-09-15

By utilizing a fiber-based indistinguishable photon-pair source in the 1.55 {mu}m telecommunications band [J. Chen et al., Opt. Lett. 31, 2798 (2006)], we present the first, to the best of our knowledge, deterministic quantum splitter based on the principle of time-reversed Hong-Ou-Mandel quantum interference. The deterministically separated identical photons' indistinguishability is then verified by using a conventional Hong-Ou-Mandel quantum interference, which exhibits a near-unity dip visibility of 94{+-}1%, making this quantum splitter useful for various quantum information processing applications.

Aspen succession in the Intermountain West: A deterministic model

Treesearch

Dale L. Bartos; Frederick R. Ward; George S. Innis

1983-01-01

A deterministic model of succession in aspen forests was developed using existing data and intuition. The degree of uncertainty, which was determined by allowing the parameter values to vary at random within limits, was larger than desired. This report presents results of an analysis of model sensitivity to changes in parameter values. These results have indicated...

Forward and Inverse Modeling of Self-potential. A Tomography of Groundwater Flow and Comparison Between Deterministic and Stochastic Inversion Methods

NASA Astrophysics Data System (ADS)

Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.

2016-12-01

Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Deterministic and reliability based optimization of integrated thermal protection system composite panel using adaptive sampling techniques

NASA Astrophysics Data System (ADS)

Ravishankar, Bharani

Conventional space vehicles have thermal protection systems (TPS) that provide protection to an underlying structure that carries the flight loads. In an attempt to save weight, there is interest in an integrated TPS (ITPS) that combines the structural function and the TPS function. This has weight saving potential, but complicates the design of the ITPS that now has both thermal and structural failure modes. The main objectives of this dissertation was to optimally design the ITPS subjected to thermal and mechanical loads through deterministic and reliability based optimization. The optimization of the ITPS structure requires computationally expensive finite element analyses of 3D ITPS (solid) model. To reduce the computational expenses involved in the structural analysis, finite element based homogenization method was employed, homogenizing the 3D ITPS model to a 2D orthotropic plate. However it was found that homogenization was applicable only for panels that are much larger than the characteristic dimensions of the repeating unit cell in the ITPS panel. Hence a single unit cell was used for the optimization process to reduce the computational cost. Deterministic and probabilistic optimization of the ITPS panel required evaluation of failure constraints at various design points. This further demands computationally expensive finite element analyses which was replaced by efficient, low fidelity surrogate models. In an optimization process, it is important to represent the constraints accurately to find the optimum design. Instead of building global surrogate models using large number of designs, the computational resources were directed towards target regions near constraint boundaries for accurate representation of constraints using adaptive sampling strategies. Efficient Global Reliability Analyses (EGRA) facilitates sequentially sampling of design points around the region of interest in the design space. EGRA was applied to the response surface construction of the failure constraints in the deterministic and reliability based optimization of the ITPS panel. It was shown that using adaptive sampling, the number of designs required to find the optimum were reduced drastically, while improving the accuracy. System reliability of ITPS was estimated using Monte Carlo Simulation (MCS) based method. Separable Monte Carlo method was employed that allowed separable sampling of the random variables to predict the probability of failure accurately. The reliability analysis considered uncertainties in the geometry, material properties, loading conditions of the panel and error in finite element modeling. These uncertainties further increased the computational cost of MCS techniques which was also reduced by employing surrogate models. In order to estimate the error in the probability of failure estimate, bootstrapping method was applied. This research work thus demonstrates optimization of the ITPS composite panel with multiple failure modes and large number of uncertainties using adaptive sampling techniques.

Probabilistic vs. deterministic fiber tracking and the influence of different seed regions to delineate cerebellar-thalamic fibers in deep brain stimulation.

PubMed

Schlaier, Juergen R; Beer, Anton L; Faltermeier, Rupert; Fellner, Claudia; Steib, Kathrin; Lange, Max; Greenlee, Mark W; Brawanski, Alexander T; Anthofer, Judith M

2017-06-01

This study compared tractography approaches for identifying cerebellar-thalamic fiber bundles relevant to planning target sites for deep brain stimulation (DBS). In particular, probabilistic and deterministic tracking of the dentate-rubro-thalamic tract (DRTT) and differences between the spatial courses of the DRTT and the cerebello-thalamo-cortical (CTC) tract were compared. Six patients with movement disorders were examined by magnetic resonance imaging (MRI), including two sets of diffusion-weighted images (12 and 64 directions). Probabilistic and deterministic tractography was applied on each diffusion-weighted dataset to delineate the DRTT. Results were compared with regard to their sensitivity in revealing the DRTT and additional fiber tracts and processing time. Two sets of regions-of-interests (ROIs) guided deterministic tractography of the DRTT or the CTC, respectively. Tract distances to an atlas-based reference target were compared. Probabilistic fiber tracking with 64 orientations detected the DRTT in all twelve hemispheres. Deterministic tracking detected the DRTT in nine (12 directions) and in only two (64 directions) hemispheres. Probabilistic tracking was more sensitive in detecting additional fibers (e.g. ansa lenticularis and medial forebrain bundle) than deterministic tracking. Probabilistic tracking lasted substantially longer than deterministic. Deterministic tracking was more sensitive in detecting the CTC than the DRTT. CTC tracts were located adjacent but consistently more posterior to DRTT tracts. These results suggest that probabilistic tracking is more sensitive and robust in detecting the DRTT but harder to implement than deterministic approaches. Although sensitivity of deterministic tracking is higher for the CTC than the DRTT, targets for DBS based on these tracts likely differ. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

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.

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.

Pest persistence and eradication conditions in a deterministic model for sterile insect release.

PubMed

Gordillo, Luis F

2015-01-01

The release of sterile insects is an environment friendly pest control method used in integrated pest management programmes. Difference or differential equations based on Knipling's model often provide satisfactory qualitative descriptions of pest populations subject to sterile release at relatively high densities with large mating encounter rates, but fail otherwise. In this paper, I derive and explore numerically deterministic population models that include sterile release together with scarce mating encounters in the particular case of species with long lifespan and multiple matings. The differential equations account separately the effects of mating failure due to sterile male release and the frequency of mating encounters. When insects spatial spread is incorporated through diffusion terms, computations reveal the possibility of steady pest persistence in finite size patches. In the presence of density dependence regulation, it is observed that sterile release might contribute to induce sudden suppression of the pest population.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

POTENTIAL CLIMATE WARMING EFFECTS ON ICE COVERS OF SMALL LAKES IN THE CONTIGUOUS U.S. (R824801)

EPA Science Inventory

Abstract

To simulate effects of projected climate change on ice covers of small lakes in the northern contiguous U.S., a process-based simulation model is applied. This winter ice/snow cover model is associated with a deterministic, one-dimensional year-round water tem...

The aggregate timberland assessment system—ATLAS: a comprehensive timber projection model.

Treesearch

J.R. Mills; J.C. Kincaid

1992-01-01

The aggregate timberland assessment system is a time-based deterministic timber projection model. It was developed by the USDA Forest Service to address broad policy questions related to future timber supplies for the 1989 Renewable Resources Planning Act timber assessment. An open framework design allows for customizing inputs to account for regional and subregional...

Immersion freezing of internally and externally mixed mineral dust species analyzed by stochastic and deterministic models

NASA Astrophysics Data System (ADS)

Wong, B.; Kilthau, W.; Knopf, D. A.

2017-12-01

Immersion freezing is recognized as the most important ice crystal formation process in mixed-phase cloud environments. It is well established that mineral dust species can act as efficient ice nucleating particles. Previous research has focused on determination of the ice nucleation propensity of individual mineral dust species. In this study, the focus is placed on how different mineral dust species such as illite, kaolinite and feldspar, initiate freezing of water droplets when present in internal and external mixtures. The frozen fraction data for single and multicomponent mineral dust droplet mixtures are recorded under identical cooling rates. Additionally, the time dependence of freezing is explored. Externally and internally mixed mineral dust droplet samples are exposed to constant temperatures (isothermal freezing experiments) and frozen fraction data is recorded based on time intervals. Analyses of single and multicomponent mineral dust droplet samples include different stochastic and deterministic models such as the derivation of the heterogeneous ice nucleation rate coefficient (J­­het), the single contact angle (α) description, the α-PDF model, active sites representation, and the deterministic model. Parameter sets derived from freezing data of single component mineral dust samples are evaluated for prediction of cooling rate dependent and isothermal freezing of multicomponent externally or internally mixed mineral dust samples. The atmospheric implications of our findings are discussed.

Transient deterministic shallow landslide modeling: Requirements for susceptibility and hazard assessments in a GIS framework

USGS Publications Warehouse

Godt, J.W.; Baum, R.L.; Savage, W.Z.; Salciarini, D.; Schulz, W.H.; Harp, E.L.

2008-01-01

Application of transient deterministic shallow landslide models over broad regions for hazard and susceptibility assessments requires information on rainfall, topography and the distribution and properties of hillside materials. We survey techniques for generating the spatial and temporal input data for such models and present an example using a transient deterministic model that combines an analytic solution to assess the pore-pressure response to rainfall infiltration with an infinite-slope stability calculation. Pore-pressures and factors of safety are computed on a cell-by-cell basis and can be displayed or manipulated in a grid-based GIS. Input data are high-resolution (1.8??m) topographic information derived from LiDAR data and simple descriptions of initial pore-pressure distribution and boundary conditions for a study area north of Seattle, Washington. Rainfall information is taken from a previously defined empirical rainfall intensity-duration threshold and material strength and hydraulic properties were measured both in the field and laboratory. Results are tested by comparison with a shallow landslide inventory. Comparison of results with those from static infinite-slope stability analyses assuming fixed water-table heights shows that the spatial prediction of shallow landslide susceptibility is improved using the transient analyses; moreover, results can be depicted in terms of the rainfall intensity and duration known to trigger shallow landslides in the study area.

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.

A Bayesian model averaging method for the derivation of reservoir operating rules

NASA Astrophysics Data System (ADS)

Zhang, Jingwen; Liu, Pan; Wang, Hao; Lei, Xiaohui; Zhou, Yanlai

2015-09-01

Because the intrinsic dynamics among optimal decision making, inflow processes and reservoir characteristics are complex, functional forms of reservoir operating rules are always determined subjectively. As a result, the uncertainty of selecting form and/or model involved in reservoir operating rules must be analyzed and evaluated. In this study, we analyze the uncertainty of reservoir operating rules using the Bayesian model averaging (BMA) model. Three popular operating rules, namely piecewise linear regression, surface fitting and a least-squares support vector machine, are established based on the optimal deterministic reservoir operation. These individual models provide three-member decisions for the BMA combination, enabling the 90% release interval to be estimated by the Markov Chain Monte Carlo simulation. A case study of China's the Baise reservoir shows that: (1) the optimal deterministic reservoir operation, superior to any reservoir operating rules, is used as the samples to derive the rules; (2) the least-squares support vector machine model is more effective than both piecewise linear regression and surface fitting; (3) BMA outperforms any individual model of operating rules based on the optimal trajectories. It is revealed that the proposed model can reduce the uncertainty of operating rules, which is of great potential benefit in evaluating the confidence interval of decisions.

A downscaling scheme for atmospheric variables to drive soil-vegetation-atmosphere transfer models

NASA Astrophysics Data System (ADS)

Schomburg, A.; Venema, V.; Lindau, R.; Ament, F.; Simmer, C.

2010-09-01

For driving soil-vegetation-transfer models or hydrological models, high-resolution atmospheric forcing data is needed. For most applications the resolution of atmospheric model output is too coarse. To avoid biases due to the non-linear processes, a downscaling system should predict the unresolved variability of the atmospheric forcing. For this purpose we derived a disaggregation system consisting of three steps: (1) a bi-quadratic spline-interpolation of the low-resolution data, (2) a so-called `deterministic' part, based on statistical rules between high-resolution surface variables and the desired atmospheric near-surface variables and (3) an autoregressive noise-generation step. The disaggregation system has been developed and tested based on high-resolution model output (400m horizontal grid spacing). A novel automatic search-algorithm has been developed for deriving the deterministic downscaling rules of step 2. When applied to the atmospheric variables of the lowest layer of the atmospheric COSMO-model, the disaggregation is able to adequately reconstruct the reference fields. Applying downscaling step 1 and 2, root mean square errors are decreased. Step 3 finally leads to a close match of the subgrid variability and temporal autocorrelation with the reference fields. The scheme can be applied to the output of atmospheric models, both for stand-alone offline simulations, and a fully coupled model system.

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

NASA Astrophysics Data System (ADS)

Hasuike, Takashi; Ishii, Hiroaki

2009-01-01

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

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.

Stochastic and deterministic causes of streamer branching in liquid dielectrics

NASA Astrophysics Data System (ADS)

Jadidian, Jouya; Zahn, Markus; Lavesson, Nils; Widlund, Ola; Borg, Karl

2013-08-01

Streamer branching in liquid dielectrics is driven by stochastic and deterministic factors. The presence of stochastic causes of streamer branching such as inhomogeneities inherited from noisy initial states, impurities, or charge carrier density fluctuations is inevitable in any dielectric. A fully three-dimensional streamer model presented in this paper indicates that deterministic origins of branching are intrinsic attributes of streamers, which in some cases make the branching inevitable depending on shape and velocity of the volume charge at the streamer frontier. Specifically, any given inhomogeneous perturbation can result in streamer branching if the volume charge layer at the original streamer head is relatively thin and slow enough. Furthermore, discrete nature of electrons at the leading edge of an ionization front always guarantees the existence of a non-zero inhomogeneous perturbation ahead of the streamer head propagating even in perfectly homogeneous dielectric. Based on the modeling results for streamers propagating in a liquid dielectric, a gauge on the streamer head geometry is introduced that determines whether the branching occurs under particular inhomogeneous circumstances. Estimated number, diameter, and velocity of the born branches agree qualitatively with experimental images of the streamer branching.

Reliability-based trajectory optimization using nonintrusive polynomial chaos for Mars entry mission

NASA Astrophysics Data System (ADS)

Huang, Yuechen; Li, Haiyang

2018-06-01

This paper presents the reliability-based sequential optimization (RBSO) method to settle the trajectory optimization problem with parametric uncertainties in entry dynamics for Mars entry mission. First, the deterministic entry trajectory optimization model is reviewed, and then the reliability-based optimization model is formulated. In addition, the modified sequential optimization method, in which the nonintrusive polynomial chaos expansion (PCE) method and the most probable point (MPP) searching method are employed, is proposed to solve the reliability-based optimization problem efficiently. The nonintrusive PCE method contributes to the transformation between the stochastic optimization (SO) and the deterministic optimization (DO) and to the approximation of trajectory solution efficiently. The MPP method, which is used for assessing the reliability of constraints satisfaction only up to the necessary level, is employed to further improve the computational efficiency. The cycle including SO, reliability assessment and constraints update is repeated in the RBSO until the reliability requirements of constraints satisfaction are satisfied. Finally, the RBSO is compared with the traditional DO and the traditional sequential optimization based on Monte Carlo (MC) simulation in a specific Mars entry mission to demonstrate the effectiveness and the efficiency of the proposed method.

Tularosa Basin Play Fairway Analysis Data and Models

DOE Data Explorer

Nash, Greg

2017-07-11

This submission includes raster datasets for each layer of evidence used for weights of evidence analysis as well as the deterministic play fairway analysis (PFA). Data representative of heat, permeability and groundwater comprises some of the raster datasets. Additionally, the final deterministic PFA model is provided along with a certainty model. All of these datasets are best used with an ArcGIS software package, specifically Spatial Data Modeler.

Extended Range Prediction of Indian Summer Monsoon: Current status

NASA Astrophysics Data System (ADS)

Sahai, A. K.; Abhilash, S.; Borah, N.; Joseph, S.; Chattopadhyay, R.; S, S.; Rajeevan, M.; Mandal, R.; Dey, A.

2014-12-01

The main focus of this study is to develop forecast consensus in the extended range prediction (ERP) of monsoon Intraseasonal oscillations using a suit of different variants of Climate Forecast system (CFS) model. In this CFS based Grand MME prediction system (CGMME), the ensemble members are generated by perturbing the initial condition and using different configurations of CFSv2. This is to address the role of different physical mechanisms known to have control on the error growth in the ERP in the 15-20 day time scale. The final formulation of CGMME is based on 21 ensembles of the standalone Global Forecast System (GFS) forced with bias corrected forecasted SST from CFS, 11 low resolution CFST126 and 11 high resolution CFST382. Thus, we develop the multi-model consensus forecast for the ERP of Indian summer monsoon (ISM) using a suite of different variants of CFS model. This coordinated international effort lead towards the development of specific tailor made regional forecast products over Indian region. Skill of deterministic and probabilistic categorical rainfall forecast as well the verification of large-scale low frequency monsoon intraseasonal oscillations has been carried out using hindcast from 2001-2012 during the monsoon season in which all models are initialized at every five days starting from 16May to 28 September. The skill of deterministic forecast from CGMME is better than the best participating single model ensemble configuration (SME). The CGMME approach is believed to quantify the uncertainty in both initial conditions and model formulation. Main improvement is attained in probabilistic forecast which is because of an increase in the ensemble spread, thereby reducing the error due to over-confident ensembles in a single model configuration. For probabilistic forecast, three tercile ranges are determined by ranking method based on the percentage of ensemble members from all the participating models falls in those three categories. CGMME further added value to both deterministic and probability forecast compared to raw SME's and this better skill is probably flows from large spread and improved spread-error relationship. CGMME system is currently capable of generating ER prediction in real time and successfully delivering its experimental operational ER forecast of ISM for the last few years.

Optimal Estimation with Two Process Models and No Measurements

DTIC Science & Technology

2015-08-01

models will be lost if either of the models includes deterministic modeling errors. 12 5. References and Notes 1. Brown RG, Hwang PYC. Introduction to...independent process models when no measurements are present. The observer follows a derivation similar to that of the discrete time Kalman filter. A simulation...discrete time Kalman filter. A simulation example is provided in which a process model based on the dynamics of a ballistic projectile is blended with an

Advanced Information Technology in Simulation Based Life Cycle Design

NASA Technical Reports Server (NTRS)

Renaud, John E.

2003-01-01

In this research a Collaborative Optimization (CO) approach for multidisciplinary systems design is used to develop a decision based design framework for non-deterministic optimization. To date CO strategies have been developed for use in application to deterministic systems design problems. In this research the decision based design (DBD) framework proposed by Hazelrigg is modified for use in a collaborative optimization framework. The Hazelrigg framework as originally proposed provides a single level optimization strategy that combines engineering decisions with business decisions in a single level optimization. By transforming this framework for use in collaborative optimization one can decompose the business and engineering decision making processes. In the new multilevel framework of Decision Based Collaborative Optimization (DBCO) the business decisions are made at the system level. These business decisions result in a set of engineering performance targets that disciplinary engineering design teams seek to satisfy as part of subspace optimizations. The Decision Based Collaborative Optimization framework more accurately models the existing relationship between business and engineering in multidisciplinary systems design.

Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

NASA Technical Reports Server (NTRS)

Aguilo, Miguel A.; Warner, James E.

2017-01-01

This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

An Efficient Deterministic Approach to Model-based Prediction Uncertainty Estimation

NASA Technical Reports Server (NTRS)

Daigle, Matthew J.; Saxena, Abhinav; Goebel, Kai

2012-01-01

Prognostics deals with the prediction of the end of life (EOL) of a system. EOL is a random variable, due to the presence of process noise and uncertainty in the future inputs to the system. Prognostics algorithm must account for this inherent uncertainty. In addition, these algorithms never know exactly the state of the system at the desired time of prediction, or the exact model describing the future evolution of the system, accumulating additional uncertainty into the predicted EOL. Prediction algorithms that do not account for these sources of uncertainty are misrepresenting the EOL and can lead to poor decisions based on their results. In this paper, we explore the impact of uncertainty in the prediction problem. We develop a general model-based prediction algorithm that incorporates these sources of uncertainty, and propose a novel approach to efficiently handle uncertainty in the future input trajectories of a system by using the unscented transformation. Using this approach, we are not only able to reduce the computational load but also estimate the bounds of uncertainty in a deterministic manner, which can be useful to consider during decision-making. Using a lithium-ion battery as a case study, we perform several simulation-based experiments to explore these issues, and validate the overall approach using experimental data from a battery testbed.

JCCRER Project 2.3 -- Deterministic effects of occupational exposure to radiation. Phase 1: Feasibility study; Final report

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

Okladnikova, N.; Pesternikova, V.; Sumina, M.

1998-12-01

Phase 1 of Project 2.3, a short-term collaborative Feasibility Study, was funded for 12 months starting on 1 February 1996. The overall aim of the study was to determine the practical feasibility of using the dosimetric and clinical data on the MAYAK worker population to study the deterministic effects of exposure to external gamma radiation and to internal alpha radiation from inhaled plutonium. Phase 1 efforts were limited to the period of greatest worker exposure (1948--1954) and focused on collaboratively: assessing the comprehensiveness, availability, quality, and suitability of the Russian clinical and dosimetric data for the study of deterministic effects;more » creating an electronic data base containing complete clinical and dosimetric data on a small, representative sample of MAYAK workers; developing computer software for the testing of a currently used health risk model of hematopoietic effects; and familiarizing the US team with the Russian diagnostic criteria and techniques used in the identification of Chronic Radiation Sickness.« less

How the growth rate of host cells affects cancer risk in a deterministic way

NASA Astrophysics Data System (ADS)

Draghi, Clément; Viger, Louise; Denis, Fabrice; Letellier, Christophe

2017-09-01

It is well known that cancers are significantly more often encountered in some tissues than in other ones. In this paper, by using a deterministic model describing the interactions between host, effector immune and tumor cells at the tissue level, we show that this can be explained by the dependency of tumor growth on parameter values characterizing the type as well as the state of the tissue considered due to the "way of life" (environmental factors, food consumption, drinking or smoking habits, etc.). Our approach is purely deterministic and, consequently, the strong correlation (r = 0.99) between the number of detectable growing tumors and the growth rate of cells from the nesting tissue can be explained without evoking random mutation arising during DNA replications in nonmalignant cells or "bad luck". Strategies to limit the mortality induced by cancer could therefore be well based on improving the way of life, that is, by better preserving the tissue where mutant cells randomly arise.

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

Zech, Alraune; Attinger, Sabine; Dietrich, Peter; Teutsch, Georg

2017-04-01

Contaminant transport in highly heterogeneous aquifers is extremely challenging and subject of current scientific debate. Tracer plumes often show non-symmetric but highly skewed plume shapes. Predicting such transport behavior using the classical advection-dispersion-equation (ADE) in combination with a stochastic description of aquifer properties requires a dense measurement network. This is in contrast to the available information for most aquifers. A new conceptual aquifer structure model is presented which combines large-scale deterministic information and the stochastic approach for incorporating sub-scale heterogeneity. The conceptual model is designed to allow for a goal-oriented, site specific transport analysis making use of as few data as possible. Thereby the basic idea is to reproduce highly skewed tracer plumes in heterogeneous media by incorporating deterministic contrasts and effects of connectivity instead of using unimodal heterogeneous models with high variances. The conceptual model consists of deterministic blocks of mean hydraulic conductivity which might be measured by pumping tests indicating values differing in orders of magnitudes. A sub-scale heterogeneity is introduced within every block. This heterogeneity can be modeled as bimodal or log-normal distributed. The impact of input parameters, structure and conductivity contrasts is investigated in a systematic manor. Furthermore, some first successful implementation of the model was achieved for the well known MADE site.

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.

Structural Deterministic Safety Factors Selection Criteria and Verification

NASA Technical Reports Server (NTRS)

Verderaime, V.

1992-01-01

Though current deterministic safety factors are arbitrarily and unaccountably specified, its ratio is rooted in resistive and applied stress probability distributions. This study approached the deterministic method from a probabilistic concept leading to a more systematic and coherent philosophy and criterion for designing more uniform and reliable high-performance structures. The deterministic method was noted to consist of three safety factors: a standard deviation multiplier of the applied stress distribution; a K-factor for the A- or B-basis material ultimate stress; and the conventional safety factor to ensure that the applied stress does not operate in the inelastic zone of metallic materials. The conventional safety factor is specifically defined as the ratio of ultimate-to-yield stresses. A deterministic safety index of the combined safety factors was derived from which the corresponding reliability proved the deterministic method is not reliability sensitive. The bases for selecting safety factors are presented and verification requirements are discussed. The suggested deterministic approach is applicable to all NASA, DOD, and commercial high-performance structures under static stresses.

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

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

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

A stochastic flow-capturing model to optimize the location of fast-charging stations with uncertain electric vehicle flows

DOE PAGES

Wu, Fei; Sioshansi, Ramteen

2017-05-04

Here, we develop a model to optimize the location of public fast charging stations for electric vehicles (EVs). A difficulty in planning the placement of charging stations is uncertainty in where EV charging demands appear. For this reason, we use a stochastic flow-capturing location model (SFCLM). A sample-average approximation method and an averaged two-replication procedure are used to solve the problem and estimate the solution quality. We demonstrate the use of the SFCLM using a Central-Ohio based case study. We find that most of the stations built are concentrated around the urban core of the region. As the number ofmore » stations built increases, some appear on the outskirts of the region to provide an extended charging network. We find that the sets of optimal charging station locations as a function of the number of stations built are approximately nested. We demonstrate the benefits of the charging-station network in terms of how many EVs are able to complete their daily trips by charging midday—six public charging stations allow at least 60% of EVs that would otherwise not be able to complete their daily tours without the stations to do so. We finally compare the SFCLM to a deterministic model, in which EV flows are set equal to their expected values. We show that if a limited number of charging stations are to be built, the SFCLM outperforms the deterministic model. As the number of stations to be built increases, the SFCLM and deterministic model select very similar station locations.« less

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

Simulation of earthquake ground motions in the eastern United States using deterministic physics‐based and site‐based stochastic approaches

USGS Publications Warehouse

Rezaeian, Sanaz; Hartzell, Stephen; Sun, Xiaodan; Mendoza, Carlos

2017-01-01

Earthquake ground‐motion recordings are scarce in the central and eastern United States (CEUS) for large‐magnitude events and at close distances. We use two different simulation approaches, a deterministic physics‐based method and a site‐based stochastic method, to simulate ground motions over a wide range of magnitudes. Drawing on previous results for the modeling of recordings from the 2011 Mw 5.8 Mineral, Virginia, earthquake and using the 2001 Mw 7.6 Bhuj, India, earthquake as a tectonic analog for a large magnitude CEUS event, we are able to calibrate the two simulation methods over this magnitude range. Both models show a good fit to the Mineral and Bhuj observations from 0.1 to 10 Hz. Model parameters are then adjusted to obtain simulations for Mw 6.5, 7.0, and 7.6 events in the CEUS. Our simulations are compared with the 2014 U.S. Geological Survey weighted combination of existing ground‐motion prediction equations in the CEUS. The physics‐based simulations show comparable response spectral amplitudes and a fairly similar attenuation with distance. The site‐based stochastic simulations suggest a slightly faster attenuation of the response spectral amplitudes with distance for larger magnitude events and, as a result, slightly lower amplitudes at distances greater than 200 km. Both models are plausible alternatives and, given the few available data points in the CEUS, can be used to represent the epistemic uncertainty in modeling of postulated CEUS large‐magnitude events.

Deterministic analysis of processes at corroding metal surfaces and the study of electrochemical noise in these systems

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

Latanision, R.M.

1990-12-01

Electrochemical corrosion is pervasive in virtually all engineering systems and in virtually all industrial circumstances. Although engineers now understand how to design systems to minimize corrosion in many instances, many fundamental questions remain poorly understood and, therefore, the development of corrosion control strategies is based more on empiricism than on a deep understanding of the processes by which metals corrode in electrolytes. Fluctuations in potential, or current, in electrochemical systems have been observed for many years. To date, all investigations of this phenomenon have utilized non-deterministic analyses. In this work it is proposed to study electrochemical noise from a deterministicmore » viewpoint by comparison of experimental parameters, such as first and second order moments (non-deterministic), with computer simulation of corrosion at metal surfaces. In this way it is proposed to analyze the origins of these fluctuations and to elucidate the relationship between these fluctuations and kinetic parameters associated with metal dissolution and cathodic reduction reactions. This research program addresses in essence two areas of interest: (a) computer modeling of corrosion processes in order to study the electrochemical processes on an atomistic scale, and (b) experimental investigations of fluctuations in electrochemical systems and correlation of experimental results with computer modeling. In effect, the noise generated by mathematical modeling will be analyzed and compared to experimental noise in electrochemical systems. 1 fig.« less

The Diffusion Model Is Not a Deterministic Growth Model: Comment on Jones and Dzhafarov (2014)

PubMed Central

Smith, Philip L.; Ratcliff, Roger; McKoon, Gail

2015-01-01

Jones and Dzhafarov (2014) claim that several current models of speeded decision making in cognitive tasks, including the diffusion model, can be viewed as special cases of other general models or model classes. The general models can be made to match any set of response time (RT) distribution and accuracy data exactly by a suitable choice of parameters and so are unfalsifiable. The implication of their claim is that models like the diffusion model are empirically testable only by artificially restricting them to exclude unfalsifiable instances of the general model. We show that Jones and Dzhafarov’s argument depends on enlarging the class of “diffusion” models to include models in which there is little or no diffusion. The unfalsifiable models are deterministic or near-deterministic growth models, from which the effects of within-trial variability have been removed or in which they are constrained to be negligible. These models attribute most or all of the variability in RT and accuracy to across-trial variability in the rate of evidence growth, which is permitted to be distributed arbitrarily and to vary freely across experimental conditions. In contrast, in the standard diffusion model, within-trial variability in evidence is the primary determinant of variability in RT. Across-trial variability, which determines the relative speed of correct responses and errors, is theoretically and empirically constrained. Jones and Dzhafarov’s attempt to include the diffusion model in a class of models that also includes deterministic growth models misrepresents and trivializes it and conveys a misleading picture of cognitive decision-making research. PMID:25347314

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks.

PubMed

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks

PubMed Central

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses. PMID:29163110

Probabilistic dose-response modeling: case study using dichloromethane PBPK model results.

PubMed

Marino, Dale J; Starr, Thomas B

2007-12-01

A revised assessment of dichloromethane (DCM) has recently been reported that examines the influence of human genetic polymorphisms on cancer risks using deterministic PBPK and dose-response modeling in the mouse combined with probabilistic PBPK modeling in humans. This assessment utilized Bayesian techniques to optimize kinetic variables in mice and humans with mean values from posterior distributions used in the deterministic modeling in the mouse. To supplement this research, a case study was undertaken to examine the potential impact of probabilistic rather than deterministic PBPK and dose-response modeling in mice on subsequent unit risk factor (URF) determinations. Four separate PBPK cases were examined based on the exposure regimen of the NTP DCM bioassay. These were (a) Same Mouse (single draw of all PBPK inputs for both treatment groups); (b) Correlated BW-Same Inputs (single draw of all PBPK inputs for both treatment groups except for bodyweights (BWs), which were entered as correlated variables); (c) Correlated BW-Different Inputs (separate draws of all PBPK inputs for both treatment groups except that BWs were entered as correlated variables); and (d) Different Mouse (separate draws of all PBPK inputs for both treatment groups). Monte Carlo PBPK inputs reflect posterior distributions from Bayesian calibration in the mouse that had been previously reported. A minimum of 12,500 PBPK iterations were undertaken, in which dose metrics, i.e., mg DCM metabolized by the GST pathway/L tissue/day for lung and liver were determined. For dose-response modeling, these metrics were combined with NTP tumor incidence data that were randomly selected from binomial distributions. Resultant potency factors (0.1/ED(10)) were coupled with probabilistic PBPK modeling in humans that incorporated genetic polymorphisms to derive URFs. Results show that there was relatively little difference, i.e., <10% in central tendency and upper percentile URFs, regardless of the case evaluated. Independent draws of PBPK inputs resulted in the slightly higher URFs. Results were also comparable to corresponding values from the previously reported deterministic mouse PBPK and dose-response modeling approach that used LED(10)s to derive potency factors. This finding indicated that the adjustment from ED(10) to LED(10) in the deterministic approach for DCM compensated for variability resulting from probabilistic PBPK and dose-response modeling in the mouse. Finally, results show a similar degree of variability in DCM risk estimates from a number of different sources including the current effort even though these estimates were developed using very different techniques. Given the variety of different approaches involved, 95th percentile-to-mean risk estimate ratios of 2.1-4.1 represent reasonable bounds on variability estimates regarding probabilistic assessments of DCM.

Comparison of two optimization algorithms for fuzzy finite element model updating for damage detection in a wind turbine blade

NASA Astrophysics Data System (ADS)

Turnbull, Heather; Omenzetter, Piotr

2018-03-01

vDifficulties associated with current health monitoring and inspection practices combined with harsh, often remote, operational environments of wind turbines highlight the requirement for a non-destructive evaluation system capable of remotely monitoring the current structural state of turbine blades. This research adopted a physics based structural health monitoring methodology through calibration of a finite element model using inverse techniques. A 2.36m blade from a 5kW turbine was used as an experimental specimen, with operational modal analysis techniques utilised to realize the modal properties of the system. Modelling the experimental responses as fuzzy numbers using the sub-level technique, uncertainty in the response parameters was propagated back through the model and into the updating parameters. Initially, experimental responses of the blade were obtained, with a numerical model of the blade created and updated. Deterministic updating was carried out through formulation and minimisation of a deterministic objective function using both firefly algorithm and virus optimisation algorithm. Uncertainty in experimental responses were modelled using triangular membership functions, allowing membership functions of updating parameters (Young's modulus and shear modulus) to be obtained. Firefly algorithm and virus optimisation algorithm were again utilised, however, this time in the solution of fuzzy objective functions. This enabled uncertainty associated with updating parameters to be quantified. Varying damage location and severity was simulated experimentally through addition of small masses to the structure intended to cause a structural alteration. A damaged model was created, modelling four variable magnitude nonstructural masses at predefined points and updated to provide a deterministic damage prediction and information in relation to the parameters uncertainty via fuzzy updating.

The effects of demand uncertainty on strategic gaming in the merit-order electricity pool market

NASA Astrophysics Data System (ADS)

Frem, Bassam

In a merit-order electricity pool market, generating companies (Gencos) game with their offered incremental cost to meet the electricity demand and earn bigger market shares and higher profits. However when the demand is treated as a random variable instead of as a known constant, these Genco gaming strategies become more complex. After a brief introduction of electricity markets and gaming, the effects of demand uncertainty on strategic gaming are studied in two parts: (1) Demand modelled as a discrete random variable (2) Demand modelled as a continuous random variable. In the first part, we proposed an algorithm, the discrete stochastic strategy (DSS) algorithm that generates a strategic set of offers from the perspective of the Gencos' profits. The DSS offers were tested and compared to the deterministic Nash equilibrium (NE) offers based on the predicted demand. This comparison, based on the expected Genco profits, showed the DSS to be a better strategy in a probabilistic sense than the deterministic NE. In the second part, we presented three gaming strategies: (1) Deterministic NE (2) No-Risk (3) Risk-Taking. The strategies were then tested and their profit performances were compared using two assessment tools: (a) Expected value and standard deviation (b) Inverse cumulative distribution. We concluded that despite yielding higher profit performance under the right conjectures, Risk-Taking strategies are very sensitive to incorrect conjectures on the competitors' gaming decisions. As such, despite its lower profit performance, the No-Risk strategy was deemed preferable.

Comprehensive European dietary exposure model (CEDEM) for food additives.

PubMed

Tennant, David R

2016-05-01

European methods for assessing dietary exposures to nutrients, additives and other substances in food are limited by the availability of detailed food consumption data for all member states. A proposed comprehensive European dietary exposure model (CEDEM) applies summary data published by the European Food Safety Authority (EFSA) in a deterministic model based on an algorithm from the EFSA intake method for food additives. The proposed approach can predict estimates of food additive exposure provided in previous EFSA scientific opinions that were based on the full European food consumption database.

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

PubMed

Bittig, Arne T; Uhrmacher, Adelinde M

2017-01-01

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

An application of ensemble/multi model approach for wind power production forecast.

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Decimi, G.; Hagedorn, R.; Sperati, S.

2010-09-01

The wind power forecast of the 3 days ahead period are becoming always more useful and important in reducing the problem of grid integration and energy price trading due to the increasing wind power penetration. Therefore it's clear that the accuracy of this forecast is one of the most important requirements for a successful application. The wind power forecast is based on a mesoscale meteorological models that provides the 3 days ahead wind data. A Model Output Statistic correction is then performed to reduce systematic error caused, for instance, by a wrong representation of surface roughness or topography in the meteorological models. The corrected wind data are then used as input in the wind farm power curve to obtain the power forecast. These computations require historical time series of wind measured data (by an anemometer located in the wind farm or on the nacelle) and power data in order to be able to perform the statistical analysis on the past. For this purpose a Neural Network (NN) is trained on the past data and then applied in the forecast task. Considering that the anemometer measurements are not always available in a wind farm a different approach has also been adopted. A training of the NN to link directly the forecasted meteorological data and the power data has also been performed. The normalized RMSE forecast error seems to be lower in most cases by following the second approach. We have examined two wind farms, one located in Denmark on flat terrain and one located in a mountain area in the south of Italy (Sicily). In both cases we compare the performances of a prediction based on meteorological data coming from a single model with those obtained by using two or more models (RAMS, ECMWF deterministic, LAMI, HIRLAM). It is shown that the multi models approach reduces the day-ahead normalized RMSE forecast error of at least 1% compared to the singles models approach. Moreover the use of a deterministic global model, (e.g. ECMWF deterministic model) seems to reach similar level of accuracy of those of the mesocale models (LAMI and RAMS). Finally we have focused on the possibility of using the ensemble model (ECMWF) to estimate the hourly, three days ahead, power forecast accuracy. Contingency diagram between RMSE of the deterministic power forecast and the ensemble members spread of wind forecast have been produced. From this first analysis it seems that ensemble spread could be used as an indicator of the forecast's accuracy at least for the first day ahead period. In fact low spreads often correspond to low forecast error. For longer forecast horizon the correlation between RMSE and ensemble spread decrease becoming too low to be used for this purpose.

Statistically qualified neuro-analytic failure detection method and system

DOEpatents

Vilim, Richard B.; Garcia, Humberto E.; Chen, Frederick W.

2002-03-02

An apparatus and method for monitoring a process involve development and application of a statistically qualified neuro-analytic (SQNA) model to accurately and reliably identify process change. The development of the SQNA model is accomplished in two stages: deterministic model adaption and stochastic model modification of the deterministic model adaptation. Deterministic model adaption involves formulating an analytic model of the process representing known process characteristics, augmenting the analytic model with a neural network that captures unknown process characteristics, and training the resulting neuro-analytic model by adjusting the neural network weights according to a unique scaled equation error minimization technique. Stochastic model modification involves qualifying any remaining uncertainty in the trained neuro-analytic model by formulating a likelihood function, given an error propagation equation, for computing the probability that the neuro-analytic model generates measured process output. Preferably, the developed SQNA model is validated using known sequential probability ratio tests and applied to the process as an on-line monitoring system. Illustrative of the method and apparatus, the method is applied to a peristaltic pump system.

Controlled deterministic implantation by nanostencil lithography at the limit of ion-aperture straggling

NASA Astrophysics Data System (ADS)

Alves, A. D. C.; Newnham, J.; van Donkelaar, J. A.; Rubanov, S.; McCallum, J. C.; Jamieson, D. N.

2013-04-01

Solid state electronic devices fabricated in silicon employ many ion implantation steps in their fabrication. In nanoscale devices deterministic implants of dopant atoms with high spatial precision will be needed to overcome problems with statistical variations in device characteristics and to open new functionalities based on controlled quantum states of single atoms. However, to deterministically place a dopant atom with the required precision is a significant technological challenge. Here we address this challenge with a strategy based on stepped nanostencil lithography for the construction of arrays of single implanted atoms. We address the limit on spatial precision imposed by ion straggling in the nanostencil—fabricated with the readily available focused ion beam milling technique followed by Pt deposition. Two nanostencils have been fabricated; a 60 nm wide aperture in a 3 μm thick Si cantilever and a 30 nm wide aperture in a 200 nm thick Si3N4 membrane. The 30 nm wide aperture demonstrates the fabricating process for sub-50 nm apertures while the 60 nm aperture was characterized with 500 keV He+ ion forward scattering to measure the effect of ion straggling in the collimator and deduce a model for its internal structure using the GEANT4 ion transport code. This model is then applied to simulate collimation of a 14 keV P+ ion beam in a 200 nm thick Si3N4 membrane nanostencil suitable for the implantation of donors in silicon. We simulate collimating apertures with widths in the range of 10-50 nm because we expect the onset of J-coupling in a device with 30 nm donor spacing. We find that straggling in the nanostencil produces mis-located implanted ions with a probability between 0.001 and 0.08 depending on the internal collimator profile and the alignment with the beam direction. This result is favourable for the rapid prototyping of a proof-of-principle device containing multiple deterministically implanted dopants.

Parameter estimation in linear models of the human operator in a closed loop with application of deterministic test signals

NASA Technical Reports Server (NTRS)

Vanlunteren, A.; Stassen, H. G.

1973-01-01

Parameter estimation techniques are discussed with emphasis on unbiased estimates in the presence of noise. A distinction between open and closed loop systems is made. A method is given based on the application of external forcing functions consisting of a sun of sinusoids; this method is thus based on the estimation of Fourier coefficients and is applicable for models with poles and zeros in open and closed loop systems.

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

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

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

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

Impacts of Considering Climate Variability on Investment Decisions in Ethiopia

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

Deterministic versus stochastic model of reprogramming: new evidence from cellular barcoding technique

PubMed Central

Yunusova, Anastasia M.; Fishman, Veniamin S.; Vasiliev, Gennady V.

2017-01-01

Factor-mediated reprogramming of somatic cells towards pluripotency is a low-efficiency process during which only small subsets of cells are successfully reprogrammed. Previous analyses of the determinants of the reprogramming potential are based on average measurements across a large population of cells or on monitoring a relatively small number of single cells with live imaging. Here, we applied lentiviral genetic barcoding, a powerful tool enabling the identification of familiar relationships in thousands of cells. High-throughput sequencing of barcodes from successfully reprogrammed cells revealed a significant number of barcodes from related cells. We developed a computer model, according to which a probability of synchronous reprogramming of sister cells equals 10–30%. We conclude that the reprogramming success is pre-established in some particular cells and, being a heritable trait, can be maintained through cell division. Thus, reprogramming progresses in a deterministic manner, at least at the level of cell lineages. PMID:28446707

Data-driven gradient algorithm for high-precision quantum control

NASA Astrophysics Data System (ADS)

Wu, Re-Bing; Chu, Bing; Owens, David H.; Rabitz, Herschel

2018-04-01

In the quest to achieve scalable quantum information processing technologies, gradient-based optimal control algorithms (e.g., grape) are broadly used for implementing high-precision quantum gates, but their performance is often hindered by deterministic or random errors in the system model and the control electronics. In this paper, we show that grape can be taught to be more effective by jointly learning from the design model and the experimental data obtained from process tomography. The resulting data-driven gradient optimization algorithm (d-grape) can in principle correct all deterministic gate errors, with a mild efficiency loss. The d-grape algorithm may become more powerful with broadband controls that involve a large number of control parameters, while other algorithms usually slow down due to the increased size of the search space. These advantages are demonstrated by simulating the implementation of a two-qubit controlled-not gate.

GAPPARD: a computationally efficient method of approximating gap-scale disturbance in vegetation models

NASA Astrophysics Data System (ADS)

Scherstjanoi, M.; Kaplan, J. O.; Thürig, E.; Lischke, H.

2013-09-01

Models of vegetation dynamics that are designed for application at spatial scales larger than individual forest gaps suffer from several limitations. Typically, either a population average approximation is used that results in unrealistic tree allometry and forest stand structure, or models have a high computational demand because they need to simulate both a series of age-based cohorts and a number of replicate patches to account for stochastic gap-scale disturbances. The detail required by the latter method increases the number of calculations by two to three orders of magnitude compared to the less realistic population average approach. In an effort to increase the efficiency of dynamic vegetation models without sacrificing realism, we developed a new method for simulating stand-replacing disturbances that is both accurate and faster than approaches that use replicate patches. The GAPPARD (approximating GAP model results with a Probabilistic Approach to account for stand Replacing Disturbances) method works by postprocessing the output of deterministic, undisturbed simulations of a cohort-based vegetation model by deriving the distribution of patch ages at any point in time on the basis of a disturbance probability. With this distribution, the expected value of any output variable can be calculated from the output values of the deterministic undisturbed run at the time corresponding to the patch age. To account for temporal changes in model forcing (e.g., as a result of climate change), GAPPARD performs a series of deterministic simulations and interpolates between the results in the postprocessing step. We integrated the GAPPARD method in the vegetation model LPJ-GUESS, and evaluated it in a series of simulations along an altitudinal transect of an inner-Alpine valley. We obtained results very similar to the output of the original LPJ-GUESS model that uses 100 replicate patches, but simulation time was reduced by approximately the factor 10. Our new method is therefore highly suited for rapidly approximating LPJ-GUESS results, and provides the opportunity for future studies over large spatial domains, allows easier parameterization of tree species, faster identification of areas of interesting simulation results, and comparisons with large-scale datasets and results of other forest models.

Probabilistic Analysis of a Composite Crew Module

NASA Technical Reports Server (NTRS)

Mason, Brian H.; Krishnamurthy, Thiagarajan

2011-01-01

An approach for conducting reliability-based analysis (RBA) of a Composite Crew Module (CCM) is presented. The goal is to identify and quantify the benefits of probabilistic design methods for the CCM and future space vehicles. The coarse finite element model from a previous NASA Engineering and Safety Center (NESC) project is used as the baseline deterministic analysis model to evaluate the performance of the CCM using a strength-based failure index. The first step in the probabilistic analysis process is the determination of the uncertainty distributions for key parameters in the model. Analytical data from water landing simulations are used to develop an uncertainty distribution, but such data were unavailable for other load cases. The uncertainty distributions for the other load scale factors and the strength allowables are generated based on assumed coefficients of variation. Probability of first-ply failure is estimated using three methods: the first order reliability method (FORM), Monte Carlo simulation, and conditional sampling. Results for the three methods were consistent. The reliability is shown to be driven by first ply failure in one region of the CCM at the high altitude abort load set. The final predicted probability of failure is on the order of 10-11 due to the conservative nature of the factors of safety on the deterministic loads.

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

Network-level reproduction number and extinction threshold for vector-borne diseases.

PubMed

Xue, Ling; Scoglio, Caterina

2015-06-01

The basic reproduction number of deterministic models is an essential quantity to predict whether an epidemic will spread or not. Thresholds for disease extinction contribute crucial knowledge of disease control, elimination, and mitigation of infectious diseases. Relationships between basic reproduction numbers of two deterministic network-based ordinary differential equation vector-host models, and extinction thresholds of corresponding stochastic continuous-time Markov chain models are derived under some assumptions. Numerical simulation results for malaria and Rift Valley fever transmission on heterogeneous networks are in agreement with analytical results without any assumptions, reinforcing that the relationships may always exist and proposing a mathematical problem for proving existence of the relationships in general. Moreover, numerical simulations show that the basic reproduction number does not monotonically increase or decrease with the extinction threshold. Consistent trends of extinction probability observed through numerical simulations provide novel insights into mitigation strategies to increase the disease extinction probability. Research findings may improve understandings of thresholds for disease persistence in order to control vector-borne diseases.

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.

Development of TIF based figuring algorithm for deterministic pitch tool polishing

NASA Astrophysics Data System (ADS)

Yi, Hyun-Su; Kim, Sug-Whan; Yang, Ho-Soon; Lee, Yun-Woo

2007-12-01

Pitch is perhaps the oldest material used for optical polishing, leaving superior surface texture, and has been used widely in the optics shop floor. However, for its unpredictable controllability of removal characteristics, the pitch tool polishing has been rarely analysed quantitatively and many optics shops rely heavily on optician's "feel" even today. In order to bring a degree of process controllability to the pitch tool polishing, we added motorized tool motions to the conventional Draper type polishing machine and modelled the tool path in the absolute machine coordinate. We then produced a number of Tool Influence Function (TIF) both from an analytical model and a series of experimental polishing runs using the pitch tool. The theoretical TIFs agreed well with the experimental TIFs to the profile accuracy of 79 % in terms of its shape. The surface figuring algorithm was then developed in-house utilizing both theoretical and experimental TIFs. We are currently undertaking a series of trial figuring experiments to prove the performance of the polishing algorithm, and the early results indicate that the highly deterministic material removal control with the pitch tool can be achieved to a certain level of form error. The machine renovation, TIF theory and experimental confirmation, figuring simulation results are reported together with implications to deterministic polishing.

Deterministic and efficient quantum cryptography based on Bell's theorem

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

Chen Zengbing; Pan Jianwei; Physikalisches Institut, Universitaet Heidelberg, Philosophenweg 12, 69120 Heidelberg

2006-05-15

We propose a double-entanglement-based quantum cryptography protocol that is both efficient and deterministic. The proposal uses photon pairs with entanglement both in polarization and in time degrees of freedom; each measurement in which both of the two communicating parties register a photon can establish one and only one perfect correlation, and thus deterministically create a key bit. Eavesdropping can be detected by violation of local realism. A variation of the protocol shows a higher security, similar to the six-state protocol, under individual attacks. Our scheme allows a robust implementation under the current technology.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Hands-on-Entropy, Energy Balance with Biological Relevance

NASA Astrophysics Data System (ADS)

Reeves, Mark

2015-03-01

Entropy changes underlie the physics that dominates biological interactions. Indeed, introductory biology courses often begin with an exploration of the qualities of water that are important to living systems. However, one idea that is not explicitly addressed in most introductory physics or biology textbooks is important contribution of the entropy in driving fundamental biological processes towards equilibrium. From diffusion to cell-membrane formation, to electrostatic binding in protein folding, to the functioning of nerve cells, entropic effects often act to counterbalance deterministic forces such as electrostatic attraction and in so doing, allow for effective molecular signaling. A small group of biology, biophysics and computer science faculty have worked together for the past five years to develop curricular modules (based on SCALEUP pedagogy). This has enabled students to create models of stochastic and deterministic processes. Our students are first-year engineering and science students in the calculus-based physics course and they are not expected to know biology beyond the high-school level. In our class, they learn to reduce complex biological processes and structures in order model them mathematically to account for both deterministic and probabilistic processes. The students test these models in simulations and in laboratory experiments that are biologically relevant such as diffusion, ionic transport, and ligand-receptor binding. Moreover, the students confront random forces and traditional forces in problems, simulations, and in laboratory exploration throughout the year-long course as they move from traditional kinematics through thermodynamics to electrostatic interactions. This talk will present a number of these exercises, with particular focus on the hands-on experiments done by the students, and will give examples of the tangible material that our students work with throughout the two-semester sequence of their course on introductory physics with a bio focus. Supported by NSF DUE.

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.

PubMed

Pearl Mizrahi, Sivan; Sandler, Oded; Lande-Diner, Laura; Balaban, Nathalie Q; Simon, Itamar

2016-01-01

We describe a recent approach for distinguishing between stochastic and deterministic sources of variability, focusing on the mammalian cell cycle. Variability between cells is often attributed to stochastic noise, although it may be generated by deterministic components. Interestingly, lineage information can be used to distinguish between variability and determinism. Analysis of correlations within a lineage of the mammalian cell cycle duration revealed its deterministic nature. Here, we discuss the sources of such variability and the possibility that the underlying deterministic process is due to the circadian clock. Finally, we discuss the "kicked cell cycle" model and its implication on the study of the cell cycle in healthy and cancerous tissues. © 2015 WILEY Periodicals, Inc.

Contrasting support for alternative models of genomic variation based on microhabitat preference: species-specific effects of climate change in alpine sedges.

PubMed

Massatti, Rob; Knowles, L Lacey

2016-08-01

Deterministic processes may uniquely affect codistributed species' phylogeographic patterns such that discordant genetic variation among taxa is predicted. Yet, explicitly testing expectations of genomic discordance in a statistical framework remains challenging. Here, we construct spatially and temporally dynamic models to investigate the hypothesized effect of microhabitat preferences on the permeability of glaciated regions to gene flow in two closely related montane species. Utilizing environmental niche models from the Last Glacial Maximum and the present to inform demographic models of changes in habitat suitability over time, we evaluate the relative probabilities of two alternative models using approximate Bayesian computation (ABC) in which glaciated regions are either (i) permeable or (ii) a barrier to gene flow. Results based on the fit of the empirical data to data sets simulated using a spatially explicit coalescent under alternative models indicate that genomic data are consistent with predictions about the hypothesized role of microhabitat in generating discordant patterns of genetic variation among the taxa. Specifically, a model in which glaciated areas acted as a barrier was much more probable based on patterns of genomic variation in Carex nova, a wet-adapted species. However, in the dry-adapted Carex chalciolepis, the permeable model was more probable, although the difference in the support of the models was small. This work highlights how statistical inferences can be used to distinguish deterministic processes that are expected to result in discordant genomic patterns among species, including species-specific responses to climate change. © 2016 John Wiley & Sons Ltd.

CPT-based probabilistic and deterministic assessment of in situ seismic soil liquefaction potential

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Der Kiureghian, A.; Cetin, K.O.

2006-01-01

This paper presents a complete methodology for both probabilistic and deterministic assessment of seismic soil liquefaction triggering potential based on the cone penetration test (CPT). A comprehensive worldwide set of CPT-based liquefaction field case histories were compiled and back analyzed, and the data then used to develop probabilistic triggering correlations. Issues investigated in this study include improved normalization of CPT resistance measurements for the influence of effective overburden stress, and adjustment to CPT tip resistance for the potential influence of "thin" liquefiable layers. The effects of soil type and soil character (i.e., "fines" adjustment) for the new correlations are based on a combination of CPT tip and sleeve resistance. To quantify probability for performancebased engineering applications, Bayesian "regression" methods were used, and the uncertainties of all variables comprising both the seismic demand and the liquefaction resistance were estimated and included in the analysis. The resulting correlations were developed using a Bayesian framework and are presented in both probabilistic and deterministic formats. The results are compared to previous probabilistic and deterministic correlations. ?? 2006 ASCE.

Tracing of paleo-shear zones by self-potential data inversion: case studies from the KTB, Rittsteig, and Grossensees graphite-bearing fault planes

NASA Astrophysics Data System (ADS)

Mehanee, Salah A.

2015-01-01

This paper describes a new method for tracing paleo-shear zones of the continental crust by self-potential (SP) data inversion. The method falls within the deterministic inversion framework, and it is exclusively applicable for the interpretation of the SP anomalies measured along a profile over sheet-type structures such as conductive thin films of interconnected graphite precipitations formed on shear planes. The inverse method fits a residual SP anomaly by a single thin sheet and recovers the characteristic parameters (depth to the top h, extension in depth a, amplitude coefficient k, and amount and direction of dip θ) of the sheet. This method minimizes an objective functional in the space of the logarithmed and non-logarithmed model parameters (log( h), log( a), log( k), and θ) successively by the steepest descent (SD) and Gauss-Newton (GN) techniques in order to essentially maintain the stability and convergence of this inverse method. Prior to applying the method to real data, its accuracy, convergence, and stability are successfully verified on numerical examples with and without noise. The method is then applied to SP profiles from the German Continental Deep Drilling Program (Kontinentales Tiefbohrprogramm der Bundesrepublik Deutschla - KTB), Rittsteig, and Grossensees sites in Germany for tracing paleo-shear planes coated with graphitic deposits. The comparisons of geologic sections constructed in this paper (based on the proposed deterministic approach) against the existing published interpretations (obtained based on trial-and-error modeling) for the SP data of the KTB and Rittsteig sites have revealed that the deterministic approach suggests some new details that are of some geological significance. The findings of the proposed inverse scheme are supported by available drilling and other geophysical data. Furthermore, the real SP data of the Grossensees site have been interpreted (apparently for the first time ever) by the deterministic inverse scheme from which interpretive geologic cross sections are suggested. The computational efficiency, analysis of the numerical examples investigated, and comparisons of the real data inverted here have demonstrated that the developed deterministic approach is advantageous to the existing interpretation methods, and it is suitable for meaningful interpretation of SP data acquired elsewhere over graphitic occurrences on fault planes.

Three-dimensional reconstructions come to life--interactive 3D PDF animations in functional morphology.

PubMed

van de Kamp, Thomas; dos Santos Rolo, Tomy; Vagovič, Patrik; Baumbach, Tilo; Riedel, Alexander

2014-01-01

Digital surface mesh models based on segmented datasets have become an integral part of studies on animal anatomy and functional morphology; usually, they are published as static images, movies or as interactive PDF files. We demonstrate the use of animated 3D models embedded in PDF documents, which combine the advantages of both movie and interactivity, based on the example of preserved Trigonopterus weevils. The method is particularly suitable to simulate joints with largely deterministic movements due to precise form closure. We illustrate the function of an individual screw-and-nut type hip joint and proceed to the complex movements of the entire insect attaining a defence position. This posture is achieved by a specific cascade of movements: Head and legs interlock mutually and with specific features of thorax and the first abdominal ventrite, presumably to increase the mechanical stability of the beetle and to maintain the defence position with minimal muscle activity. The deterministic interaction of accurately fitting body parts follows a defined sequence, which resembles a piece of engineering.

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.

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.

Three-Dimensional Reconstructions Come to Life – Interactive 3D PDF Animations in Functional Morphology

PubMed Central

van de Kamp, Thomas; dos Santos Rolo, Tomy; Vagovič, Patrik; Baumbach, Tilo; Riedel, Alexander

2014-01-01

Digital surface mesh models based on segmented datasets have become an integral part of studies on animal anatomy and functional morphology; usually, they are published as static images, movies or as interactive PDF files. We demonstrate the use of animated 3D models embedded in PDF documents, which combine the advantages of both movie and interactivity, based on the example of preserved Trigonopterus weevils. The method is particularly suitable to simulate joints with largely deterministic movements due to precise form closure. We illustrate the function of an individual screw-and-nut type hip joint and proceed to the complex movements of the entire insect attaining a defence position. This posture is achieved by a specific cascade of movements: Head and legs interlock mutually and with specific features of thorax and the first abdominal ventrite, presumably to increase the mechanical stability of the beetle and to maintain the defence position with minimal muscle activity. The deterministic interaction of accurately fitting body parts follows a defined sequence, which resembles a piece of engineering. PMID:25029366

A deterministic Lagrangian particle separation-based method for advective-diffusion problems

NASA Astrophysics Data System (ADS)

Wong, Ken T. M.; Lee, Joseph H. W.; Choi, K. W.

2008-12-01

A simple and robust Lagrangian particle scheme is proposed to solve the advective-diffusion transport problem. The scheme is based on relative diffusion concepts and simulates diffusion by regulating particle separation. This new approach generates a deterministic result and requires far less number of particles than the random walk method. For the advection process, particles are simply moved according to their velocity. The general scheme is mass conservative and is free from numerical diffusion. It can be applied to a wide variety of advective-diffusion problems, but is particularly suited for ecological and water quality modelling when definition of particle attributes (e.g., cell status for modelling algal blooms or red tides) is a necessity. The basic derivation, numerical stability and practical implementation of the NEighborhood Separation Technique (NEST) are presented. The accuracy of the method is demonstrated through a series of test cases which embrace realistic features of coastal environmental transport problems. Two field application examples on the tidal flushing of a fish farm and the dynamics of vertically migrating marine algae are also presented.

The threshold of a stochastic delayed SIR epidemic model with temporary immunity

NASA Astrophysics Data System (ADS)

Liu, Qun; Chen, Qingmei; Jiang, Daqing

2016-05-01

This paper is concerned with the asymptotic properties of a stochastic delayed SIR epidemic model with temporary immunity. Sufficient conditions for extinction and persistence in the mean of the epidemic are established. The threshold between persistence in the mean and extinction of the epidemic 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.

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Effect of nonlinearity in hybrid kinetic Monte Carlo-continuum models.

PubMed

Balter, Ariel; Lin, Guang; Tartakovsky, Alexandre M

2012-01-01

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a kinetic Monte Carlo (KMC) model for a surface to a finite-difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition-dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition-dissolution model including competitive adsorption, which leads to a nonlinear rate, and show that in this case the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.

Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models

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

Balter, Ariel I.; Lin, Guang; Tartakovsky, Alexandre M.

2012-04-23

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a KMC model for a surface to a finite difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and also show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition/dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition/dissolution model including competitive adsorption, which leadsmore » to a nonlinear rate, and show that, in this case, the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.« less

Seismic Hazard Analysis — Quo vadis?

NASA Astrophysics Data System (ADS)

Klügel, Jens-Uwe

2008-05-01

The paper is dedicated to the review of methods of seismic hazard analysis currently in use, analyzing the strengths and weaknesses of different approaches. The review is performed from the perspective of a user of the results of seismic hazard analysis for different applications such as the design of critical and general (non-critical) civil infrastructures, technical and financial risk analysis. A set of criteria is developed for and applied to an objective assessment of the capabilities of different analysis methods. It is demonstrated that traditional probabilistic seismic hazard analysis (PSHA) methods have significant deficiencies, thus limiting their practical applications. These deficiencies have their roots in the use of inadequate probabilistic models and insufficient understanding of modern concepts of risk analysis, as have been revealed in some recent large scale studies. These deficiencies result in the lack of ability of a correct treatment of dependencies between physical parameters and finally, in an incorrect treatment of uncertainties. As a consequence, results of PSHA studies have been found to be unrealistic in comparison with empirical information from the real world. The attempt to compensate these problems by a systematic use of expert elicitation has, so far, not resulted in any improvement of the situation. It is also shown that scenario-earthquakes developed by disaggregation from the results of a traditional PSHA may not be conservative with respect to energy conservation and should not be used for the design of critical infrastructures without validation. Because the assessment of technical as well as of financial risks associated with potential damages of earthquakes need a risk analysis, current method is based on a probabilistic approach with its unsolved deficiencies. Traditional deterministic or scenario-based seismic hazard analysis methods provide a reliable and in general robust design basis for applications such as the design of critical infrastructures, especially with systematic sensitivity analyses based on validated phenomenological models. Deterministic seismic hazard analysis incorporates uncertainties in the safety factors. These factors are derived from experience as well as from expert judgment. Deterministic methods associated with high safety factors may lead to too conservative results, especially if applied for generally short-lived civil structures. Scenarios used in deterministic seismic hazard analysis have a clear physical basis. They are related to seismic sources discovered by geological, geomorphologic, geodetic and seismological investigations or derived from historical references. Scenario-based methods can be expanded for risk analysis applications with an extended data analysis providing the frequency of seismic events. Such an extension provides a better informed risk model that is suitable for risk-informed decision making.

Modeling stochastic noise in gene regulatory systems

PubMed Central

Meister, Arwen; Du, Chao; Li, Ye Henry; Wong, Wing Hung

2014-01-01

The Master equation is considered the gold standard for modeling the stochastic mechanisms of gene regulation in molecular detail, but it is too complex to solve exactly in most cases, so approximation and simulation methods are essential. However, there is still a lack of consensus about the best way to carry these out. To help clarify the situation, we review Master equation models of gene regulation, theoretical approximations based on an expansion method due to N.G. van Kampen and R. Kubo, and simulation algorithms due to D.T. Gillespie and P. Langevin. Expansion of the Master equation shows that for systems with a single stable steady-state, the stochastic model reduces to a deterministic model in a first-order approximation. Additional theory, also due to van Kampen, describes the asymptotic behavior of multistable systems. To support and illustrate the theory and provide further insight into the complex behavior of multistable systems, we perform a detailed simulation study comparing the various approximation and simulation methods applied to synthetic gene regulatory systems with various qualitative characteristics. The simulation studies show that for large stochastic systems with a single steady-state, deterministic models are quite accurate, since the probability distribution of the solution has a single peak tracking the deterministic trajectory whose variance is inversely proportional to the system size. In multistable stochastic systems, large fluctuations can cause individual trajectories to escape from the domain of attraction of one steady-state and be attracted to another, so the system eventually reaches a multimodal probability distribution in which all stable steady-states are represented proportional to their relative stability. However, since the escape time scales exponentially with system size, this process can take a very long time in large systems. PMID:25632368

Determining Methane Budgets with Eddy Covariance Data ascertained in a heterogeneous Footprint

NASA Astrophysics Data System (ADS)

Rößger, N.; Wille, C.; Kutzbach, L.

2016-12-01

Amplified climate change in the Arctic may cause methane emissions to increase considerably due to more suitable production conditions. With a focus on methane, we studied the carbon turnover on the modern flood plain of Samoylov Island situated in the Lena River Delta (72°22'N, 126°28'E) using the eddy covariance data. In contrast to the ice-wedge polygonal tundra on the delta's river terraces, the flood plains have to date received little attention. During the warm season in 2014 and 2015, the mean methane flux amounted to 0.012 μmol m-2 s-1. This average is the result of a large variability in methane fluxes which is attributed to the complexity of the footprint where methane sources are unevenly distributed. Explaining this variability is based on three modelling approaches: a deterministic model using exponential relationships for flux drivers, a multilinear model created through stepwise regression and a neural network which relies on machine learning techniques. A substantial boost in model performance was achieved through inputting footprint information in the form of the contribution of vegetation classes; this indicates the vegetation is serving as an integrated proxy for potential methane flux drivers. The neural network performed best; however, a robust validation revealed that the deterministic model best captured ecosystem-intrinsic features. Furthermore, the deterministic model allowed a downscaling of the net flux by allocating fractions to three vegetation classes which in turn form the basis for upscaling methane fluxes in order to obtain the budget for the entire flood plain. Arctic methane emissions occur in a spatio-temporally complex pattern and employing fine-scale information is crucial to understanding the flux dynamics.

Applied Mathematics in EM Studies with Special Emphasis on an Uncertainty Quantification and 3-D Integral Equation Modelling

NASA Astrophysics Data System (ADS)

Pankratov, Oleg; Kuvshinov, Alexey

2016-01-01

Despite impressive progress in the development and application of electromagnetic (EM) deterministic inverse schemes to map the 3-D distribution of electrical conductivity within the Earth, there is one question which remains poorly addressed—uncertainty quantification of the recovered conductivity models. Apparently, only an inversion based on a statistical approach provides a systematic framework to quantify such uncertainties. The Metropolis-Hastings (M-H) algorithm is the most popular technique for sampling the posterior probability distribution that describes the solution of the statistical inverse problem. However, all statistical inverse schemes require an enormous amount of forward simulations and thus appear to be extremely demanding computationally, if not prohibitive, if a 3-D set up is invoked. This urges development of fast and scalable 3-D modelling codes which can run large-scale 3-D models of practical interest for fractions of a second on high-performance multi-core platforms. But, even with these codes, the challenge for M-H methods is to construct proposal functions that simultaneously provide a good approximation of the target density function while being inexpensive to be sampled. In this paper we address both of these issues. First we introduce a variant of the M-H method which uses information about the local gradient and Hessian of the penalty function. This, in particular, allows us to exploit adjoint-based machinery that has been instrumental for the fast solution of deterministic inverse problems. We explain why this modification of M-H significantly accelerates sampling of the posterior probability distribution. In addition we show how Hessian handling (inverse, square root) can be made practicable by a low-rank approximation using the Lanczos algorithm. Ultimately we discuss uncertainty analysis based on stochastic inversion results. In addition, we demonstrate how this analysis can be performed within a deterministic approach. In the second part, we summarize modern trends in the development of efficient 3-D EM forward modelling schemes with special emphasis on recent advances in the integral equation approach.

CRAX/Cassandra Reliability Analysis Software

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

Robinson, D.

1999-02-10

Over the past few years Sandia National Laboratories has been moving toward an increased dependence on model- or physics-based analyses as a means to assess the impact of long-term storage on the nuclear weapons stockpile. These deterministic models have also been used to evaluate replacements for aging systems, often involving commercial off-the-shelf components (COTS). In addition, the models have been used to assess the performance of replacement components manufactured via unique, small-lot production runs. In either case, the limited amount of available test data dictates that the only logical course of action to characterize the reliability of these components ismore » to specifically consider the uncertainties in material properties, operating environment etc. within the physics-based (deterministic) model. This not only provides the ability to statistically characterize the expected performance of the component or system, but also provides direction regarding the benefits of additional testing on specific components within the system. An effort was therefore initiated to evaluate the capabilities of existing probabilistic methods and, if required, to develop new analysis methods to support the inclusion of uncertainty in the classical design tools used by analysts and design engineers at Sandia. The primary result of this effort is the CMX (Cassandra Exoskeleton) reliability analysis software.« less

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation

PubMed Central

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother’s old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother’s old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington’s genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation. PMID:26761487

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation.

PubMed

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother's old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother's old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington's genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation.

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession.

PubMed

Dini-Andreote, Francisco; Stegen, James C; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-03-17

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages--which provide a larger spatiotemporal scale relative to within stage analyses--revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended--and experimentally testable--conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems.

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession

PubMed Central

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-01-01

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages—which provide a larger spatiotemporal scale relative to within stage analyses—revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended—and experimentally testable—conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems. PMID:25733885

Deterministic multidimensional nonuniform gap sampling.

PubMed

Worley, Bradley; Powers, Robert

2015-12-01

Born from empirical observations in nonuniformly sampled multidimensional NMR data relating to gaps between sampled points, the Poisson-gap sampling method has enjoyed widespread use in biomolecular NMR. While the majority of nonuniform sampling schemes are fully randomly drawn from probability densities that vary over a Nyquist grid, the Poisson-gap scheme employs constrained random deviates to minimize the gaps between sampled grid points. We describe a deterministic gap sampling method, based on the average behavior of Poisson-gap sampling, which performs comparably to its random counterpart with the additional benefit of completely deterministic behavior. We also introduce a general algorithm for multidimensional nonuniform sampling based on a gap equation, and apply it to yield a deterministic sampling scheme that combines burst-mode sampling features with those of Poisson-gap schemes. Finally, we derive a relationship between stochastic gap equations and the expectation value of their sampling probability densities. Copyright © 2015 Elsevier Inc. All rights reserved.

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

ERIC Educational Resources Information Center

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

2016-01-01

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

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

ERIC Educational Resources Information Center

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

2015-01-01

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

Combination of statistical and physically based methods to assess shallow slide susceptibility at the basin scale

NASA Astrophysics Data System (ADS)

Oliveira, Sérgio C.; Zêzere, José L.; Lajas, Sara; Melo, Raquel

2017-07-01

Approaches used to assess shallow slide susceptibility at the basin scale are conceptually different depending on the use of statistical or physically based methods. The former are based on the assumption that the same causes are more likely to produce the same effects, whereas the latter are based on the comparison between forces which tend to promote movement along the slope and the counteracting forces that are resistant to motion. Within this general framework, this work tests two hypotheses: (i) although conceptually and methodologically distinct, the statistical and deterministic methods generate similar shallow slide susceptibility results regarding the model's predictive capacity and spatial agreement; and (ii) the combination of shallow slide susceptibility maps obtained with statistical and physically based methods, for the same study area, generate a more reliable susceptibility model for shallow slide occurrence. These hypotheses were tested at a small test site (13.9 km2) located north of Lisbon (Portugal), using a statistical method (the information value method, IV) and a physically based method (the infinite slope method, IS). The landslide susceptibility maps produced with the statistical and deterministic methods were combined into a new landslide susceptibility map. The latter was based on a set of integration rules defined by the cross tabulation of the susceptibility classes of both maps and analysis of the corresponding contingency tables. The results demonstrate a higher predictive capacity of the new shallow slide susceptibility map, which combines the independent results obtained with statistical and physically based models. Moreover, the combination of the two models allowed the identification of areas where the results of the information value and the infinite slope methods are contradictory. Thus, these areas were classified as uncertain and deserve additional investigation at a more detailed scale.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

Although the detection of metastases radically changes prognosis of and treatment decisions for a cancer patient, clinically undetectable micrometastases hamper a consistent classification into localized or metastatic disease. This chapter discusses mathematical modeling efforts that could help to estimate the metastatic risk in such a situation. We focus on two approaches: (1) a stochastic framework describing metastatic emission events at random times, formalized via Poisson processes, and (2) a deterministic framework describing the micrometastatic state through a size-structured density function in a partial differential equation model. Three aspects are addressed in this chapter. First, a motivation for the Poisson process framework is presented and modeling hypotheses and mechanisms are introduced. Second, we extend the Poisson model to account for secondary metastatic emission. Third, we highlight an inherent crosslink between the stochastic and deterministic frameworks and discuss its implications. For increased accessibility the chapter is split into an informal presentation of the results using a minimum of mathematical formalism and a rigorous mathematical treatment for more theoretically interested readers.

Robust Sensitivity Analysis for Multi-Attribute Deterministic Hierarchical Value Models

DTIC Science & Technology

2002-03-01

such as weighted sum method, weighted 5 product method, and the Analytic Hierarchy Process ( AHP ). This research focuses on only weighted sum...different groups. They can be termed as deterministic, stochastic, or fuzzy multi-objective decision methods if they are classified according to the...weighted product model (WPM), and analytic hierarchy process ( AHP ). His method attempts to identify the most important criteria weight and the most

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.

Predictability of short-range forecasting: a multimodel approach

NASA Astrophysics Data System (ADS)

García-Moya, Jose-Antonio; Callado, Alfons; Escribà, Pau; Santos, Carlos; Santos-Muñoz, Daniel; Simarro, Juan

2011-05-01

Numerical weather prediction (NWP) models (including mesoscale) have limitations when it comes to dealing with severe weather events because extreme weather is highly unpredictable, even in the short range. A probabilistic forecast based on an ensemble of slightly different model runs may help to address this issue. Among other ensemble techniques, Multimodel ensemble prediction systems (EPSs) are proving to be useful for adding probabilistic value to mesoscale deterministic models. A Multimodel Short Range Ensemble Prediction System (SREPS) focused on forecasting the weather up to 72 h has been developed at the Spanish Meteorological Service (AEMET). The system uses five different limited area models (LAMs), namely HIRLAM (HIRLAM Consortium), HRM (DWD), the UM (UKMO), MM5 (PSU/NCAR) and COSMO (COSMO Consortium). These models run with initial and boundary conditions provided by five different global deterministic models, namely IFS (ECMWF), UM (UKMO), GME (DWD), GFS (NCEP) and CMC (MSC). AEMET-SREPS (AE) validation on the large-scale flow, using ECMWF analysis, shows a consistent and slightly underdispersive system. For surface parameters, the system shows high skill forecasting binary events. 24-h precipitation probabilistic forecasts are verified using an up-scaling grid of observations from European high-resolution precipitation networks, and compared with ECMWF-EPS (EC).

Linear regression metamodeling as a tool to summarize and present simulation model results.

PubMed

Jalal, Hawre; Dowd, Bryan; Sainfort, François; Kuntz, Karen M

2013-10-01

Modelers lack a tool to systematically and clearly present complex model results, including those from sensitivity analyses. The objective was to propose linear regression metamodeling as a tool to increase transparency of decision analytic models and better communicate their results. We used a simplified cancer cure model to demonstrate our approach. The model computed the lifetime cost and benefit of 3 treatment options for cancer patients. We simulated 10,000 cohorts in a probabilistic sensitivity analysis (PSA) and regressed the model outcomes on the standardized input parameter values in a set of regression analyses. We used the regression coefficients to describe measures of sensitivity analyses, including threshold and parameter sensitivity analyses. We also compared the results of the PSA to deterministic full-factorial and one-factor-at-a-time designs. The regression intercept represented the estimated base-case outcome, and the other coefficients described the relative parameter uncertainty in the model. We defined simple relationships that compute the average and incremental net benefit of each intervention. Metamodeling produced outputs similar to traditional deterministic 1-way or 2-way sensitivity analyses but was more reliable since it used all parameter values. Linear regression metamodeling is a simple, yet powerful, tool that can assist modelers in communicating model characteristics and sensitivity analyses.

Probabilistic forecasting of extreme weather events based on extreme value theory

NASA Astrophysics Data System (ADS)

Van De Vyver, Hans; Van Schaeybroeck, Bert

2016-04-01

Extreme events in weather and climate such as high wind gusts, heavy precipitation or extreme temperatures are commonly associated with high impacts on both environment and society. Forecasting extreme weather events is difficult, and very high-resolution models are needed to describe explicitly extreme weather phenomena. A prediction system for such events should therefore preferably be probabilistic in nature. Probabilistic forecasts and state estimations are nowadays common in the numerical weather prediction community. In this work, we develop a new probabilistic framework based on extreme value theory that aims to provide early warnings up to several days in advance. We consider the combined events when an observation variable Y (for instance wind speed) exceeds a high threshold y and its corresponding deterministic forecasts X also exceeds a high forecast threshold y. More specifically two problems are addressed:} We consider pairs (X,Y) of extreme events where X represents a deterministic forecast, and Y the observation variable (for instance wind speed). More specifically two problems are addressed: Given a high forecast X=x_0, what is the probability that Y>y? In other words: provide inference on the conditional probability: [ Pr{Y>y|X=x_0}. ] Given a probabilistic model for Problem 1, what is the impact on the verification analysis of extreme events. These problems can be solved with bivariate extremes (Coles, 2001), and the verification analysis in (Ferro, 2007). We apply the Ramos and Ledford (2009) parametric model for bivariate tail estimation of the pair (X,Y). The model accommodates different types of extremal dependence and asymmetry within a parsimonious representation. Results are presented using the ensemble reforecast system of the European Centre of Weather Forecasts (Hagedorn, 2008). Coles, S. (2001) An Introduction to Statistical modelling of Extreme Values. Springer-Verlag.Ferro, C.A.T. (2007) A probability model for verifying deterministic forecasts of extreme events. Wea. Forecasting {22}, 1089-1100.Hagedorn, R. (2008) Using the ECMWF reforecast dataset to calibrate EPS forecasts. ECMWF Newsletter, {117}, 8-13.Ramos, A., Ledford, A. (2009) A new class of models for bivariate joint tails. J.R. Statist. Soc. B {71}, 219-241.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localized clusters, suggesting a simple mechanism for sympatric speciation. Here we study the role of demographic stochasticity in a model of competing organisms subject to assortative mating. We find that in models with sexual reproduction, noise can also lead to the formation of phenotypic clusters in parameter ranges where deterministic models would lead to a homogeneous distribution. In some cases, noise can have a sizable effect, rendering the deterministic modeling insufficient to understand the phenotypic distribution.

Wind power application research on the fusion of the determination and ensemble prediction

NASA Astrophysics Data System (ADS)

Lan, Shi; Lina, Xu; Yuzhu, Hao

2017-07-01

The fused product of wind speed for the wind farm is designed through the use of wind speed products of ensemble prediction from the European Centre for Medium-Range Weather Forecasts (ECMWF) and professional numerical model products on wind power based on Mesoscale Model5 (MM5) and Beijing Rapid Update Cycle (BJ-RUC), which are suitable for short-term wind power forecasting and electric dispatch. The single-valued forecast is formed by calculating the different ensemble statistics of the Bayesian probabilistic forecasting representing the uncertainty of ECMWF ensemble prediction. Using autoregressive integrated moving average (ARIMA) model to improve the time resolution of the single-valued forecast, and based on the Bayesian model averaging (BMA) and the deterministic numerical model prediction, the optimal wind speed forecasting curve and the confidence interval are provided. The result shows that the fusion forecast has made obvious improvement to the accuracy relative to the existing numerical forecasting products. Compared with the 0-24 h existing deterministic forecast in the validation period, the mean absolute error (MAE) is decreased by 24.3 % and the correlation coefficient (R) is increased by 12.5 %. In comparison with the ECMWF ensemble forecast, the MAE is reduced by 11.7 %, and R is increased 14.5 %. Additionally, MAE did not increase with the prolongation of the forecast ahead.

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

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

Xie, Fei; Huang, Yongxi

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

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

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

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

Efficient Algorithms for Handling Nondeterministic Automata

NASA Astrophysics Data System (ADS)

Vojnar, Tomáš

Finite (word, tree, or omega) automata play an important role in different areas of computer science, including, for instance, formal verification. Often, deterministic automata are used for which traditional algorithms for important operations such as minimisation and inclusion checking are available. However, the use of deterministic automata implies a need to determinise nondeterministic automata that often arise during various computations even when the computations start with deterministic automata. Unfortunately, determinisation is a very expensive step since deterministic automata may be exponentially bigger than the original nondeterministic automata. That is why, it appears advantageous to avoid determinisation and work directly with nondeterministic automata. This, however, brings a need to be able to implement operations traditionally done on deterministic automata on nondeterministic automata instead. In particular, this is the case of inclusion checking and minimisation (or rather reduction of the size of automata). In the talk, we review several recently proposed techniques for inclusion checking on nondeterministic finite word and tree automata as well as Büchi automata. These techniques are based on using the so called antichains, possibly combined with a use of suitable simulation relations (and, in the case of Büchi automata, the so called Ramsey-based or rank-based approaches). Further, we discuss techniques for reducing the size of nondeterministic word and tree automata using quotienting based on the recently proposed notion of mediated equivalences. The talk is based on several common works with Parosh Aziz Abdulla, Ahmed Bouajjani, Yu-Fang Chen, Peter Habermehl, Lisa Kaati, Richard Mayr, Tayssir Touili, Lorenzo Clemente, Lukáš Holík, and Chih-Duo Hong.

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

ERIC Educational Resources Information Center

Yang, Manshu; Chow, Sy-Miin

2010-01-01

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

Development of Cell Models as a Basis for Bioreactor Design for Genetically Modified Bacteria

DTIC Science & Technology

1986-10-30

of future behavior based on specifying the current state vector . Generally a total population greater than 10,000 is sufficient to allow treatment of...specifying the current state vector (essentially values for all variables in the model). Deterministic models become increasingly valid as the number of...host I A) and therein PARASItIS converts the host’s biomaterial or activities into its own + A and B are in physical contact. SYMBIOSIS (or perhaps Oi

Nuclear test ban treaty verification: Improving test ban monitoring with empirical and model-based signal processing

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

Harris, David B.; Gibbons, Steven J.; Rodgers, Arthur J.

In this approach, small scale-length medium perturbations not modeled in the tomographic inversion might be described as random fields, characterized by particular distribution functions (e.g., normal with specified spatial covariance). Conceivably, random field parameters (scatterer density or scale length) might themselves be the targets of tomographic inversions of the scattered wave field. As a result, such augmented models may provide processing gain through the use of probabilistic signal sub spaces rather than deterministic waveforms.

Nuclear test ban treaty verification: Improving test ban monitoring with empirical and model-based signal processing

DOE PAGES

Harris, David B.; Gibbons, Steven J.; Rodgers, Arthur J.; ...

2012-05-01

In this approach, small scale-length medium perturbations not modeled in the tomographic inversion might be described as random fields, characterized by particular distribution functions (e.g., normal with specified spatial covariance). Conceivably, random field parameters (scatterer density or scale length) might themselves be the targets of tomographic inversions of the scattered wave field. As a result, such augmented models may provide processing gain through the use of probabilistic signal sub spaces rather than deterministic waveforms.

Learning In networks

NASA Technical Reports Server (NTRS)

Buntine, Wray L.

1995-01-01

Intelligent systems require software incorporating probabilistic reasoning, and often times learning. Networks provide a framework and methodology for creating this kind of software. This paper introduces network models based on chain graphs with deterministic nodes. Chain graphs are defined as a hierarchical combination of Bayesian and Markov networks. To model learning, plates on chain graphs are introduced to model independent samples. The paper concludes by discussing various operations that can be performed on chain graphs with plates as a simplification process or to generate learning algorithms.

Atmospheric Downscaling using Genetic Programming

NASA Astrophysics Data System (ADS)

Zerenner, Tanja; Venema, Victor; Simmer, Clemens

2013-04-01

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

Design Considerations for Large Computer Communication Networks,

DTIC Science & Technology

1976-04-01

particular, we will discuss the last three assumptions in order to motivate some of the models to be considered in this chapter. Independence Assumption...channels. fg Part (a), again motivated by an earlier remark on deterministic routing, will become more accurate when we include in the model, based on fixed...hierarchical routing, then this assumption appears to be quite acceptable. Part (b) is motivated by the quite symmetrical structure of the networks considered

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

NASA Astrophysics Data System (ADS)

Tang, J.; Riley, W. J.

2017-12-01

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

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

Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333

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).

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.

Deterministic decomposition and seasonal ARIMA time series models applied to airport noise forecasting

NASA Astrophysics Data System (ADS)

Guarnaccia, Claudio; Quartieri, Joseph; Tepedino, Carmine

2017-06-01

One of the most hazardous physical polluting agents, considering their effects on human health, is acoustical noise. Airports are a strong source of acoustical noise, due to the airplanes turbines, to the aero-dynamical noise of transits, to the acceleration or the breaking during the take-off and landing phases of aircrafts, to the road traffic around the airport, etc.. The monitoring and the prediction of the acoustical level emitted by airports can be very useful to assess the impact on human health and activities. In the airports noise scenario, thanks to flights scheduling, the predominant sources may have a periodic behaviour. Thus, a Time Series Analysis approach can be adopted, considering that a general trend and a seasonal behaviour can be highlighted and used to build a predictive model. In this paper, two different approaches are adopted, thus two predictive models are constructed and tested. The first model is based on deterministic decomposition and is built composing the trend, that is the long term behaviour, the seasonality, that is the periodic component, and the random variations. The second model is based on seasonal autoregressive moving average, and it belongs to the stochastic class of models. The two different models are fitted on an acoustical level dataset collected close to the Nice (France) international airport. Results will be encouraging and will show good prediction performances of both the adopted strategies. A residual analysis is performed, in order to quantify the forecasting error features.

Identifying Flow Networks in a Karstified Aquifer by Application of the Cellular Automata-Based Deterministic Inversion Method (Lez Aquifer, France)

NASA Astrophysics Data System (ADS)

Fischer, P.; Jardani, A.; Wang, X.; Jourde, H.; Lecoq, N.

2017-12-01

The distributed modeling of flow paths within karstic and fractured fields remains a complex task because of the high dependence of the hydraulic responses to the relative locations between observational boreholes and interconnected fractures and karstic conduits that control the main flow of the hydrosystem. The inverse problem in a distributed model is one alternative approach to interpret the hydraulic test data by mapping the karstic networks and fractured areas. In this work, we developed a Bayesian inversion approach, the Cellular Automata-based Deterministic Inversion (CADI) algorithm to infer the spatial distribution of hydraulic properties in a structurally constrained model. This method distributes hydraulic properties along linear structures (i.e., flow conduits) and iteratively modifies the structural geometry of this conduit network to progressively match the observed hydraulic data to the modeled ones. As a result, this method produces a conductivity model that is composed of a discrete conduit network embedded in the background matrix, capable of producing the same flow behavior as the investigated hydrologic system. The method is applied to invert a set of multiborehole hydraulic tests collected from a hydraulic tomography experiment conducted at the Terrieu field site in the Lez aquifer, Southern France. The emergent model shows a high consistency to field observation of hydraulic connections between boreholes. Furthermore, it provides a geologically realistic pattern of flow conduits. This method is therefore of considerable value toward an enhanced distributed modeling of the fractured and karstified aquifers.

A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

A hybrid deterministic-probabilistic approach to model the mechanical response of helically arranged hierarchical strands

NASA Astrophysics Data System (ADS)

Fraldi, M.; Perrella, G.; Ciervo, M.; Bosia, F.; Pugno, N. M.

2017-09-01

Very recently, a Weibull-based probabilistic strategy has been successfully applied to bundles of wires to determine their overall stress-strain behaviour, also capturing previously unpredicted nonlinear and post-elastic features of hierarchical strands. This approach is based on the so-called "Equal Load Sharing (ELS)" hypothesis by virtue of which, when a wire breaks, the load acting on the strand is homogeneously redistributed among the surviving wires. Despite the overall effectiveness of the method, some discrepancies between theoretical predictions and in silico Finite Element-based simulations or experimental findings might arise when more complex structures are analysed, e.g. helically arranged bundles. To overcome these limitations, an enhanced hybrid approach is proposed in which the probability of rupture is combined with a deterministic mechanical model of a strand constituted by helically-arranged and hierarchically-organized wires. The analytical model is validated comparing its predictions with both Finite Element simulations and experimental tests. The results show that generalized stress-strain responses - incorporating tension/torsion coupling - are naturally found and, once one or more elements break, the competition between geometry and mechanics of the strand microstructure, i.e. the different cross sections and helical angles of the wires in the different hierarchical levels of the strand, determines the no longer homogeneous stress redistribution among the surviving wires whose fate is hence governed by a "Hierarchical Load Sharing" criterion.

New Criterion and Tool for Caltrans Seismic Hazard Characterization

NASA Astrophysics Data System (ADS)

Shantz, T.; Merriam, M.; Turner, L.; Chiou, B.; Liu, X.

2008-12-01

Caltrans recently adopted new procedures for the development of response spectra for structure design. These procedures incorporate both deterministic and probabilistic criteria. The Next Generation Attenuation (NGA) models (2008) are used for deterministic assessment (using a revised late-Quaternary age fault database), and the USGS 2008 5% in 50-year hazard maps are used for probabilistic assessment. A minimum deterministic spectrum based on a M6.5 earthquake at 12 km is also included. These spectra are enveloped and the largest values used. A new publicly available web-based design tool for calculating the design spectrum will be used for calculations. The tool is built on a Windows-Apache-MySQL-PHP (WAMP) platform and integrates GoogleMaps for increased flexibility in the tool's use. Links to Caltrans data such as pre-construction logs of test borings assist in the estimation of Vs30 values used in the new procedures. Basin effects based on new models developed for the CFM, for the San Francisco Bay area by the USGS, and by Thurber (2008) are also incorporated. It is anticipated that additional layers such as CGS Seismic Hazard Zone maps will be added in the future. Application of the new criterion will result in expected higher levels of ground motion at many bridges west of the Coast Ranges. In eastern California, use of the NGA relationships for strike-slip faulting (the dominant sense of motion in California) will often result in slightly lower expected values for bridges. The expected result is a more realistic prediction of ground motions at bridges, in keeping with those motions developed for other large-scale and important structures. The tool is based on a simplified fault map of California, so it will not be used for more detailed evaluations such as surface rupture determination. Announcements regarding tool availability (expected to be in early 2009) are at http://www.dot.ca.gov/research/index.htm

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.

Stochastic and deterministic multiscale models for systems biology: an auxin-transport case study.

PubMed

Twycross, Jamie; Band, Leah R; Bennett, Malcolm J; King, John R; Krasnogor, Natalio

2010-03-26

Stochastic and asymptotic methods are powerful tools in developing multiscale systems biology models; however, little has been done in this context to compare the efficacy of these methods. The majority of current systems biology modelling research, including that of auxin transport, uses numerical simulations to study the behaviour of large systems of deterministic ordinary differential equations, with little consideration of alternative modelling frameworks. In this case study, we solve an auxin-transport model using analytical methods, deterministic numerical simulations and stochastic numerical simulations. Although the three approaches in general predict the same behaviour, the approaches provide different information that we use to gain distinct insights into the modelled biological system. We show in particular that the analytical approach readily provides straightforward mathematical expressions for the concentrations and transport speeds, while the stochastic simulations naturally provide information on the variability of the system. Our study provides a constructive comparison which highlights the advantages and disadvantages of each of the considered modelling approaches. This will prove helpful to researchers when weighing up which modelling approach to select. In addition, the paper goes some way to bridging the gap between these approaches, which in the future we hope will lead to integrative hybrid models.

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

PubMed

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

2014-08-01

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

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.

A Deterministic Model to Quantify Risk and Guide Mitigation Strategies to Reduce Bluetongue Virus Transmission in California Dairy Cattle

PubMed Central

Mayo, Christie; Shelley, Courtney; MacLachlan, N. James; Gardner, Ian; Hartley, David; Barker, Christopher

2016-01-01

The global distribution of bluetongue virus (BTV) has been changing recently, perhaps as a result of climate change. To evaluate the risk of BTV infection and transmission in a BTV-endemic region of California, sentinel dairy cows were evaluated for BTV infection, and populations of Culicoides vectors were collected at different sites using carbon dioxide. A deterministic model was developed to quantify risk and guide future mitigation strategies to reduce BTV infection in California dairy cattle. The greatest risk of BTV transmission was predicted within the warm Central Valley of California that contains the highest density of dairy cattle in the United States. Temperature and parameters associated with Culicoides vectors (transmission probabilities, carrying capacity, and survivorship) had the greatest effect on BTV’s basic reproduction number, R0. Based on these analyses, optimal control strategies for reducing BTV infection risk in dairy cattle will be highly reliant upon early efforts to reduce vector abundance during the months prior to peak transmission. PMID:27812161

Field evaluation of an avian risk assessment model

USGS Publications Warehouse

Vyas, N.B.; Spann, J.W.; Hulse, C.S.; Borges, S.L.; Bennett, R.S.; Torrez, M.; Williams, B.I.; Leffel, R.

2006-01-01

We conducted two laboratory subacute dietary toxicity tests and one outdoor subacute dietary toxicity test to determine the effectiveness of the U.S. Environmental Protection Agency's deterministic risk assessment model for evaluating the potential of adverse effects to birds in the field. We tested technical-grade diazinon and its D Z N- 50W (50% diazinon active ingredient wettable powder) formulation on Canada goose (Branta canadensis) goslings. Brain acetylcholinesterase activity was measured, and the feathers and skin, feet. and gastrointestinal contents were analyzed for diazinon residues. The dose-response curves showed that diazinon was significantly more toxic to goslings in the outdoor test than in the laboratory tests. The deterministic risk assessment method identified the potential for risk to birds in general, but the factors associated with extrapolating from the laboratory to the field, and from the laboratory test species to other species, resulted in the underestimation of risk to the goslings. The present study indicates that laboratory-based risk quotients should be interpreted with caution.

On the deterministic and stochastic use of hydrologic models

USGS Publications Warehouse

Farmer, William H.; Vogel, Richard M.

2016-01-01

Environmental simulation models, such as precipitation-runoff watershed models, are increasingly used in a deterministic manner for environmental and water resources design, planning, and management. In operational hydrology, simulated responses are now routinely used to plan, design, and manage a very wide class of water resource systems. However, all such models are calibrated to existing data sets and retain some residual error. This residual, typically unknown in practice, is often ignored, implicitly trusting simulated responses as if they are deterministic quantities. In general, ignoring the residuals will result in simulated responses with distributional properties that do not mimic those of the observed responses. This discrepancy has major implications for the operational use of environmental simulation models as is shown here. Both a simple linear model and a distributed-parameter precipitation-runoff model are used to document the expected bias in the distributional properties of simulated responses when the residuals are ignored. The systematic reintroduction of residuals into simulated responses in a manner that produces stochastic output is shown to improve the distributional properties of the simulated responses. Every effort should be made to understand the distributional behavior of simulation residuals and to use environmental simulation models in a stochastic manner.

Theory and applications of a deterministic approximation to the coalescent model

PubMed Central

Jewett, Ethan M.; Rosenberg, Noah A.

2014-01-01

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

Ordinal optimization and its application to complex deterministic problems

NASA Astrophysics Data System (ADS)

Yang, Mike Shang-Yu

1998-10-01

We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.

GAPPARD: a computationally efficient method of approximating gap-scale disturbance in vegetation models

NASA Astrophysics Data System (ADS)

Scherstjanoi, M.; Kaplan, J. O.; Thürig, E.; Lischke, H.

2013-02-01

Models of vegetation dynamics that are designed for application at spatial scales larger than individual forest gaps suffer from several limitations. Typically, either a population average approximation is used that results in unrealistic tree allometry and forest stand structure, or models have a high computational demand because they need to simulate both a series of age-based cohorts and a number of replicate patches to account for stochastic gap-scale disturbances. The detail required by the latter method increases the number of calculations by two to three orders of magnitude compared to the less realistic population average approach. In an effort to increase the efficiency of dynamic vegetation models without sacrificing realism, and to explore patterns of spatial scaling in forests, we developed a new method for simulating stand-replacing disturbances that is both accurate and 10-50x faster than approaches that use replicate patches. The GAPPARD (approximating GAP model results with a Probabilistic Approach to account for stand Replacing Disturbances) method works by postprocessing the output of deterministic, undisturbed simulations of a cohort-based vegetation model by deriving the distribution of patch ages at any point in time on the basis of a disturbance probability. With this distribution, the expected value of any output variable can be calculated from the output values of the deterministic undisturbed run at the time corresponding to the patch age. To account for temporal changes in model forcing, e.g., as a result of climate change, GAPPARD performs a series of deterministic simulations and interpolates between the results in the postprocessing step. We integrated the GAPPARD method in the forest models LPJ-GUESS and TreeM-LPJ, and evaluated these in a series of simulations along an altitudinal transect of an inner-alpine valley. With GAPPARD applied to LPJ-GUESS results were insignificantly different from the output of the original model LPJ-GUESS using 100 replicate patches, but simulation time was reduced by approximately the factor 10. Our new method is therefore highly suited rapidly approximating LPJ-GUESS results, and provides the opportunity for future studies over large spatial domains, allows easier parameterization of tree species, faster identification of areas of interesting simulation results, and comparisons with large-scale datasets and forest models.

The potential of radar-based ensemble forecasts for flash-flood early warning in the southern Swiss Alps

NASA Astrophysics Data System (ADS)

Liechti, K.; Panziera, L.; Germann, U.; Zappa, M.

2013-10-01

This study explores the limits of radar-based forecasting for hydrological runoff prediction. Two novel radar-based ensemble forecasting chains for flash-flood early warning are investigated in three catchments in the southern Swiss Alps and set in relation to deterministic discharge forecasts for the same catchments. The first radar-based ensemble forecasting chain is driven by NORA (Nowcasting of Orographic Rainfall by means of Analogues), an analogue-based heuristic nowcasting system to predict orographic rainfall for the following eight hours. The second ensemble forecasting system evaluated is REAL-C2, where the numerical weather prediction COSMO-2 is initialised with 25 different initial conditions derived from a four-day nowcast with the radar ensemble REAL. Additionally, three deterministic forecasting chains were analysed. The performance of these five flash-flood forecasting systems was analysed for 1389 h between June 2007 and December 2010 for which NORA forecasts were issued, due to the presence of orographic forcing. A clear preference was found for the ensemble approach. Discharge forecasts perform better when forced by NORA and REAL-C2 rather then by deterministic weather radar data. Moreover, it was observed that using an ensemble of initial conditions at the forecast initialisation, as in REAL-C2, significantly improved the forecast skill. These forecasts also perform better then forecasts forced by ensemble rainfall forecasts (NORA) initialised form a single initial condition of the hydrological model. Thus the best results were obtained with the REAL-C2 forecasting chain. However, for regions where REAL cannot be produced, NORA might be an option for forecasting events triggered by orographic precipitation.

Purification of complex samples: Implementation of a modular and reconfigurable droplet-based microfluidic platform with cascaded deterministic lateral displacement separation modules

PubMed Central

Pudda, Catherine; Boizot, François; Verplanck, Nicolas; Revol-Cavalier, Frédéric; Berthier, Jean; Thuaire, Aurélie

2018-01-01

Particle separation in microfluidic devices is a common problematic for sample preparation in biology. Deterministic lateral displacement (DLD) is efficiently implemented as a size-based fractionation technique to separate two populations of particles around a specific size. However, real biological samples contain components of many different sizes and a single DLD separation step is not sufficient to purify these complex samples. When connecting several DLD modules in series, pressure balancing at the DLD outlets of each step becomes critical to ensure an optimal separation efficiency. A generic microfluidic platform is presented in this paper to optimize pressure balancing, when DLD separation is connected either to another DLD module or to a different microfluidic function. This is made possible by generating droplets at T-junctions connected to the DLD outlets. Droplets act as pressure controllers, which perform at the same time the encapsulation of DLD sorted particles and the balance of output pressures. The optimized pressures to apply on DLD modules and on T-junctions are determined by a general model that ensures the equilibrium of the entire platform. The proposed separation platform is completely modular and reconfigurable since the same predictive model applies to any cascaded DLD modules of the droplet-based cartridge. PMID:29768490

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

Moving beyond the cost-loss ratio: economic assessment of streamflow forecasts for a risk-averse decision maker

NASA Astrophysics Data System (ADS)

Matte, Simon; Boucher, Marie-Amélie; Boucher, Vincent; Fortier Filion, Thomas-Charles

2017-06-01

A large effort has been made over the past 10 years to promote the operational use of probabilistic or ensemble streamflow forecasts. Numerous studies have shown that ensemble forecasts are of higher quality than deterministic ones. Many studies also conclude that decisions based on ensemble rather than deterministic forecasts lead to better decisions in the context of flood mitigation. Hence, it is believed that ensemble forecasts possess a greater economic and social value for both decision makers and the general population. However, the vast majority of, if not all, existing hydro-economic studies rely on a cost-loss ratio framework that assumes a risk-neutral decision maker. To overcome this important flaw, this study borrows from economics and evaluates the economic value of early warning flood systems using the well-known Constant Absolute Risk Aversion (CARA) utility function, which explicitly accounts for the level of risk aversion of the decision maker. This new framework allows for the full exploitation of the information related to a forecasts' uncertainty, making it especially suited for the economic assessment of ensemble or probabilistic forecasts. Rather than comparing deterministic and ensemble forecasts, this study focuses on comparing different types of ensemble forecasts. There are multiple ways of assessing and representing forecast uncertainty. Consequently, there exist many different means of building an ensemble forecasting system for future streamflow. One such possibility is to dress deterministic forecasts using the statistics of past error forecasts. Such dressing methods are popular among operational agencies because of their simplicity and intuitiveness. Another approach is the use of ensemble meteorological forecasts for precipitation and temperature, which are then provided as inputs to one or many hydrological model(s). In this study, three concurrent ensemble streamflow forecasting systems are compared: simple statistically dressed deterministic forecasts, forecasts based on meteorological ensembles, and a variant of the latter that also includes an estimation of state variable uncertainty. This comparison takes place for the Montmorency River, a small flood-prone watershed in southern central Quebec, Canada. The assessment of forecasts is performed for lead times of 1 to 5 days, both in terms of forecasts' quality (relative to the corresponding record of observations) and in terms of economic value, using the new proposed framework based on the CARA utility function. It is found that the economic value of a forecast for a risk-averse decision maker is closely linked to the forecast reliability in predicting the upper tail of the streamflow distribution. Hence, post-processing forecasts to avoid over-forecasting could help improve both the quality and the value of forecasts.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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.

Solving difficult problems creatively: a role for energy optimised deterministic/stochastic hybrid computing

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

How is the brain configured for creativity? What is the computational substrate for ‘eureka’ moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal (ultimately quantum decoherent) noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete. PMID:26528173

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.

Probabilistic arithmetic automata and their applications.

PubMed

Marschall, Tobias; Herms, Inke; Kaltenbach, Hans-Michael; Rahmann, Sven

2012-01-01

We present a comprehensive review on probabilistic arithmetic automata (PAAs), a general model to describe chains of operations whose operands depend on chance, along with two algorithms to numerically compute the distribution of the results of such probabilistic calculations. PAAs provide a unifying framework to approach many problems arising in computational biology and elsewhere. We present five different applications, namely 1) pattern matching statistics on random texts, including the computation of the distribution of occurrence counts, waiting times, and clump sizes under hidden Markov background models; 2) exact analysis of window-based pattern matching algorithms; 3) sensitivity of filtration seeds used to detect candidate sequence alignments; 4) length and mass statistics of peptide fragments resulting from enzymatic cleavage reactions; and 5) read length statistics of 454 and IonTorrent sequencing reads. The diversity of these applications indicates the flexibility and unifying character of the presented framework. While the construction of a PAA depends on the particular application, we single out a frequently applicable construction method: We introduce deterministic arithmetic automata (DAAs) to model deterministic calculations on sequences, and demonstrate how to construct a PAA from a given DAA and a finite-memory random text model. This procedure is used for all five discussed applications and greatly simplifies the construction of PAAs. Implementations are available as part of the MoSDi package. Its application programming interface facilitates the rapid development of new applications based on the PAA framework.

Stress Rupture Life Reliability Measures for Composite Overwrapped Pressure Vessels

NASA Technical Reports Server (NTRS)

Murthy, Pappu L. N.; Thesken, John C.; Phoenix, S. Leigh; Grimes-Ledesma, Lorie

2007-01-01

Composite Overwrapped Pressure Vessels (COPVs) are often used for storing pressurant gases onboard spacecraft. Kevlar (DuPont), glass, carbon and other more recent fibers have all been used as overwraps. Due to the fact that overwraps are subjected to sustained loads for an extended period during a mission, stress rupture failure is a major concern. It is therefore important to ascertain the reliability of these vessels by analysis, since the testing of each flight design cannot be completed on a practical time scale. The present paper examines specifically a Weibull statistics based stress rupture model and considers the various uncertainties associated with the model parameters. The paper also examines several reliability estimate measures that would be of use for the purpose of recertification and for qualifying flight worthiness of these vessels. Specifically, deterministic values for a point estimate, mean estimate and 90/95 percent confidence estimates of the reliability are all examined for a typical flight quality vessel under constant stress. The mean and the 90/95 percent confidence estimates are computed using Monte-Carlo simulation techniques by assuming distribution statistics of model parameters based also on simulation and on the available data, especially the sample sizes represented in the data. The data for the stress rupture model are obtained from the Lawrence Livermore National Laboratories (LLNL) stress rupture testing program, carried out for the past 35 years. Deterministic as well as probabilistic sensitivities are examined.

Jet Engine Noise Reduction

DTIC Science & Technology

2009-04-01

greatest attention. 4 Excessive noise can cause temporary or permanent hearing loss or tinnitus , a constant ringing in the ear. In addition...industry effort focused on a ten-fold improvement in turbine engine affordable capability by the year 2017. This is following the model of the...exhibit a mix of chaotic and deterministic behavior . Although the governing equations describing fluid flows, the Navier Stokes equations, are based

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.

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

Neo-deterministic seismic hazard scenarios for India—a preventive tool for disaster mitigation

NASA Astrophysics Data System (ADS)

Parvez, Imtiyaz A.; Magrin, Andrea; Vaccari, Franco; Ashish; Mir, Ramees R.; Peresan, Antonella; Panza, Giuliano Francesco

2017-11-01

Current computational resources and physical knowledge of the seismic wave generation and propagation processes allow for reliable numerical and analytical models of waveform generation and propagation. From the simulation of ground motion, it is easy to extract the desired earthquake hazard parameters. Accordingly, a scenario-based approach to seismic hazard assessment has been developed, namely the neo-deterministic seismic hazard assessment (NDSHA), which allows for a wide range of possible seismic sources to be used in the definition of reliable scenarios by means of realistic waveforms modelling. Such reliable and comprehensive characterization of expected earthquake ground motion is essential to improve building codes, particularly for the protection of critical infrastructures and for land use planning. Parvez et al. (Geophys J Int 155:489-508, 2003) published the first ever neo-deterministic seismic hazard map of India by computing synthetic seismograms with input data set consisting of structural models, seismogenic zones, focal mechanisms and earthquake catalogues. As described in Panza et al. (Adv Geophys 53:93-165, 2012), the NDSHA methodology evolved with respect to the original formulation used by Parvez et al. (Geophys J Int 155:489-508, 2003): the computer codes were improved to better fit the need of producing realistic ground shaking maps and ground shaking scenarios, at different scale levels, exploiting the most significant pertinent progresses in data acquisition and modelling. Accordingly, the present study supplies a revised NDSHA map for India. The seismic hazard, expressed in terms of maximum displacement (Dmax), maximum velocity (Vmax) and design ground acceleration (DGA), has been extracted from the synthetic signals and mapped on a regular grid over the studied territory.

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.

Computation of a Canadian SCWR unit cell with deterministic and Monte Carlo codes

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

Harrisson, G.; Marleau, G.

2012-07-01

The Canadian SCWR has the potential to achieve the goals that the generation IV nuclear reactors must meet. As part of the optimization process for this design concept, lattice cell calculations are routinely performed using deterministic codes. In this study, the first step (self-shielding treatment) of the computation scheme developed with the deterministic code DRAGON for the Canadian SCWR has been validated. Some options available in the module responsible for the resonance self-shielding calculation in DRAGON 3.06 and different microscopic cross section libraries based on the ENDF/B-VII.0 evaluated nuclear data file have been tested and compared to a reference calculationmore » performed with the Monte Carlo code SERPENT under the same conditions. Compared to SERPENT, DRAGON underestimates the infinite multiplication factor in all cases. In general, the original Stammler model with the Livolant-Jeanpierre approximations are the most appropriate self-shielding options to use in this case of study. In addition, the 89 groups WIMS-AECL library for slight enriched uranium and the 172 groups WLUP library for a mixture of plutonium and thorium give the most consistent results with those of SERPENT. (authors)« less

Deterministic and fuzzy-based methods to evaluate community resilience

NASA Astrophysics Data System (ADS)

Kammouh, Omar; Noori, Ali Zamani; Taurino, Veronica; Mahin, Stephen A.; Cimellaro, Gian Paolo

2018-04-01

Community resilience is becoming a growing concern for authorities and decision makers. This paper introduces two indicator-based methods to evaluate the resilience of communities based on the PEOPLES framework. PEOPLES is a multi-layered framework that defines community resilience using seven dimensions. Each of the dimensions is described through a set of resilience indicators collected from literature and they are linked to a measure allowing the analytical computation of the indicator's performance. The first method proposed in this paper requires data on previous disasters as an input and returns as output a performance function for each indicator and a performance function for the whole community. The second method exploits a knowledge-based fuzzy modeling for its implementation. This method allows a quantitative evaluation of the PEOPLES indicators using descriptive knowledge rather than deterministic data including the uncertainty involved in the analysis. The output of the fuzzy-based method is a resilience index for each indicator as well as a resilience index for the community. The paper also introduces an open source online tool in which the first method is implemented. A case study illustrating the application of the first method and the usage of the tool is also provided in the paper.

Bloch-like waves in random-walk potentials based on supersymmetry

NASA Astrophysics Data System (ADS)

Yu, Sunkyu; Piao, Xianji; Hong, Jiho; Park, Namkyoo

2015-09-01

Bloch's theorem was a major milestone that established the principle of bandgaps in crystals. Although it was once believed that bandgaps could form only under conditions of periodicity and long-range correlations for Bloch's theorem, this restriction was disproven by the discoveries of amorphous media and quasicrystals. While network and liquid models have been suggested for the interpretation of Bloch-like waves in disordered media, these approaches based on searching for random networks with bandgaps have failed in the deterministic creation of bandgaps. Here we reveal a deterministic pathway to bandgaps in random-walk potentials by applying the notion of supersymmetry to the wave equation. Inspired by isospectrality, we follow a methodology in contrast to previous methods: we transform order into disorder while preserving bandgaps. Our approach enables the formation of bandgaps in extremely disordered potentials analogous to Brownian motion, and also allows the tuning of correlations while maintaining identical bandgaps, thereby creating a family of potentials with `Bloch-like eigenstates'.

Probabilistic versus deterministic skill in predicting the western North Pacific-East Asian summer monsoon variability with multimodel ensembles

NASA Astrophysics Data System (ADS)

Yang, Xiu-Qun; Yang, Dejian; Xie, Qian; Zhang, Yaocun; Ren, Xuejuan; Tang, Youmin

2017-04-01

Based on historical forecasts of three quasi-operational multi-model ensemble (MME) systems, this study assesses the superiority of coupled MME over contributing single-model ensembles (SMEs) and over uncoupled atmospheric MME in predicting the Western North Pacific-East Asian summer monsoon variability. The probabilistic and deterministic forecast skills are measured by Brier skill score (BSS) and anomaly correlation (AC), respectively. A forecast-format dependent MME superiority over SMEs is found. The probabilistic forecast skill of the MME is always significantly better than that of each SME, while the deterministic forecast skill of the MME can be lower than that of some SMEs. The MME superiority arises from both the model diversity and the ensemble size increase in the tropics, and primarily from the ensemble size increase in the subtropics. The BSS is composed of reliability and resolution, two attributes characterizing probabilistic forecast skill. The probabilistic skill increase of the MME is dominated by the dramatic improvement in reliability, while resolution is not always improved, similar to AC. A monotonic resolution-AC relationship is further found and qualitatively explained, whereas little relationship can be identified between reliability and AC. It is argued that the MME's success in improving the reliability arises from an effective reduction of the overconfidence in forecast distributions. Moreover, it is examined that the seasonal predictions with coupled MME are more skillful than those with the uncoupled atmospheric MME forced by persisting sea surface temperature (SST) anomalies, since the coupled MME has better predicted the SST anomaly evolution in three key regions.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

PubMed

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

2017-04-10

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

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

PubMed Central

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

2017-01-01

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

Statistical performance and information content of time lag analysis and redundancy analysis in time series modeling.

PubMed

Angeler, David G; Viedma, Olga; Moreno, José M

2009-11-01

Time lag analysis (TLA) is a distance-based approach used to study temporal dynamics of ecological communities by measuring community dissimilarity over increasing time lags. Despite its increased use in recent years, its performance in comparison with other more direct methods (i.e., canonical ordination) has not been evaluated. This study fills this gap using extensive simulations and real data sets from experimental temporary ponds (true zooplankton communities) and landscape studies (landscape categories as pseudo-communities) that differ in community structure and anthropogenic stress history. Modeling time with a principal coordinate of neighborhood matrices (PCNM) approach, the canonical ordination technique (redundancy analysis; RDA) consistently outperformed the other statistical tests (i.e., TLAs, Mantel test, and RDA based on linear time trends) using all real data. In addition, the RDA-PCNM revealed different patterns of temporal change, and the strength of each individual time pattern, in terms of adjusted variance explained, could be evaluated, It also identified species contributions to these patterns of temporal change. This additional information is not provided by distance-based methods. The simulation study revealed better Type I error properties of the canonical ordination techniques compared with the distance-based approaches when no deterministic component of change was imposed on the communities. The simulation also revealed that strong emphasis on uniform deterministic change and low variability at other temporal scales is needed to result in decreased statistical power of the RDA-PCNM approach relative to the other methods. Based on the statistical performance of and information content provided by RDA-PCNM models, this technique serves ecologists as a powerful tool for modeling temporal change of ecological (pseudo-) communities.

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

PubMed

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

2009-11-01

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

Evolution of learning strategies in temporally and spatially variable environments: A review of theory

PubMed Central

Aoki, Kenichi; Feldman, Marcus W.

2013-01-01

The theoretical literature from 1985 to the present on the evolution of learning strategies in variable environments is reviewed, with the focus on deterministic dynamical models that are amenable to local stability analysis, and on deterministic models yielding evolutionarily stable strategies. Individual learning, unbiased and biased social learning, mixed learning, and learning schedules are considered. A rapidly changing environment or frequent migration in a spatially heterogeneous environment favors individual learning over unbiased social learning. However, results are not so straightforward in the context of learning schedules or when biases in social learning are introduced. The three major methods of modeling temporal environmental change – coevolutionary, two-timescale, and information decay – are compared and shown to sometimes yield contradictory results. The so-called Rogers’ paradox is inherent in the two-timescale method as originally applied to the evolution of pure strategies, but is often eliminated when the other methods are used. Moreover, Rogers’ paradox is not observed for the mixed learning strategies and learning schedules that we review. We believe that further theoretical work is necessary on learning schedules and biased social learning, based on models that are logically consistent and empirically pertinent. PMID:24211681

Evolution of learning strategies in temporally and spatially variable environments: a review of theory.

PubMed

Aoki, Kenichi; Feldman, Marcus W

2014-02-01

The theoretical literature from 1985 to the present on the evolution of learning strategies in variable environments is reviewed, with the focus on deterministic dynamical models that are amenable to local stability analysis, and on deterministic models yielding evolutionarily stable strategies. Individual learning, unbiased and biased social learning, mixed learning, and learning schedules are considered. A rapidly changing environment or frequent migration in a spatially heterogeneous environment favors individual learning over unbiased social learning. However, results are not so straightforward in the context of learning schedules or when biases in social learning are introduced. The three major methods of modeling temporal environmental change--coevolutionary, two-timescale, and information decay--are compared and shown to sometimes yield contradictory results. The so-called Rogers' paradox is inherent in the two-timescale method as originally applied to the evolution of pure strategies, but is often eliminated when the other methods are used. Moreover, Rogers' paradox is not observed for the mixed learning strategies and learning schedules that we review. We believe that further theoretical work is necessary on learning schedules and biased social learning, based on models that are logically consistent and empirically pertinent. Copyright © 2013 Elsevier Inc. All rights reserved.

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.

On-line crack prognosis in attachment lug using Lamb wave-deterministic resampling particle filter-based method

NASA Astrophysics Data System (ADS)

Yuan, Shenfang; Chen, Jian; Yang, Weibo; Qiu, Lei

2017-08-01

Fatigue crack growth prognosis is important for prolonging service time, improving safety, and reducing maintenance cost in many safety-critical systems, such as in aircraft, wind turbines, bridges, and nuclear plants. Combining fatigue crack growth models with the particle filter (PF) method has proved promising to deal with the uncertainties during fatigue crack growth and reach a more accurate prognosis. However, research on prognosis methods integrating on-line crack monitoring with the PF method is still lacking, as well as experimental verifications. Besides, the PF methods adopted so far are almost all sequential importance resampling-based PFs, which usually encounter sample impoverishment problems, and hence performs poorly. To solve these problems, in this paper, the piezoelectric transducers (PZTs)-based active Lamb wave method is adopted for on-line crack monitoring. The deterministic resampling PF (DRPF) is proposed to be used in fatigue crack growth prognosis, which can overcome the sample impoverishment problem. The proposed method is verified through fatigue tests of attachment lugs, which are a kind of important joint component in aerospace systems.

An Efficient Deterministic Approach to Model-based Prediction Uncertainty Estimation

DTIC Science & Technology

2012-09-01

94035, USA abhinav.saxena@nasa.gov ABSTRACT Prognostics deals with the prediction of the end of life ( EOL ) of a system. EOL is a random variable, due...future evolution of the system, accumulating additional uncertainty into the predicted EOL . Prediction algorithms that do not account for these sources of...uncertainty are misrepresenting the EOL and can lead to poor decisions based on their results. In this paper, we explore the impact of uncertainty in

Guidelines 13 and 14—Prediction uncertainty

USGS Publications Warehouse

Hill, Mary C.; Tiedeman, Claire

2005-01-01

An advantage of using optimization for model development and calibration is that optimization provides methods for evaluating and quantifying prediction uncertainty. Both deterministic and statistical methods can be used. Guideline 13 discusses using regression and post-audits, which we classify as deterministic methods. Guideline 14 discusses inferential statistics and Monte Carlo methods, which we classify as statistical methods.

Optimal Vaccination in a Stochastic Epidemic Model of Two Non-Interacting Populations

DTIC Science & Technology

2015-02-17

of diminishing returns from vacci- nation will generally take place at smaller vaccine allocations V compared to the deterministic model. Optimal...take place and small r0 values where it does not is illustrat- ed in Fig. 4C. As r0 is decreased, the region between the two instances of switching...approximately distribute vaccine in proportion to population size. For large r0 (r0 ≳ 2.9), two switches take place . In the deterministic optimal solution, a

The Nonstationary Dynamics of Fitness Distributions: Asexual Model with Epistasis and Standing Variation

PubMed Central

Martin, Guillaume; Roques, Lionel

2016-01-01

Various models describe asexual evolution by mutation, selection, and drift. Some focus directly on fitness, typically modeling drift but ignoring or simplifying both epistasis and the distribution of mutation effects (traveling wave models). Others follow the dynamics of quantitative traits determining fitness (Fisher’s geometric model), imposing a complex but fixed form of mutation effects and epistasis, and often ignoring drift. In all cases, predictions are typically obtained in high or low mutation rate limits and for long-term stationary regimes, thus losing information on transient behaviors and the effect of initial conditions. Here, we connect fitness-based and trait-based models into a single framework, and seek explicit solutions even away from stationarity. The expected fitness distribution is followed over time via its cumulant generating function, using a deterministic approximation that neglects drift. In several cases, explicit trajectories for the full fitness distribution are obtained for arbitrary mutation rates and standing variance. For nonepistatic mutations, especially with beneficial mutations, this approximation fails over the long term but captures the early dynamics, thus complementing stationary stochastic predictions. The approximation also handles several diminishing returns epistasis models (e.g., with an optimal genotype); it can be applied at and away from equilibrium. General results arise at equilibrium, where fitness distributions display a “phase transition” with mutation rate. Beyond this phase transition, in Fisher’s geometric model, the full trajectory of fitness and trait distributions takes a simple form; robust to the details of the mutant phenotype distribution. Analytical arguments are explored regarding why and when the deterministic approximation applies. PMID:27770037

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.

Assessing and reporting uncertainties in dietary exposure analysis: Mapping of uncertainties in a tiered approach.

PubMed

Kettler, Susanne; Kennedy, Marc; McNamara, Cronan; Oberdörfer, Regina; O'Mahony, Cian; Schnabel, Jürgen; Smith, Benjamin; Sprong, Corinne; Faludi, Roland; Tennant, David

2015-08-01

Uncertainty analysis is an important component of dietary exposure assessments in order to understand correctly the strength and limits of its results. Often, standard screening procedures are applied in a first step which results in conservative estimates. If through those screening procedures a potential exceedance of health-based guidance values is indicated, within the tiered approach more refined models are applied. However, the sources and types of uncertainties in deterministic and probabilistic models can vary or differ. A key objective of this work has been the mapping of different sources and types of uncertainties to better understand how to best use uncertainty analysis to generate more realistic comprehension of dietary exposure. In dietary exposure assessments, uncertainties can be introduced by knowledge gaps about the exposure scenario, parameter and the model itself. With this mapping, general and model-independent uncertainties have been identified and described, as well as those which can be introduced and influenced by the specific model during the tiered approach. This analysis identifies that there are general uncertainties common to point estimates (screening or deterministic methods) and probabilistic exposure assessment methods. To provide further clarity, general sources of uncertainty affecting many dietary exposure assessments should be separated from model-specific uncertainties. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

Coupling hydrologic and hydraulic models to take into consideration retention effects on extreme peak discharges in Switzerland

NASA Astrophysics Data System (ADS)

Felder, Guido; Zischg, Andreas; Weingartner, Rolf

2015-04-01

Estimating peak discharges with very low probabilities is still accompanied by large uncertainties. Common estimation methods are usually based on extreme value statistics applied to observed time series or to hydrological model outputs. However, such methods assume the system to be stationary and do not specifically consider non-stationary effects. Observed time series may exclude events where peak discharge is damped by retention effects, as this process does not occur until specific thresholds, possibly beyond those of the highest measured event, are exceeded. Hydrological models can be complemented and parameterized with non-linear functions. However, in such cases calibration depends on observed data and non-stationary behaviour is not deterministically calculated. Our study discusses the option of considering retention effects on extreme peak discharges by coupling hydrological and hydraulic models. This possibility is tested by forcing the semi-distributed deterministic hydrological model PREVAH with randomly generated, physically plausible extreme precipitation patterns. The resulting hydrographs are then used to force the hydraulic model BASEMENT-ETH (riverbed in 1D, potential inundation areas in 2D). The procedure ensures that the estimated extreme peak discharge does not exceed the physical limit given by the riverbed capacity and that the dampening effect of inundation processes on peak discharge is considered.

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…

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.

Characterizing uncertainty and variability in physiologically based pharmacokinetic models: state of the science and needs for research and implementation.

PubMed

Barton, Hugh A; Chiu, Weihsueh A; Setzer, R Woodrow; Andersen, Melvin E; Bailer, A John; Bois, Frédéric Y; Dewoskin, Robert S; Hays, Sean; Johanson, Gunnar; Jones, Nancy; Loizou, George; Macphail, Robert C; Portier, Christopher J; Spendiff, Martin; Tan, Yu-Mei

2007-10-01

Physiologically based pharmacokinetic (PBPK) models are used in mode-of-action based risk and safety assessments to estimate internal dosimetry in animals and humans. When used in risk assessment, these models can provide a basis for extrapolating between species, doses, and exposure routes or for justifying nondefault values for uncertainty factors. Characterization of uncertainty and variability is increasingly recognized as important for risk assessment; this represents a continuing challenge for both PBPK modelers and users. Current practices show significant progress in specifying deterministic biological models and nondeterministic (often statistical) models, estimating parameters using diverse data sets from multiple sources, using them to make predictions, and characterizing uncertainty and variability of model parameters and predictions. The International Workshop on Uncertainty and Variability in PBPK Models, held 31 Oct-2 Nov 2006, identified the state-of-the-science, needed changes in practice and implementation, and research priorities. For the short term, these include (1) multidisciplinary teams to integrate deterministic and nondeterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through improved documentation of model structure(s), parameter values, sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include (1) theoretical and practical methodological improvements for nondeterministic/statistical modeling; (2) better methods for evaluating alternative model structures; (3) peer-reviewed databases of parameters and covariates, and their distributions; (4) expanded coverage of PBPK models across chemicals with different properties; and (5) training and reference materials, such as cases studies, bibliographies/glossaries, model repositories, and enhanced software. The multidisciplinary dialogue initiated by this Workshop will foster the collaboration, research, data collection, and training necessary to make characterizing uncertainty and variability a standard practice in PBPK modeling and risk assessment.

Quasi-Static Probabilistic Structural Analyses Process and Criteria

NASA Technical Reports Server (NTRS)

Goldberg, B.; Verderaime, V.

1999-01-01

Current deterministic structural methods are easily applied to substructures and components, and analysts have built great design insights and confidence in them over the years. However, deterministic methods cannot support systems risk analyses, and it was recently reported that deterministic treatment of statistical data is inconsistent with error propagation laws that can result in unevenly conservative structural predictions. Assuming non-nal distributions and using statistical data formats throughout prevailing stress deterministic processes lead to a safety factor in statistical format, which integrated into the safety index, provides a safety factor and first order reliability relationship. The embedded safety factor in the safety index expression allows a historically based risk to be determined and verified over a variety of quasi-static metallic substructures consistent with the traditional safety factor methods and NASA Std. 5001 criteria.

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.

Modeling disease transmission near eradication: An equation free approach

NASA Astrophysics Data System (ADS)

Williams, Matthew O.; Proctor, Joshua L.; Kutz, J. Nathan

2015-01-01

Although disease transmission in the near eradication regime is inherently stochastic, deterministic quantities such as the probability of eradication are of interest to policy makers and researchers. Rather than running large ensembles of discrete stochastic simulations over long intervals in time to compute these deterministic quantities, we create a data-driven and deterministic "coarse" model for them using the Equation Free (EF) framework. In lieu of deriving an explicit coarse model, the EF framework approximates any needed information, such as coarse time derivatives, by running short computational experiments. However, the choice of the coarse variables (i.e., the state of the coarse system) is critical if the resulting model is to be accurate. In this manuscript, we propose a set of coarse variables that result in an accurate model in the endemic and near eradication regimes, and demonstrate this on a compartmental model representing the spread of Poliomyelitis. When combined with adaptive time-stepping coarse projective integrators, this approach can yield over a factor of two speedup compared to direct simulation, and due to its lower dimensionality, could be beneficial when conducting systems level tasks such as designing eradication or monitoring campaigns.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

Bistability arises within a wide range of biological systems from the lambda phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks. PMID:16714385

Stochastic foundations in nonlinear density-regulation growth

NASA Astrophysics Data System (ADS)

Méndez, Vicenç; Assaf, Michael; Horsthemke, Werner; Campos, Daniel

2017-08-01

In this work we construct individual-based models that give rise to the generalized logistic model at the mean-field deterministic level and that allow us to interpret the parameters of these models in terms of individual interactions. We also study the effect of internal fluctuations on the long-time dynamics for the different models that have been widely used in the literature, such as the theta-logistic and Savageau models. In particular, we determine the conditions for population extinction and calculate the mean time to extinction. If the population does not become extinct, we obtain analytical expressions for the population abundance distribution. Our theoretical results are based on WKB theory and the probability generating function formalism and are verified by numerical simulations.

Cost-effectiveness of Population Screening for BRCA Mutations in Ashkenazi Jewish Women Compared With Family History–Based Testing

PubMed Central

Manchanda, Ranjit; Legood, Rosa; Burnell, Matthew; McGuire, Alistair; Raikou, Maria; Loggenberg, Kelly; Wardle, Jane; Sanderson, Saskia; Gessler, Sue; Side, Lucy; Balogun, Nyala; Desai, Rakshit; Kumar, Ajith; Dorkins, Huw; Wallis, Yvonne; Chapman, Cyril; Taylor, Rohan; Jacobs, Chris; Tomlinson, Ian; Beller, Uziel; Menon, Usha

2015-01-01

Background: Population-based testing for BRCA1/2 mutations detects the high proportion of carriers not identified by cancer family history (FH)–based testing. We compared the cost-effectiveness of population-based BRCA testing with the standard FH-based approach in Ashkenazi Jewish (AJ) women. Methods: A decision-analytic model was developed to compare lifetime costs and effects amongst AJ women in the UK of BRCA founder-mutation testing amongst: 1) all women in the population age 30 years or older and 2) just those with a strong FH (≥10% mutation risk). The model assumes that BRCA carriers are offered risk-reducing salpingo-oophorectomy and annual MRI/mammography screening or risk-reducing mastectomy. Model probabilities utilize the Genetic Cancer Prediction through Population Screening trial/published literature to estimate total costs, effects in terms of quality-adjusted life-years (QALYs), cancer incidence, incremental cost-effectiveness ratio (ICER), and population impact. Costs are reported at 2010 prices. Costs/outcomes were discounted at 3.5%. We used deterministic/probabilistic sensitivity analysis (PSA) to evaluate model uncertainty. Results: Compared with FH-based testing, population-screening saved 0.090 more life-years and 0.101 more QALYs resulting in 33 days’ gain in life expectancy. Population screening was found to be cost saving with a baseline-discounted ICER of -£2079/QALY. Population-based screening lowered ovarian and breast cancer incidence by 0.34% and 0.62%. Assuming 71% testing uptake, this leads to 276 fewer ovarian and 508 fewer breast cancer cases. Overall, reduction in treatment costs led to a discounted cost savings of £3.7 million. Deterministic sensitivity analysis and 94% of simulations on PSA (threshold £20000) indicated that population screening is cost-effective, compared with current NHS policy. Conclusion: Population-based screening for BRCA mutations is highly cost-effective compared with an FH-based approach in AJ women age 30 years and older. PMID:25435542

Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

NASA Astrophysics Data System (ADS)

Soltanzadeh, I.; Azadi, M.; Vakili, G. A.

2011-07-01

Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.

Ensemble assimilation of ARGO temperature profile, sea surface temperature, and altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic Ocean

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Candille, G.; Brankart, J. M.; Brasseur, P.

2015-07-01

Sea surface height, sea surface temperature, and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. Sixty ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. An incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with independent/semiindependent observations. For deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations, in order to diagnose the ensemble distribution properties in a deterministic way. 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 centered random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analyzed jointly. The consistency and complementarity between both validations are highlighted.

A Random Variable Approach to Nuclear Targeting and Survivability

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

Undem, Halvor A.

We demonstrate a common mathematical formalism for analyzing problems in nuclear survivability and targeting. This formalism, beginning with a random variable approach, can be used to interpret past efforts in nuclear-effects analysis, including targeting analysis. It can also be used to analyze new problems brought about by the post Cold War Era, such as the potential effects of yield degradation in a permanently untested nuclear stockpile. In particular, we illustrate the formalism through four natural case studies or illustrative problems, linking these to actual past data, modeling, and simulation, and suggesting future uses. In the first problem, we illustrate themore » case of a deterministically modeled weapon used against a deterministically responding target. Classic "Cookie Cutter" damage functions result. In the second problem, we illustrate, with actual target test data, the case of a deterministically modeled weapon used against a statistically responding target. This case matches many of the results of current nuclear targeting modeling and simulation tools, including the result of distance damage functions as complementary cumulative lognormal functions in the range variable. In the third problem, we illustrate the case of a statistically behaving weapon used against a deterministically responding target. In particular, we show the dependence of target damage on weapon yield for an untested nuclear stockpile experiencing yield degradation. Finally, and using actual unclassified weapon test data, we illustrate in the fourth problem the case of a statistically behaving weapon used against a statistically responding target.« less

Cost-Utility Analysis of Telemonitoring Interventions for Patients with Chronic Obstructive Pulmonary Disease (COPD) in Germany.

PubMed

Hofer, Florian; Achelrod, Dmitrij; Stargardt, Tom

2016-12-01

Chronic obstructive pulmonary disease (COPD) poses major challenges for health care systems. Previous studies suggest that telemonitoring could be effective in preventing hospitalisations and hence reduce costs. The aim was to evaluate whether telemonitoring interventions for COPD are cost-effective from the perspective of German statutory sickness funds. A cost-utility analysis was conducted using a combination of a Markov model and a decision tree. Telemonitoring as add-on to standard treatment was compared with standard treatment alone. The model consisted of four transition stages to account for COPD severity, and a terminal stage for death. Within each cycle, the frequency of exacerbations as well as outcomes for 2015 costs and quality adjusted life years (QALYs) for each stage were calculated. Values for input parameters were taken from the literature. Deterministic and probabilistic sensitivity analyses were conducted. In the base case, telemonitoring led to an increase in incremental costs (€866 per patient) but also in incremental QALYs (0.05 per patient). The incremental cost-effectiveness ratio (ICER) was thus €17,410 per QALY gained. A deterministic sensitivity analysis showed that hospitalisation rate and costs for telemonitoring equipment greatly affected results. The probabilistic ICER averaged €34,432 per QALY (95 % confidence interval 12,161-56,703). We provide evidence that telemonitoring may be cost-effective in Germany from a payer's point of view. This holds even after deterministic and probabilistic sensitivity analyses.

Classification and unification of the microscopic deterministic traffic models.

PubMed

Yang, Bo; Monterola, Christopher

2015-10-01

We identify a universal mathematical structure in microscopic deterministic traffic models (with identical drivers), and thus we show that all such existing models in the literature, including both the two-phase and three-phase models, can be understood as special cases of a master model by expansion around a set of well-defined ground states. This allows any two traffic models to be properly compared and identified. The three-phase models are characterized by the vanishing of leading orders of expansion within a certain density range, and as an example the popular intelligent driver model is shown to be equivalent to a generalized optimal velocity (OV) model. We also explore the diverse solutions of the generalized OV model that can be important both for understanding human driving behaviors and algorithms for autonomous driverless vehicles.

Tipping point analysis of atmospheric oxygen concentration

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

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

2015-03-15

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

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.

Seed availability constrains plant species sorting along a soil fertility gradient

Treesearch

Bryan L. Foster; Erin J. Questad; Cathy D. Collins; Cheryl A. Murphy; Timothy L. Dickson; Val H. Smith

2011-01-01

1. Spatial variation in species composition within and among communities may be caused by deterministic, niche-based species sorting in response to underlying environmental heterogeneity as well as by stochastic factors such as dispersal limitation and variable species pools. An important goal in ecology is to reconcile deterministic and stochastic perspectives of...

Incorporating GIS and remote sensing for census population disaggregation

NASA Astrophysics Data System (ADS)

Wu, Shuo-Sheng'derek'

Census data are the primary source of demographic data for a variety of researches and applications. For confidentiality issues and administrative purposes, census data are usually released to the public by aggregated areal units. In the United States, the smallest census unit is census blocks. Due to data aggregation, users of census data may have problems in visualizing population distribution within census blocks and estimating population counts for areas not coinciding with census block boundaries. The main purpose of this study is to develop methodology for estimating sub-block areal populations and assessing the estimation errors. The City of Austin, Texas was used as a case study area. Based on tax parcel boundaries and parcel attributes derived from ancillary GIS and remote sensing data, detailed urban land use classes were first classified using a per-field approach. After that, statistical models by land use classes were built to infer population density from other predictor variables, including four census demographic statistics (the Hispanic percentage, the married percentage, the unemployment rate, and per capita income) and three physical variables derived from remote sensing images and building footprints vector data (a landscape heterogeneity statistics, a building pattern statistics, and a building volume statistics). In addition to statistical models, deterministic models were proposed to directly infer populations from building volumes and three housing statistics, including the average space per housing unit, the housing unit occupancy rate, and the average household size. After population models were derived or proposed, how well the models predict populations for another set of sample blocks was assessed. The results show that deterministic models were more accurate than statistical models. Further, by simulating the base unit for modeling from aggregating blocks, I assessed how well the deterministic models estimate sub-unit-level populations. I also assessed the aggregation effects and the resealing effects on sub-unit estimates. Lastly, from another set of mixed-land-use sample blocks, a mixed-land-use model was derived and compared with a residential-land-use model. The results of per-field land use classification are satisfactory with a Kappa accuracy statistics of 0.747. Model Assessments by land use show that population estimates for multi-family land use areas have higher errors than those for single-family land use areas, and population estimates for mixed land use areas have higher errors than those for residential land use areas. The assessments of sub-unit estimates using a simulation approach indicate that smaller areas show higher estimation errors, estimation errors do not relate to the base unit size, and resealing improves all levels of sub-unit estimates.

Development and validation of a stochastic model for potential growth of Listeria monocytogenes in naturally contaminated lightly preserved seafood.

PubMed

Mejlholm, Ole; Bøknæs, Niels; Dalgaard, Paw

2015-02-01

A new stochastic model for the simultaneous growth of Listeria monocytogenes and lactic acid bacteria (LAB) was developed and validated on data from naturally contaminated samples of cold-smoked Greenland halibut (CSGH) and cold-smoked salmon (CSS). During industrial processing these samples were added acetic and/or lactic acids. The stochastic model was developed from an existing deterministic model including the effect of 12 environmental parameters and microbial interaction (O. Mejlholm and P. Dalgaard, Food Microbiology, submitted for publication). Observed maximum population density (MPD) values of L. monocytogenes in naturally contaminated samples of CSGH and CSS were accurately predicted by the stochastic model based on measured variability in product characteristics and storage conditions. Results comparable to those from the stochastic model were obtained, when product characteristics of the least and most preserved sample of CSGH and CSS were used as input for the existing deterministic model. For both modelling approaches, it was shown that lag time and the effect of microbial interaction needs to be included to accurately predict MPD values of L. monocytogenes. Addition of organic acids to CSGH and CSS was confirmed as a suitable mitigation strategy against the risk of growth by L. monocytogenes as both types of products were in compliance with the EU regulation on ready-to-eat foods. Copyright © 2014 Elsevier Ltd. All rights reserved.

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.

URBAN STORMWATER INVESTIGATIONS BY THE U. S. GEOLOGICAL SURVEY.

USGS Publications Warehouse

Jennings, Marshall E.

1985-01-01

Urban stormwater hydrology studies in the U. S. Geological Survey are currently focused on compilation of national data bases containing flood-peak and short time-interval rainfall, discharge and water-quality information for urban watersheds. Current data bases, updated annually, are nationwide in scope. Supplementing the national data files are published reports of interpretative analyses, a map report and research products including improved instrumentation and deterministic modeling capabilities. New directions of Survey investigations include gaging programs for very small catchments and for stormwater detention facilities.

A hydro-meteorological ensemble prediction system for real-time flood forecasting purposes in the Milano area

NASA Astrophysics Data System (ADS)

Ravazzani, Giovanni; Amengual, Arnau; Ceppi, Alessandro; Romero, Romualdo; Homar, Victor; Mancini, Marco

2015-04-01

Analysis of forecasting strategies that can provide a tangible basis for flood early warning procedures and mitigation measures over the Western Mediterranean region is one of the fundamental motivations of the European HyMeX programme. Here, we examine a set of hydro-meteorological episodes that affected the Milano urban area for which the complex flood protection system of the city did not completely succeed before the occurred flash-floods. Indeed, flood damages have exponentially increased in the area during the last 60 years, due to industrial and urban developments. Thus, the improvement of the Milano flood control system needs a synergism between structural and non-structural approaches. The flood forecasting system tested in this work comprises the Flash-flood Event-based Spatially distributed rainfall-runoff Transformation, including Water Balance (FEST-WB) and the Weather Research and Forecasting (WRF) models, in order to provide a hydrological ensemble prediction system (HEPS). Deterministic and probabilistic quantitative precipitation forecasts (QPFs) have been provided by WRF model in a set of 48-hours experiments. HEPS has been generated by combining different physical parameterizations (i.e. cloud microphysics, moist convection and boundary-layer schemes) of the WRF model in order to better encompass the atmospheric processes leading to high precipitation amounts. We have been able to test the value of a probabilistic versus a deterministic framework when driving Quantitative Discharge Forecasts (QDFs). Results highlight (i) the benefits of using a high-resolution HEPS in conveying uncertainties for this complex orographic area and (ii) a better simulation of the most of extreme precipitation events, potentially enabling valuable probabilistic QDFs. Hence, the HEPS copes with the significant deficiencies found in the deterministic QPFs. These shortcomings would prevent to correctly forecast the location and timing of high precipitation rates and total amounts at the catchment scale, thus impacting heavily the deterministic QDFs. In contrast, early warnings would have been possible within a HEPS context for the Milano area, proving the suitability of such system for civil protection purposes.

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.

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.

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.

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?

Probabilistic versus deterministic hazard assessment in liquefaction susceptible zones

NASA Astrophysics Data System (ADS)

Daminelli, Rosastella; Gerosa, Daniele; Marcellini, Alberto; Tento, Alberto

2015-04-01

Probabilistic seismic hazard assessment (PSHA), usually adopted in the framework of seismic codes redaction, is based on Poissonian description of the temporal occurrence, negative exponential distribution of magnitude and attenuation relationship with log-normal distribution of PGA or response spectrum. The main positive aspect of this approach stems into the fact that is presently a standard for the majority of countries, but there are weak points in particular regarding the physical description of the earthquake phenomenon. Factors like site effects, source characteristics like duration of the strong motion and directivity that could significantly influence the expected motion at the site are not taken into account by PSHA. Deterministic models can better evaluate the ground motion at a site from a physical point of view, but its prediction reliability depends on the degree of knowledge of the source, wave propagation and soil parameters. We compare these two approaches in selected sites affected by the May 2012 Emilia-Romagna and Lombardia earthquake, that caused widespread liquefaction phenomena unusually for magnitude less than 6. We focus on sites liquefiable because of their soil mechanical parameters and water table level. Our analysis shows that the choice between deterministic and probabilistic hazard analysis is strongly dependent on site conditions. The looser the soil and the higher the liquefaction potential, the more suitable is the deterministic approach. Source characteristics, in particular the duration of strong ground motion, have long since recognized as relevant to induce liquefaction; unfortunately a quantitative prediction of these parameters appears very unlikely, dramatically reducing the possibility of their adoption in hazard assessment. Last but not least, the economic factors are relevant in the choice of the approach. The case history of 2012 Emilia-Romagna and Lombardia earthquake, with an officially estimated cost of 6 billions Euros, shows that geological and geophysical investigations necessary to assess a reliable deterministic hazard evaluation are largely justified.

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.

Risk stratification for arrhythmic death in an emergency department cohort: a new method of nonlinear PD2i analysis of the ECG

PubMed Central

Skinner, James E; Meyer, Michael; Dalsey, William C; Nester, Brian A; Ramalanjaona, George; O’Neil, Brian J; Mangione, Antoinette; Terregino, Carol; Moreyra, Abel; Weiss, Daniel N; Anchin, Jerry M; Geary, Una; Taggart, Pamela

2008-01-01

Heart rate variability (HRV) reflects both cardiac autonomic function and risk of sudden arrhythmic death (AD). Indices of HRV based on linear stochastic models are independent risk factors for AD in postmyocardial infarction (MI) cohorts. Indices based on nonlinear deterministic models have a higher sensitivity and specificity for predicting AD in retrospective data. A new nonlinear deterministic model, the automated Point Correlation Dimension (PD2i), was prospectively evaluated for prediction of AD. Patients were enrolled (N = 918) in 6 emergency departments (EDs) upon presentation with chest pain and being determined to be at risk of acute MI (AMI) >7%. Brief digital ECGs (>1000 heartbeats, ∼15 min) were recorded and automated PD2i results obtained. Out-of-hospital AD was determined by modified Hinkle-Thaler criteria. All-cause mortality at 1 year was 6.2%, with 3.5% being ADs. Of the AD fatalities, 34% were without previous history of MI or diagnosis of AMI. The PD2i prediction of AD had sensitivity = 96%, specificity = 85%, negative predictive value = 99%, and relative risk >24.2 (p ≤ 0.001). HRV analysis by the time-dependent nonlinear PD2i algorithm can accurately predict risk of AD in an ED cohort and may have both life-saving and resource-saving implications for individual risk assessment. PMID:19209249

An application of ensemble/multi model approach for wind power production forecasting

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Pinson, P.; Hagedorn, R.; Decimi, G.; Sperati, S.

2011-02-01

The wind power forecasts of the 3 days ahead period are becoming always more useful and important in reducing the problem of grid integration and energy price trading due to the increasing wind power penetration. Therefore it's clear that the accuracy of this forecast is one of the most important requirements for a successful application. The wind power forecast applied in this study is based on meteorological models that provide the 3 days ahead wind data. A Model Output Statistic correction is then performed to reduce systematic error caused, for instance, by a wrong representation of surface roughness or topography in the meteorological models. For this purpose a training of a Neural Network (NN) to link directly the forecasted meteorological data and the power data has been performed. One wind farm has been examined located in a mountain area in the south of Italy (Sicily). First we compare the performances of a prediction based on meteorological data coming from a single model with those obtained by the combination of models (RAMS, ECMWF deterministic, LAMI). It is shown that the multi models approach reduces the day-ahead normalized RMSE forecast error (normalized by nominal power) of at least 1% compared to the singles models approach. Finally we have focused on the possibility of using the ensemble model system (EPS by ECMWF) to estimate the hourly, three days ahead, power forecast accuracy. Contingency diagram between RMSE of the deterministic power forecast and the ensemble members spread of wind forecast have been produced. From this first analysis it seems that ensemble spread could be used as an indicator of the forecast's accuracy at least for the first three days ahead period.

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

A deterministic width function model

NASA Astrophysics Data System (ADS)

Puente, C. E.; Sivakumar, B.

Use of a deterministic fractal-multifractal (FM) geometric method to model width functions of natural river networks, as derived distributions of simple multifractal measures via fractal interpolating functions, is reported. It is first demonstrated that the FM procedure may be used to simulate natural width functions, preserving their most relevant features like their overall shape and texture and their observed power-law scaling on their power spectra. It is then shown, via two natural river networks (Racoon and Brushy creeks in the United States), that the FM approach may also be used to closely approximate existing width functions.

Progressively expanded neural network for automatic material identification in hyperspectral imagery

NASA Astrophysics Data System (ADS)

Paheding, Sidike

The science of hyperspectral remote sensing focuses on the exploitation of the spectral signatures of various materials to enhance capabilities including object detection, recognition, and material characterization. Hyperspectral imagery (HSI) has been extensively used for object detection and identification applications since it provides plenty of spectral information to uniquely identify materials by their reflectance spectra. HSI-based object detection algorithms can be generally classified into stochastic and deterministic approaches. Deterministic approaches are comparatively simple to apply since it is usually based on direct spectral similarity such as spectral angles or spectral correlation. In contrast, stochastic algorithms require statistical modeling and estimation for target class and non-target class. Over the decades, many single class object detection methods have been proposed in the literature, however, deterministic multiclass object detection in HSI has not been explored. In this work, we propose a deterministic multiclass object detection scheme, named class-associative spectral fringe-adjusted joint transform correlation. Human brain is capable of simultaneously processing high volumes of multi-modal data received every second of the day. In contrast, a machine sees input data simply as random binary numbers. Although machines are computationally efficient, they are inferior when comes to data abstraction and interpretation. Thus, mimicking the learning strength of human brain has been current trend in artificial intelligence. In this work, we present a biological inspired neural network, named progressively expanded neural network (PEN Net), based on nonlinear transformation of input neurons to a feature space for better pattern differentiation. In PEN Net, discrete fixed excitations are disassembled and scattered in the feature space as a nonlinear line. Each disassembled element on the line corresponds to a pattern with similar features. Unlike the conventional neural network where hidden neurons need to be iteratively adjusted to achieve better accuracy, our proposed PEN Net does not require hidden neurons tuning which achieves better computational efficiency, and it has also shown superior performance in HSI classification tasks compared to the state-of-the-arts. Spectral-spatial features based HSI classification framework has shown stronger strength compared to spectral-only based methods. In our lastly proposed technique, PEN Net is incorporated with multiscale spatial features (i.e., multiscale complete local binary pattern) to perform a spectral-spatial classification of HSI. Several experiments demonstrate excellent performance of our proposed technique compared to the more recent developed approaches.

An ensemble-based dynamic Bayesian averaging approach for discharge simulations using multiple global precipitation products and hydrological models

NASA Astrophysics Data System (ADS)

Qi, Wei; Liu, Junguo; Yang, Hong; Sweetapple, Chris

2018-03-01

Global precipitation products are very important datasets in flow simulations, especially in poorly gauged regions. Uncertainties resulting from precipitation products, hydrological models and their combinations vary with time and data magnitude, and undermine their application to flow simulations. However, previous studies have not quantified these uncertainties individually and explicitly. This study developed an ensemble-based dynamic Bayesian averaging approach (e-Bay) for deterministic discharge simulations using multiple global precipitation products and hydrological models. In this approach, the joint probability of precipitation products and hydrological models being correct is quantified based on uncertainties in maximum and mean estimation, posterior probability is quantified as functions of the magnitude and timing of discharges, and the law of total probability is implemented to calculate expected discharges. Six global fine-resolution precipitation products and two hydrological models of different complexities are included in an illustrative application. e-Bay can effectively quantify uncertainties and therefore generate better deterministic discharges than traditional approaches (weighted average methods with equal and varying weights and maximum likelihood approach). The mean Nash-Sutcliffe Efficiency values of e-Bay are up to 0.97 and 0.85 in training and validation periods respectively, which are at least 0.06 and 0.13 higher than traditional approaches. In addition, with increased training data, assessment criteria values of e-Bay show smaller fluctuations than traditional approaches and its performance becomes outstanding. The proposed e-Bay approach bridges the gap between global precipitation products and their pragmatic applications to discharge simulations, and is beneficial to water resources management in ungauged or poorly gauged regions across the world.

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

Computing exponentially faster: implementing a non-deterministic universal Turing machine using DNA

PubMed Central

Currin, Andrew; Korovin, Konstantin; Ababi, Maria; Roper, Katherine; Kell, Douglas B.; Day, Philip J.

2017-01-01

The theory of computer science is based around universal Turing machines (UTMs): abstract machines able to execute all possible algorithms. Modern digital computers are physical embodiments of classical UTMs. For the most important class of problem in computer science, non-deterministic polynomial complete problems, non-deterministic UTMs (NUTMs) are theoretically exponentially faster than both classical UTMs and quantum mechanical UTMs (QUTMs). However, no attempt has previously been made to build an NUTM, and their construction has been regarded as impossible. Here, we demonstrate the first physical design of an NUTM. This design is based on Thue string rewriting systems, and thereby avoids the limitations of most previous DNA computing schemes: all the computation is local (simple edits to strings) so there is no need for communication, and there is no need to order operations. The design exploits DNA's ability to replicate to execute an exponential number of computational paths in P time. Each Thue rewriting step is embodied in a DNA edit implemented using a novel combination of polymerase chain reactions and site-directed mutagenesis. We demonstrate that the design works using both computational modelling and in vitro molecular biology experimentation: the design is thermodynamically favourable, microprogramming can be used to encode arbitrary Thue rules, all classes of Thue rule can be implemented, and non-deterministic rule implementation. In an NUTM, the resource limitation is space, which contrasts with classical UTMs and QUTMs where it is time. This fundamental difference enables an NUTM to trade space for time, which is significant for both theoretical computer science and physics. It is also of practical importance, for to quote Richard Feynman ‘there's plenty of room at the bottom’. This means that a desktop DNA NUTM could potentially utilize more processors than all the electronic computers in the world combined, and thereby outperform the world's current fastest supercomputer, while consuming a tiny fraction of its energy. PMID:28250099

What Can We Learn from a Simple Physics-Based Earthquake Simulator?

NASA Astrophysics Data System (ADS)

Artale Harris, Pietro; Marzocchi, Warner; Melini, Daniele

2018-03-01

Physics-based earthquake simulators are becoming a popular tool to investigate on the earthquake occurrence process. So far, the development of earthquake simulators is commonly led by the approach "the more physics, the better". However, this approach may hamper the comprehension of the outcomes of the simulator; in fact, within complex models, it may be difficult to understand which physical parameters are the most relevant to the features of the seismic catalog at which we are interested. For this reason, here, we take an opposite approach and analyze the behavior of a purposely simple earthquake simulator applied to a set of California faults. The idea is that a simple simulator may be more informative than a complex one for some specific scientific objectives, because it is more understandable. Our earthquake simulator has three main components: the first one is a realistic tectonic setting, i.e., a fault data set of California; the second is the application of quantitative laws for earthquake generation on each single fault, and the last is the fault interaction modeling through the Coulomb Failure Function. The analysis of this simple simulator shows that: (1) the short-term clustering can be reproduced by a set of faults with an almost periodic behavior, which interact according to a Coulomb failure function model; (2) a long-term behavior showing supercycles of the seismic activity exists only in a markedly deterministic framework, and quickly disappears introducing a small degree of stochasticity on the recurrence of earthquakes on a fault; (3) faults that are strongly coupled in terms of Coulomb failure function model are synchronized in time only in a marked deterministic framework, and as before, such a synchronization disappears introducing a small degree of stochasticity on the recurrence of earthquakes on a fault. Overall, the results show that even in a simple and perfectly known earthquake occurrence world, introducing a small degree of stochasticity may blur most of the deterministic time features, such as long-term trend and synchronization among nearby coupled faults.

From Random Walks to Brownian Motion, from Diffusion to Entropy: Statistical Principles in Introductory Physics

NASA Astrophysics Data System (ADS)

Reeves, Mark

2014-03-01

Entropy changes underlie the physics that dominates biological interactions. Indeed, introductory biology courses often begin with an exploration of the qualities of water that are important to living systems. However, one idea that is not explicitly addressed in most introductory physics or biology textbooks is dominant contribution of the entropy in driving important biological processes towards equilibrium. From diffusion to cell-membrane formation, to electrostatic binding in protein folding, to the functioning of nerve cells, entropic effects often act to counterbalance deterministic forces such as electrostatic attraction and in so doing, allow for effective molecular signaling. A small group of biology, biophysics and computer science faculty have worked together for the past five years to develop curricular modules (based on SCALEUP pedagogy) that enable students to create models of stochastic and deterministic processes. Our students are first-year engineering and science students in the calculus-based physics course and they are not expected to know biology beyond the high-school level. In our class, they learn to reduce seemingly complex biological processes and structures to be described by tractable models that include deterministic processes and simple probabilistic inference. The students test these models in simulations and in laboratory experiments that are biologically relevant. The students are challenged to bridge the gap between statistical parameterization of their data (mean and standard deviation) and simple model-building by inference. This allows the students to quantitatively describe realistic cellular processes such as diffusion, ionic transport, and ligand-receptor binding. Moreover, the students confront ``random'' forces and traditional forces in problems, simulations, and in laboratory exploration throughout the year-long course as they move from traditional kinematics through thermodynamics to electrostatic interactions. This talk will present a number of these exercises, with particular focus on the hands-on experiments done by the students, and will give examples of the tangible material that our students work with throughout the two-semester sequence of their course on introductory physics with a bio focus. Supported by NSF DUE.

Evolution with Stochastic Fitness and Stochastic Migration

PubMed Central

Rice, Sean H.; Papadopoulos, Anthony

2009-01-01

Background Migration between local populations plays an important role in evolution - influencing local adaptation, speciation, extinction, and the maintenance of genetic variation. Like other evolutionary mechanisms, migration is a stochastic process, involving both random and deterministic elements. Many models of evolution have incorporated migration, but these have all been based on simplifying assumptions, such as low migration rate, weak selection, or large population size. We thus have no truly general and exact mathematical description of evolution that incorporates migration. Methodology/Principal Findings We derive an exact equation for directional evolution, essentially a stochastic Price equation with migration, that encompasses all processes, both deterministic and stochastic, contributing to directional change in an open population. Using this result, we show that increasing the variance in migration rates reduces the impact of migration relative to selection. This means that models that treat migration as a single parameter tend to be biassed - overestimating the relative impact of immigration. We further show that selection and migration interact in complex ways, one result being that a strategy for which fitness is negatively correlated with migration rates (high fitness when migration is low) will tend to increase in frequency, even if it has lower mean fitness than do other strategies. Finally, we derive an equation for the effective migration rate, which allows some of the complex stochastic processes that we identify to be incorporated into models with a single migration parameter. Conclusions/Significance As has previously been shown with selection, the role of migration in evolution is determined by the entire distributions of immigration and emigration rates, not just by the mean values. The interactions of stochastic migration with stochastic selection produce evolutionary processes that are invisible to deterministic evolutionary theory. PMID:19816580

Parallel and Preemptable Dynamically Dimensioned Search Algorithms for Single and Multi-objective Optimization in Water Resources

NASA Astrophysics Data System (ADS)

Tolson, B.; Matott, L. S.; Gaffoor, T. A.; Asadzadeh, M.; Shafii, M.; Pomorski, P.; Xu, X.; Jahanpour, M.; Razavi, S.; Haghnegahdar, A.; Craig, J. R.

2015-12-01

We introduce asynchronous parallel implementations of the Dynamically Dimensioned Search (DDS) family of algorithms including DDS, discrete DDS, PA-DDS and DDS-AU. These parallel algorithms are unique from most existing parallel optimization algorithms in the water resources field in that parallel DDS is asynchronous and does not require an entire population (set of candidate solutions) to be evaluated before generating and then sending a new candidate solution for evaluation. One key advance in this study is developing the first parallel PA-DDS multi-objective optimization algorithm. The other key advance is enhancing the computational efficiency of solving optimization problems (such as model calibration) by combining a parallel optimization algorithm with the deterministic model pre-emption concept. These two efficiency techniques can only be combined because of the asynchronous nature of parallel DDS. Model pre-emption functions to terminate simulation model runs early, prior to completely simulating the model calibration period for example, when intermediate results indicate the candidate solution is so poor that it will definitely have no influence on the generation of further candidate solutions. The computational savings of deterministic model preemption available in serial implementations of population-based algorithms (e.g., PSO) disappear in synchronous parallel implementations as these algorithms. In addition to the key advances above, we implement the algorithms across a range of computation platforms (Windows and Unix-based operating systems from multi-core desktops to a supercomputer system) and package these for future modellers within a model-independent calibration software package called Ostrich as well as MATLAB versions. Results across multiple platforms and multiple case studies (from 4 to 64 processors) demonstrate the vast improvement over serial DDS-based algorithms and highlight the important role model pre-emption plays in the performance of parallel, pre-emptable DDS algorithms. Case studies include single- and multiple-objective optimization problems in water resources model calibration and in many cases linear or near linear speedups are observed.

Experimental study and simulation of space charge stimulated discharge

NASA Astrophysics Data System (ADS)

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

2002-11-01

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

An Indoor Pedestrian Positioning Method Using HMM with a Fuzzy Pattern Recognition Algorithm in a WLAN Fingerprint System

PubMed Central

Ni, Yepeng; Liu, Jianbo; Liu, Shan; Bai, Yaxin

2016-01-01

With the rapid development of smartphones and wireless networks, indoor location-based services have become more and more prevalent. Due to the sophisticated propagation of radio signals, the Received Signal Strength Indicator (RSSI) shows a significant variation during pedestrian walking, which introduces critical errors in deterministic indoor positioning. To solve this problem, we present a novel method to improve the indoor pedestrian positioning accuracy by embedding a fuzzy pattern recognition algorithm into a Hidden Markov Model. The fuzzy pattern recognition algorithm follows the rule that the RSSI fading has a positive correlation to the distance between the measuring point and the AP location even during a dynamic positioning measurement. Through this algorithm, we use the RSSI variation trend to replace the specific RSSI value to achieve a fuzzy positioning. The transition probability of the Hidden Markov Model is trained by the fuzzy pattern recognition algorithm with pedestrian trajectories. Using the Viterbi algorithm with the trained model, we can obtain a set of hidden location states. In our experiments, we demonstrate that, compared with the deterministic pattern matching algorithm, our method can greatly improve the positioning accuracy and shows robust environmental adaptability. PMID:27618053

Performance Analysis of Stop-Skipping Scheduling Plans in Rail Transit under Time-Dependent Demand

PubMed Central

Cao, Zhichao; Yuan, Zhenzhou; Zhang, Silin

2016-01-01

Stop-skipping is a key method for alleviating congestion in rail transit, where schedules are sometimes difficult to implement. Several mechanisms have been proposed and analyzed in the literature, but very few performance comparisons are available. This study formulated train choice behavior estimation into the model considering passengers’ perception. If a passenger’s train path can be identified, this information would be useful for improving the stop-skipping schedule service. Multi-performance is a key characteristic of our proposed five stop-skipping schedules, but quantified analysis can be used to illustrate the different effects of well-known deterministic and stochastic forms. Problems in the novel category of forms were justified in the context of a single line rather than transit network. We analyzed four deterministic forms based on the well-known A/B stop-skipping operating strategy. A stochastic form was innovatively modeled as a binary integer programming problem. We present a performance analysis of our proposed model to demonstrate that stop-skipping can feasibly be used to improve the service of passengers and enhance the elasticity of train operations under demand variations along with an explicit parametric discussion. PMID:27420087

Performance Analysis of Stop-Skipping Scheduling Plans in Rail Transit under Time-Dependent Demand.

PubMed

Cao, Zhichao; Yuan, Zhenzhou; Zhang, Silin

2016-07-13

Stop-skipping is a key method for alleviating congestion in rail transit, where schedules are sometimes difficult to implement. Several mechanisms have been proposed and analyzed in the literature, but very few performance comparisons are available. This study formulated train choice behavior estimation into the model considering passengers' perception. If a passenger's train path can be identified, this information would be useful for improving the stop-skipping schedule service. Multi-performance is a key characteristic of our proposed five stop-skipping schedules, but quantified analysis can be used to illustrate the different effects of well-known deterministic and stochastic forms. Problems in the novel category of forms were justified in the context of a single line rather than transit network. We analyzed four deterministic forms based on the well-known A/B stop-skipping operating strategy. A stochastic form was innovatively modeled as a binary integer programming problem. We present a performance analysis of our proposed model to demonstrate that stop-skipping can feasibly be used to improve the service of passengers and enhance the elasticity of train operations under demand variations along with an explicit parametric discussion.

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

Yang, Y M; Bush, K; Han, B

Purpose: Accurate and fast dose calculation is a prerequisite of precision radiation therapy in modern photon and particle therapy. While Monte Carlo (MC) dose calculation provides high dosimetric accuracy, the drastically increased computational time hinders its routine use. Deterministic dose calculation methods are fast, but problematic in the presence of tissue density inhomogeneity. We leverage the useful features of deterministic methods and MC to develop a hybrid dose calculation platform with autonomous utilization of MC and deterministic calculation depending on the local geometry, for optimal accuracy and speed. Methods: Our platform utilizes a Geant4 based “localized Monte Carlo” (LMC) methodmore » that isolates MC dose calculations only to volumes that have potential for dosimetric inaccuracy. In our approach, additional structures are created encompassing heterogeneous volumes. Deterministic methods calculate dose and energy fluence up to the volume surfaces, where the energy fluence distribution is sampled into discrete histories and transported using MC. Histories exiting the volume are converted back into energy fluence, and transported deterministically. By matching boundary conditions at both interfaces, deterministic dose calculation account for dose perturbations “downstream” of localized heterogeneities. Hybrid dose calculation was performed for water and anthropomorphic phantoms. Results: We achieved <1% agreement between deterministic and MC calculations in the water benchmark for photon and proton beams, and dose differences of 2%–15% could be observed in heterogeneous phantoms. The saving in computational time (a factor ∼4–7 compared to a full Monte Carlo dose calculation) was found to be approximately proportional to the volume of the heterogeneous region. Conclusion: Our hybrid dose calculation approach takes advantage of the computational efficiency of deterministic method and accuracy of MC, providing a practical tool for high performance dose calculation in modern RT. The approach is generalizable to all modalities where heterogeneities play a large role, notably particle therapy.« less

Ecosystems Biology Approaches To Determine Key Fitness Traits of Soil Microorganisms

NASA Astrophysics Data System (ADS)

Brodie, E.; Zhalnina, K.; Karaoz, U.; Cho, H.; Nuccio, E. E.; Shi, S.; Lipton, M. S.; Zhou, J.; Pett-Ridge, J.; Northen, T.; Firestone, M.

2014-12-01

The application of theoretical approaches such as trait-based modeling represent powerful tools to explain and perhaps predict complex patterns in microbial distribution and function across environmental gradients in space and time. These models are mostly deterministic and where available are built upon a detailed understanding of microbial physiology and response to environmental factors. However as most soil microorganisms have not been cultivated, for the majority our understanding is limited to insights from environmental 'omic information. Information gleaned from 'omic studies of complex systems should be regarded as providing hypotheses, and these hypotheses should be tested under controlled laboratory conditions if they are to be propagated into deterministic models. In a semi-arid Mediterranean grassland system we are attempting to dissect microbial communities into functional guilds with defined physiological traits and are using a range of 'omics approaches to characterize their metabolic potential and niche preference. Initially, two physiologically relevant time points (peak plant activity and prior to wet-up) were sampled and metagenomes sequenced deeply (600-900 Gbp). Following assembly, differential coverage and nucleotide frequency binning were carried out to yield draft genomes. In addition, using a range of cultivation media we have isolated a broad range of bacteria representing abundant bacterial genotypes and with genome sequences of almost 40 isolates are testing genomic predictions regarding growth rate, temperature and substrate utilization in vitro. This presentation will discuss the opportunities and challenges in parameterizing microbial functional guilds from environmental 'omic information for use in trait-based models.

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.

Evaluation of the Plant-Craig stochastic convection scheme (v2.0) in the ensemble forecasting system MOGREPS-R (24 km) based on the Unified Model (v7.3)

NASA Astrophysics Data System (ADS)

Keane, Richard J.; Plant, Robert S.; Tennant, Warren J.

2016-05-01

The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic scheme only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

Deterministic secure quantum communication using a single d-level system.

PubMed

Jiang, Dong; Chen, Yuanyuan; Gu, Xuemei; Xie, Ling; Chen, Lijun

2017-03-22

Deterministic secure quantum communication (DSQC) can transmit secret messages between two parties without first generating a shared secret key. Compared with quantum key distribution (QKD), DSQC avoids the waste of qubits arising from basis reconciliation and thus reaches higher efficiency. In this paper, based on data block transmission and order rearrangement technologies, we propose a DSQC protocol. It utilizes a set of single d-level systems as message carriers, which are used to directly encode the secret message in one communication process. Theoretical analysis shows that these employed technologies guarantee the security, and the use of a higher dimensional quantum system makes our protocol achieve higher security and efficiency. Since only quantum memory is required for implementation, our protocol is feasible with current technologies. Furthermore, Trojan horse attack (THA) is taken into account in our protocol. We give a THA model and show that THA significantly increases the multi-photon rate and can thus be detected.

Nanopore Current Oscillations: Nonlinear Dynamics on the Nanoscale.

PubMed

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

2015-05-21

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

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

Post-processing method for wind speed ensemble forecast using wind speed and direction

NASA Astrophysics Data System (ADS)

Sofie Eide, Siri; Bjørnar Bremnes, John; Steinsland, Ingelin

2017-04-01

Statistical methods are widely applied to enhance the quality of both deterministic and ensemble NWP forecasts. In many situations, like wind speed forecasting, most of the predictive information is contained in one variable in the NWP models. However, in statistical calibration of deterministic forecasts it is often seen that including more variables can further improve forecast skill. For ensembles this is rarely taken advantage of, mainly due to that it is generally not straightforward how to include multiple variables. In this study, it is demonstrated how multiple variables can be included in Bayesian model averaging (BMA) by using a flexible regression method for estimating the conditional means. The method is applied to wind speed forecasting at 204 Norwegian stations based on wind speed and direction forecasts from the ECMWF ensemble system. At about 85 % of the sites the ensemble forecasts were improved in terms of CRPS by adding wind direction as predictor compared to only using wind speed. On average the improvements were about 5 %, but mainly for moderate to strong wind situations. For weak wind speeds adding wind direction had more or less neutral impact.

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

Jadidian, Jouya; Zahn, Markus; Lavesson, Nils

Streamer branching in liquid dielectrics is driven by stochastic and deterministic factors. The presence of stochastic causes of streamer branching such as inhomogeneities inherited from noisy initial states, impurities, or charge carrier density fluctuations is inevitable in any dielectric. A fully three-dimensional streamer model presented in this paper indicates that deterministic origins of branching are intrinsic attributes of streamers, which in some cases make the branching inevitable depending on shape and velocity of the volume charge at the streamer frontier. Specifically, any given inhomogeneous perturbation can result in streamer branching if the volume charge layer at the original streamer headmore » is relatively thin and slow enough. Furthermore, discrete nature of electrons at the leading edge of an ionization front always guarantees the existence of a non-zero inhomogeneous perturbation ahead of the streamer head propagating even in perfectly homogeneous dielectric. Based on the modeling results for streamers propagating in a liquid dielectric, a gauge on the streamer head geometry is introduced that determines whether the branching occurs under particular inhomogeneous circumstances. Estimated number, diameter, and velocity of the born branches agree qualitatively with experimental images of the streamer branching.« less

Study on Material Parameters Identification of Brain Tissue Considering Uncertainty of Friction Coefficient

NASA Astrophysics Data System (ADS)

Guan, Fengjiao; Zhang, Guanjun; Liu, Jie; Wang, Shujing; Luo, Xu; Zhu, Feng

2017-10-01

Accurate material parameters are critical to construct the high biofidelity finite element (FE) models. However, it is hard to obtain the brain tissue parameters accurately because of the effects of irregular geometry and uncertain boundary conditions. Considering the complexity of material test and the uncertainty of friction coefficient, a computational inverse method for viscoelastic material parameters identification of brain tissue is presented based on the interval analysis method. Firstly, the intervals are used to quantify the friction coefficient in the boundary condition. And then the inverse problem of material parameters identification under uncertain friction coefficient is transformed into two types of deterministic inverse problem. Finally the intelligent optimization algorithm is used to solve the two types of deterministic inverse problems quickly and accurately, and the range of material parameters can be easily acquired with no need of a variety of samples. The efficiency and convergence of this method are demonstrated by the material parameters identification of thalamus. The proposed method provides a potential effective tool for building high biofidelity human finite element model in the study of traffic accident injury.

Monte Carlo capabilities of the SCALE code system

DOE PAGES

Rearden, Bradley T.; Petrie, Jr., Lester M.; Peplow, Douglas E.; ...

2014-09-12

SCALE is a broadly used suite of tools for nuclear systems modeling and simulation that provides comprehensive, verified and validated, user-friendly capabilities for criticality safety, reactor physics, radiation shielding, and sensitivity and uncertainty analysis. For more than 30 years, regulators, licensees, and research institutions around the world have used SCALE for nuclear safety analysis and design. SCALE provides a “plug-and-play” framework that includes three deterministic and three Monte Carlo radiation transport solvers that can be selected based on the desired solution, including hybrid deterministic/Monte Carlo simulations. SCALE includes the latest nuclear data libraries for continuous-energy and multigroup radiation transport asmore » well as activation, depletion, and decay calculations. SCALE’s graphical user interfaces assist with accurate system modeling, visualization, and convenient access to desired results. SCALE 6.2 will provide several new capabilities and significant improvements in many existing features, especially with expanded continuous-energy Monte Carlo capabilities for criticality safety, shielding, depletion, and sensitivity and uncertainty analysis. Finally, an overview of the Monte Carlo capabilities of SCALE is provided here, with emphasis on new features for SCALE 6.2.« less

Identification of gene regulation models from single-cell data

NASA Astrophysics Data System (ADS)

Weber, Lisa; Raymond, William; Munsky, Brian

2018-09-01

In quantitative analyses of biological processes, one may use many different scales of models (e.g. spatial or non-spatial, deterministic or stochastic, time-varying or at steady-state) or many different approaches to match models to experimental data (e.g. model fitting or parameter uncertainty/sloppiness quantification with different experiment designs). These different analyses can lead to surprisingly different results, even when applied to the same data and the same model. We use a simplified gene regulation model to illustrate many of these concerns, especially for ODE analyses of deterministic processes, chemical master equation and finite state projection analyses of heterogeneous processes, and stochastic simulations. For each analysis, we employ MATLAB and PYTHON software to consider a time-dependent input signal (e.g. a kinase nuclear translocation) and several model hypotheses, along with simulated single-cell data. We illustrate different approaches (e.g. deterministic and stochastic) to identify the mechanisms and parameters of the same model from the same simulated data. For each approach, we explore how uncertainty in parameter space varies with respect to the chosen analysis approach or specific experiment design. We conclude with a discussion of how our simulated results relate to the integration of experimental and computational investigations to explore signal-activated gene expression models in yeast (Neuert et al 2013 Science 339 584–7) and human cells (Senecal et al 2014 Cell Rep. 8 75–83)5.

Deterministic influences exceed dispersal effects on hydrologically-connected microbiomes.

PubMed

Graham, Emily B; Crump, Alex R; Resch, Charles T; Fansler, Sarah; Arntzen, Evan; Kennedy, David W; Fredrickson, Jim K; Stegen, James C

2017-04-01

Subsurface groundwater-surface water mixing zones (hyporheic zones) have enhanced biogeochemical activity, but assembly processes governing subsurface microbiomes remain a critical uncertainty in understanding hyporheic biogeochemistry. To address this obstacle, we investigated (a) biogeographical patterns in attached and waterborne microbiomes across three hydrologically-connected, physicochemically-distinct zones (inland hyporheic, nearshore hyporheic and river); (b) assembly processes that generated these patterns; (c) groups of organisms that corresponded to deterministic changes in the environment; and (d) correlations between these groups and hyporheic metabolism. All microbiomes remained dissimilar through time, but consistent presence of similar taxa suggested dispersal and/or common selective pressures among zones. Further, we demonstrated a pronounced impact of deterministic assembly in all microbiomes as well as seasonal shifts from heterotrophic to autotrophic microorganisms associated with increases in groundwater discharge. The abundance of one statistical cluster of organisms increased with active biomass and respiration, revealing organisms that may strongly influence hyporheic biogeochemistry. Based on our results, we propose a conceptualization of hyporheic zone metabolism in which increased organic carbon concentrations during surface water intrusion support heterotrophy, which succumbs to autotrophy under groundwater discharge. These results provide new opportunities to enhance microbially-explicit ecosystem models describing hyporheic zone biogeochemistry and its influence over riverine ecosystem function. © 2017 Society for Applied Microbiology and John Wiley & Sons Ltd.

Refinement and evaluation of helicopter real-time self-adaptive active vibration controller algorithms

NASA Technical Reports Server (NTRS)

Davis, M. W.

1984-01-01

A Real-Time Self-Adaptive (RTSA) active vibration controller was used as the framework in developing a computer program for a generic controller that can be used to alleviate helicopter vibration. Based upon on-line identification of system parameters, the generic controller minimizes vibration in the fuselage by closed-loop implementation of higher harmonic control in the main rotor system. The new generic controller incorporates a set of improved algorithms that gives the capability to readily define many different configurations by selecting one of three different controller types (deterministic, cautious, and dual), one of two linear system models (local and global), and one or more of several methods of applying limits on control inputs (external and/or internal limits on higher harmonic pitch amplitude and rate). A helicopter rotor simulation analysis was used to evaluate the algorithms associated with the alternative controller types as applied to the four-bladed H-34 rotor mounted on the NASA Ames Rotor Test Apparatus (RTA) which represents the fuselage. After proper tuning all three controllers provide more effective vibration reduction and converge more quickly and smoothly with smaller control inputs than the initial RTSA controller (deterministic with external pitch-rate limiting). It is demonstrated that internal limiting of the control inputs a significantly improves the overall performance of the deterministic controller.

Modeling, Materials, and Metrics: The Three-m Approach to FCS Signature Solutions

DTIC Science & Technology

2002-05-07

calculations. These multiple levels will be incorporated into the MuSES software. The four levels are described as follows: "* Radiosity - Deterministic...view-factor-based, all-diffuse solution. Very fast. Independent of user position. "* Directional Reflectivity - Radiosity with directional incident...target and environment facets (view factor with BRDF). Last ray cast bounce = radiosity solution. "* Multi-bounce path trace - Rays traced from observer

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.

Computational Thermomechanical Modelling of Early-Age Silicate Composites

NASA Astrophysics Data System (ADS)

Vala, J.; Št'astník, S.; Kozák, V.

2009-09-01

Strains and stresses in early-age silicate composites, widely used in civil engineering, especially in fresh concrete mixtures, in addition to those caused by exterior mechanical loads, are results of complicated non-deterministic physical and chemical processes. Their numerical prediction at the macro-scale level requires the non-trivial physical analysis based on the thermodynamic principles, making use of micro-structural information from both theoretical and experimental research. The paper introduces a computational model, based on a nonlinear system of macroscopic equations of evolution, supplied with certain effective material characteristics, coming from the micro-scale analysis, and sketches the algorithm for its numerical analysis.

The Stochastic Modelling of Endemic Diseases

NASA Astrophysics Data System (ADS)

Susvitasari, Kurnia; Siswantining, Titin

2017-01-01

A study about epidemic has been conducted since a long time ago, but genuine progress was hardly forthcoming until the end of the 19th century (Bailey, 1975). Both deterministic and stochastic models were used to describe these. Then, from 1927 to 1939 Kermack and McKendrick introduced a generality of this model, including some variables to consider such as rate of infection and recovery. The purpose of this project is to investigate the behaviour of the models when we set the basic reproduction number, R0. This quantity is defined as the expected number of contacts made by a typical infective to susceptibles in the population. According to the epidemic threshold theory, when R0 ≤ 1, minor epidemic occurs with probability one in both approaches, but when R0 > 1, the deterministic and stochastic models have different interpretation. In the deterministic approach, major epidemic occurs with probability one when R0 > 1 and predicts that the disease will settle down to an endemic equilibrium. Stochastic models, on the other hand, identify that the minor epidemic can possibly occur. If it does, then the epidemic will die out quickly. Moreover, if we let the population size be large and the major epidemic occurs, then it will take off and then reach the endemic level and move randomly around the deterministic’s equilibrium.

Full 3D visualization tool-kit for Monte Carlo and deterministic transport codes

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

Frambati, S.; Frignani, M.

2012-07-01

We propose a package of tools capable of translating the geometric inputs and outputs of many Monte Carlo and deterministic radiation transport codes into open source file formats. These tools are aimed at bridging the gap between trusted, widely-used radiation analysis codes and very powerful, more recent and commonly used visualization software, thus supporting the design process and helping with shielding optimization. Three main lines of development were followed: mesh-based analysis of Monte Carlo codes, mesh-based analysis of deterministic codes and Monte Carlo surface meshing. The developed kit is considered a powerful and cost-effective tool in the computer-aided design formore » radiation transport code users of the nuclear world, and in particular in the fields of core design and radiation analysis. (authors)« less

A deterministic model for the sublayer streaks in turbulent boundary layers for application to flow control.

PubMed

Carpenter, Peter W; Kudar, Karen L; Ali, Reza; Sen, Pradeep K; Davies, Christopher

2007-10-15

We present a relatively simple, deterministic, theoretical model for the sublayer streaks in a turbulent boundary layer based on an analogy with Klebanoff modes. Our approach is to generate the streamwise vortices found in the buffer layer by means of a vorticity source in the form of a fictitious body force. It is found that the strongest streaks correspond to a spanwise wavelength that lies within the range of the experimentally observed values for the statistical mean streak spacing. We also present results showing the effect of streamwise pressure gradient, Reynolds number and wall compliance on the sublayer streaks. The theoretical predictions for the effects of wall compliance on the streak characteristics agree well with experimental data. Our proposed theoretical model for the quasi-periodic bursting cycle is also described, which places the streak modelling in context. The proposed bursting process is as follows: (i) streamwise vortices generate sublayer streaks and other vortical elements generate propagating plane waves, (ii) when the streaks reach a sufficient amplitude, they interact nonlinearly with the plane waves to produce oblique waves that exhibit transient growth, and (iii) the oblique waves interact nonlinearly with the plane wave to generate streamwise vortices; these in turn generate the sublayer streaks and so the cycle is renewed.

Economic analysis of interventions to improve village chicken production in Myanmar.

PubMed

Henning, J; Morton, J; Pym, R; Hla, T; Sunn, K; Meers, J

2013-07-01

A cost-benefit analysis using deterministic and stochastic modelling was conducted to identify the net benefits for households that adopt (1) vaccination of individual birds against Newcastle disease (ND) or (2) improved management of chick rearing by providing coops for the protection of chicks from predation and chick starter feed inside a creep feeder to support chicks' nutrition in village chicken flocks in Myanmar. Partial budgeting was used to assess the additional costs and benefits associated with each of the two interventions tested relative to neither strategy. In the deterministic model, over the first 3 years after the introduction of the interventions, the cumulative sum of the net differences from neither strategy was 13,189Kyat for ND vaccination and 77,645Kyat for improved chick management (effective exchange rate in 2005: 1000Kyat=1$US). Both interventions were also profitable after discounting over a 10-year period; Net Present Values for ND vaccination and improved chick management were 30,791 and 167,825Kyat, respectively. The Benefit-Cost Ratio for ND vaccination was very high (28.8). This was lower for improved chick management, due to greater costs of the intervention, but still favourable at 4.7. Using both interventions concurrently yielded a Net Present Value of 470,543Kyat and a Benefit-Cost Ratio of 11.2 over the 10-year period in the deterministic model. Using the stochastic model, for the first 3 years following the introduction of the interventions, the mean cumulative sums of the net difference were similar to those values obtained from the deterministic model. Sensitivity analysis indicated that the cumulative net differences were strongly influenced by grower bird sale income, particularly under improved chick management. The effects of the strategies on odds of households selling and consuming birds after 7 months, and numbers of birds being sold or consumed after this period also influenced profitability. Cost variations for equipment used under improved chick management were not markedly associated with profitability. Net Present Values and Benefit-Cost Ratios discounted over a 10-year period were also similar to the deterministic model when mean values obtained through stochastic modelling were used. In summary, the study showed that ND vaccination and improved chick management can improve the viability and profitability of village chicken production in Myanmar. Copyright © 2013 Elsevier B.V. All rights reserved.

Insights into the deterministic skill of air quality ensembles ...

EPA Pesticide Factsheets

Simulations from chemical weather models are subject to uncertainties in the input data (e.g. emission inventory, initial and boundary conditions) as well as those intrinsic to the model (e.g. physical parameterization, chemical mechanism). Multi-model ensembles can improve the forecast skill, provided that certain mathematical conditions are fulfilled. In this work, four ensemble methods were applied to two different datasets, and their performance was compared for ozone (O3), nitrogen dioxide (NO2) and particulate matter (PM10). Apart from the unconditional ensemble average, the approach behind the other three methods relies on adding optimum weights to members or constraining the ensemble to those members that meet certain conditions in time or frequency domain. The two different datasets were created for the first and second phase of the Air Quality Model Evaluation International Initiative (AQMEII). The methods are evaluated against ground level observations collected from the EMEP (European Monitoring and Evaluation Programme) and AirBase databases. The goal of the study is to quantify to what extent we can extract predictable signals from an ensemble with superior skill over the single models and the ensemble mean. Verification statistics show that the deterministic models simulate better O3 than NO2 and PM10, linked to different levels of complexity in the represented processes. The unconditional ensemble mean achieves higher skill compared to each stati

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.

A Comparison of Probabilistic and Deterministic Campaign Analysis for Human Space Exploration

NASA Technical Reports Server (NTRS)

Merrill, R. Gabe; Andraschko, Mark; Stromgren, Chel; Cirillo, Bill; Earle, Kevin; Goodliff, Kandyce

2008-01-01

Human space exploration is by its very nature an uncertain endeavor. Vehicle reliability, technology development risk, budgetary uncertainty, and launch uncertainty all contribute to stochasticity in an exploration scenario. However, traditional strategic analysis has been done in a deterministic manner, analyzing and optimizing the performance of a series of planned missions. History has shown that exploration scenarios rarely follow such a planned schedule. This paper describes a methodology to integrate deterministic and probabilistic analysis of scenarios in support of human space exploration. Probabilistic strategic analysis is used to simulate "possible" scenario outcomes, based upon the likelihood of occurrence of certain events and a set of pre-determined contingency rules. The results of the probabilistic analysis are compared to the nominal results from the deterministic analysis to evaluate the robustness of the scenario to adverse events and to test and optimize contingency planning.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

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

DOE PAGES

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

2015-02-18

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

Remote Sensing of Supercooled Cloud Layers in Cold Climate Using Ground Based Integrated Sensors System and Comparison with Pilot Reports and model forecasts

NASA Astrophysics Data System (ADS)

Boudala, Faisal; Wu, Di; Gultepe, Ismail; Anderson, Martha; turcotte, marie-france

2017-04-01

In-flight aircraft icing is one of the major weather hazards to aviation . It occurs when an aircraft passes through a cloud layer containing supercooled drops (SD). The SD in contact with the airframe freezes on the surface which degrades the performance of the aircraft.. Prediction of in-flight icing requires accurate prediction of SD sizes, liquid water content (LWC), and temperature. The current numerical weather predicting (NWP) models are not capable of making accurate prediction of SD sizes and associated LWC. Aircraft icing environment is normally studied by flying research aircraft, which is quite expensive. Thus, developing a ground based remote sensing system for detection of supercooled liquid clouds and characterization of their impact on severity of aircraft icing one of the important tasks for improving the NWPs based predictions and validations. In this respect, Environment and Climate Change Canada (ECCC) in cooperation with the Department of National Defense (DND) installed a number of specialized ground based remote sensing platforms and present weather sensors at Cold Lake, Alberta that includes a multi-channel microwave radiometer (MWR), K-band Micro Rain radar (MRR), Ceilometer, Parsivel distrometer and Vaisala PWD22 present weather sensor. In this study, a number of pilot reports confirming icing events and freezing precipitation that occurred at Cold Lake during the 2014-2016 winter periods and associated observation data for the same period are examined. The icing events are also examined using aircraft icing intensity estimated using ice accumulation model which is based on a cylindrical shape approximation of airfoil and the Canadian High Resolution Regional Deterministic Prediction System (HRDPS) model predicted LWC, median volume diameter and temperature. The results related to vertical atmospheric profiling conditions, surface observations, and the Canadian High Resolution Regional Deterministic Prediction System (HRDPS) model predictions are given. Preliminary results suggest that remote sensing and present weather sensors based observations of cloud SD regions can be used to describe micro and macro physical characteristics of the icing conditions. The model based icing intensity prediction reasonably agreed with the PIREPs and MWR observations.

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

Demographic noise can reverse the direction of deterministic selection

PubMed Central

Constable, George W. A.; Rogers, Tim; McKane, Alan J.; Tarnita, Corina E.

2016-01-01

Deterministic evolutionary theory robustly predicts that populations displaying altruistic behaviors will be driven to extinction by mutant cheats that absorb common benefits but do not themselves contribute. Here we show that when demographic stochasticity is accounted for, selection can in fact act in the reverse direction to that predicted deterministically, instead favoring cooperative behaviors that appreciably increase the carrying capacity of the population. Populations that exist in larger numbers experience a selective advantage by being more stochastically robust to invasions than smaller populations, and this advantage can persist even in the presence of reproductive costs. We investigate this general effect in the specific context of public goods production and find conditions for stochastic selection reversal leading to the success of public good producers. This insight, developed here analytically, is missed by the deterministic analysis as well as by standard game theoretic models that enforce a fixed population size. The effect is found to be amplified by space; in this scenario we find that selection reversal occurs within biologically reasonable parameter regimes for microbial populations. Beyond the public good problem, we formulate a general mathematical framework for models that may exhibit stochastic selection reversal. In this context, we describe a stochastic analog to r−K theory, by which small populations can evolve to higher densities in the absence of disturbance. PMID:27450085

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.

Stochastic and deterministic model of microbial heat inactivation.

PubMed

Corradini, Maria G; Normand, Mark D; Peleg, Micha

2010-03-01

Microbial inactivation is described by a model based on the changing survival probabilities of individual cells or spores. It is presented in a stochastic and discrete form for small groups, and as a continuous deterministic model for larger populations. If the underlying mortality probability function remains constant throughout the treatment, the model generates first-order ("log-linear") inactivation kinetics. Otherwise, it produces survival patterns that include Weibullian ("power-law") with upward or downward concavity, tailing with a residual survival level, complete elimination, flat "shoulder" with linear or curvilinear continuation, and sigmoid curves. In both forms, the same algorithm or model equation applies to isothermal and dynamic heat treatments alike. Constructing the model does not require assuming a kinetic order or knowledge of the inactivation mechanism. The general features of its underlying mortality probability function can be deduced from the experimental survival curve's shape. Once identified, the function's coefficients, the survival parameters, can be estimated directly from the experimental survival ratios by regression. The model is testable in principle but matching the estimated mortality or inactivation probabilities with those of the actual cells or spores can be a technical challenge. The model is not intended to replace current models to calculate sterility. Its main value, apart from connecting the various inactivation patterns to underlying probabilities at the cellular level, might be in simulating the irregular survival patterns of small groups of cells and spores. In principle, it can also be used for nonthermal methods of microbial inactivation and their combination with heat.

Convergence studies of deterministic methods for LWR explicit reflector methodology

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

Canepa, S.; Hursin, M.; Ferroukhi, H.

2013-07-01

The standard approach in modem 3-D core simulators, employed either for steady-state or transient simulations, is to use Albedo coefficients or explicit reflectors at the core axial and radial boundaries. In the latter approach, few-group homogenized nuclear data are a priori produced with lattice transport codes using 2-D reflector models. Recently, the explicit reflector methodology of the deterministic CASMO-4/SIMULATE-3 code system was identified to potentially constitute one of the main sources of errors for core analyses of the Swiss operating LWRs, which are all belonging to GII design. Considering that some of the new GIII designs will rely on verymore » different reflector concepts, a review and assessment of the reflector methodology for various LWR designs appeared as relevant. Therefore, the purpose of this paper is to first recall the concepts of the explicit reflector modelling approach as employed by CASMO/SIMULATE. Then, for selected reflector configurations representative of both GII and GUI designs, a benchmarking of the few-group nuclear data produced with the deterministic lattice code CASMO-4 and its successor CASMO-5, is conducted. On this basis, a convergence study with regards to geometrical requirements when using deterministic methods with 2-D homogenous models is conducted and the effect on the downstream 3-D core analysis accuracy is evaluated for a typical GII deflector design in order to assess the results against available plant measurements. (authors)« less

Uncertainty Quantification in Simulations of Epidemics Using Polynomial Chaos

PubMed Central

Santonja, F.; Chen-Charpentier, B.

2012-01-01

Mathematical models based on ordinary differential equations are a useful tool to study the processes involved in epidemiology. Many models consider that the parameters are deterministic variables. But in practice, the transmission parameters present large variability and it is not possible to determine them exactly, and it is necessary to introduce randomness. In this paper, we present an application of the polynomial chaos approach to epidemiological mathematical models based on ordinary differential equations with random coefficients. Taking into account the variability of the transmission parameters of the model, this approach allows us to obtain an auxiliary system of differential equations, which is then integrated numerically to obtain the first-and the second-order moments of the output stochastic processes. A sensitivity analysis based on the polynomial chaos approach is also performed to determine which parameters have the greatest influence on the results. As an example, we will apply the approach to an obesity epidemic model. PMID:22927889

The FORE-SCE model: a practical approach for projecting land cover change using scenario-based modeling

USGS Publications Warehouse

Sohl, Terry L.; Sayler, Kristi L.; Drummond, Mark A.; Loveland, Thomas R.

2007-01-01

A wide variety of ecological applications require spatially explicit, historic, current, and projected land use and land cover data. The U.S. Land Cover Trends project is analyzing contemporary (1973–2000) land-cover change in the conterminous United States. The newly developed FORE-SCE model used Land Cover Trends data and theoretical, statistical, and deterministic modeling techniques to project future land cover change through 2020 for multiple plausible scenarios. Projected proportions of future land use were initially developed, and then sited on the lands with the highest potential for supporting that land use and land cover using a statistically based stochastic allocation procedure. Three scenarios of 2020 land cover were mapped for the western Great Plains in the US. The model provided realistic, high-resolution, scenario-based land-cover products suitable for multiple applications, including studies of climate and weather variability, carbon dynamics, and regional hydrology.

SU-E-T-22: A Deterministic Solver of the Boltzmann-Fokker-Planck Equation for Dose Calculation

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

Hong, X; Gao, H; Paganetti, H

2015-06-15

Purpose: The Boltzmann-Fokker-Planck equation (BFPE) accurately models the migration of photons/charged particles in tissues. While the Monte Carlo (MC) method is popular for solving BFPE in a statistical manner, we aim to develop a deterministic BFPE solver based on various state-of-art numerical acceleration techniques for rapid and accurate dose calculation. Methods: Our BFPE solver is based on the structured grid that is maximally parallelizable, with the discretization in energy, angle and space, and its cross section coefficients are derived or directly imported from the Geant4 database. The physical processes that are taken into account are Compton scattering, photoelectric effect, pairmore » production for photons, and elastic scattering, ionization and bremsstrahlung for charged particles.While the spatial discretization is based on the diamond scheme, the angular discretization synergizes finite element method (FEM) and spherical harmonics (SH). Thus, SH is used to globally expand the scattering kernel and FFM is used to locally discretize the angular sphere. As a Result, this hybrid method (FEM-SH) is both accurate in dealing with forward-peaking scattering via FEM, and efficient for multi-energy-group computation via SH. In addition, FEM-SH enables the analytical integration in energy variable of delta scattering kernel for elastic scattering with reduced truncation error from the numerical integration based on the classic SH-based multi-energy-group method. Results: The accuracy of the proposed BFPE solver was benchmarked against Geant4 for photon dose calculation. In particular, FEM-SH had improved accuracy compared to FEM, while both were within 2% of the results obtained with Geant4. Conclusion: A deterministic solver of the Boltzmann-Fokker-Planck equation is developed for dose calculation, and benchmarked against Geant4. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang Talent Program (#14PJ1404500)« less

Pyrotechnic modeling for the NSI and pin puller

NASA Technical Reports Server (NTRS)

Powers, Joseph M.; Gonthier, Keith A.

1993-01-01

A discussion concerning the modeling of pyrotechnically driven actuators is presented in viewgraph format. The following topics are discussed: literature search, constitutive data for full-scale model, simple deterministic model, observed phenomena, and results from simple model.

Cost Effectiveness of Ofatumumab Plus Chlorambucil in First-Line Chronic Lymphocytic Leukaemia in Canada.

PubMed

Herring, William; Pearson, Isobel; Purser, Molly; Nakhaipour, Hamid Reza; Haiderali, Amin; Wolowacz, Sorrel; Jayasundara, Kavisha

2016-01-01

Our objective was to estimate the cost effectiveness of ofatumumab plus chlorambucil (OChl) versus chlorambucil in patients with chronic lymphocytic leukaemia for whom fludarabine-based therapies are considered inappropriate from the perspective of the publicly funded healthcare system in Canada. A semi-Markov model (3-month cycle length) used survival curves to govern progression-free survival (PFS) and overall survival (OS). Efficacy and safety data and health-state utility values were estimated from the COMPLEMENT-1 trial. Post-progression treatment patterns were based on clinical guidelines, Canadian treatment practices and published literature. Total and incremental expected lifetime costs (in Canadian dollars [$Can], year 2013 values), life-years and quality-adjusted life-years (QALYs) were computed. Uncertainty was assessed via deterministic and probabilistic sensitivity analyses. The discounted lifetime health and economic outcomes estimated by the model showed that, compared with chlorambucil, first-line treatment with OChl led to an increase in QALYs (0.41) and total costs ($Can27,866) and to an incremental cost-effectiveness ratio (ICER) of $Can68,647 per QALY gained. In deterministic sensitivity analyses, the ICER was most sensitive to the modelling time horizon and to the extrapolation of OS treatment effects beyond the trial duration. In probabilistic sensitivity analysis, the probability of cost effectiveness at a willingness-to-pay threshold of $Can100,000 per QALY gained was 59 %. Base-case results indicated that improved overall response and PFS for OChl compared with chlorambucil translated to improved quality-adjusted life expectancy. Sensitivity analysis suggested that OChl is likely to be cost effective subject to uncertainty associated with the presence of any long-term OS benefit and the model time horizon.

Adaptive regularization network based neural modeling paradigm for nonlinear adaptive estimation of cerebral evoked potentials.

PubMed

Zhang, Jian-Hua; Böhme, Johann F

2007-11-01

In this paper we report an adaptive regularization network (ARN) approach to realizing fast blind separation of cerebral evoked potentials (EPs) from background electroencephalogram (EEG) activity with no need to make any explicit assumption on the statistical (or deterministic) signal model. The ARNs are proposed to construct nonlinear EEG and EP signal models. A novel adaptive regularization training (ART) algorithm is proposed to improve the generalization performance of the ARN. Two adaptive neural modeling methods based on the ARN are developed and their implementation and performance analysis are also presented. The computer experiments using simulated and measured visual evoked potential (VEP) data have shown that the proposed ARN modeling paradigm yields computationally efficient and more accurate VEP signal estimation owing to its intrinsic model-free and nonlinear processing characteristics.

Deterministic Stress Modeling of Hot Gas Segregation in a Turbine

NASA Technical Reports Server (NTRS)

Busby, Judy; Sondak, Doug; Staubach, Brent; Davis, Roger

1998-01-01

Simulation of unsteady viscous turbomachinery flowfields is presently impractical as a design tool due to the long run times required. Designers rely predominantly on steady-state simulations, but these simulations do not account for some of the important unsteady flow physics. Unsteady flow effects can be modeled as source terms in the steady flow equations. These source terms, referred to as Lumped Deterministic Stresses (LDS), can be used to drive steady flow solution procedures to reproduce the time-average of an unsteady flow solution. The goal of this work is to investigate the feasibility of using inviscid lumped deterministic stresses to model unsteady combustion hot streak migration effects on the turbine blade tip and outer air seal heat loads using a steady computational approach. The LDS model is obtained from an unsteady inviscid calculation. The LDS model is then used with a steady viscous computation to simulate the time-averaged viscous solution. Both two-dimensional and three-dimensional applications are examined. The inviscid LDS model produces good results for the two-dimensional case and requires less than 10% of the CPU time of the unsteady viscous run. For the three-dimensional case, the LDS model does a good job of reproducing the time-averaged viscous temperature migration and separation as well as heat load on the outer air seal at a CPU cost that is 25% of that of an unsteady viscous computation.

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

PubMed Central

Dai, Junyi; Busemeyer, Jerome R.

2014-01-01

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

Causation in epidemiology

PubMed Central

Parascandola, M; Weed, D

2001-01-01

Causation is an essential concept in epidemiology, yet there is no single, clearly articulated definition for the discipline. From a systematic review of the literature, five categories can be delineated: production, necessary and sufficient, sufficient-component, counterfactual, and probabilistic. Strengths and weaknesses of these categories are examined in terms of proposed characteristics of a useful scientific definition of causation: it must be specific enough to distinguish causation from mere correlation, but not so narrow as to eliminate apparent causal phenomena from consideration. Two categories—production and counterfactual—are present in any definition of causation but are not themselves sufficient as definitions. The necessary and sufficient cause definition assumes that all causes are deterministic. The sufficient-component cause definition attempts to explain probabilistic phenomena via unknown component causes. Thus, on both of these views, heavy smoking can be cited as a cause of lung cancer only when the existence of unknown deterministic variables is assumed. The probabilistic definition, however, avoids these assumptions and appears to best fit the characteristics of a useful definition of causation. It is also concluded that the probabilistic definition is consistent with scientific and public health goals of epidemiology. In debates in the literature over these goals, proponents of epidemiology as pure science tend to favour a narrower deterministic notion of causation models while proponents of epidemiology as public health tend to favour a probabilistic view. The authors argue that a single definition of causation for the discipline should be and is consistent with both of these aims. It is concluded that a counterfactually-based probabilistic definition is more amenable to the quantitative tools of epidemiology, is consistent with both deterministic and probabilistic phenomena, and serves equally well for the acquisition and the application of scientific knowledge.


Keywords: causality; counterfactual; philosophy PMID:11707485

Kinematic source inversions of teleseismic data based on the QUESO library for uncertainty quantification and prediction

NASA Astrophysics Data System (ADS)

Zielke, O.; McDougall, D.; Mai, P. M.; Babuska, I.

2014-12-01

One fundamental aspect of seismic hazard mitigation is gaining a better understanding of the rupture process. Because direct observation of the relevant parameters and properties is not possible, other means such as kinematic source inversions are used instead. By constraining the spatial and temporal evolution of fault slip during an earthquake, those inversion approaches may enable valuable insights in the physics of the rupture process. However, due to the underdetermined nature of this inversion problem (i.e., inverting a kinematic source model for an extended fault based on seismic data), the provided solutions are generally non-unique. Here we present a statistical (Bayesian) inversion approach based on an open-source library for uncertainty quantification (UQ) called QUESO that was developed at ICES (UT Austin). The approach has advantages with respect to deterministic inversion approaches as it provides not only a single (non-unique) solution but also provides uncertainty bounds with it. Those uncertainty bounds help to qualitatively and quantitatively judge how well constrained an inversion solution is and how much rupture complexity the data reliably resolve. The presented inversion scheme uses only tele-seismically recorded body waves but future developments may lead us towards joint inversion schemes. After giving an insight in the inversion scheme ifself (based on delayed rejection adaptive metropolis, DRAM) we explore the method's resolution potential. For that, we synthetically generate tele-seismic data, add for example different levels of noise and/or change fault plane parameterization and then apply our inversion scheme in the attempt to extract the (known) kinematic rupture model. We conclude with exemplary inverting real tele-seismic data of a recent large earthquake and compare those results with deterministically derived kinematic source models provided by other research groups.

Assimilating MODIS-based albedo and snow cover fraction into the Common Land Model to improve snow depth simulation with direct insertion and deterministic ensemble Kalman filter methods

NASA Astrophysics Data System (ADS)

Xu, Jianhui; Shu, Hong

2014-09-01

This study assesses the analysis performance of assimilating the Moderate Resolution Imaging Spectroradiometer (MODIS)-based albedo and snow cover fraction (SCF) separately or jointly into the physically based Common Land Model (CoLM). A direct insertion method (DI) is proposed to assimilate the black and white-sky albedos into the CoLM. The MODIS-based albedo is calculated with the MODIS bidirectional reflectance distribution function (BRDF) model parameters product (MCD43B1) and the solar zenith angle as estimated in the CoLM for each time step. Meanwhile, the MODIS SCF (MOD10A1) is assimilated into the CoLM using the deterministic ensemble Kalman filter (DEnKF) method. A new DEnKF-albedo assimilation scheme for integrating the DI and DEnKF assimilation schemes is proposed. Our assimilation results are validated against in situ snow depth observations from November 2008 to March 2009 at five sites in the Altay region of China. The experimental results show that all three data assimilation schemes can improve snow depth simulations. But overall, the DEnKF-albedo assimilation shows the best analysis performance as it significantly reduces the bias and root-mean-square error (RMSE) during the snow accumulation and ablation periods at all sites except for the Fuyun site. The SCF assimilation via DEnKF produces better results than the albedo assimilation via DI, implying that the albedo assimilation that indirectly updates the snow depth state variable is less efficient than the direct SCF assimilation. For the Fuyun site, the DEnKF-albedo scheme tends to overestimate the snow depth accumulation with the maximum bias and RMSE values because of the large positive innovation (observation minus forecast).

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

PubMed

Kucza, Witold

2013-07-25

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

Mathematical models of behavior of individual animals.

PubMed

Tsibulsky, Vladimir L; Norman, Andrew B

2007-01-01

This review is focused on mathematical modeling of behaviors of a whole organism with special emphasis on models with a clearly scientific approach to the problem that helps to understand the mechanisms underlying behavior. The aim is to provide an overview of old and contemporary mathematical models without complex mathematical details. Only deterministic and stochastic, but not statistical models are reviewed. All mathematical models of behavior can be divided into two main classes. First, models that are based on the principle of teleological determinism assume that subjects choose the behavior that will lead them to a better payoff in the future. Examples are game theories and operant behavior models both of which are based on the matching law. The second class of models are based on the principle of causal determinism, which assume that subjects do not choose from a set of possibilities but rather are compelled to perform a predetermined behavior in response to specific stimuli. Examples are perception and discrimination models, drug effects models and individual-based population models. A brief overview of the utility of each mathematical model is provided for each section.

Deterministic SLIR model for tuberculosis disease mapping

NASA Astrophysics Data System (ADS)

Aziz, Nazrina; Diah, Ijlal Mohd; Ahmad, Nazihah; Kasim, Maznah Mat

2017-11-01

Tuberculosis (TB) occurs worldwide. It can be transmitted to others directly through air when active TB persons sneeze, cough or spit. In Malaysia, it was reported that TB cases had been recognized as one of the most infectious disease that lead to death. Disease mapping is one of the methods that can be used as the prevention strategies since it can displays clear picture for the high-low risk areas. Important thing that need to be considered when studying the disease occurrence is relative risk estimation. The transmission of TB disease is studied through mathematical model. Therefore, in this study, deterministic SLIR models are used to estimate relative risk for TB disease transmission.

A building block for hardware belief networks.

PubMed

Behin-Aein, Behtash; Diep, Vinh; Datta, Supriyo

2016-07-21

Belief networks represent a powerful approach to problems involving probabilistic inference, but much of the work in this area is software based utilizing standard deterministic hardware based on the transistor which provides the gain and directionality needed to interconnect billions of them into useful networks. This paper proposes a transistor like device that could provide an analogous building block for probabilistic networks. We present two proof-of-concept examples of belief networks, one reciprocal and one non-reciprocal, implemented using the proposed device which is simulated using experimentally benchmarked models.

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.

Economic evaluation of DNA ploidy analysis vs liquid-based cytology for cervical screening.

PubMed

Nghiem, V T; Davies, K R; Beck, J R; Follen, M; MacAulay, C; Guillaud, M; Cantor, S B

2015-06-09

DNA ploidy analysis involves automated quantification of chromosomal aneuploidy, a potential marker of progression toward cervical carcinoma. We evaluated the cost-effectiveness of this method for cervical screening, comparing five ploidy strategies (using different numbers of aneuploid cells as cut points) with liquid-based Papanicolaou smear and no screening. A state-transition Markov model simulated the natural history of HPV infection and possible progression into cervical neoplasia in a cohort of 12-year-old females. The analysis evaluated cost in 2012 US$ and effectiveness in quality-adjusted life-years (QALYs) from a health-system perspective throughout a lifetime horizon in the US setting. We calculated incremental cost-effectiveness ratios (ICERs) to determine the best strategy. The robustness of optimal choices was examined in deterministic and probabilistic sensitivity analyses. In the base-case analysis, the ploidy 4 cell strategy was cost-effective, yielding an increase of 0.032 QALY and an ICER of $18 264/QALY compared to no screening. For most scenarios in the deterministic sensitivity analysis, the ploidy 4 cell strategy was the only cost-effective strategy. Cost-effectiveness acceptability curves showed that this strategy was more likely to be cost-effective than the Papanicolaou smear. Compared to the liquid-based Papanicolaou smear, screening with a DNA ploidy strategy appeared less costly and comparably effective.

Estimating the probability of an extinction or major outbreak for an environmentally transmitted infectious disease.

PubMed

Lahodny, G E; Gautam, R; Ivanek, R

2015-01-01

Indirect transmission through the environment, pathogen shedding by infectious hosts, replication of free-living pathogens within the environment, and environmental decontamination are suspected to play important roles in the spread and control of environmentally transmitted infectious diseases. To account for these factors, the classic Susceptible-Infectious-Recovered-Susceptible epidemic model is modified to include a compartment representing the amount of free-living pathogen within the environment. The model accounts for host demography, direct and indirect transmission, replication of free-living pathogens in the environment, and removal of free-living pathogens by natural death or environmental decontamination. Based on the assumptions of the deterministic model, a continuous-time Markov chain model is developed. An estimate for the probability of disease extinction or a major outbreak is obtained by approximating the Markov chain with a multitype branching process. Numerical simulations illustrate important differences between the deterministic and stochastic counterparts, relevant for outbreak prevention, that depend on indirect transmission, pathogen shedding by infectious hosts, replication of free-living pathogens, and environmental decontamination. The probability of a major outbreak is computed for salmonellosis in a herd of dairy cattle as well as cholera in a human population. An explicit expression for the probability of disease extinction or a major outbreak in terms of the model parameters is obtained for systems with no direct transmission or replication of free-living pathogens.

UAV Swarm Tactics: An Agent-Based Simulation and Markov Process Analysis

DTIC Science & Technology

2013-06-01

CRN Common Random Numbers CSV Comma Separated Values DoE Design of Experiment GLM Generalized Linear Model HVT High Value Target JAR Java ARchive JMF... Java Media Framework JRE Java runtime environment Mason Multi-Agent Simulator Of Networks MOE Measure Of Effectiveness MOP Measures Of Performance...with every set several times, and to write a CSV file with the results. Rather than scripting the agent behavior deterministically, the agents should

Modeling the Combined Effects of Deterministic and Statistical Structure for Optimization of Regional Monitoring

DTIC Science & Technology

2014-06-30

Directorate 3550 Aberdeen Ave SE AIR FORCE MATERIEL COMMAND KIRTLAND AIR FORCE BASE, NM 87117-5776 DTIC COPY NOTICE AND SIGNATURE PAGE Using ...any other person or corporation; or convey any rights or permission to manufacture, use , or sell any patented invention that may relate to them...stations in Eurasia. This is accomplished by synthesizing seismograms using a radiative transport technique to predict the high frequency coda (>5 Hz

Development of visibility forecasting modeling framework for the Lower Fraser Valley of British Columbia using Canada's Regional Air Quality Deterministic Prediction System.

PubMed

So, Rita; Teakles, Andrew; Baik, Jonathan; Vingarzan, Roxanne; Jones, Keith

2018-05-01

Visibility degradation, one of the most noticeable indicators of poor air quality, can occur despite relatively low levels of particulate matter when the risk to human health is low. The availability of timely and reliable visibility forecasts can provide a more comprehensive understanding of the anticipated air quality conditions to better inform local jurisdictions and the public. This paper describes the development of a visibility forecasting modeling framework, which leverages the existing air quality and meteorological forecasts from Canada's operational Regional Air Quality Deterministic Prediction System (RAQDPS) for the Lower Fraser Valley of British Columbia. A baseline model (GM-IMPROVE) was constructed using the revised IMPROVE algorithm based on unprocessed forecasts from the RAQDPS. Three additional prototypes (UMOS-HYB, GM-MLR, GM-RF) were also developed and assessed for forecast performance of up to 48 hr lead time during various air quality and meteorological conditions. Forecast performance was assessed by examining their ability to provide both numerical and categorical forecasts in the form of 1-hr total extinction and Visual Air Quality Ratings (VAQR), respectively. While GM-IMPROVE generally overestimated extinction more than twofold, it had skill in forecasting the relative species contribution to visibility impairment, including ammonium sulfate and ammonium nitrate. Both statistical prototypes, GM-MLR and GM-RF, performed well in forecasting 1-hr extinction during daylight hours, with correlation coefficients (R) ranging from 0.59 to 0.77. UMOS-HYB, a prototype based on postprocessed air quality forecasts without additional statistical modeling, provided reasonable forecasts during most daylight hours. In terms of categorical forecasts, the best prototype was approximately 75 to 87% correct, when forecasting for a condensed three-category VAQR. A case study, focusing on a poor visual air quality yet low Air Quality Health Index episode, illustrated that the statistical prototypes were able to provide timely and skillful visibility forecasts with lead time up to 48 hr. This study describes the development of a visibility forecasting modeling framework, which leverages the existing air quality and meteorological forecasts from Canada's operational Regional Air Quality Deterministic Prediction System. The main applications include tourism and recreation planning, input into air quality management programs, and educational outreach. Visibility forecasts, when supplemented with the existing air quality and health based forecasts, can assist jurisdictions to anticipate the visual air quality impacts as perceived by the public, which can potentially assist in formulating the appropriate air quality bulletins and recommendations.

Interactive Reliability Model for Whisker-toughened Ceramics

NASA Technical Reports Server (NTRS)

Palko, Joseph L.

1993-01-01

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

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.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

Quasi-continuous stochastic simulation framework for flood modelling

NASA Astrophysics Data System (ADS)

Moustakis, Yiannis; Kossieris, Panagiotis; Tsoukalas, Ioannis; Efstratiadis, Andreas

2017-04-01

Typically, flood modelling in the context of everyday engineering practices is addressed through event-based deterministic tools, e.g., the well-known SCS-CN method. A major shortcoming of such approaches is the ignorance of uncertainty, which is associated with the variability of soil moisture conditions and the variability of rainfall during the storm event.In event-based modeling, the sole expression of uncertainty is the return period of the design storm, which is assumed to represent the acceptable risk of all output quantities (flood volume, peak discharge, etc.). On the other hand, the varying antecedent soil moisture conditions across the basin are represented by means of scenarios (e.g., the three AMC types by SCS),while the temporal distribution of rainfall is represented through standard deterministic patterns (e.g., the alternative blocks method). In order to address these major inconsistencies,simultaneously preserving the simplicity and parsimony of the SCS-CN method, we have developed a quasi-continuous stochastic simulation approach, comprising the following steps: (1) generation of synthetic daily rainfall time series; (2) update of potential maximum soil moisture retention, on the basis of accumulated five-day rainfall; (3) estimation of daily runoff through the SCS-CN formula, using as inputs the daily rainfall and the updated value of soil moisture retention;(4) selection of extreme events and application of the standard SCS-CN procedure for each specific event, on the basis of synthetic rainfall.This scheme requires the use of two stochastic modelling components, namely the CastaliaR model, for the generation of synthetic daily data, and the HyetosMinute model, for the disaggregation of daily rainfall to finer temporal scales. Outcomes of this approach are a large number of synthetic flood events, allowing for expressing the design variables in statistical terms and thus properly evaluating the flood risk.

Stochastic Seismic Inversion and Migration for Offshore Site Investigation in the Northern Gulf of Mexico

NASA Astrophysics Data System (ADS)

Son, J.; Medina-Cetina, Z.

2017-12-01

We discuss the comparison between deterministic and stochastic optimization approaches to the nonlinear geophysical full-waveform inverse problem, based on the seismic survey data from Mississippi Canyon in the Northern Gulf of Mexico. Since the subsea engineering and offshore construction projects actively require reliable ground models from various site investigations, the primary goal of this study is to reconstruct the accurate subsurface information of the soil and rock material profiles under the seafloor. The shallow sediment layers have naturally formed heterogeneous formations which may cause unwanted marine landslides or foundation failures of underwater infrastructure. We chose the quasi-Newton and simulated annealing as deterministic and stochastic optimization algorithms respectively. Seismic forward modeling based on finite difference method with absorbing boundary condition implements the iterative simulations in the inverse modeling. We briefly report on numerical experiments using a synthetic data as an offshore ground model which contains shallow artificial target profiles of geomaterials under the seafloor. We apply the seismic migration processing and generate Voronoi tessellation on two-dimensional space-domain to improve the computational efficiency of the imaging stratigraphical velocity model reconstruction. We then report on the detail of a field data implementation, which shows the complex geologic structures in the Northern Gulf of Mexico. Lastly, we compare the new inverted image of subsurface site profiles in the space-domain with the previously processed seismic image in the time-domain at the same location. Overall, stochastic optimization for seismic inversion with migration and Voronoi tessellation show significant promise to improve the subsurface imaging of ground models and improve the computational efficiency required for the full waveform inversion. We anticipate that by improving the inversion process of shallow layers from geophysical data will better support the offshore site investigation.

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

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

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

2014-02-15

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

An adaptive modeling and simulation environment for combined-cycle data reconciliation and degradation estimation

NASA Astrophysics Data System (ADS)

Lin, Tsungpo

Performance engineers face the major challenge in modeling and simulation for the after-market power system due to system degradation and measurement errors. Currently, the majority in power generation industries utilizes the deterministic data matching method to calibrate the model and cascade system degradation, which causes significant calibration uncertainty and also the risk of providing performance guarantees. In this research work, a maximum-likelihood based simultaneous data reconciliation and model calibration (SDRMC) is used for power system modeling and simulation. By replacing the current deterministic data matching with SDRMC one can reduce the calibration uncertainty and mitigate the error propagation to the performance simulation. A modeling and simulation environment for a complex power system with certain degradation has been developed. In this environment multiple data sets are imported when carrying out simultaneous data reconciliation and model calibration. Calibration uncertainties are estimated through error analyses and populated to performance simulation by using principle of error propagation. System degradation is then quantified by performance comparison between the calibrated model and its expected new & clean status. To mitigate smearing effects caused by gross errors, gross error detection (GED) is carried out in two stages. The first stage is a screening stage, in which serious gross errors are eliminated in advance. The GED techniques used in the screening stage are based on multivariate data analysis (MDA), including multivariate data visualization and principal component analysis (PCA). Subtle gross errors are treated at the second stage, in which the serial bias compensation or robust M-estimator is engaged. To achieve a better efficiency in the combined scheme of the least squares based data reconciliation and the GED technique based on hypotheses testing, the Levenberg-Marquardt (LM) algorithm is utilized as the optimizer. To reduce the computation time and stabilize the problem solving for a complex power system such as a combined cycle power plant, meta-modeling using the response surface equation (RSE) and system/process decomposition are incorporated with the simultaneous scheme of SDRMC. The goal of this research work is to reduce the calibration uncertainties and, thus, the risks of providing performance guarantees arisen from uncertainties in performance simulation.

Comparison of probabilistic and deterministic fiber tracking of cranial nerves.

PubMed

Zolal, Amir; Sobottka, Stephan B; Podlesek, Dino; Linn, Jennifer; Rieger, Bernhard; Juratli, Tareq A; Schackert, Gabriele; Kitzler, Hagen H

2017-09-01

OBJECTIVE The depiction of cranial nerves (CNs) using diffusion tensor imaging (DTI) is of great interest in skull base tumor surgery and DTI used with deterministic tracking methods has been reported previously. However, there are still no good methods usable for the elimination of noise from the resulting depictions. The authors have hypothesized that probabilistic tracking could lead to more accurate results, because it more efficiently extracts information from the underlying data. Moreover, the authors have adapted a previously described technique for noise elimination using gradual threshold increases to probabilistic tracking. To evaluate the utility of this new approach, a comparison is provided with this work between the gradual threshold increase method in probabilistic and deterministic tracking of CNs. METHODS Both tracking methods were used to depict CNs II, III, V, and the VII+VIII bundle. Depiction of 240 CNs was attempted with each of the above methods in 30 healthy subjects, which were obtained from 2 public databases: the Kirby repository (KR) and Human Connectome Project (HCP). Elimination of erroneous fibers was attempted by gradually increasing the respective thresholds (fractional anisotropy [FA] and probabilistic index of connectivity [PICo]). The results were compared with predefined ground truth images based on corresponding anatomical scans. Two label overlap measures (false-positive error and Dice similarity coefficient) were used to evaluate the success of both methods in depicting the CN. Moreover, the differences between these parameters obtained from the KR and HCP (with higher angular resolution) databases were evaluated. Additionally, visualization of 10 CNs in 5 clinical cases was attempted with both methods and evaluated by comparing the depictions with intraoperative findings. RESULTS Maximum Dice similarity coefficients were significantly higher with probabilistic tracking (p < 0.001; Wilcoxon signed-rank test). The false-positive error of the last obtained depiction was also significantly lower in probabilistic than in deterministic tracking (p < 0.001). The HCP data yielded significantly better results in terms of the Dice coefficient in probabilistic tracking (p < 0.001, Mann-Whitney U-test) and in deterministic tracking (p = 0.02). The false-positive errors were smaller in HCP data in deterministic tracking (p < 0.001) and showed a strong trend toward significance in probabilistic tracking (p = 0.06). In the clinical cases, the probabilistic method visualized 7 of 10 attempted CNs accurately, compared with 3 correct depictions with deterministic tracking. CONCLUSIONS High angular resolution DTI scans are preferable for the DTI-based depiction of the cranial nerves. Probabilistic tracking with a gradual PICo threshold increase is more effective for this task than the previously described deterministic tracking with a gradual FA threshold increase and might represent a method that is useful for depicting cranial nerves with DTI since it eliminates the erroneous fibers without manual intervention.

Water body and riparian buffer strip characteristics in a vineyard area to support aquatic pesticide exposure assessment.

PubMed

Ohliger, Renja; Schulz, Ralf

2010-10-15

The implementation of a geodata-based probabilistic pesticide exposure assessment for surface waters in Germany offers the opportunity to base the exposure estimation on more differentiated assumptions including detailed landscape characteristics. Since these characteristics can only be estimated using field surveys, water body width and depth, hydrology, riparian buffer strip width, ground vegetation cover, existence of concentrated flow paths, and riparian vegetation were characterised at 104 water body segments in the vineyard region Palatinate (south-west Germany). Water body segments classified as permanent (n=43) had median values of water body width and depth of 0.9m and 0.06m, respectively, and the determined median width:depth ratio was 15. Thus, the deterministic water body model (width=1m; depth=0.3m) assumed in regulatory exposure assessment seems unsuitable for small water bodies in the study area. Only 25% of investigated buffer strips had a dense vegetation cover (>70%) and allow a laminar sheet flow as required to include them as an effective pesticide runoff reduction landscape characteristic. At 77 buffer strips, bordering field paths and erosion rills leading into the water body were present, concentrating pesticide runoff and consequently decreasing buffer strip efficiency. The vegetation type shrubbery (height>1.5m) was present at 57 (29%) investigated riparian buffer strips. According to their median optical vegetation density of 75%, shrubberies may provide a spray drift reduction of 72±29%. Implementing detailed knowledge in an overall assessment revealed that exposure via drift might be 2.4 and via runoff up to 1.6 fold higher than assumed by the deterministic approach. Furthermore, considering vegetated buffer strips only by their width leads to an underestimation of exposure by a factor of as much as four. Our data highlight that the deterministic model assumptions neither represent worst-case nor median values and therefore cannot simply be adopted in a probabilistic approach. Copyright © 2010 Elsevier B.V. All rights reserved.

Developing deterioration models for Wyoming bridges.

DOT National Transportation Integrated Search

2016-05-01

Deterioration models for the Wyoming Bridge Inventory were developed using both stochastic and deterministic models. : The selection of explanatory variables is investigated and a new method using LASSO regression to eliminate human bias : in explana...

Short-range solar radiation forecasts over Sweden

NASA Astrophysics Data System (ADS)

Landelius, Tomas; Lindskog, Magnus; Körnich, Heiner; Andersson, Sandra

2018-04-01

In this article the performance for short-range solar radiation forecasts by the global deterministic and ensemble models from the European Centre for Medium-Range Weather Forecasts (ECMWF) is compared with an ensemble of the regional mesoscale model HARMONIE-AROME used by the national meteorological services in Sweden, Norway and Finland. Note however that only the control members and the ensemble means are included in the comparison. The models resolution differs considerably with 18 km for the ECMWF ensemble, 9 km for the ECMWF deterministic model, and 2.5 km for the HARMONIE-AROME ensemble. The models share the same radiation code. It turns out that they all underestimate systematically the Direct Normal Irradiance (DNI) for clear-sky conditions. Except for this shortcoming, the HARMONIE-AROME ensemble model shows the best agreement with the distribution of observed Global Horizontal Irradiance (GHI) and DNI values. During mid-day the HARMONIE-AROME ensemble mean performs best. The control member of the HARMONIE-AROME ensemble also scores better than the global deterministic ECMWF model. This is an interesting result since mesoscale models have so far not shown good results when compared to the ECMWF models. Three days with clear, mixed and cloudy skies are used to illustrate the possible added value of a probabilistic forecast. It is shown that in these cases the mesoscale ensemble could provide decision support to a grid operator in terms of forecasts of both the amount of solar power and its probabilities.

Ensemble assimilation of ARGO temperature profile, sea surface temperature and Altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic ocean

NASA Astrophysics Data System (ADS)

Yan, Yajing; Barth, Alexander; Beckers, Jean-Marie; Candille, Guillem; Brankart, Jean-Michel; Brasseur, Pierre

2015-04-01

Sea surface height, sea surface temperature and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. 60 ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. Incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with observations used in the assimilation experiments and independent observations, which goes further than most previous studies and constitutes one of the original points of this paper. Regarding the deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations in order to diagnose the ensemble distribution properties in a deterministic way. Regarding the 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 in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analysed jointly. The consistency and complementarity between both validations are highlighted. High reliable situations, in which the RMS error and the CRPS give the same information, are identified for the first time in this paper.

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

PubMed

Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto

2005-08-01

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

Causal reasoning with mental models

PubMed Central

Khemlani, Sangeet S.; Barbey, Aron K.; Johnson-Laird, Philip N.

2014-01-01

This paper outlines the model-based theory of causal reasoning. It postulates that the core meanings of causal assertions are deterministic and refer to temporally-ordered sets of possibilities: A causes B to occur means that given A, B occurs, whereas A enables B to occur means that given A, it is possible for B to occur. The paper shows how mental models represent such assertions, and how these models underlie deductive, inductive, and abductive reasoning yielding explanations. It reviews evidence both to corroborate the theory and to account for phenomena sometimes taken to be incompatible with it. Finally, it reviews neuroscience evidence indicating that mental models for causal inference are implemented within lateral prefrontal cortex. PMID:25389398

Causal reasoning with mental models.

PubMed

Khemlani, Sangeet S; Barbey, Aron K; Johnson-Laird, Philip N

2014-01-01

This paper outlines the model-based theory of causal reasoning. It postulates that the core meanings of causal assertions are deterministic and refer to temporally-ordered sets of possibilities: A causes B to occur means that given A, B occurs, whereas A enables B to occur means that given A, it is possible for B to occur. The paper shows how mental models represent such assertions, and how these models underlie deductive, inductive, and abductive reasoning yielding explanations. It reviews evidence both to corroborate the theory and to account for phenomena sometimes taken to be incompatible with it. Finally, it reviews neuroscience evidence indicating that mental models for causal inference are implemented within lateral prefrontal cortex.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

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

Modelling ecosystem service flows under uncertainty with stochiastic SPAN

USGS Publications Warehouse

Johnson, Gary W.; Snapp, Robert R.; Villa, Ferdinando; Bagstad, Kenneth J.

2012-01-01

Ecosystem service models are increasingly in demand for decision making. However, the data required to run these models are often patchy, missing, outdated, or untrustworthy. Further, communication of data and model uncertainty to decision makers is often either absent or unintuitive. In this work, we introduce a systematic approach to addressing both the data gap and the difficulty in communicating uncertainty through a stochastic adaptation of the Service Path Attribution Networks (SPAN) framework. The SPAN formalism assesses ecosystem services through a set of up to 16 maps, which characterize the services in a study area in terms of flow pathways between ecosystems and human beneficiaries. Although the SPAN algorithms were originally defined deterministically, we present them here in a stochastic framework which combines probabilistic input data with a stochastic transport model in order to generate probabilistic spatial outputs. This enables a novel feature among ecosystem service models: the ability to spatially visualize uncertainty in the model results. The stochastic SPAN model can analyze areas where data limitations are prohibitive for deterministic models. Greater uncertainty in the model inputs (including missing data) should lead to greater uncertainty expressed in the model’s output distributions. By using Bayesian belief networks to fill data gaps and expert-provided trust assignments to augment untrustworthy or outdated information, we can account for uncertainty in input data, producing a model that is still able to run and provide information where strictly deterministic models could not. Taken together, these attributes enable more robust and intuitive modelling of ecosystem services under uncertainty.

Application of Artificial Intelligence for Bridge Deterioration Model.

PubMed

Chen, Zhang; Wu, Yangyang; Li, Li; Sun, Lijun

2015-01-01

The deterministic bridge deterioration model updating problem is well established in bridge management, while the traditional methods and approaches for this problem require manual intervention. An artificial-intelligence-based approach was presented to self-updated parameters of the bridge deterioration model in this paper. When new information and data are collected, a posterior distribution was constructed to describe the integrated result of historical information and the new gained information according to Bayesian theorem, which was used to update model parameters. This AI-based approach is applied to the case of updating parameters of bridge deterioration model, which is the data collected from bridges of 12 districts in Shanghai from 2004 to 2013, and the results showed that it is an accurate, effective, and satisfactory approach to deal with the problem of the parameter updating without manual intervention.

Application of Artificial Intelligence for Bridge Deterioration Model

PubMed Central

Chen, Zhang; Wu, Yangyang; Sun, Lijun

2015-01-01

The deterministic bridge deterioration model updating problem is well established in bridge management, while the traditional methods and approaches for this problem require manual intervention. An artificial-intelligence-based approach was presented to self-updated parameters of the bridge deterioration model in this paper. When new information and data are collected, a posterior distribution was constructed to describe the integrated result of historical information and the new gained information according to Bayesian theorem, which was used to update model parameters. This AI-based approach is applied to the case of updating parameters of bridge deterioration model, which is the data collected from bridges of 12 districts in Shanghai from 2004 to 2013, and the results showed that it is an accurate, effective, and satisfactory approach to deal with the problem of the parameter updating without manual intervention. PMID:26601121

Adaptive correction of ensemble forecasts

NASA Astrophysics Data System (ADS)

Pelosi, Anna; Battista Chirico, Giovanni; Van den Bergh, Joris; Vannitsem, Stephane

2017-04-01

Forecasts from numerical weather prediction (NWP) models often suffer from both systematic and non-systematic errors. These are present in both deterministic and ensemble forecasts, and originate from various sources such as model error and subgrid variability. Statistical post-processing techniques can partly remove such errors, which is particularly important when NWP outputs concerning surface weather variables are employed for site specific applications. Many different post-processing techniques have been developed. For deterministic forecasts, adaptive methods such as the Kalman filter are often used, which sequentially post-process the forecasts by continuously updating the correction parameters as new ground observations become available. These methods are especially valuable when long training data sets do not exist. For ensemble forecasts, well-known techniques are ensemble model output statistics (EMOS), and so-called "member-by-member" approaches (MBM). Here, we introduce a new adaptive post-processing technique for ensemble predictions. The proposed method is a sequential Kalman filtering technique that fully exploits the information content of the ensemble. One correction equation is retrieved and applied to all members, however the parameters of the regression equations are retrieved by exploiting the second order statistics of the forecast ensemble. We compare our new method with two other techniques: a simple method that makes use of a running bias correction of the ensemble mean, and an MBM post-processing approach that rescales the ensemble mean and spread, based on minimization of the Continuous Ranked Probability Score (CRPS). We perform a verification study for the region of Campania in southern Italy. We use two years (2014-2015) of daily meteorological observations of 2-meter temperature and 10-meter wind speed from 18 ground-based automatic weather stations distributed across the region, comparing them with the corresponding COSMO-LEPS ensemble forecasts. Deterministic verification scores (e.g., mean absolute error, bias) and probabilistic scores (e.g., CRPS) are used to evaluate the post-processing techniques. We conclude that the new adaptive method outperforms the simpler running bias-correction. The proposed adaptive method often outperforms the MBM method in removing bias. The MBM method has the advantage of correcting the ensemble spread, although it needs more training data.

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).

Plenary: Progress in Regional Landslide Hazard Assessment—Examples from the USA

USGS Publications Warehouse

Baum, Rex L.; Schulz, William; Brien, Dianne L.; Burns, William J.; Reid, Mark E.; Godt, Jonathan W.

2014-01-01

Landslide hazard assessment at local and regional scales contributes to mitigation of landslides in developing and densely populated areas by providing information for (1) land development and redevelopment plans and regulations, (2) emergency preparedness plans, and (3) economic analysis to (a) set priorities for engineered mitigation projects and (b) define areas of similar levels of hazard for insurance purposes. US Geological Survey (USGS) research on landslide hazard assessment has explored a range of methods that can be used to estimate temporal and spatial landslide potential and probability for various scales and purposes. Cases taken primarily from our work in the U.S. Pacific Northwest illustrate and compare a sampling of methods, approaches, and progress. For example, landform mapping using high-resolution topographic data resulted in identification of about four times more landslides in Seattle, Washington, than previous efforts using aerial photography. Susceptibility classes based on the landforms captured 93 % of all historical landslides (all types) throughout the city. A deterministic model for rainfall infiltration and shallow landslide initiation, TRIGRS, was able to identify locations of 92 % of historical shallow landslides in southwest Seattle. The potentially unstable areas identified by TRIGRS occupied only 26 % of the slope areas steeper than 20°. Addition of an unsaturated infiltration model to TRIGRS expands the applicability of the model to areas of highly permeable soils. Replacement of the single cell, 1D factor of safety with a simple 3D method of columns improves accuracy of factor of safety predictions for both saturated and unsaturated infiltration models. A 3D deterministic model for large, deep landslides, SCOOPS, combined with a three-dimensional model for groundwater flow, successfully predicted instability in steep areas of permeable outwash sand and topographic reentrants. These locations are consistent with locations of large, deep, historically active landslides. For an area in Seattle, a composite of the three maps illustrates how maps produced by different approaches might be combined to assess overall landslide potential. Examples from Oregon, USA, illustrate how landform mapping and deterministic analysis for shallow landslide potential have been adapted into standardized methods for efficiently producing detailed landslide inventory and shallow landslide susceptibility maps that have consistent content and format statewide.

Validation of a SysML based design for wireless sensor networks

NASA Astrophysics Data System (ADS)

Berrachedi, Amel; Rahim, Messaoud; Ioualalen, Malika; Hammad, Ahmed

2017-07-01

When developing complex systems, the requirement for the verification of the systems' design is one of the main challenges. Wireless Sensor Networks (WSNs) are examples of such systems. We address the problem of how WSNs must be designed to fulfil the system requirements. Using the SysML Language, we propose a Model Based System Engineering (MBSE) specification and verification methodology for designing WSNs. This methodology uses SysML to describe the WSNs requirements, structure and behaviour. Then, it translates the SysML elements to an analytic model, specifically, to a Deterministic Stochastic Petri Net. The proposed approach allows to design WSNs and study their behaviors and their energy performances.

Accurate modeling of switched reluctance machine based on hybrid trained WNN

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

Song, Shoujun, E-mail: sunnyway@nwpu.edu.cn; Ge, Lefei; Ma, Shaojie

2014-04-15

According to the strong nonlinear electromagnetic characteristics of switched reluctance machine (SRM), a novel accurate modeling method is proposed based on hybrid trained wavelet neural network (WNN) which combines improved genetic algorithm (GA) with gradient descent (GD) method to train the network. In the novel method, WNN is trained by GD method based on the initial weights obtained per improved GA optimization, and the global parallel searching capability of stochastic algorithm and local convergence speed of deterministic algorithm are combined to enhance the training accuracy, stability and speed. Based on the measured electromagnetic characteristics of a 3-phase 12/8-pole SRM, themore » nonlinear simulation model is built by hybrid trained WNN in Matlab. The phase current and mechanical characteristics from simulation under different working conditions meet well with those from experiments, which indicates the accuracy of the model for dynamic and static performance evaluation of SRM and verifies the effectiveness of the proposed modeling method.« less

Who's flying the plane: serotonin levels, aggression and free will.

PubMed

Siegel, Allan; Douard, John

2011-01-01

The present paper addresses the philosophical problem raised by current causal neurochemical models of impulsive violence and aggression: to what extent can we hold violent criminal offenders responsible for their conduct if that conduct is the result of deterministic biochemical processes in the brain. This question is currently receiving a great deal of attention among neuroscientists, legal scholars and philosophers. We examine our current knowledge of neuroscience to assess the possible roles of deterministic factors which induce impulsive aggression, and the extent to which this behavior can be controlled by neural conditioning mechanisms. Neural conditioning mechanisms, we suggest, may underlie what we consider the basis of responsible (though not necessarily moral) behavior: the capacity to give and take reasons. The models we first examine are based in part upon the role played by the neurotransmitter, serotonin, in the regulation of violence and aggression. Collectively, these results would appear to argue in favor of the view that low brain serotonin levels induce impulsive aggression which overrides mechanisms related to rational decision making processes. We next present an account of responsibility as based on the capacity to exercise a certain kind of reason-responsive control over one's conduct. The problem with such accounts of responsibility, however, is that they fail to specify a neurobiological realization of such mechanisms of control. We present a neurobiological, and weakly determinist, framework for understanding how persons can exercise guidance control over their conduct. This framework is based upon classical conditioning of neurons in the prefrontal cortex that allow for a decision making mechanism that provides for prefrontal cortical control of the sites in the brain which express aggressive behavior that include the hypothalamus and midbrain periaqueductal gray. The authors support the view that, in many circumstances, neural conditioning mechanisms provide the basis for the control of human aggression in spite of the presence of brain serotonin levels that might otherwise favor the expression of impulsive aggressive behavior. Indeed if those neural conditioning mechanisms underlie the human capacity to exercise control, they may be the neural realization of reason-responsiveness generally. Copyright © 2010 Elsevier Ltd. All rights reserved.

Cost-effectiveness analysis of combination antifungal therapy with voriconazole and anidulafungin versus voriconazole monotherapy for primary treatment of invasive aspergillosis in Spain

PubMed Central

Grau, Santiago; Azanza, Jose Ramon; Ruiz, Isabel; Vallejo, Carlos; Mensa, Josep; Maertens, Johan; Heinz, Werner J; Barrueta, Jon Andoni; Peral, Carmen; Mesa, Francisco Jesús; Barrado, Miguel; Charbonneau, Claudie; Rubio-Rodríguez, Darío; Rubio-Terrés, Carlos

2017-01-01

Objective According to a recent randomized, double-blind clinical trial comparing the combination of voriconazole and anidulafungin (VOR+ANI) with VOR monotherapy for invasive aspergillosis (IA) in patients with hematologic disease or with hematopoietic stem cell transplant, mortality was lower after 6 weeks with VOR+ANI than with VOR monotherapy in a post hoc analysis of patients with galactomannan-based IA. The objective of this study was to compare the cost-effectiveness of VOR+ANI with VOR, from the perspective of hospitals in the Spanish National Health System. Methods An economic model with deterministic and probabilistic analyses was used to determine costs per life-year gained (LYG) for VOR+ANI versus VOR in patients with galactomannan-based IA. Mortality, adverse event rates, and life expectancy were obtained from clinical trial data. The costs (in 2015 euros [€]) of the drugs and the adverse event-related costs were obtained from Spanish sources. A Tornado plot and a Monte Carlo simulation (1,000 iterations) were used to assess uncertainty of all model variables. Results According to the deterministic analysis, for each patient treated with VOR+ANI compared with VOR monotherapy, there would be a total of 0.348 LYG (2.529 vs 2.181 years, respectively) at an incremental cost of €5,493 (€17,902 vs €12,409, respectively). Consequently, the additional cost per LYG with VOR+ANI compared with VOR would be €15,785. Deterministic sensitivity analyses confirmed the robustness of these findings. In the probabilistic analysis, the cost per LYG with VOR+ANI was €15,774 (95% confidence interval: €15,763–16,692). The probability of VOR+ANI being cost-effective compared with VOR was estimated at 82.5% and 91.9%, based on local cost-effectiveness thresholds of €30,000 and €45,000, respectively. Conclusion According to the present economic study, combination therapy with VOR+ANI is cost-effective as primary therapy of IA in galactomannan-positive patients in Spain who have hematologic disease or hematopoietic stem cell transplant, compared with VOR monotherapy. PMID:28115858

Evaluation of SNS Beamline Shielding Configurations using MCNPX Accelerated by ADVANTG

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

Risner, Joel M; Johnson, Seth R.; Remec, Igor

2015-01-01

Shielding analyses for the Spallation Neutron Source (SNS) at Oak Ridge National Laboratory pose significant computational challenges, including highly anisotropic high-energy sources, a combination of deep penetration shielding and an unshielded beamline, and a desire to obtain well-converged nearly global solutions for mapping of predicted radiation fields. The majority of these analyses have been performed using MCNPX with manually generated variance reduction parameters (source biasing and cell-based splitting and Russian roulette) that were largely based on the analyst's insight into the problem specifics. Development of the variance reduction parameters required extensive analyst time, and was often tailored to specific portionsmore » of the model phase space. We previously applied a developmental version of the ADVANTG code to an SNS beamline study to perform a hybrid deterministic/Monte Carlo analysis and showed that we could obtain nearly global Monte Carlo solutions with essentially uniform relative errors for mesh tallies that cover extensive portions of the model with typical voxel spacing of a few centimeters. The use of weight window maps and consistent biased sources produced using the FW-CADIS methodology in ADVANTG allowed us to obtain these solutions using substantially less computer time than the previous cell-based splitting approach. While those results were promising, the process of using the developmental version of ADVANTG was somewhat laborious, requiring user-developed Python scripts to drive much of the analysis sequence. In addition, limitations imposed by the size of weight-window files in MCNPX necessitated the use of relatively coarse spatial and energy discretization for the deterministic Denovo calculations that we used to generate the variance reduction parameters. We recently applied the production version of ADVANTG to this beamline analysis, which substantially streamlined the analysis process. We also tested importance function collapsing (in space and energy) capabilities in ADVANTG. These changes, along with the support for parallel Denovo calculations using the current version of ADVANTG, give us the capability to improve the fidelity of the deterministic portion of the hybrid analysis sequence, obtain improved weight-window maps, and reduce both the analyst and computational time required for the analysis process.« less

Who's flying the plane: Serotonin levels, aggression and free will

PubMed Central

Siegel, Allan; Douard, John

2010-01-01

The present paper addresses the philosophical problem raised by current causal neurochemical models of impulsive violence and aggression: to what extent can we hold violent criminal offenders responsible for their conduct if that conduct is the result of deterministic biochemical processes in the brain. This question is currently receiving a great deal of attention among neuroscientists, legal scholars and philosophers. We examine our current knowledge of neuroscience to assess the possible roles of deterministic factors which induce impulsive aggression, and the extent to which this behavior can be controlled by neural conditioning mechanisms. Neural conditioning mechanisms, we suggest, may underlie what we consider the basis of responsible (though not necessarily moral) behavior: the capacity to give and take reasons. The models we first examine are based in part upon the role played by the neurotransmitter, serotonin, in the regulation of violence and aggression. Collectively, these results would appear to argue in favor of the view that low brain serotonin levels induce impulsive aggression which overrides mechanisms related to rational decision making processes. We next present an account of responsibility as based on the capacity to exercise a certain kind of reason-responsive control over one's conduct. The problem with such accounts of responsibility, however, is that they fail to specify a neurobiological realization of such mechanisms of control. We present a neurobiological, and weakly determinist, framework for understanding how persons can exercise guidance control over their conduct. This framework is based upon classical conditioning of neurons in the prefrontal cortex that allow for a decision making mechanism that provides for prefrontal cortical control of the sites in the brain which express aggressive behavior that include the hypothalamus and midbrain periaqueductal gray. The authors support the view that, in many circumstances, neural conditioning mechanisms provide the basis for the control of human aggression in spite of the presence of brain serotonin levels that might otherwise favor the expression of impulsive aggressive behavior. Indeed if those neural conditioning mechanisms underlie the human capacity to exercise control, they may be the neural realization of reason-responsiveness generally. PMID:21112635

Fuzzy linear model for production optimization of mining systems with multiple entities

NASA Astrophysics Data System (ADS)

Vujic, Slobodan; Benovic, Tomo; Miljanovic, Igor; Hudej, Marjan; Milutinovic, Aleksandar; Pavlovic, Petar

2011-12-01

Planning and production optimization within multiple mines or several work sites (entities) mining systems by using fuzzy linear programming (LP) was studied. LP is the most commonly used operations research methods in mining engineering. After the introductory review of properties and limitations of applying LP, short reviews of the general settings of deterministic and fuzzy LP models are presented. With the purpose of comparative analysis, the application of both LP models is presented using the example of the Bauxite Basin Niksic with five mines. After the assessment, LP is an efficient mathematical modeling tool in production planning and solving many other single-criteria optimization problems of mining engineering. After the comparison of advantages and deficiencies of both deterministic and fuzzy LP models, the conclusion presents benefits of the fuzzy LP model but is also stating that seeking the optimal plan of production means to accomplish the overall analysis that will encompass the LP model approaches.

Spatio-temporal modelling of rainfall in the Murray-Darling Basin

NASA Astrophysics Data System (ADS)

Nowak, Gen; Welsh, A. H.; O'Neill, T. J.; Feng, Lingbing

2018-02-01

The Murray-Darling Basin (MDB) is a large geographical region in southeastern Australia that contains many rivers and creeks, including Australia's three longest rivers, the Murray, the Murrumbidgee and the Darling. Understanding rainfall patterns in the MDB is very important due to the significant impact major events such as droughts and floods have on agricultural and resource productivity. We propose a model for modelling a set of monthly rainfall data obtained from stations in the MDB and for producing predictions in both the spatial and temporal dimensions. The model is a hierarchical spatio-temporal model fitted to geographical data that utilises both deterministic and data-derived components. Specifically, rainfall data at a given location are modelled as a linear combination of these deterministic and data-derived components. A key advantage of the model is that it is fitted in a step-by-step fashion, enabling appropriate empirical choices to be made at each step.

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

PubMed

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

Limiting similarity of competitive species and demographic stochasticity

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Deng, Ling-Ling; Qiang, Wei-Ya; Cressman, Ross; Tao, Yi

2017-04-01

The limiting similarity of competitive species and its relationship with the competitive exclusion principle is still one of the most important concepts in ecology. In the 1970s, May [R. M. May, Stability and Complexity in Model Ecosystems (Princeton University, Princeton, NJ, 1973)] developed a concise theoretical framework to investigate the limiting similarity of competitive species. His theoretical results show that no limiting similarity threshold of competitive species can be identified in the deterministic model system whereby species more similar than this threshold never coexist. Theoretically, for competitive species coexisting in an unvarying environment, deterministic interspecific interactions and demographic stochasticity can be considered two sides of a coin. To investigate how the "tension" between these two forces affects the coexistence of competing species, a simple two-species competitive system based only on May's model system is transformed into an equivalent replicator equation. The effect of demographic stochasticity on the system stability is measured by the expected drift of the Lyapunov function. Our main results show that the limiting similarity of competitive species should not be considered to be an absolute measure. Specifically, very similar competitive species should be able to coexist in an environment with a high productivity level but big differences between competitive species should be necessary in an ecosystem with a low productivity level.

Using ensemble rainfall predictions in a countrywide flood forecasting model in Scotland

NASA Astrophysics Data System (ADS)

Cranston, M. D.; Maxey, R.; Tavendale, A. C. W.; Buchanan, P.

2012-04-01

Improving flood predictions for all sources of flooding is at the centre of flood risk management policy in Scotland. With the introduction of the Flood Risk Management (Scotland) Act providing a new statutory basis for SEPA's flood warning responsibilities, the pressures on delivering hydrological science developments in support of this legislation has increased. Specifically, flood forecasting capabilities need to develop in support of the need to reduce the impact of flooding through the provision of actively disseminated, reliable and timely flood warnings. Flood forecasting in Scotland has developed significantly in recent years (Cranston and Tavendale, 2012). The development of hydrological models to predict flooding at a catchment scale has relied upon the application of rainfall runoff models utilising raingauge, radar and quantitative precipitation forecasts in the short lead time (less than 6 hours). Single or deterministic forecasts based on highly uncertain rainfall predictions have led to the greatest operational difficulties when communicating flood risk with emergency responders, therefore the emergence of probability-based estimates offers the greatest opportunity for managing uncertain predictions. This paper presents operational application of a physical-conceptual distributed hydrological model on a countrywide basis across Scotland. Developed by CEH Wallingford for SEPA in 2011, Grid-to-Grid (G2G) principally runs in deterministic mode and employs radar and raingauge estimates of rainfall together with weather model predictions to produce forecast river flows, as gridded time-series at a resolution of 1km and for up to 5 days ahead (Cranston, et al., 2012). However the G2G model is now being run operationally using ensemble predictions of rainfall from the MOGREPS-R system to provide probabilistic flood forecasts. By presenting a range of flood predictions on a national scale through this approach, hydrologists are now able to consider an objective measure of the likelihood of flooding impacts to help with risk based emergency communication.

Multidisciplinary insight into clonal expansion of HTLV-1-infected cells in adult T-cell leukemia via modeling by deterministic finite automata coupled with high-throughput sequencing.

PubMed

Farmanbar, Amir; Firouzi, Sanaz; Park, Sung-Joon; Nakai, Kenta; Uchimaru, Kaoru; Watanabe, Toshiki

2017-01-31

Clonal expansion of leukemic cells leads to onset of adult T-cell leukemia (ATL), an aggressive lymphoid malignancy with a very poor prognosis. Infection with human T-cell leukemia virus type-1 (HTLV-1) is the direct cause of ATL onset, and integration of HTLV-1 into the human genome is essential for clonal expansion of leukemic cells. Therefore, monitoring clonal expansion of HTLV-1-infected cells via isolation of integration sites assists in analyzing infected individuals from early infection to the final stage of ATL development. However, because of the complex nature of clonal expansion, the underlying mechanisms have yet to be clarified. Combining computational/mathematical modeling with experimental and clinical data of integration site-based clonality analysis derived from next generation sequencing technologies provides an appropriate strategy to achieve a better understanding of ATL development. As a comprehensively interdisciplinary project, this study combined three main aspects: wet laboratory experiments, in silico analysis and empirical modeling. We analyzed clinical samples from HTLV-1-infected individuals with a broad range of proviral loads using a high-throughput methodology that enables isolation of HTLV-1 integration sites and accurate measurement of the size of infected clones. We categorized clones into four size groups, "very small", "small", "big", and "very big", based on the patterns of clonal growth and observed clone sizes. We propose an empirical formal model based on deterministic finite state automata (DFA) analysis of real clinical samples to illustrate patterns of clonal expansion. Through the developed model, we have translated biological data of clonal expansion into the formal language of mathematics and represented the observed clonality data with DFA. Our data suggest that combining experimental data (absolute size of clones) with DFA can describe the clonality status of patients. This kind of modeling provides a basic understanding as well as a unique perspective for clarifying the mechanisms of clonal expansion in ATL.

Impact of refining the assessment of dietary exposure to cadmium in the European adult population.

PubMed

Ferrari, Pietro; Arcella, Davide; Heraud, Fanny; Cappé, Stefano; Fabiansson, Stefan

2013-01-01

Exposure assessment constitutes an important step in any risk assessment of potentially harmful substances present in food. The European Food Safety Authority (EFSA) first assessed dietary exposure to cadmium in Europe using a deterministic framework, resulting in mean values of exposure in the range of health-based guidance values. Since then, the characterisation of foods has been refined to better match occurrence and consumption data, and a new strategy to handle left-censoring in occurrence data was devised. A probabilistic assessment was performed and compared with deterministic estimates, using occurrence values at the European level and consumption data from 14 national dietary surveys. Mean estimates in the probabilistic assessment ranged from 1.38 (95% CI = 1.35-1.44) to 2.08 (1.99-2.23) µg kg⁻¹ bodyweight (bw) week⁻¹ across the different surveys, which were less than 10% lower than deterministic (middle bound) mean values that ranged from 1.50 to 2.20 µg kg⁻¹ bw week⁻¹. Probabilistic 95th percentile estimates of dietary exposure ranged from 2.65 (2.57-2.72) to 4.99 (4.62-5.38) µg kg⁻¹ bw week⁻¹, which were, with the exception of one survey, between 3% and 17% higher than middle-bound deterministic estimates. Overall, the proportion of subjects exceeding the tolerable weekly intake of 2.5 µg kg⁻¹ bw ranged from 14.8% (13.6-16.0%) to 31.2% (29.7-32.5%) according to the probabilistic assessment. The results of this work indicate that mean values of dietary exposure to cadmium in the European population were of similar magnitude using determinist or probabilistic assessments. For higher exposure levels, probabilistic estimates were almost consistently larger than deterministic counterparts, thus reflecting the impact of using the full distribution of occurrence values to determine exposure levels. It is considered prudent to use probabilistic methodology should exposure estimates be close to or exceeding health-based guidance values.

Sensitivity analysis in a Lassa fever deterministic mathematical model

NASA Astrophysics Data System (ADS)

Abdullahi, Mohammed Baba; Doko, Umar Chado; Mamuda, Mamman

2015-05-01

Lassa virus that causes the Lassa fever is on the list of potential bio-weapons agents. It was recently imported into Germany, the Netherlands, the United Kingdom and the United States as a consequence of the rapid growth of international traffic. A model with five mutually exclusive compartments related to Lassa fever is presented and the basic reproduction number analyzed. A sensitivity analysis of the deterministic model is performed. This is done in order to determine the relative importance of the model parameters to the disease transmission. The result of the sensitivity analysis shows that the most sensitive parameter is the human immigration, followed by human recovery rate, then person to person contact. This suggests that control strategies should target human immigration, effective drugs for treatment and education to reduced person to person contact.

A stochastic chemostat model with an inhibitor and noise independent of population sizes

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

In this paper, a stochastic chemostat model with an inhibitor is considered, here the inhibitor is input from an external source and two organisms in chemostat compete for a nutrient. Firstly, we show that the system has a unique global positive solution. Secondly, by constructing some suitable Lyapunov functions, we investigate that the average in time of the second moment of the solutions of the stochastic model is bounded for a relatively small noise. That is, the asymptotic behaviors of the stochastic system around the equilibrium points of the deterministic system are studied. However, the sufficient large noise can make the microorganisms become extinct with probability one, although the solutions to the original deterministic model may be persistent. Finally, the obtained analytical results are illustrated by computer simulations.

A Deterministic Interfacial Cyclic Oxidation Spalling Model. Part 1; Model Development and Parametric Response

NASA Technical Reports Server (NTRS)

Smialek, James L.

2002-01-01

An equation has been developed to model the iterative scale growth and spalling process that occurs during cyclic oxidation of high temperature materials. Parabolic scale growth and spalling of a constant surface area fraction have been assumed. Interfacial spallation of the only the thickest segments was also postulated. This simplicity allowed for representation by a simple deterministic summation series. Inputs are the parabolic growth rate constant, the spall area fraction, oxide stoichiometry, and cycle duration. Outputs include the net weight change behavior, as well as the total amount of oxygen and metal consumed, the total amount of oxide spalled, and the mass fraction of oxide spalled. The outputs all follow typical well-behaved trends with the inputs and are in good agreement with previous interfacial models.

Abstract probabilistic CNOT gate model based on double encoding: study of the errors and physical realizability

NASA Astrophysics Data System (ADS)

Gueddana, Amor; Attia, Moez; Chatta, Rihab

2015-03-01

In this work, we study the error sources standing behind the non-perfect linear optical quantum components composing a non-deterministic quantum CNOT gate model, which performs the CNOT function with a success probability of 4/27 and uses a double encoding technique to represent photonic qubits at the control and the target. We generalize this model to an abstract probabilistic CNOT version and determine the realizability limits depending on a realistic range of the errors. Finally, we discuss physical constraints allowing the implementation of the Asymmetric Partially Polarizing Beam Splitter (APPBS), which is at the heart of correctly realizing the CNOT function.

Microdose Induced Drain Leakage Effects in Power Trench MOSFETs: Experiment and Modeling

NASA Astrophysics Data System (ADS)

Zebrev, Gennady I.; Vatuev, Alexander S.; Useinov, Rustem G.; Emeliyanov, Vladimir V.; Anashin, Vasily S.; Gorbunov, Maxim S.; Turin, Valentin O.; Yesenkov, Kirill A.

2014-08-01

We study experimentally and theoretically the micro-dose induced drain-source leakage current in the trench power MOSFETs under irradiation with high-LET heavy ions. We found experimentally that cumulative increase of leakage current occurs by means of stochastic spikes corresponding to a strike of single heavy ion into the MOSFET gate oxide. We simulate this effect with the proposed analytic model allowing to describe (including Monte Carlo methods) both the deterministic (cumulative dose) and stochastic (single event) aspects of the problem. Based on this model the survival probability assessment in space heavy ion environment with high LETs was proposed.

Kinetics of Thermal Unimolecular Decomposition of Acetic Anhydride: An Integrated Deterministic and Stochastic Model.

PubMed

Mai, Tam V-T; Duong, Minh V; Nguyen, Hieu T; Lin, Kuang C; Huynh, Lam K

2017-04-27

An integrated deterministic and stochastic model within the master equation/Rice-Ramsperger-Kassel-Marcus (ME/RRKM) framework was first used to characterize temperature- and pressure-dependent behaviors of thermal decomposition of acetic anhydride in a wide range of conditions (i.e., 300-1500 K and 0.001-100 atm). Particularly, using potential energy surface and molecular properties obtained from high-level electronic structure calculations at CCSD(T)/CBS, macroscopic thermodynamic properties and rate coefficients of the title reaction were derived with corrections for hindered internal rotation and tunneling treatments. Being in excellent agreement with the scattered experimental data, the results from deterministic and stochastic frameworks confirmed and complemented each other to reveal that the main decomposition pathway proceeds via a 6-membered-ring transition state with the 0 K barrier of 35.2 kcal·mol -1 . This observation was further understood and confirmed by the sensitivity analysis on the time-resolved species profiles and the derived rate coefficients with respect to the ab initio barriers. Such an agreement suggests the integrated model can be confidently used for a wide range of conditions as a powerful postfacto and predictive tool in detailed chemical kinetic modeling and simulation for the title reaction and thus can be extended to complex chemical reactions.

Evaluation Seismicity west of block-lut for Deterministic Seismic Hazard Assessment of Shahdad ,Iran

NASA Astrophysics Data System (ADS)

Ney, B.; Askari, M.

2009-04-01

Evaluation Seismicity west of block-lut for Deterministic Seismic Hazard Assessment of Shahdad ,Iran Behnoosh Neyestani , Mina Askari Students of Science and Research University,Iran. Seismic Hazard Assessment has been done for Shahdad city in this study , and four maps (Kerman-Bam-Nakhil Ab-Allah Abad) has been prepared to indicate the Deterministic estimate of Peak Ground Acceleration (PGA) in this area. Deterministic Seismic Hazard Assessment has been preformed for a region in eastern Iran (Shahdad) based on the available geological, seismological and geophysical information and seismic zoning map of region has been constructed. For this assessment first Seimotectonic map of study region in a radius of 100km is prepared using geological maps, distribution of historical and instrumental earthquake data and focal mechanism solutions it is used as the base map for delineation of potential seismic sources. After that minimum distance, for every seismic sources until site (Shahdad) and maximum magnitude for each source have been determined. In Shahdad ,according to results, peak ground acceleration using the Yoshimitsu Fukushima &Teiji Tanaka'1990 attenuation relationship is estimated to be 0.58 g, that is related to the movement of nayband fault with distance 2.4km of the site and maximum magnitude Ms=7.5.

Wave ensemble forecast system for tropical cyclones in the Australian region

NASA Astrophysics Data System (ADS)

Zieger, Stefan; Greenslade, Diana; Kepert, Jeffrey D.

2018-05-01

Forecasting of waves under extreme conditions such as tropical cyclones is vitally important for many offshore industries, but there remain many challenges. For Northwest Western Australia (NW WA), wave forecasts issued by the Australian Bureau of Meteorology have previously been limited to products from deterministic operational wave models forced by deterministic atmospheric models. The wave models are run over global (resolution 1/4∘) and regional (resolution 1/10∘) domains with forecast ranges of + 7 and + 3 day respectively. Because of this relatively coarse resolution (both in the wave models and in the forcing fields), the accuracy of these products is limited under tropical cyclone conditions. Given this limited accuracy, a new ensemble-based wave forecasting system for the NW WA region has been developed. To achieve this, a new dedicated 8-km resolution grid was nested in the global wave model. Over this grid, the wave model is forced with winds from a bias-corrected European Centre for Medium Range Weather Forecast atmospheric ensemble that comprises 51 ensemble members to take into account the uncertainties in location, intensity and structure of a tropical cyclone system. A unique technique is used to select restart files for each wave ensemble member. The system is designed to operate in real time during the cyclone season providing + 10-day forecasts. This paper will describe the wave forecast components of this system and present the verification metrics and skill for specific events.

Modeling the Combined Effects of Deterministic and Statistical Structure for Optimization of Regional Monitoring

DTIC Science & Technology

2015-06-30

Aberdeen Ave SE AIR FORCE MATERIEL COMMAND KIRTLAND AIR FORCE BASE, NM 87117-5776 DTIC COPY NOTICE AND SIGNATURE PAGE Using Government drawings...or corporation; or convey any rights or permission to manufacture, use , or sell any patented invention that may relate to them. This report was...synthesizing seismograms using a radiative transport technique to predict the high frequency coda (2 to 4 Hz) of regional seismic phases at stations

Equilibrium reconstruction in an iron core tokamak using a deterministic magnetisation model

NASA Astrophysics Data System (ADS)

Appel, L. C.; Lupelli, I.; JET Contributors

2018-02-01

In many tokamaks ferromagnetic material, usually referred to as an iron-core, is present in order to improve the magnetic coupling between the solenoid and the plasma. The presence of the iron core in proximity to the plasma changes the magnetic topology with consequent effects on the magnetic field structure and the plasma boundary. This paper considers the problem of obtaining the free-boundary plasma equilibrium solution in the presence of ferromagnetic material based on measured constraints. The current approach employs a model described by O'Brien et al. (1992) in which the magnetisation currents at the iron-air boundary are represented by a set of free parameters and appropriate boundary conditions are enforced via a set of quasi-measurements on the material boundary. This can lead to the possibility of overfitting the data and hiding underlying issues with the measured signals. Although the model typically achieves good fits to measured magnetic signals there are significant discrepancies in the inferred magnetic topology compared with other plasma diagnostic measurements that are independent of the magnetic field. An alternative approach for equilibrium reconstruction in iron-core tokamaks, termed the deterministic magnetisation model is developed and implemented in EFIT++. The iron is represented by a boundary current with the gradients in the magnetisation dipole state generating macroscopic internal magnetisation currents. A model for the boundary magnetisation currents at the iron-air interface is developed using B-Splines enabling continuity to arbitrary order; internal magnetisation currents are allocated to triangulated regions within the iron, and a method to enable adaptive refinement is implemented. The deterministic model has been validated by comparing it with a synthetic 2-D electromagnetic model of JET. It is established that the maximum field discrepancy is less than 1.5 mT throughout the vacuum region enclosing the plasma. The discrepancies of simulated magnetic probe signals are accurate to within 1% for signals with absolute magnitude greater than 100mT; in all other cases agreement is to within 1mT. The effect of neglecting the internal magnetisation currents increases the maximum discrepancy in the vacuum region to >20mT, resulting in errors of 5%-10% in the simulated probe signals. The fact that the previous model neglects the internal magnetisation currents (and also has additional free parameters when fitting the measured data) makes it unsuitable for analysing data in the absence of plasma current. The discrepancy of the poloidal magnetic flux within the vacuum vessel is to within 0.1Wb. Finally the deterministic model is applied to an equilibrium force-balance solution of a JET discharge using experimental data. It is shown that the discrepancies of the outboard separatrix position, and the outer strike-point position inferred from Thomson Scattering and Infrared camera data are much improved beyond the routine equilibrium reconstruction, whereas the discrepancy of the inner strike-point position is similar.

Statistically Qualified Neuro-Analytic system and Method for Process Monitoring

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

Vilim, Richard B.; Garcia, Humberto E.; Chen, Frederick W.

1998-11-04

An apparatus and method for monitoring a process involves development and application of a statistically qualified neuro-analytic (SQNA) model to accurately and reliably identify process change. The development of the SQNA model is accomplished in two steps: deterministic model adaption and stochastic model adaptation. Deterministic model adaption involves formulating an analytic model of the process representing known process characteristics,augmenting the analytic model with a neural network that captures unknown process characteristics, and training the resulting neuro-analytic model by adjusting the neural network weights according to a unique scaled equation emor minimization technique. Stochastic model adaptation involves qualifying any remaining uncertaintymore » in the trained neuro-analytic model by formulating a likelihood function, given an error propagation equation, for computing the probability that the neuro-analytic model generates measured process output. Preferably, the developed SQNA model is validated using known sequential probability ratio tests and applied to the process as an on-line monitoring system.« less

Real-time logic modelling on SpaceWire

NASA Astrophysics Data System (ADS)

Zhou, Qiang; Ma, Yunpeng; Fei, Haidong; Wang, Xingyou

2017-04-01

A SpaceWire is a standard for on-board satellite networks as the basis for future data-handling architectures. However, it cannot meet the deterministic requirement for safety/time critical application in spacecraft, where the delay of real-time (RT) message streams must be guaranteed. Therefore, SpaceWire-D is developed that provides deterministic delivery over a SpaceWire network. Formal analysis and verification of real-time systems is critical to their development and safe implementation, and is a prerequisite for obtaining their safety certification. Failure to meet specified timing constraints such as deadlines in hard real-time systems may lead to catastrophic results. In this paper, a formal verification method, Real-Time Logic (RTL), has been proposed to specify and verify timing properties of SpaceWire-D network. Based on the principal of SpaceWire-D protocol, we firstly analyze the timing properties of fundamental transactions, such as RMAP WRITE, and RMAP READ. After that, the RMAP WRITE transaction structure is modeled in Real-Time Logic (RTL) and Presburger Arithmetic representations. And then, the associated constraint graph and safety analysis is provided. Finally, it is suggested that RTL method can be useful for the protocol evaluation and provision of recommendation for further protocol evolutions.

Entrepreneurs, chance, and the deterministic concentration of wealth.

PubMed

Fargione, Joseph E; Lehman, Clarence; Polasky, Stephen

2011-01-01

In many economies, wealth is strikingly concentrated. Entrepreneurs--individuals with ownership in for-profit enterprises--comprise a large portion of the wealthiest individuals, and their behavior may help explain patterns in the national distribution of wealth. Entrepreneurs are less diversified and more heavily invested in their own companies than is commonly assumed in economic models. We present an intentionally simplified individual-based model of wealth generation among entrepreneurs to assess the role of chance and determinism in the distribution of wealth. We demonstrate that chance alone, combined with the deterministic effects of compounding returns, can lead to unlimited concentration of wealth, such that the percentage of all wealth owned by a few entrepreneurs eventually approaches 100%. Specifically, concentration of wealth results when the rate of return on investment varies by entrepreneur and by time. This result is robust to inclusion of realities such as differing skill among entrepreneurs. The most likely overall growth rate of the economy decreases as businesses become less diverse, suggesting that high concentrations of wealth may adversely affect a country's economic growth. We show that a tax on large inherited fortunes, applied to a small portion of the most fortunate in the population, can efficiently arrest the concentration of wealth at intermediate levels.

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.

Asymmetry in Determinants of Running Speed During Curved Sprinting.

PubMed

Ishimura, Kazuhiro; Sakurai, Shinji

2016-08-01

This study investigates the potential asymmetries between inside and outside legs in determinants of curved running speed. To test these asymmetries, a deterministic model of curved running speed was constructed based on components of step length and frequency, including the distances and times of different step phases, takeoff speed and angle, velocities in different directions, and relative height of the runner's center of gravity. Eighteen athletes sprinted 60 m on the curved path of a 400-m track; trials were recorded using a motion-capture system. The variables were calculated following the deterministic model. The average speeds were identical between the 2 sides; however, the step length and frequency were asymmetric. In straight sprinting, there is a trade-off relationship between the step length and frequency; however, such a trade-off relationship was not observed in each step of curved sprinting in this study. Asymmetric vertical velocity at takeoff resulted in an asymmetric flight distance and time. The runners changed the running direction significantly during the outside foot stance because of the asymmetric centripetal force. Moreover, the outside leg had a larger tangential force and shorter stance time. These asymmetries between legs indicated the outside leg plays an important role in curved sprinting.

DIETARY EXPOSURES OF YOUNG CHILDREN, PART 3: MODELLING

EPA Science Inventory

A deterministic model was used to model dietary exposure of young children. Parameters included pesticide residue on food before handling, surface pesticide loading, transfer efficiencies and children's activity patterns. Three components of dietary pesticide exposure were includ...

Reducing the critical particle diameter in (highly) asymmetric sieve-based lateral displacement devices.

PubMed

Dijkshoorn, J P; Schutyser, M A I; Sebris, M; Boom, R M; Wagterveld, R M

2017-10-26

Deterministic lateral displacement technology was originally developed in the realm of microfluidics, but has potential for larger scale separation as well. In our previous studies, we proposed a sieve-based lateral displacement device inspired on the principle of deterministic lateral displacement. The advantages of this new device is that it gives a lower pressure drop, lower risk of particle accumulation, higher throughput and is simpler to manufacture. However, until now this device has only been investigated for its separation of large particles of around 785 µm diameter. To separate smaller particles, we investigate several design parameters for their influence on the critical particle diameter. In a dimensionless evaluation, device designs with different geometry and dimensions were compared. It was found that sieve-based lateral displacement devices are able to displace particles due to the crucial role of the flow profile, despite of their unusual and asymmetric design. These results demonstrate the possibility to actively steer the velocity profile in order to reduce the critical diameter in deterministic lateral displacement devices, which makes this separation principle more accessible for large-scale, high throughput applications.

Deterministic secure quantum communication using a single d-level system

PubMed Central

Jiang, Dong; Chen, Yuanyuan; Gu, Xuemei; Xie, Ling; Chen, Lijun

2017-01-01

Deterministic secure quantum communication (DSQC) can transmit secret messages between two parties without first generating a shared secret key. Compared with quantum key distribution (QKD), DSQC avoids the waste of qubits arising from basis reconciliation and thus reaches higher efficiency. In this paper, based on data block transmission and order rearrangement technologies, we propose a DSQC protocol. It utilizes a set of single d-level systems as message carriers, which are used to directly encode the secret message in one communication process. Theoretical analysis shows that these employed technologies guarantee the security, and the use of a higher dimensional quantum system makes our protocol achieve higher security and efficiency. Since only quantum memory is required for implementation, our protocol is feasible with current technologies. Furthermore, Trojan horse attack (THA) is taken into account in our protocol. We give a THA model and show that THA significantly increases the multi-photon rate and can thus be detected. PMID:28327557

Integrated deterministic and probabilistic safety analysis for safety assessment of nuclear power plants

DOE PAGES

Di Maio, Francesco; Zio, Enrico; Smith, Curtis; ...

2015-07-06

The present special issue contains an overview of the research in the field of Integrated Deterministic and Probabilistic Safety Assessment (IDPSA) of Nuclear Power Plants (NPPs). Traditionally, safety regulation for NPPs design and operation has been based on Deterministic Safety Assessment (DSA) methods to verify criteria that assure plant safety in a number of postulated Design Basis Accident (DBA) scenarios. Referring to such criteria, it is also possible to identify those plant Structures, Systems, and Components (SSCs) and activities that are most important for safety within those postulated scenarios. Then, the design, operation, and maintenance of these “safety-related” SSCs andmore » activities are controlled through regulatory requirements and supported by Probabilistic Safety Assessment (PSA).« less

Deterministic seismic hazard macrozonation of India

NASA Astrophysics Data System (ADS)

Kolathayar, Sreevalsa; Sitharam, T. G.; Vipin, K. S.

2012-10-01

Earthquakes are known to have occurred in Indian subcontinent from ancient times. This paper presents the results of seismic hazard analysis of India (6°-38°N and 68°-98°E) based on the deterministic approach using latest seismicity data (up to 2010). The hazard analysis was done using two different source models (linear sources and point sources) and 12 well recognized attenuation relations considering varied tectonic provinces in the region. The earthquake data obtained from different sources were homogenized and declustered and a total of 27,146 earthquakes of moment magnitude 4 and above were listed in the study area. The sesismotectonic map of the study area was prepared by considering the faults, lineaments and the shear zones which are associated with earthquakes of magnitude 4 and above. A new program was developed in MATLAB for smoothing of the point sources. For assessing the seismic hazard, the study area was divided into small grids of size 0.1° × 0.1° (approximately 10 × 10 km), and the hazard parameters were calculated at the center of each of these grid cells by considering all the seismic sources within a radius of 300 to 400 km. Rock level peak horizontal acceleration (PHA) and spectral accelerations for periods 0.1 and 1 s have been calculated for all the grid points with a deterministic approach using a code written in MATLAB. Epistemic uncertainty in hazard definition has been tackled within a logic-tree framework considering two types of sources and three attenuation models for each grid point. The hazard evaluation without logic tree approach also has been done for comparison of the results. The contour maps showing the spatial variation of hazard values are presented in the paper.

A reliable simultaneous representation of seismic hazard and of ground shaking recurrence

NASA Astrophysics Data System (ADS)

Peresan, A.; Panza, G. F.; Magrin, A.; Vaccari, F.

2015-12-01

Different earthquake hazard maps may be appropriate for different purposes - such as emergency management, insurance and engineering design. Accounting for the lower occurrence rate of larger sporadic earthquakes may allow to formulate cost-effective policies in some specific applications, provided that statistically sound recurrence estimates are used, which is not typically the case of PSHA (Probabilistic Seismic Hazard Assessment). We illustrate the procedure to associate the expected ground motions from Neo-deterministic Seismic Hazard Assessment (NDSHA) to an estimate of their recurrence. Neo-deterministic refers to a scenario-based approach, which allows for the construction of a broad range of earthquake scenarios via full waveforms modeling. From the synthetic seismograms the estimates of peak ground acceleration, velocity and displacement, or any other parameter relevant to seismic engineering, can be extracted. NDSHA, in its standard form, defines the hazard computed from a wide set of scenario earthquakes (including the largest deterministically or historically defined credible earthquake, MCE) and it does not supply the frequency of occurrence of the expected ground shaking. A recent enhanced variant of NDSHA that reliably accounts for recurrence has been developed and it is applied to the Italian territory. The characterization of the frequency-magnitude relation can be performed by any statistically sound method supported by data (e.g. multi-scale seismicity model), so that a recurrence estimate is associated to each of the pertinent sources. In this way a standard NDSHA map of ground shaking is obtained simultaneously with the map of the corresponding recurrences. The introduction of recurrence estimates in NDSHA naturally allows for the generation of ground shaking maps at specified return periods. This permits a straightforward comparison between NDSHA and PSHA maps.

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

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

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

DOE PAGES

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

2018-03-01

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

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.

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.

Probabilistic, meso-scale flood loss modelling

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2016-04-01

Flood risk analyses are an important basis for decisions on flood risk management and adaptation. However, such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments and even more for flood loss modelling. State of the art in flood loss modelling is still the use of simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood loss models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we demonstrate and evaluate the upscaling of the approach to the meso-scale, namely on the basis of land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany (Botto et al. submitted). The application of bagging decision tree based loss models provide a probability distribution of estimated loss per municipality. Validation is undertaken on the one hand via a comparison with eight deterministic loss models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official loss data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of loss estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation approach is that it inherently provides quantitative information about the uncertainty of the prediction. References: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Botto A, Kreibich H, Merz B, Schröter K (submitted) Probabilistic, multi-variable flood loss modelling on the meso-scale with BT-FLEMO. Risk Analysis.

ON JOINT DETERMINISTIC GRID MODELING AND SUB-GRID VARIABILITY CONCEPTUAL FRAMEWORK FOR MODEL EVALUATION

EPA Science Inventory

The general situation, (but exemplified in urban areas), where a significant degree of sub-grid variability (SGV) exists in grid models poses problems when comparing gridbased air quality modeling results with observations. Typically, grid models ignore or parameterize processes ...

An ambiguity of information content and error in an ill-posed satellite inversion

NASA Astrophysics Data System (ADS)

Koner, Prabhat

According to Rodgers (2000, stochastic approach), the averaging kernel (AK) is the representational matrix to understand the information content in a scholastic inversion. On the other hand, in deterministic approach this is referred to as model resolution matrix (MRM, Menke 1989). The analysis of AK/MRM can only give some understanding of how much regularization is imposed on the inverse problem. The trace of the AK/MRM matrix, which is the so-called degree of freedom from signal (DFS; stochastic) or degree of freedom in retrieval (DFR; deterministic). There are no physical/mathematical explanations in the literature: why the trace of the matrix is a valid form to calculate this quantity? We will present an ambiguity between information and error using a real life problem of SST retrieval from GOES13. The stochastic information content calculation is based on the linear assumption. The validity of such mathematics in satellite inversion will be questioned because it is based on the nonlinear radiative transfer and ill-conditioned inverse problems. References: Menke, W., 1989: Geophysical data analysis: discrete inverse theory. San Diego academic press. Rodgers, C.D., 2000: Inverse methods for atmospheric soundings: theory and practice. Singapore :World Scientific.

MT71x: Multi-Temperature Library Based on ENDF/B-VII.1

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

Conlin, Jeremy Lloyd; Parsons, Donald Kent; Gray, Mark Girard

The Nuclear Data Team has released a multitemperature transport library, MT71x, based upon ENDF/B-VII.1 with a few modifications as well as additional evaluations for a total of 427 isotope tables. The library was processed using NJOY2012.39 into 23 temperatures. MT71x consists of two sub-libraries; MT71xMG for multigroup energy representation data and MT71xCE for continuous energy representation data. These sub-libraries are suitable for deterministic transport and Monte Carlo transport applications, respectively. The SZAs used are the same for the two sub-libraries; that is, the same SZA can be used for both libraries. This makes comparisons between the two libraries and betweenmore » deterministic and Monte Carlo codes straightforward. Both the multigroup energy and continuous energy libraries were verified and validated with our checking codes checkmg and checkace (multigroup and continuous energy, respectively) Then an expanded suite of tests was used for additional verification and, finally, verified using an extensive suite of critical benchmark models. We feel that this library is suitable for all calculations and is particularly useful for calculations sensitive to temperature effects.« less

A study of parameter identification

NASA Technical Reports Server (NTRS)

Herget, C. J.; Patterson, R. E., III

1978-01-01

A set of definitions for deterministic parameter identification ability were proposed. Deterministic parameter identificability properties are presented based on four system characteristics: direct parameter recoverability, properties of the system transfer function, properties of output distinguishability, and uniqueness properties of a quadratic cost functional. Stochastic parameter identifiability was defined in terms of the existence of an estimation sequence for the unknown parameters which is consistent in probability. Stochastic parameter identifiability properties are presented based on the following characteristics: convergence properties of the maximum likelihood estimate, properties of the joint probability density functions of the observations, and properties of the information matrix.

Designing a podiatry service to meet the needs of the population: a service simulation.

PubMed

Campbell, Jackie A

2007-02-01

A model of a podiatry service has been developed which takes into consideration the effect of changing access criteria, skill mix and staffing levels (among others) given fixed local staffing budgets and the foot-health characteristics of the local community. A spreadsheet-based deterministic model was chosen to allow maximum transparency of programming. This work models a podiatry service in England, but could be adapted for other settings and, with some modification, for other community-based services. This model enables individual services to see the effect on outcome parameters such as number of patients treated, number discharged and size of waiting lists of various service configurations, given their individual local data profile. The process of designing the model has also had spin-off benefits for the participants in making explicit many of the implicit rules used in managing their services.

Semi-quantum communication: protocols for key agreement, controlled secure direct communication and dialogue

NASA Astrophysics Data System (ADS)

Shukla, Chitra; Thapliyal, Kishore; Pathak, Anirban

2017-12-01

Semi-quantum protocols that allow some of the users to remain classical are proposed for a large class of problems associated with secure communication and secure multiparty computation. Specifically, first-time semi-quantum protocols are proposed for key agreement, controlled deterministic secure communication and dialogue, and it is shown that the semi-quantum protocols for controlled deterministic secure communication and dialogue can be reduced to semi-quantum protocols for e-commerce and private comparison (socialist millionaire problem), respectively. Complementing with the earlier proposed semi-quantum schemes for key distribution, secret sharing and deterministic secure communication, set of schemes proposed here and subsequent discussions have established that almost every secure communication and computation tasks that can be performed using fully quantum protocols can also be performed in semi-quantum manner. Some of the proposed schemes are completely orthogonal-state-based, and thus, fundamentally different from the existing semi-quantum schemes that are conjugate coding-based. Security, efficiency and applicability of the proposed schemes have been discussed with appropriate importance.

Automatic construction of a recurrent neural network based classifier for vehicle passage detection

NASA Astrophysics Data System (ADS)

Burnaev, Evgeny; Koptelov, Ivan; Novikov, German; Khanipov, Timur

2017-03-01

Recurrent Neural Networks (RNNs) are extensively used for time-series modeling and prediction. We propose an approach for automatic construction of a binary classifier based on Long Short-Term Memory RNNs (LSTM-RNNs) for detection of a vehicle passage through a checkpoint. As an input to the classifier we use multidimensional signals of various sensors that are installed on the checkpoint. Obtained results demonstrate that the previous approach to handcrafting a classifier, consisting of a set of deterministic rules, can be successfully replaced by an automatic RNN training on an appropriately labelled data.

Climate is changing, everything is flowing, stationarity is immortal

NASA Astrophysics Data System (ADS)

Koutsoyiannis, Demetris; Montanari, Alberto

2015-04-01

There is no doubt that climate is changing -- and ever has been. The environment is also changing and in the last decades, as a result of demographic change and technological advancement, environmental change has been accelerating. These affect also the hydrological processes, whose changes in connection with rapidly changing human systems have been the focus of the new scientific decade 2013-2022 of the International Association of Hydrological Sciences, entitled "Panta Rhei - Everything Flows". In view of the changing systems, it has recently suggested that, when dealing with water management and hydrological extremes, stationarity is no longer a proper assumption. Hence, it was proposed that hydrological processes should be treated as nonstationary. Two main reasons contributed to this perception. First, the climate models project a future hydroclimate that will be different from the current one. Second, as streamflow record become longer, they indicate the presence of upward or downward trends. However, till now hydroclimatic projections made in the recent past have not been verified. At the same time, evidence from quite longer records, instrumental or proxy, suggest that local trends are omnipresent but not monotonic; rather at some time upward trends turn to downward ones and vice versa. These observations suggest that improvident dismiss of stationarity and adoption of nonstationary descriptions based either on climate model outputs or observed trends may entail risks. The risks stem from the facts that the future can be different from what was deterministically projected, that deterministic projections are associated with an illusion of decreased uncertainty, as well as that nonstationary models fitted on observed data may have lower predictive capacity than simpler stationary ones. In most of the cases, what is actually needed is to revisit the concept of stationarity and try to apply it carefully, making it consistent with the presence of local trends, possibly incorporating information from deterministic predictions, whenever these prove to be reliable, and estimating the total predictive uncertainty.

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

PubMed

Palma, Eduardo; Salinas, Lilian; Aracena, Julio

2016-03-01

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

A function accounting for training set size and marker density to model the average accuracy of genomic prediction.

PubMed

Erbe, Malena; Gredler, Birgit; Seefried, Franz Reinhold; Bapst, Beat; Simianer, Henner

2013-01-01

Prediction of genomic breeding values is of major practical relevance in dairy cattle breeding. Deterministic equations have been suggested to predict the accuracy of genomic breeding values in a given design which are based on training set size, reliability of phenotypes, and the number of independent chromosome segments ([Formula: see text]). The aim of our study was to find a general deterministic equation for the average accuracy of genomic breeding values that also accounts for marker density and can be fitted empirically. Two data sets of 5'698 Holstein Friesian bulls genotyped with 50 K SNPs and 1'332 Brown Swiss bulls genotyped with 50 K SNPs and imputed to ∼600 K SNPs were available. Different k-fold (k = 2-10, 15, 20) cross-validation scenarios (50 replicates, random assignment) were performed using a genomic BLUP approach. A maximum likelihood approach was used to estimate the parameters of different prediction equations. The highest likelihood was obtained when using a modified form of the deterministic equation of Daetwyler et al. (2010), augmented by a weighting factor (w) based on the assumption that the maximum achievable accuracy is [Formula: see text]. The proportion of genetic variance captured by the complete SNP sets ([Formula: see text]) was 0.76 to 0.82 for Holstein Friesian and 0.72 to 0.75 for Brown Swiss. When modifying the number of SNPs, w was found to be proportional to the log of the marker density up to a limit which is population and trait specific and was found to be reached with ∼20'000 SNPs in the Brown Swiss population studied.

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 ) .

Effects of Noise on Ecological Invasion Processes: Bacteriophage-mediated Competition in Bacteria

NASA Astrophysics Data System (ADS)

Joo, Jaewook; Eric, Harvill; Albert, Reka

2007-03-01

Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to a more vulnerable resident species, is one of the principle driving forces influencing biodiversity in nature. Using an experimental system of bacteriophage-mediated competition in bacterial populations and a deterministic model, we have shown in [Joo et al 2005] that the competitive advantage conferred by the phage depends only on the relative phage pathology and is independent of the initial phage concentration and other phage and host parameters such as the infection-causing contact rate, the spontaneous and infection-induced lysis rates, and the phage burst size. Here we investigate the effects of stochastic fluctuations on bacterial invasion facilitated by bacteriophage, and examine the validity of the deterministic approach. We use both numerical and analytical methods of stochastic processes to identify the source of noise and assess its magnitude. We show that the conclusions obtained from the deterministic model are robust against stochastic fluctuations, yet deviations become prominently large when the phage are more pathological to the invading bacterial strain.

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Modelling the interaction between flooding events and economic growth

NASA Astrophysics Data System (ADS)

Grames, J.; Prskawetz, A.; Grass, D.; Blöschl, G.

2015-06-01

Socio-hydrology describes the interaction between the socio-economy and water. Recent models analyze the interplay of community risk-coping culture, flooding damage and economic growth (Di Baldassarre et al., 2013; Viglione et al., 2014). These models descriptively explain the feedbacks between socio-economic development and natural disasters like floods. Contrary to these descriptive models, our approach develops an optimization model, where the intertemporal decision of an economic agent interacts with the hydrological system. In order to build this first economic growth model describing the interaction between the consumption and investment decisions of an economic agent and the occurrence of flooding events, we transform an existing descriptive stochastic model into an optimal deterministic model. The intermediate step is to formulate and simulate a descriptive deterministic model. We develop a periodic water function to approximate the former discrete stochastic time series of rainfall events. Due to the non-autonomous exogenous periodic rainfall function the long-term path of consumption and investment will be periodic.

Equation-based model for the stock market

NASA Astrophysics Data System (ADS)

Xavier, Paloma O. C.; Atman, A. P. F.; de Magalhães, A. R. Bosco

2017-09-01

We propose a stock market model which is investigated in the forms of difference and differential equations whose variables correspond to the demand or supply of each agent and to the price. In the model, agents are driven by the behavior of their trust contact network as well by fundamental analysis. By means of the deterministic version of the model, the connection between such drive mechanisms and the price is analyzed: imitation behavior promotes market instability, finitude of resources is associated to stock index stability, and high sensitivity to the fair price provokes price oscillations. Long-range correlations in the price temporal series and heavy-tailed distribution of returns are observed for the version of the model which considers different proposals for stochasticity of microeconomic and macroeconomic origins.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

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

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

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.

Dopant-controlled single-electron pumping through a metallic island

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

Wenz, Tobias, E-mail: tobias.wenz@ptb.de; Hohls, Frank, E-mail: frank.hohls@ptb.de; Jehl, Xavier

We investigate a hybrid metallic island/single dopant electron pump based on fully depleted silicon-on-insulator technology. Electron transfer between the central metallic island and the leads is controlled by resonant tunneling through single phosphorus dopants in the barriers. Top gates above the barriers are used to control the resonance conditions. Applying radio frequency signals to the gates, non-adiabatic quantized electron pumping is achieved. A simple deterministic model is presented and confirmed by comparing measurements with simulations.

A Comparison of Filter-based Approaches for Model-based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew John; Saha, Bhaskar; Goebel, Kai

2012-01-01

Model-based prognostics approaches use domain knowledge about a system and its failure modes through the use of physics-based models. Model-based prognosis is generally divided into two sequential problems: a joint state-parameter estimation problem, in which, using the model, the health of a system or component is determined based on the observations; and a prediction problem, in which, using the model, the stateparameter distribution is simulated forward in time to compute end of life and remaining useful life. The first problem is typically solved through the use of a state observer, or filter. The choice of filter depends on the assumptions that may be made about the system, and on the desired algorithm performance. In this paper, we review three separate filters for the solution to the first problem: the Daum filter, an exact nonlinear filter; the unscented Kalman filter, which approximates nonlinearities through the use of a deterministic sampling method known as the unscented transform; and the particle filter, which approximates the state distribution using a finite set of discrete, weighted samples, called particles. Using a centrifugal pump as a case study, we conduct a number of simulation-based experiments investigating the performance of the different algorithms as applied to prognostics.

Deterministic Secure Quantum Communication and Authentication Protocol based on Extended GHZ-W State and Quantum One-time Pad

NASA Astrophysics Data System (ADS)

Li, Na; Li, Jian; Li, Lei-Lei; Wang, Zheng; Wang, Tao

2016-08-01

A deterministic secure quantum communication and authentication protocol based on extended GHZ-W state and quantum one-time pad is proposed. In the protocol, state | φ -> is used as the carrier. One photon of | φ -> state is sent to Alice, and Alice obtains a random key by measuring photons with bases determined by ID. The information of bases is secret to others except Alice and Bob. Extended GHZ-W states are used as decoy photons, the positions of which in information sequence are encoded with identity string ID of the legal user, and the eavesdropping detection rate reaches 81%. The eavesdropping detection based on extended GHZ-W state combines with authentication and the secret ID ensures the security of the protocol.

Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

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

He, Xu; Tuo, Rui; Jeff Wu, C. F.

Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi- delity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. Here, from simulation results and a real example using finite element analysis,more » our method out-performs the expected improvement (EI) criterion which works for single-accuracy experiments.« less

Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

DOE PAGES

He, Xu; Tuo, Rui; Jeff Wu, C. F.

2017-01-31

Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi- delity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. Here, from simulation results and a real example using finite element analysis,more » our method out-performs the expected improvement (EI) criterion which works for single-accuracy experiments.« less

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.

The Constitutive Modeling of Thin Films with Randon Material Wrinkles

NASA Technical Reports Server (NTRS)

Murphey, Thomas W.; Mikulas, Martin M.

2001-01-01

Material wrinkles drastically alter the structural constitutive properties of thin films. Normally linear elastic materials, when wrinkled, become highly nonlinear and initially inelastic. Stiffness' reduced by 99% and negative Poisson's ratios are typically observed. This paper presents an effective continuum constitutive model for the elastic effects of material wrinkles in thin films. The model considers general two-dimensional stress and strain states (simultaneous bi-axial and shear stress/strain) and neglects out of plane bending. The constitutive model is derived from a traditional mechanics analysis of an idealized physical model of random material wrinkles. Model parameters are the directly measurable wrinkle characteristics of amplitude and wavelength. For these reasons, the equations are mechanistic and deterministic. The model is compared with bi-axial tensile test data for wrinkled Kaptong(Registered Trademark) HN and is shown to deterministically predict strain as a function of stress with an average RMS error of 22%. On average, fitting the model to test data yields an RMS error of 1.2%

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...

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

Mou, J.I.; King, C.

The focus of this study is to develop a sensor fused process modeling and control methodology to model, assess, and then enhance the performance of a hexapod machine for precision product realization. Deterministic modeling technique was used to derive models for machine performance assessment and enhancement. Sensor fusion methodology was adopted to identify the parameters of the derived models. Empirical models and computational algorithms were also derived and implemented to model, assess, and then enhance the machine performance. The developed sensor fusion algorithms can be implemented on a PC-based open architecture controller to receive information from various sensors, assess themore » status of the process, determine the proper action, and deliver the command to actuators for task execution. This will enhance a hexapod machine`s capability to produce workpieces within the imposed dimensional tolerances.« less

On the applicability of low-dimensional models for convective flow reversals at extreme Prandtl numbers

NASA Astrophysics Data System (ADS)

Mannattil, Manu; Pandey, Ambrish; Verma, Mahendra K.; Chakraborty, Sagar

2017-12-01

Constructing simpler models, either stochastic or deterministic, for exploring the phenomenon of flow reversals in fluid systems is in vogue across disciplines. Using direct numerical simulations and nonlinear time series analysis, we illustrate that the basic nature of flow reversals in convecting fluids can depend on the dimensionless parameters describing the system. Specifically, we find evidence of low-dimensional behavior in flow reversals occurring at zero Prandtl number, whereas we fail to find such signatures for reversals at infinite Prandtl number. Thus, even in a single system, as one varies the system parameters, one can encounter reversals that are fundamentally different in nature. Consequently, we conclude that a single general low-dimensional deterministic model cannot faithfully characterize flow reversals for every set of parameter values.

Toward a Deterministic Model of Planetary Formation. II. The Formation and Retention of Gas Giant Planets around Stars with a Range of Metallicities

NASA Astrophysics Data System (ADS)

Ida, Shigeru; Lin, D. N. C.

2004-11-01

The apparent dependence of detection frequency of extrasolar planets on the metallicity of their host stars is investigated with Monte Carlo simulations using a deterministic core-accretion planet formation model. According to this model, gas giants formed and acquired their mass Mp through planetesimal coagulation followed by the emergence of cores onto which gas is accreted. These protoplanets migrate and attain their asymptotic semimajor axis a through tidal interaction with their nascent disk. Based on the observed properties of protostellar disks, we generate an Mp-a distribution. Our results reproduce the observed lack of planets with intermediate mass Mp=10-100 M⊕ and a<~3 AU and with large mass Mp>~103 M⊕ and a<~0.2 AU. Based on the simulated Mp-a distributions, we also evaluate the metallicity dependence of the fraction of stars harboring planets that are detectable with current radial velocity surveys. If protostellar disks attain the same fraction of heavy elements as contained in their host stars, the detection probability around metal-rich stars would be greatly enhanced because protoplanetary cores formed in them can grow to several Earth masses prior to their depletion. These large masses are required for the cores to initiate rapid gas accretion and to transform into giant planets. The theoretically extrapolated metallicity dependence is consistent with the observations. This correlation does not arise naturally in the gravitational-instability scenario. We also suggest other metallicity dependences of the planet distributions that can be tested by ongoing observations.

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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