Fault Tolerant Optimal Control.
1982-08-01
subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification
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.
Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.
Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M
2016-12-01
Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.
Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology
Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.
2016-01-01
Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915
Cotter, C J; Gottwald, G A; Holm, D D
2017-09-01
In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.
Cotter, C. J.
2017-01-01
In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316
Simulation of Stochastic Processes by Coupled ODE-PDE
NASA Technical Reports Server (NTRS)
Zak, Michail
2008-01-01
A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.
Solving Partial Differential Equations in a data-driven multiprocessor environment
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gaudiot, J.L.; Lin, C.M.; Hosseiniyar, M.
1988-12-31
Partial differential equations can be found in a host of engineering and scientific problems. The emergence of new parallel architectures has spurred research in the definition of parallel PDE solvers. Concurrently, highly programmable systems such as data-how architectures have been proposed for the exploitation of large scale parallelism. The implementation of some Partial Differential Equation solvers (such as the Jacobi method) on a tagged token data-flow graph is demonstrated here. Asynchronous methods (chaotic relaxation) are studied and new scheduling approaches (the Token No-Labeling scheme) are introduced in order to support the implementation of the asychronous methods in a data-driven environment.more » New high-level data-flow language program constructs are introduced in order to handle chaotic operations. Finally, the performance of the program graphs is demonstrated by a deterministic simulation of a message passing data-flow multiprocessor. An analysis of the overhead in the data-flow graphs is undertaken to demonstrate the limits of parallel operations in dataflow PDE program graphs.« less
A complete and partial integrability technique of the Lorenz system
NASA Astrophysics Data System (ADS)
Bougoffa, Lazhar; Al-Awfi, Saud; Bougouffa, Smail
2018-06-01
In this paper we deal with the well-known nonlinear Lorenz system that describes the deterministic chaos phenomenon. We consider an interesting problem with time-varying phenomena in quantum optics. Then we establish from the motion equations the passage to the Lorenz system. Furthermore, we show that the reduction to the third order non linear equation can be performed. Therefore, the obtained differential equation can be analytically solved in some special cases and transformed to Abel, Dufing, Painlevé and generalized Emden-Fowler equations. So, a motivating technique that permitted a complete and partial integrability of the Lorenz system is presented.
Algorithm refinement for stochastic partial differential equations: II. Correlated systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.
2005-08-10
We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less
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?'
Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil
Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.
Singular growth shapes in turbulent field theories
NASA Astrophysics Data System (ADS)
Conrado, Claudine V.; Bohr, Tomas
1994-05-01
In this work we study deterministic, turbulent partial differential equations (the Kuramoto-Sivashinsky equation and generalizations) with initial conditions which are nonzero only in a small region. We demonstrate that the asymptotic state has a well-defined growth shape, which can be determined by the combination of nonlinear growth velocities, and front propagation governed by the linear instabilities. We show that the growth shapes are, in general, singular and that a new type of instability occurs when the growth shape becomes discontinuous.
Variational principles for stochastic fluid dynamics
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
Azunre, P.
2016-09-21
Here in this paper, two novel techniques for bounding the solutions of parametric weakly coupled second-order semilinear parabolic partial differential equations are developed. The first provides a theorem to construct interval bounds, while the second provides a theorem to construct lower bounds convex and upper bounds concave in the parameter. The convex/concave bounds can be significantly tighter than the interval bounds because of the wrapping effect suffered by interval analysis in dynamical systems. Both types of bounds are computationally cheap to construct, requiring solving auxiliary systems twice and four times larger than the original system, respectively. An illustrative numerical examplemore » of bound construction and use for deterministic global optimization within a simple serial branch-and-bound algorithm, implemented numerically using interval arithmetic and a generalization of McCormick's relaxation technique, is presented. Finally, problems within the important class of reaction-diffusion systems may be optimized with these tools.« less
A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.
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
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
A deterministic particle method for one-dimensional reaction-diffusion equations
NASA Technical Reports Server (NTRS)
Mascagni, Michael
1995-01-01
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
Lyapunov exponents for infinite dimensional dynamical systems
NASA Technical Reports Server (NTRS)
Mhuiris, Nessan Mac Giolla
1987-01-01
Classically it was held that solutions to deterministic partial differential equations (i.e., ones with smooth coefficients and boundary data) could become random only through one mechanism, namely by the activation of more and more of the infinite number of degrees of freedom that are available to such a system. It is only recently that researchers have come to suspect that many infinite dimensional nonlinear systems may in fact possess finite dimensional chaotic attractors. Lyapunov exponents provide a tool for probing the nature of these attractors. This paper examines how these exponents might be measured for infinite dimensional systems.
Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Preston, Leiph
Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fractionmore » of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.« less
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.
Benzi, Michele; Evans, Thomas M.; Hamilton, Steven P.; ...
2017-03-05
Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.
Geomorphic Transport Laws and the Statistics of Topography and Stratigraphy
NASA Astrophysics Data System (ADS)
Schumer, R.; Taloni, A.; Furbish, D. J.
2016-12-01
Geomorphic transport laws take the form of partial differential equations in which sediment motion is a deterministic function of slope. The addition of a noise term, representing unmeasurable, or subgrid scale autogenic forcing, reproduces scaling properties similar to those observed in topography, landforms, and stratigraphy. Here we describe a transport law that generalizes previous equations by permitting transport that is local or non-local in addition to different types of noise. More importantly, we use this transport law to link the character of sediment transport to the statistics of topography and stratigraphy. In particular, we link the origin of the Sadler effect to the evolution of the earth surface via a transport law.
Stochastic simulations on a model of circadian rhythm generation.
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.
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.
NASA Astrophysics Data System (ADS)
Deco, Gustavo; Martí, Daniel
2007-03-01
The analysis of transitions in stochastic neurodynamical systems is essential to understand the computational principles that underlie those perceptual and cognitive processes involving multistable phenomena, like decision making and bistable perception. To investigate the role of noise in a multistable neurodynamical system described by coupled differential equations, one usually considers numerical simulations, which are time consuming because of the need for sufficiently many trials to capture the statistics of the influence of the fluctuations on that system. An alternative analytical approach involves the derivation of deterministic differential equations for the moments of the distribution of the activity of the neuronal populations. However, the application of the method of moments is restricted by the assumption that the distribution of the state variables of the system takes on a unimodal Gaussian shape. We extend in this paper the classical moments method to the case of bimodal distribution of the state variables, such that a reduced system of deterministic coupled differential equations can be derived for the desired regime of multistability.
An Analysis of Coherent Digital Receivers in the Presence of Colored Noise Interference.
1985-06-01
115 6.4 Pe for Det-erministic Jamnmers, JSR = 0.01, E0.3---------------------------------------------116 6.5 Pe for Deterministic Jamnmers, JSR = 0.1...k k where h p(t) and hhi(t) are the particular and homogeneous solutions, respectively, to a differential equation derived from the Fredholm I...yields 2 2D(s2)c (s) = N(s ) (3.4)c Multiplication by s corresponds to differentiation with respect to t in the time domain. So, Eq. (3.4) becomes D(p 2)K
Compartmental and Spatial Rule-Based Modeling with Virtual Cell.
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.
NASA Astrophysics Data System (ADS)
Preston, L. A.
2017-12-01
Marine hydrokinetic (MHK) devices offer a clean, renewable alternative energy source for the future. Responsible utilization of MHK devices, however, requires that the effects of acoustic noise produced by these devices on marine life and marine-related human activities be well understood. Paracousti is a 3-D full waveform acoustic modeling suite that can accurately propagate MHK noise signals in the complex bathymetry found in the near-shore to open ocean environment and considers real properties of the seabed, water column, and air-surface interface. However, this is a deterministic simulation that assumes the environment and source are exactly known. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected noise levels within the marine environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. One method is to use Monte Carlo (MC) techniques where simulation results from a large number of deterministic solutions are aggregated to provide statistical properties of the output signal. However, MC methods can be computationally prohibitive since they can require tens of thousands or more simulations to build up an accurate representation of those statistical properties. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a small fraction of the computational cost of MC. We are developing a SPDE solver for the 3-D acoustic wave propagation problem called Paracousti-UQ to help regulators and operators assess the statistical properties of environmental noise produced by MHK devices. In this presentation, we present the SPDE method and compare statistical distributions of simulated acoustic signals in simple models to MC simulations to show the accuracy and efficiency of the SPDE method. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia LLC, a wholly owned subsidiary of Honeywell International Inc. for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.
The past, present and future of cyber-physical systems: a focus on models.
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
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
Simulations of Fluvial Landscapes
NASA Astrophysics Data System (ADS)
Cattan, D.; Birnir, B.
2013-12-01
The Smith-Bretherton-Birnir (SBB) model for fluvial landsurfaces consists of a pair of partial differential equations, one governing water flow and one governing the sediment flow. Numerical solutions of these equations have been shown to provide realistic models in the evolution of fluvial landscapes. Further analysis of these equations shows that they possess scaling laws (Hack's Law) that are known to exist in nature. However, the simulations are highly dependent on the numerical methods used; with implicit methods exhibiting the correct scaling laws, but the explicit methods fail to do so. These equations, and the resulting models, help to bridge the gap between the deterministic and the stochastic theories of landscape evolution. Slight modifications of the SBB equations make the results of the model more realistic. By modifying the sediment flow equation, the model obtains more pronounced meandering rivers. Typical landsurface with rivers.
White, L J; Mandl, J N; Gomes, M G M; Bodley-Tickell, A T; Cane, P A; Perez-Brena, P; Aguilar, J C; Siqueira, M M; Portes, S A; Straliotto, S M; Waris, M; Nokes, D J; Medley, G F
2007-09-01
The nature and role of re-infection and partial immunity are likely to be important determinants of the transmission dynamics of human respiratory syncytial virus (hRSV). We propose a single model structure that captures four possible host responses to infection and subsequent reinfection: partial susceptibility, altered infection duration, reduced infectiousness and temporary immunity (which might be partial). The magnitude of these responses is determined by four homotopy parameters, and by setting some of these parameters to extreme values we generate a set of eight nested, deterministic transmission models. In order to investigate hRSV transmission dynamics, we applied these models to incidence data from eight international locations. Seasonality is included as cyclic variation in transmission. Parameters associated with the natural history of the infection were assumed to be independent of geographic location, while others, such as those associated with seasonality, were assumed location specific. Models incorporating either of the two extreme assumptions for immunity (none or solid and lifelong) were unable to reproduce the observed dynamics. Model fits with either waning or partial immunity to disease or both were visually comparable. The best fitting structure was a lifelong partial immunity to both disease and infection. Observed patterns were reproduced by stochastic simulations using the parameter values estimated from the deterministic models.
Laomettachit, Teeraphan; Chen, Katherine C; Baumann, William T; Tyson, John J
2016-01-01
To understand the molecular mechanisms that regulate cell cycle progression in eukaryotes, a variety of mathematical modeling approaches have been employed, ranging from Boolean networks and differential equations to stochastic simulations. Each approach has its own characteristic strengths and weaknesses. In this paper, we propose a "standard component" modeling strategy that combines advantageous features of Boolean networks, differential equations and stochastic simulations in a framework that acknowledges the typical sorts of reactions found in protein regulatory networks. Applying this strategy to a comprehensive mechanism of the budding yeast cell cycle, we illustrate the potential value of standard component modeling. The deterministic version of our model reproduces the phenotypic properties of wild-type cells and of 125 mutant strains. The stochastic version of our model reproduces the cell-to-cell variability of wild-type cells and the partial viability of the CLB2-dbΔ clb5Δ mutant strain. Our simulations show that mathematical modeling with "standard components" can capture in quantitative detail many essential properties of cell cycle control in budding yeast.
Laomettachit, Teeraphan; Chen, Katherine C.; Baumann, William T.
2016-01-01
To understand the molecular mechanisms that regulate cell cycle progression in eukaryotes, a variety of mathematical modeling approaches have been employed, ranging from Boolean networks and differential equations to stochastic simulations. Each approach has its own characteristic strengths and weaknesses. In this paper, we propose a “standard component” modeling strategy that combines advantageous features of Boolean networks, differential equations and stochastic simulations in a framework that acknowledges the typical sorts of reactions found in protein regulatory networks. Applying this strategy to a comprehensive mechanism of the budding yeast cell cycle, we illustrate the potential value of standard component modeling. The deterministic version of our model reproduces the phenotypic properties of wild-type cells and of 125 mutant strains. The stochastic version of our model reproduces the cell-to-cell variability of wild-type cells and the partial viability of the CLB2-dbΔ clb5Δ mutant strain. Our simulations show that mathematical modeling with “standard components” can capture in quantitative detail many essential properties of cell cycle control in budding yeast. PMID:27187804
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.
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.
A stochastic-field description of finite-size spiking neural networks
Longtin, André
2017-01-01
Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity—the density of active neurons per unit time—is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics. PMID:28787447
DOE Office of Scientific and Technical Information (OSTI.GOV)
Azunre, P.
Here in this paper, two novel techniques for bounding the solutions of parametric weakly coupled second-order semilinear parabolic partial differential equations are developed. The first provides a theorem to construct interval bounds, while the second provides a theorem to construct lower bounds convex and upper bounds concave in the parameter. The convex/concave bounds can be significantly tighter than the interval bounds because of the wrapping effect suffered by interval analysis in dynamical systems. Both types of bounds are computationally cheap to construct, requiring solving auxiliary systems twice and four times larger than the original system, respectively. An illustrative numerical examplemore » of bound construction and use for deterministic global optimization within a simple serial branch-and-bound algorithm, implemented numerically using interval arithmetic and a generalization of McCormick's relaxation technique, is presented. Finally, problems within the important class of reaction-diffusion systems may be optimized with these tools.« less
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.
Converting differential-equation models of biological systems to membrane computing.
Muniyandi, Ravie Chandren; Zin, Abdullah Mohd; Sanders, J W
2013-12-01
This paper presents a method to convert the deterministic, continuous representation of a biological system by ordinary differential equations into a non-deterministic, discrete membrane computation. The dynamics of the membrane computation is governed by rewrite rules operating at certain rates. That has the advantage of applying accurately to small systems, and to expressing rates of change that are determined locally, by region, but not necessary globally. Such spatial information augments the standard differentiable approach to provide a more realistic model. A biological case study of the ligand-receptor network of protein TGF-β is used to validate the effectiveness of the conversion method. It demonstrates the sense in which the behaviours and properties of the system are better preserved in the membrane computing model, suggesting that the proposed conversion method may prove useful for biological systems in particular. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
A deterministic partial differential equation model for dose calculation in electron radiotherapy.
Duclous, R; Dubroca, B; Frank, M
2010-07-07
High-energy ionizing radiation is a prominent modality for the treatment of many cancers. The approaches to electron dose calculation can be categorized into semi-empirical models (e.g. Fermi-Eyges, convolution-superposition) and probabilistic methods (e.g.Monte Carlo). A third approach to dose calculation has only recently attracted attention in the medical physics community. This approach is based on the deterministic kinetic equations of radiative transfer. We derive a macroscopic partial differential equation model for electron transport in tissue. This model involves an angular closure in the phase space. It is exact for the free streaming and the isotropic regime. We solve it numerically by a newly developed HLLC scheme based on Berthon et al (2007 J. Sci. Comput. 31 347-89) that exactly preserves the key properties of the analytical solution on the discrete level. We discuss several test cases taken from the medical physics literature. A test case with an academic Henyey-Greenstein scattering kernel is considered. We compare our model to a benchmark discrete ordinate solution. A simplified model of electron interactions with tissue is employed to compute the dose of an electron beam in a water phantom, and a case of irradiation of the vertebral column. Here our model is compared to the PENELOPE Monte Carlo code. In the academic example, the fluences computed with the new model and a benchmark result differ by less than 1%. The depths at half maximum differ by less than 0.6%. In the two comparisons with Monte Carlo, our model gives qualitatively reasonable dose distributions. Due to the crude interaction model, these so far do not have the accuracy needed in clinical practice. However, the new model has a computational cost that is less than one-tenth of the cost of a Monte Carlo simulation. In addition, simulations can be set up in a similar way as a Monte Carlo simulation. If more detailed effects such as coupled electron-photon transport, bremsstrahlung, Compton scattering and the production of delta electrons are added to our model, the computation time will only slightly increase. Its margin of error, on the other hand, will decrease and should be within a few per cent of the actual dose. Therefore, the new model has the potential to become useful for dose calculations in clinical practice.
A deterministic partial differential equation model for dose calculation in electron radiotherapy
NASA Astrophysics Data System (ADS)
Duclous, R.; Dubroca, B.; Frank, M.
2010-07-01
High-energy ionizing radiation is a prominent modality for the treatment of many cancers. The approaches to electron dose calculation can be categorized into semi-empirical models (e.g. Fermi-Eyges, convolution-superposition) and probabilistic methods (e.g. Monte Carlo). A third approach to dose calculation has only recently attracted attention in the medical physics community. This approach is based on the deterministic kinetic equations of radiative transfer. We derive a macroscopic partial differential equation model for electron transport in tissue. This model involves an angular closure in the phase space. It is exact for the free streaming and the isotropic regime. We solve it numerically by a newly developed HLLC scheme based on Berthon et al (2007 J. Sci. Comput. 31 347-89) that exactly preserves the key properties of the analytical solution on the discrete level. We discuss several test cases taken from the medical physics literature. A test case with an academic Henyey-Greenstein scattering kernel is considered. We compare our model to a benchmark discrete ordinate solution. A simplified model of electron interactions with tissue is employed to compute the dose of an electron beam in a water phantom, and a case of irradiation of the vertebral column. Here our model is compared to the PENELOPE Monte Carlo code. In the academic example, the fluences computed with the new model and a benchmark result differ by less than 1%. The depths at half maximum differ by less than 0.6%. In the two comparisons with Monte Carlo, our model gives qualitatively reasonable dose distributions. Due to the crude interaction model, these so far do not have the accuracy needed in clinical practice. However, the new model has a computational cost that is less than one-tenth of the cost of a Monte Carlo simulation. In addition, simulations can be set up in a similar way as a Monte Carlo simulation. If more detailed effects such as coupled electron-photon transport, bremsstrahlung, Compton scattering and the production of δ electrons are added to our model, the computation time will only slightly increase. Its margin of error, on the other hand, will decrease and should be within a few per cent of the actual dose. Therefore, the new model has the potential to become useful for dose calculations in clinical practice.
Scalable Replay with Partial-Order Dependencies for Message-Logging Fault Tolerance
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lifflander, Jonathan; Meneses, Esteban; Menon, Harshita
2014-09-22
Deterministic replay of a parallel application is commonly used for discovering bugs or to recover from a hard fault with message-logging fault tolerance. For message passing programs, a major source of overhead during forward execution is recording the order in which messages are sent and received. During replay, this ordering must be used to deterministically reproduce the execution. Previous work in replay algorithms often makes minimal assumptions about the programming model and application in order to maintain generality. However, in many cases, only a partial order must be recorded due to determinism intrinsic in the code, ordering constraints imposed bymore » the execution model, and events that are commutative (their relative execution order during replay does not need to be reproduced exactly). In this paper, we present a novel algebraic framework for reasoning about the minimum dependencies required to represent the partial order for different concurrent orderings and interleavings. By exploiting this theory, we improve on an existing scalable message-logging fault tolerance scheme. The improved scheme scales to 131,072 cores on an IBM BlueGene/P with up to 2x lower overhead than one that records a total order.« less
Creating Weather System Ensembles Through Synergistic Process Modeling and Machine Learning
NASA Astrophysics Data System (ADS)
Chen, B.; Posselt, D. J.; Nguyen, H.; Wu, L.; Su, H.; Braverman, A. J.
2017-12-01
Earth's weather and climate are sensitive to a variety of control factors (e.g., initial state, forcing functions, etc). Characterizing the response of the atmosphere to a change in initial conditions or model forcing is critical for weather forecasting (ensemble prediction) and climate change assessment. Input - response relationships can be quantified by generating an ensemble of multiple (100s to 1000s) realistic realizations of weather and climate states. Atmospheric numerical models generate simulated data through discretized numerical approximation of the partial differential equations (PDEs) governing the underlying physics. However, the computational expense of running high resolution atmospheric state models makes generation of more than a few simulations infeasible. Here, we discuss an experiment wherein we approximate the numerical PDE solver within the Weather Research and Forecasting (WRF) Model using neural networks trained on a subset of model run outputs. Once trained, these neural nets can produce large number of realization of weather states from a small number of deterministic simulations with speeds that are orders of magnitude faster than the underlying PDE solver. Our neural network architecture is inspired by the governing partial differential equations. These equations are location-invariant, and consist of first and second derivations. As such, we use a 3x3 lon-lat grid of atmospheric profiles as the predictor in the neural net to provide the network the information necessary to compute the first and second moments. Results indicate that the neural network algorithm can approximate the PDE outputs with high degree of accuracy (less than 1% error), and that this error increases as a function of the prediction time lag.
Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.
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.
Quantitative analysis of random ameboid motion
NASA Astrophysics Data System (ADS)
Bödeker, H. U.; Beta, C.; Frank, T. D.; Bodenschatz, E.
2010-04-01
We quantify random migration of the social ameba Dictyostelium discoideum. We demonstrate that the statistics of cell motion can be described by an underlying Langevin-type stochastic differential equation. An analytic expression for the velocity distribution function is derived. The separation into deterministic and stochastic parts of the movement shows that the cells undergo a damped motion with multiplicative noise. Both contributions to the dynamics display a distinct response to external physiological stimuli. The deterministic component depends on the developmental state and ambient levels of signaling substances, while the stochastic part does not.
Bootstrapping Least Squares Estimates in Biochemical Reaction Networks
Linder, Daniel F.
2015-01-01
The paper proposes new computational methods of computing confidence bounds for the least squares estimates (LSEs) of rate constants in mass-action biochemical reaction network and stochastic epidemic models. Such LSEs are obtained by fitting the set of deterministic ordinary differential equations (ODEs), corresponding to the large volume limit of a reaction network, to network’s partially observed trajectory treated as a continuous-time, pure jump Markov process. In the large volume limit the LSEs are asymptotically Gaussian, but their limiting covariance structure is complicated since it is described by a set of nonlinear ODEs which are often ill-conditioned and numerically unstable. The current paper considers two bootstrap Monte-Carlo procedures, based on the diffusion and linear noise approximations for pure jump processes, which allow one to avoid solving the limiting covariance ODEs. The results are illustrated with both in-silico and real data examples from the LINE 1 gene retrotranscription model and compared with those obtained using other methods. PMID:25898769
McVERNON, J.; RAMSAY, M. E.; McLEAN, A. R.
2008-01-01
SUMMARY A rise in invasive Haemophilus influenzae type b (Hib) infections occurred 8 years after vaccine introduction in the United Kingdom. Aspects of Hib vaccine delivery unique to the United Kingdom have been implicated. The authors developed a fully age-structured deterministic susceptible–infected–resistant–susceptible mathematical model, expressed as a set of partial differential equations, to better understand the causes of declining vaccine effectiveness. We also investigated the consequences of the vaccine's impact on reducing Hib transmission for maintenance of immunity. Our findings emphasized the importance of maintaining high post-immunization antibody titres among age groups at greatest risk of invasive infections. In keeping with UK population-based estimates, low direct efficacy of immunological memory against disease was found, cautioning against over-reliance on evidence of priming alone as a correlate of population protection. The contribution of herd immunity to disease control was reinforced. Possible intervention strategies will be explored in subsequent work. PMID:17678559
Endo, Tetsuya; Hisamichi, Yohsuke; Kimura, Osamu; Haraguchi, Koichi; Lavery, Shane; Dalebout, Merel L; Funahashi, Naoko; Baker, C Scott
2010-04-01
Stable isotope ratios of carbon (partial differential(13)C) and nitrogen (partial differential(15)N) and total mercury (T-Hg) concentrations were measured in red meat samples from 11 odontocete species (toothed whales, dolphins, and porpoises) sold in Japan (n = 96) and in muscle samples from stranded killer whales (n = 6) and melon-headed whales (n = 15), and the analytical data for these species were classified into three regions (northern, central, and southern Japan) depending on the locations in which they were caught or stranded. The partial differential(15)N in the samples from southern Japan tended to be lower than that in samples from the north, whereas both partial differential(13)C and T-Hg concentrations in samples from the south tended to higher than those in samples from northern Japan. Negative correlations were found between the partial differential(13)C and partial differential(15)N values and between the partial differential(15)N value and T-Hg concentrations in the combined samples all three regions (gamma= -0.238, n = 117, P < 0.01). The partial differential(13)C, partial differential(15)N, and T-Hg concentrations in the samples varied more by habitat than by species. Spatial variations in partial differential(13)C, partial differential(15)N, and T-Hg concentrations in the ocean may be the cause of these phenomena.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Argo, P.E.; DeLapp, D.; Sutherland, C.D.
TRACKER is an extension of a three-dimensional Hamiltonian raytrace code developed some thirty years ago by R. Michael Jones. Subsequent modifications to this code, which is commonly called the {open_quotes}Jones Code,{close_quotes} were documented by Jones and Stephensen (1975). TRACKER incorporates an interactive user`s interface, modern differential equation integrators, graphical outputs, homing algorithms, and the Ionospheric Conductivity and Electron Density (ICED) ionosphere. TRACKER predicts the three-dimensional paths of radio waves through model ionospheres by numerically integrating Hamilton`s equations, which are a differential expression of Fermat`s principle of least time. By using continuous models, the Hamiltonian method avoids false caustics and discontinuousmore » raypath properties often encountered in other raytracing methods. In addition to computing the raypath, TRACKER also calculates the group path (or pulse travel time), the phase path, the geometrical (or {open_quotes}real{close_quotes}) pathlength, and the Doppler shift (if the time variation of the ionosphere is explicitly included). Computational speed can be traded for accuracy by specifying the maximum allowable integration error per step in the integration. Only geometrical optics are included in the main raytrace code; no partial reflections or diffraction effects are taken into account. In addition, TRACKER does not lend itself to statistical descriptions of propagation -- it requires a deterministic model of the ionosphere.« less
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
Lee, Dongha; Pae, Chongwon; Lee, Jong Doo; Park, Eun Sook; Cho, Sung-Rae; Um, Min-Hee; Lee, Seung-Koo; Oh, Maeng-Keun; Park, Hae-Jeong
2017-10-01
Manifestation of the functionalities from the structural brain network is becoming increasingly important to understand a brain disease. With the aim of investigating the differential structure-function couplings according to network systems, we investigated the structural and functional brain networks of patients with spastic diplegic cerebral palsy with periventricular leukomalacia compared to healthy controls. The structural and functional networks of the whole brain and motor system, constructed using deterministic and probabilistic tractography of diffusion tensor magnetic resonance images and Pearson and partial correlation analyses of resting-state functional magnetic resonance images, showed differential embedding of functional networks in the structural networks in patients. In the whole-brain network of patients, significantly reduced global network efficiency compared to healthy controls were found in the structural networks but not in the functional networks, resulting in reduced structural-functional coupling. On the contrary, the motor network of patients had a significantly lower functional network efficiency over the intact structural network and a lower structure-function coupling than the control group. This reduced coupling but reverse directionality in the whole-brain and motor networks of patients was prominent particularly between the probabilistic structural and partial correlation-based functional networks. Intact (or less deficient) functional network over impaired structural networks of the whole brain and highly impaired functional network topology over the intact structural motor network might subserve relatively preserved cognitions and impaired motor functions in cerebral palsy. This study suggests that the structure-function relationship, evaluated specifically using sparse functional connectivity, may reveal important clues to functional reorganization in cerebral palsy. Hum Brain Mapp 38:5292-5306, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.
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.
Pest persistence and eradication conditions in a deterministic model for sterile insect release.
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.
On convergence of the unscented Kalman-Bucy filter using contraction theory
NASA Astrophysics Data System (ADS)
Maree, J. P.; Imsland, L.; Jouffroy, J.
2016-06-01
Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.
The faithful remote preparation of general quantum states
NASA Astrophysics Data System (ADS)
Luo, Ming-Xing; Deng, Yun; Chen, Xiu-Bo; Yang, Yi-Xian
2013-01-01
This paper is to establish a theoretical framework for faithful and deterministic remote state preparation, which is related to the classical Hurwitz theorem. And then based on the new theory various schemes with different characteristics are presented. Moreover, the permutation group and the partially quantum resources have also discussed for faithful schemes.
Diagnostic Models as Partially Ordered Sets
ERIC Educational Resources Information Center
Tatsuoka, Curtis
2009-01-01
In this commentary, the author addresses what is referred to as the deterministic input, noisy "and" gate (DINA) model. The author mentions concerns with how this model has been formulated and presented. In particular, the author points out that there is a lack of recognition of the confounding of profiles that generally arises and then discusses…
Daleo, Pedro; Alberti, Juan; Jumpponen, Ari; ...
2018-04-12
Microbial community assembly is affected by a combination of forces that act simultaneously, but the mechanisms underpinning their relative influences remain elusive. This gap strongly limits our ability to predict human impacts on microbial communities and the processes they regulate. Here, we experimentally demonstrate that increased salinity stress, food web alteration and nutrient loading interact to drive outcomes in salt marsh fungal leaf communities. Both salinity stress and food web alterations drove communities to deterministically diverge, resulting in distinct fungal communities. Increased nutrient loads, nevertheless, partially suppressed the influence of other factors as determinants of fungal assembly. Using a nullmore » model approach, we found that increased nutrient loads enhanced the relative importance of stochastic over deterministic divergent processes; without increased nutrient loads, samples from different treatments showed a relatively (deterministic) divergent community assembly whereas increased nutrient loads drove the system to more stochastic assemblies, suppressing the effect of other treatments. These results demonstrate that common anthropogenic modifications can interact to control fungal community assembly. As a result, our results suggest that when the environmental conditions are spatially heterogeneous (as in our case, caused by specific combinations of experimental treatments), increased stochasticity caused by greater nutrient inputs can reduce the importance of deterministic filters that otherwise caused divergence, thus driving to microbial community homogenization.« less
Daleo, Pedro; Alberti, Juan; Jumpponen, Ari; Veach, Allison; Ialonardi, Florencia; Iribarne, Oscar; Silliman, Brian
2018-06-01
Microbial community assembly is affected by a combination of forces that act simultaneously, but the mechanisms underpinning their relative influences remain elusive. This gap strongly limits our ability to predict human impacts on microbial communities and the processes they regulate. Here, we experimentally demonstrate that increased salinity stress, food web alteration and nutrient loading interact to drive outcomes in salt marsh fungal leaf communities. Both salinity stress and food web alterations drove communities to deterministically diverge, resulting in distinct fungal communities. Increased nutrient loads, nevertheless, partially suppressed the influence of other factors as determinants of fungal assembly. Using a null model approach, we found that increased nutrient loads enhanced the relative importance of stochastic over deterministic divergent processes; without increased nutrient loads, samples from different treatments showed a relatively (deterministic) divergent community assembly whereas increased nutrient loads drove the system to more stochastic assemblies, suppressing the effect of other treatments. These results demonstrate that common anthropogenic modifications can interact to control fungal community assembly. Furthermore, our results suggest that when the environmental conditions are spatially heterogeneous (as in our case, caused by specific combinations of experimental treatments), increased stochasticity caused by greater nutrient inputs can reduce the importance of deterministic filters that otherwise caused divergence, thus driving to microbial community homogenization. © 2018 by the Ecological Society of America.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Daleo, Pedro; Alberti, Juan; Jumpponen, Ari
Microbial community assembly is affected by a combination of forces that act simultaneously, but the mechanisms underpinning their relative influences remain elusive. This gap strongly limits our ability to predict human impacts on microbial communities and the processes they regulate. Here, we experimentally demonstrate that increased salinity stress, food web alteration and nutrient loading interact to drive outcomes in salt marsh fungal leaf communities. Both salinity stress and food web alterations drove communities to deterministically diverge, resulting in distinct fungal communities. Increased nutrient loads, nevertheless, partially suppressed the influence of other factors as determinants of fungal assembly. Using a nullmore » model approach, we found that increased nutrient loads enhanced the relative importance of stochastic over deterministic divergent processes; without increased nutrient loads, samples from different treatments showed a relatively (deterministic) divergent community assembly whereas increased nutrient loads drove the system to more stochastic assemblies, suppressing the effect of other treatments. These results demonstrate that common anthropogenic modifications can interact to control fungal community assembly. As a result, our results suggest that when the environmental conditions are spatially heterogeneous (as in our case, caused by specific combinations of experimental treatments), increased stochasticity caused by greater nutrient inputs can reduce the importance of deterministic filters that otherwise caused divergence, thus driving to microbial community homogenization.« less
Dynamic Routing of Aircraft in the Presence of Adverse Weather Using a POMDP Framework
NASA Technical Reports Server (NTRS)
Balaban, Edward; Roychoudhury, Indranil; Spirkovska, Lilly; Sankararaman, Shankar; Kulkarni, Chetan; Arnon, Tomer
2017-01-01
Each year weather-related airline delays result in hundreds of millions of dollars in additional fuel burn, maintenance, and lost revenue, not to mention passenger inconvenience. The current approaches for aircraft route planning in the presence of adverse weather still mainly rely on deterministic methods. In contrast, this work aims to deal with the problem using a Partially Observable Markov Decision Processes (POMDPs) framework, which allows for reasoning over uncertainty (including uncertainty in weather evolution over time) and results in solutions that are more robust to disruptions. The POMDP-based decision support system is demonstrated on several scenarios involving convective weather cells and is benchmarked against a deterministic planning system with functionality similar to those currently in use or under development.
Delayed-feedback chimera states: Forced multiclusters and stochastic resonance
NASA Astrophysics Data System (ADS)
Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.
2016-07-01
A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.
Tøndel, Kristin; Indahl, Ulf G; Gjuvsland, Arne B; Vik, Jon Olav; Hunter, Peter; Omholt, Stig W; Martens, Harald
2011-06-01
Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems.
2011-01-01
Background Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Results Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. Conclusions HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems. PMID:21627852
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
ERIC Educational Resources Information Center
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.
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 method of transition conflict resolving in hierarchical control
NASA Astrophysics Data System (ADS)
Łabiak, Grzegorz
2016-09-01
The paper concerns the problem of automatic solving of transition conflicts in hierarchical concurrent state machines (also known as UML state machine). Preparing by the designer a formal specification of a behaviour free from conflicts can be very complex. In this paper, it is proposed a method for solving conflicts through transition predicates modification. Partially specified predicates in the nondeterministic diagram are transformed into a symbolic Boolean space, whose points of the space code all possible valuations of transition predicates. Next, all valuations under partial specifications are logically multiplied by a function which represents all possible orthogonal predicate valuations. The result of this operation contains all possible collections of predicates, which under given partial specification make that the original diagram is conflict free and deterministic.
NASA Astrophysics Data System (ADS)
Sardesai, Chetan R.
The primary objective of this research is to explore the application of optimal control theory in nonlinear, unsteady, fluid dynamical settings. Two problems are considered: (1) control of unsteady boundary-layer separation, and (2) control of the Saltzman-Lorenz model. The unsteady boundary-layer equations are nonlinear partial differential equations that govern the eruptive events that arise when an adverse pressure gradient acts on a boundary layer at high Reynolds numbers. The Saltzman-Lorenz model consists of a coupled set of three nonlinear ordinary differential equations that govern the time-dependent coefficients in truncated Fourier expansions of Rayleigh-Renard convection and exhibit deterministic chaos. Variational methods are used to derive the nonlinear optimal control formulations based on cost functionals that define the control objective through a performance measure and a penalty function that penalizes the cost of control. The resulting formulation consists of the nonlinear state equations, which must be integrated forward in time, and the nonlinear control (adjoint) equations, which are integrated backward in time. Such coupled forward-backward time integrations are computationally demanding; therefore, the full optimal control problem for the Saltzman-Lorenz model is carried out, while the more complex unsteady boundary-layer case is solved using a sub-optimal approach. The latter is a quasi-steady technique in which the unsteady boundary-layer equations are integrated forward in time, and the steady control equation is solved at each time step. Both sub-optimal control of the unsteady boundary-layer equations and optimal control of the Saltzman-Lorenz model are found to be successful in meeting the control objectives for each problem. In the case of boundary-layer separation, the control results indicate that it is necessary to eliminate the recirculation region that is a precursor to the unsteady boundary-layer eruptions. In the case of the Saltzman-Lorenz model, it is possible to control the system about either of the two unstable equilibrium points representing clockwise and counterclockwise rotation of the convection roles in a parameter regime for which the uncontrolled solution would exhibit deterministic chaos.
Fisher-Wright model with deterministic seed bank and selection.
Koopmann, Bendix; Müller, Johannes; Tellier, Aurélien; Živković, Daniel
2017-04-01
Seed banks are common characteristics to many plant species, which allow storage of genetic diversity in the soil as dormant seeds for various periods of time. We investigate an above-ground population following a Fisher-Wright model with selection coupled with a deterministic seed bank assuming the length of the seed bank is kept constant and the number of seeds is large. To assess the combined impact of seed banks and selection on genetic diversity, we derive a general diffusion model. The applied techniques outline a path of approximating a stochastic delay differential equation by an appropriately rescaled stochastic differential equation. We compute the equilibrium solution of the site-frequency spectrum and derive the times to fixation of an allele with and without selection. Finally, it is demonstrated that seed banks enhance the effect of selection onto the site-frequency spectrum while slowing down the time until the mutation-selection equilibrium is reached. Copyright © 2016 Elsevier Inc. All rights reserved.
Stochastic Evolution of Augmented Born-Infeld Equations
NASA Astrophysics Data System (ADS)
Holm, Darryl D.
2018-06-01
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.
A two-level stochastic collocation method for semilinear elliptic equations with random coefficients
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Luoping; Zheng, Bin; Lin, Guang
In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse meshmore » $$\\mathcal{T}_H$$ with a low level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_{P}$$) and solve linearized equations on a fine mesh $$\\mathcal{T}_h$$ using high level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_p$$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $$\\mathcal{T}_h$$ and $$\\mathcal{P}_p$$. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.« less
Hybrid approaches for multiple-species stochastic reaction–diffusion models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar
2015-10-15
Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and smallmore » in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.« less
Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis
2018-01-01
Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more niche-driven dynamics in later successional stages. Grazing reduces predictability in both successional trends and species-level dynamics, especially in plant functional groups that are not well adapted to disturbance. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.
Corso, C; Gomez, X; Sanabria, A; Vega, V; Dominguez, L C; Osorio, C
2014-01-01
Thyroid nodules are a common condition. Overall, 20% of the nodules assessed with FNAB correspond to the follicular pattern. A partial thyroidectomy is the minimal procedure that should be performed to determine the nature of these nodules. Some authors have suggested performing a total thyroidectomy based on the elimination of reoperation and ultrasound follow-up. The aim of this study was to evaluate the most cost-useful surgical strategy in a patient with an undetermined nodule, assessing complications, reoperation, recurrence and costs. A cost-utility study was designed to compare hemithyroidectomy and total thyroidectomy. The outcomes were complications (definitive RLN palsy, permanent hypoparathyroidism, reoperation for cancer, and recurrence of the disease), direct costs and utility. We used the payer perspective at 5 years. A deterministic and probabilistic sensitivity analysis was completed. In a deterministic analysis, the cost, utility and cost-utility ratio was COP $12.981.801, 44.5 and COP $291.310 for total thyroidectomy and COP $14.309.889, 42.0 and $340.044 for partial thyroidectomy, respectively. The incremental cost-utility ratio was -$535.302 favoring total thyroidectomy. Partial thyroidectomy was more cost-effective when the risks of RLN injury and definitive hypoparathyroidism were greater than 8% and 9% in total thyroidectomy, respectively. In total, 46.8% of the simulations for partial thyroidectomy were located in the quadrant of more costly and less effective. Under a common range of complications, and considering the patient's preference and costs, total thyroidectomy should be selected as the most cost-effective treatment for patients with thyroid nodules and follicular patterns. Copyright © 2014 Surgical Associates Ltd. Published by Elsevier Ltd. All rights reserved.
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.
Spatial scaling patterns and functional redundancies in a changing boreal lake landscape
Angeler, David G.; Allen, Craig R.; Uden, Daniel R.; Johnson, Richard K.
2015-01-01
Global transformations extend beyond local habitats; therefore, larger-scale approaches are needed to assess community-level responses and resilience to unfolding environmental changes. Using longterm data (1996–2011), we evaluated spatial patterns and functional redundancies in the littoral invertebrate communities of 85 Swedish lakes, with the objective of assessing their potential resilience to environmental change at regional scales (that is, spatial resilience). Multivariate spatial modeling was used to differentiate groups of invertebrate species exhibiting spatial patterns in composition and abundance (that is, deterministic species) from those lacking spatial patterns (that is, stochastic species). We then determined the functional feeding attributes of the deterministic and stochastic invertebrate species, to infer resilience. Between one and three distinct spatial patterns in invertebrate composition and abundance were identified in approximately one-third of the species; the remainder were stochastic. We observed substantial differences in metrics between deterministic and stochastic species. Functional richness and diversity decreased over time in the deterministic group, suggesting a loss of resilience in regional invertebrate communities. However, taxon richness and redundancy increased monotonically in the stochastic group, indicating the capacity of regional invertebrate communities to adapt to change. Our results suggest that a refined picture of spatial resilience emerges if patterns of both the deterministic and stochastic species are accounted for. Spatially extensive monitoring may help increase our mechanistic understanding of community-level responses and resilience to regional environmental change, insights that are critical for developing management and conservation agendas in this current period of rapid environmental transformation.
NASA Astrophysics Data System (ADS)
Takamatsu, Atsuko
2006-11-01
Three-oscillator systems with plasmodia of true slime mold, Physarum polycephalum, which is an oscillatory amoeba-like unicellular organism, were experimentally constructed and their spatio-temporal patterns were investigated. Three typical spatio-temporal patterns were found: rotation ( R), partial in-phase ( PI), and partial anti-phase with double frequency ( PA). In pattern R, phase differences between adjacent oscillators were almost 120 ∘. In pattern PI, two oscillators were in-phase and the third oscillator showed anti-phase against the two oscillators. In pattern PA, two oscillators showed anti-phase and the third oscillator showed frequency doubling oscillation with small amplitude. Actually each pattern is not perfectly stable but quasi-stable. Interestingly, the system shows spontaneous switching among the multiple quasi-stable patterns. Statistical analyses revealed a characteristic in the residence time of each pattern: the histograms seem to have Gamma-like distribution form but with a sharp peak and a tail on the side of long period. That suggests the attractor of this system has complex structure composed of at least three types of sub-attractors: a “Gamma attractor”-involved with several Poisson processes, a “deterministic attractor”-the residence time is deterministic, and a “stable attractor”-each pattern is stable. When the coupling strength was small, only the Gamma attractor was observed and switching behavior among patterns R, PI, and PA almost always via an asynchronous pattern named O. A conjecture is as follows: Internal/external noise exposes each pattern of R, PI, and PA coexisting around bifurcation points: That is observed as the Gamma attractor. As coupling strength increases, the deterministic attractor appears then followed by the stable attractor, always accompanied with the Gamma attractor. Switching behavior could be caused by regular existence of the Gamma attractor.
NASA Astrophysics Data System (ADS)
Rusyaman, E.; Parmikanti, K.; Chaerani, D.; Asefan; Irianingsih, I.
2018-03-01
One of the application of fractional ordinary differential equation is related to the viscoelasticity, i.e., a correlation between the viscosity of fluids and the elasticity of solids. If the solution function develops into function with two or more variables, then its differential equation must be changed into fractional partial differential equation. As the preliminary study for two variables viscoelasticity problem, this paper discusses about convergence analysis of function sequence which is the solution of the homogenous fractional partial differential equation. The method used to solve the problem is Homotopy Analysis Method. The results show that if given two real number sequences (αn) and (βn) which converge to α and β respectively, then the solution function sequences of fractional partial differential equation with order (αn, βn) will also converge to the solution function of fractional partial differential equation with order (α, β).
Stochastic von Bertalanffy models, with applications to fish recruitment.
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.
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.
Modeling the within-host dynamics of cholera: bacterial-viral interaction.
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.
Monte Carlo modeling of spatial coherence: free-space diffraction
Fischer, David G.; Prahl, Scott A.; Duncan, Donald D.
2008-01-01
We present a Monte Carlo method for propagating partially coherent fields through complex deterministic optical systems. A Gaussian copula is used to synthesize a random source with an arbitrary spatial coherence function. Physical optics and Monte Carlo predictions of the first- and second-order statistics of the field are shown for coherent and partially coherent sources for free-space propagation, imaging using a binary Fresnel zone plate, and propagation through a limiting aperture. Excellent agreement between the physical optics and Monte Carlo predictions is demonstrated in all cases. Convergence criteria are presented for judging the quality of the Monte Carlo predictions. PMID:18830335
Spatial capture–recapture with partial identity: An application to camera traps
Augustine, Ben C.; Royle, J. Andrew; Kelly, Marcella J.; Satter, Christopher B.; Alonso, Robert S.; Boydston, Erin E.; Crooks, Kevin R.
2018-01-01
Camera trapping surveys frequently capture individuals whose identity is only known from a single flank. The most widely used methods for incorporating these partial identity individuals into density analyses discard some of the partial identity capture histories, reducing precision, and, while not previously recognized, introducing bias. Here, we present the spatial partial identity model (SPIM), which uses the spatial location where partial identity samples are captured to probabilistically resolve their complete identities, allowing all partial identity samples to be used in the analysis. We show that the SPIM outperforms other analytical alternatives. We then apply the SPIM to an ocelot data set collected on a trapping array with double-camera stations and a bobcat data set collected on a trapping array with single-camera stations. The SPIM improves inference in both cases and, in the ocelot example, individual sex is determined from photographs used to further resolve partial identities—one of which is resolved to near certainty. The SPIM opens the door for the investigation of trapping designs that deviate from the standard two camera design, the combination of other data types between which identities cannot be deterministically linked, and can be extended to the problem of partial genotypes.
A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,
NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS
ERIC Educational Resources Information Center
Beauvois, Jean-Leon; Depret, Eric
2008-01-01
We focus on three aspects of the articles of Reyna, of Perry, Stupnisky, Daniels and Haynes, and of Murdock, Beauchamp and Hinton. The first aspect is the logic of causal chain, a logic that we differentiate from a more deterministic approach. The second one is the mode of corrective action (attribution retraining) that is planned for students,…
On the hierarchy of partially invariant submodels of differential equations
NASA Astrophysics Data System (ADS)
Golovin, Sergey V.
2008-07-01
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1989-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
Solution of differential equations by application of transformation groups
NASA Technical Reports Server (NTRS)
Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.
1968-01-01
Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.
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 ) .
Rare events in finite and infinite dimensions
NASA Astrophysics Data System (ADS)
Reznikoff, Maria G.
Thermal noise introduces stochasticity into deterministic equations and makes possible events which are never seen in the zero temperature setting. The driving force behind the thesis work is a desire to bring analysis and probability to bear on a class of relevant and intriguing physical problems, and in so doing, to allow applications to drive the development of new mathematical theory. The unifying theme is the study of rare events under the influence of small, random perturbations, and the manifold mathematical problems which ensue. In the first part, we apply large deviation theory and prefactor estimates to a coherent rotation micromagnetic model in order to analyze thermally activated magnetic switching. We consider recent physical experiments and the mathematical questions "asked" by them. A stochastic resonance type phenomenon is discovered, leading to the definition of finite temperature astroids. Non-Arrhenius behavior is discussed. The analysis is extended to ramped astroids. In addition, we discover that for low damping and ultrashort pulses, deterministic effects can override thermal effects, in accord with very recent ultrashort pulse experiments. Even more interesting, perhaps, is the study of large deviations in the infinite dimensional context, i.e. in spatially extended systems. Inspired by recent numerical investigations, we study the stochastically perturbed Allen Cahn and Cahn Hilliard equations. For the Allen Cahn equation, we study the action minimization problem (a deterministic variational problem) and prove the action scaling in four parameter regimes, via upper and lower bounds. The sharp interface limit is studied. We formally derive a reduced action functional which lends insight into the connection between action minimization and curvature flow. For the Cahn Hilliard equation, we prove upper and lower bounds for the scaling of the energy barrier in the nucleation and growth regime. Finally, we consider rare events in large or infinite domains, in one spatial dimension. We introduce a natural reference measure through which to analyze the invariant measure of stochastically perturbed, nonlinear partial differential equations. Also, for noisy reaction diffusion equations with an asymmetric potential, we discover how to rescale space and time in order to map the dynamics in the zero temperature limit to the Poisson Model, a simple version of the Johnson-Mehl-Avrami-Kolmogorov model for nucleation and growth.
Hybrid deterministic/stochastic simulation of complex biochemical systems.
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.
De Los Ríos, F. A.; Paluszny, M.
2015-01-01
We consider some methods to extract information about the rotator cuff based on magnetic resonance images; the study aims to define an alternative method of display that might facilitate the detection of partial tears in the supraspinatus tendon. Specifically, we are going to use families of ellipsoidal triangular patches to cover the humerus head near the affected area. These patches are going to be textured and displayed with the information of the magnetic resonance images using the trilinear interpolation technique. For the generation of points to texture each patch, we propose a new method that guarantees the uniform distribution of its points using a random statistical method. Its computational cost, defined as the average computing time to generate a fixed number of points, is significantly lower as compared with deterministic and other standard statistical techniques. PMID:25650281
NASA Astrophysics Data System (ADS)
Kao, Shih-Hung; Lin, Jason; Tsai, Chia-Wei; Hwang, Tzonelih
2018-03-01
In early 2009, Xiu et al. (Opt. Commun. 282(2) 333-337 2009) presented a controlled deterministic secure quantum communication (CDSQC) protocol via a newly constructed five-qubit entangled quantum state. Later, Qin et al. (Opt. Commun. 282(13), 2656-2658 2009) pointed out two security loopholes in Xiu et al.'s protocol: (1) A correlation-elicitation (CE) attack can reveal the entire secret message; (2) A leakage of partial information for the receiver is noticed. Then, Xiu et al. (Opt. Commun. 283(2), 344-347 2010) presented a revised CDSQC protocol to remedy the CE attack problem. However, the information leakage problem still remains open. This work proposes a new CDSQC protocol using the same five-qubit entangled state which can work without the above mentioned security problems. Moreover, the Trojan Horse attacks can be automatically avoided without using detecting devices in the new CDSQC.
NASA Astrophysics Data System (ADS)
Kao, Shih-Hung; Lin, Jason; Tsai, Chia-Wei; Hwang, Tzonelih
2018-06-01
In early 2009, Xiu et al. (Opt. Commun. 282(2) 333-337 2009) presented a controlled deterministic secure quantum communication (CDSQC) protocol via a newly constructed five-qubit entangled quantum state. Later, Qin et al. (Opt. Commun. 282(13), 2656-2658 2009) pointed out two security loopholes in Xiu et al.'s protocol: (1) A correlation-elicitation (CE) attack can reveal the entire secret message; (2) A leakage of partial information for the receiver is noticed. Then, Xiu et al. (Opt. Commun. 283(2), 344-347 2010) presented a revised CDSQC protocol to remedy the CE attack problem. However, the information leakage problem still remains open. This work proposes a new CDSQC protocol using the same five-qubit entangled state which can work without the above mentioned security problems. Moreover, the Trojan Horse attacks can be automatically avoided without using detecting devices in the new CDSQC.
NASA Technical Reports Server (NTRS)
2002-01-01
A system that retrieves problem reports from a NASA database is described. The database is queried with natural language questions. Part-of-speech tags are first assigned to each word in the question using a rule based tagger. A partial parse of the question is then produced with independent sets of deterministic finite state a utomata. Using partial parse information, a look up strategy searches the database for problem reports relevant to the question. A bigram stemmer and irregular verb conjugates have been incorporated into the system to improve accuracy. The system is evaluated by a set of fifty five questions posed by NASA engineers. A discussion of future research is also presented.
Van Delden, Jay S
2003-07-15
A novel, interferometric, polarization-interrogating filter assembly and method for the simultaneous measurement of all four Stokes parameters across a partially polarized irradiance image in a no-moving-parts, instantaneous, highly sensitive manner is described. In the reported embodiment of the filter, two spatially varying linear retarders and a linear polarizer comprise an ortho-Babinet, polarization-interrogating (OBPI) filter. The OBPI filter uniquely encodes the incident ensemble of electromagnetic wave fronts comprising a partially polarized irradiance image in a controlled, deterministic, spatially varying manner to map the complete state of polarization across the image to local variations in a superposed interference pattern. Experimental interferograms are reported along with a numerical simulation of the method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less
Shebloski, Barbara; Conger, Katherine J; Widaman, Keith F
2005-12-01
This study examined reciprocal links between parental differential treatment, siblings' perception of partiality, and self-worth with 3 waves of data from 384 adolescent sibling dyads. Results suggest that birth-order status was significantly associated with self-worth and perception of maternal and paternal differential treatment. There was a consistent across-time effect of self-worth on perception of parental partiality for later born siblings, but not earlier born siblings, and a consistent effect of differential treatment on perception of partiality for earlier born but not later born siblings. The results contribute new insight into the associations between perception of differential parenting and adolescents' adjustment and the role of birth order. Copyright 2006 APA, all rights reserved).
NASA Astrophysics Data System (ADS)
Avitabile, D.; Desroches, M.; Knobloch, E.; Krupa, M.
2017-11-01
A subcritical pattern-forming system with nonlinear advection in a bounded domain is recast as a slow-fast system in space and studied using a combination of geometric singular perturbation theory and numerical continuation. Two types of solutions describing the possible location of stationary fronts are identified, whose origin is traced to the onset of convective and absolute instability when the system is unbounded. The former are present only for non-zero upstream boundary conditions and provide a quantitative understanding of noise-sustained structures in systems of this type. The latter correspond to the onset of a global mode and are present even with zero upstream boundary conditions. The role of canard trajectories in the nonlinear transition between these states is clarified and the stability properties of the resulting spatial structures are determined. Front location in the convective regime is highly sensitive to the upstream boundary condition, and its dependence on this boundary condition is studied using a combination of numerical continuation and Monte Carlo simulations of the partial differential equation. Statistical properties of the system subjected to random or stochastic boundary conditions at the inlet are interpreted using the deterministic slow-fast spatial dynamical system.
Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen
DOE Office of Scientific and Technical Information (OSTI.GOV)
Plechac, Petr; Vlachos, Dionisios; Katsoulakis, Markos
2013-09-05
The overall objective of this project is to develop multiscale models for understanding and eventually designing complex processes for renewables. To the best of our knowledge, our work is the first attempt at modeling complex reacting systems, whose performance relies on underlying multiscale mathematics. Our specific application lies at the heart of biofuels initiatives of DOE and entails modeling of catalytic systems, to enable economic, environmentally benign, and efficient conversion of biomass into either hydrogen or valuable chemicals. Specific goals include: (i) Development of rigorous spatio-temporal coarse-grained kinetic Monte Carlo (KMC) mathematics and simulation for microscopic processes encountered in biomassmore » transformation. (ii) Development of hybrid multiscale simulation that links stochastic simulation to a deterministic partial differential equation (PDE) model for an entire reactor. (iii) Development of hybrid multiscale simulation that links KMC simulation with quantum density functional theory (DFT) calculations. (iv) Development of parallelization of models of (i)-(iii) to take advantage of Petaflop computing and enable real world applications of complex, multiscale models. In this NCE period, we continued addressing these objectives and completed the proposed work. Main initiatives, key results, and activities are outlined.« less
Quantitative phase measurement for wafer-level optics
NASA Astrophysics Data System (ADS)
Qu, Weijuan; Wen, Yongfu; Wang, Zhaomin; Yang, Fang; Huang, Lei; Zuo, Chao
2015-07-01
Wafer-level-optics now is widely used in smart phone camera, mobile video conferencing or in medical equipment that require tiny cameras. Extracting quantitative phase information has received increased interest in order to quantify the quality of manufactured wafer-level-optics, detect defective devices before packaging, and provide feedback for manufacturing process control, all at the wafer-level for high-throughput microfabrication. We demonstrate two phase imaging methods, digital holographic microscopy (DHM) and Transport-of-Intensity Equation (TIE) to measure the phase of the wafer-level lenses. DHM is a laser-based interferometric method based on interference of two wavefronts. It can perform a phase measurement in a single shot. While a minimum of two measurements of the spatial intensity of the optical wave in closely spaced planes perpendicular to the direction of propagation are needed to do the direct phase retrieval by solving a second-order differential equation, i.e., with a non-iterative deterministic algorithm from intensity measurements using the Transport-of-Intensity Equation (TIE). But TIE is a non-interferometric method, thus can be applied to partial-coherence light. We demonstrated the capability and disability for the two phase measurement methods for wafer-level optics inspection.
Taylor, P. R.; Baker, R. E.; Simpson, M. J.; Yates, C. A.
2016-01-01
Numerous processes across both the physical and biological sciences are driven by diffusion. Partial differential equations are a popular tool for modelling such phenomena deterministically, but it is often necessary to use stochastic models to accurately capture the behaviour of a system, especially when the number of diffusing particles is low. The stochastic models we consider in this paper are ‘compartment-based’: the domain is discretized into compartments, and particles can jump between these compartments. Volume-excluding effects (crowding) can be incorporated by blocking movement with some probability. Recent work has established the connection between fine- and coarse-grained models incorporating volume exclusion, but only for uniform lattices. In this paper, we consider non-uniform, hybrid lattices that incorporate both fine- and coarse-grained regions, and present two different approaches to describe the interface of the regions. We test both techniques in a range of scenarios to establish their accuracy, benchmarking against fine-grained models, and show that the hybrid models developed in this paper can be significantly faster to simulate than the fine-grained models in certain situations and are at least as fast otherwise. PMID:27383421
A symplectic integration method for elastic filaments
NASA Astrophysics Data System (ADS)
Ladd, Tony; Misra, Gaurav
2009-03-01
Elastic rods are a ubiquitous coarse-grained model of semi-flexible biopolymers such as DNA, actin, and microtubules. The Worm-Like Chain (WLC) is the standard numerical model for semi-flexible polymers, but it is only a linearized approximation to the dynamics of an elastic rod, valid for small deflections; typically the torsional motion is neglected as well. In the standard finite-difference and finite-element formulations of an elastic rod, the continuum equations of motion are discretized in space and time, but it is then difficult to ensure that the Hamiltonian structure of the exact equations is preserved. Here we discretize the Hamiltonian itself, expressed as a line integral over the contour of the filament. This discrete representation of the continuum filament can then be integrated by one of the explicit symplectic integrators frequently used in molecular dynamics. The model systematically approximates the continuum partial differential equations, but has the same level of computational complexity as molecular dynamics and is constraint free. Numerical tests show that the algorithm is much more stable than a finite-difference formulation and can be used for high aspect ratio filaments, such as actin. We present numerical results for the deterministic and stochastic motion of single filaments.
Direct computation of stochastic flow in reservoirs with uncertain parameters
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dainton, M.P.; Nichols, N.K.; Goldwater, M.H.
1997-01-15
A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point andmore » to the field convariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data. 14 refs., 14 figs., 3 tabs.« less
Avitabile, D; Desroches, M; Knobloch, E; Krupa, M
2017-11-01
A subcritical pattern-forming system with nonlinear advection in a bounded domain is recast as a slow-fast system in space and studied using a combination of geometric singular perturbation theory and numerical continuation. Two types of solutions describing the possible location of stationary fronts are identified, whose origin is traced to the onset of convective and absolute instability when the system is unbounded. The former are present only for non-zero upstream boundary conditions and provide a quantitative understanding of noise-sustained structures in systems of this type. The latter correspond to the onset of a global mode and are present even with zero upstream boundary conditions. The role of canard trajectories in the nonlinear transition between these states is clarified and the stability properties of the resulting spatial structures are determined. Front location in the convective regime is highly sensitive to the upstream boundary condition, and its dependence on this boundary condition is studied using a combination of numerical continuation and Monte Carlo simulations of the partial differential equation. Statistical properties of the system subjected to random or stochastic boundary conditions at the inlet are interpreted using the deterministic slow-fast spatial dynamical system.
Noise, chaos, and (ɛ, τ)-entropy per unit time
NASA Astrophysics Data System (ADS)
Gaspard, Pierre; Wang, Xiao-Jing
1993-12-01
The degree of dynamical randomness of different time processes is characterized in terms of the (ε, τ)-entropy per unit time. The (ε, τ)-entropy is the amount of information generated per unit time, at different scales τ of time and ε of the observables. This quantity generalizes the Kolmogorov-Sinai entropy per unit time from deterministic chaotic processes, to stochastic processes such as fluctuations in mesoscopic physico-chemical phenomena or strong turbulence in macroscopic spacetime dynamics. The random processes that are characterized include chaotic systems, Bernoulli and Markov chains, Poisson and birth-and-death processes, Ornstein-Uhlenbeck and Yaglom noises, fractional Brownian motions, different regimes of hydrodynamical turbulence, and the Lorentz-Boltzmann process of nonequilibrium statistical mechanics. We also extend the (ε, τ)-entropy to spacetime processes like cellular automata, Conway's game of life, lattice gas automata, coupled maps, spacetime chaos in partial differential equations, as well as the ideal, the Lorentz, and the hard sphere gases. Through these examples it is demonstrated that the (ε, τ)-entropy provides a unified quantitative measure of dynamical randomness to both chaos and noises, and a method to detect transitions between dynamical states of different degrees of randomness as a parameter of the system is varied.
2009-09-01
nuclear industry for conducting performance assessment calculations. The analytical FORTRAN code for the DNAPL source function, REMChlor, was...project. The first was to apply existing deterministic codes , such as T2VOC and UTCHEM, to the DNAPL source zone to simulate the remediation processes...but describe the spatial variability of source zones unlike one-dimensional flow and transport codes that assume homogeneity. The Lagrangian models
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.
Wei, Kun; Gao, Shilong; Zhong, Suchuan; Ma, Hong
2012-01-01
In dynamical systems theory, a system which can be described by differential equations is called a continuous dynamical system. In studies on genetic oscillation, most deterministic models at early stage are usually built on ordinary differential equations (ODE). Therefore, gene transcription which is a vital part in genetic oscillation is presupposed to be a continuous dynamical system by default. However, recent studies argued that discontinuous transcription might be more common than continuous transcription. In this paper, by appending the inserted silent interval lying between two neighboring transcriptional events to the end of the preceding event, we established that the running time for an intact transcriptional event increases and gene transcription thus shows slow dynamics. By globally replacing the original time increment for each state increment by a larger one, we introduced fractional differential equations (FDE) to describe such globally slow transcription. The impact of fractionization on genetic oscillation was then studied in two early stage models--the Goodwin oscillator and the Rössler oscillator. By constructing a "dual memory" oscillator--the fractional delay Goodwin oscillator, we suggested that four general requirements for generating genetic oscillation should be revised to be negative feedback, sufficient nonlinearity, sufficient memory and proper balancing of timescale. The numerical study of the fractional Rössler oscillator implied that the globally slow transcription tends to lower the chance of a coupled or more complex nonlinear genetic oscillatory system behaving chaotically.
Mathematical Methods for Physics and Engineering Third Edition Paperback Set
NASA Astrophysics Data System (ADS)
Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.
2006-06-01
Prefaces; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics; Index.
Spatial complexity of solutions of higher order partial differential equations
NASA Astrophysics Data System (ADS)
Kukavica, Igor
2004-03-01
We address spatial oscillation properties of solutions of higher order parabolic partial differential equations. In the case of the Kuramoto-Sivashinsky equation ut + uxxxx + uxx + u ux = 0, we prove that for solutions u on the global attractor, the quantity card {x epsi [0, L]:u(x, t) = lgr}, where L > 0 is the spatial period, can be bounded by a polynomial function of L for all \\lambda\\in{\\Bbb R} . A similar property is proven for a general higher order partial differential equation u_t+(-1)^{s}\\partial_x^{2s}u+ \\sum_{k=0}^{2s-1}v_k(x,t)\\partial_x^k u =0 .
On the Solution of Elliptic Partial Differential Equations on Regions with Corners
2015-07-09
In this report we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations . We observe...that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of...efficient numerical algorithms. The results are illustrated by a number of numerical examples. On the solution of elliptic partial differential equations on
Bahadori, Amir A; Sato, Tatsuhiko; Slaba, Tony C; Shavers, Mark R; Semones, Edward J; Van Baalen, Mary; Bolch, Wesley E
2013-10-21
NASA currently uses one-dimensional deterministic transport to generate values of the organ dose equivalent needed to calculate stochastic radiation risk following crew space exposures. In this study, organ absorbed doses and dose equivalents are calculated for 50th percentile male and female astronaut phantoms using both the NASA High Charge and Energy Transport Code to perform one-dimensional deterministic transport and the Particle and Heavy Ion Transport Code System to perform three-dimensional Monte Carlo transport. Two measures of radiation risk, effective dose and risk of exposure-induced death (REID) are calculated using the organ dose equivalents resulting from the two methods of radiation transport. For the space radiation environments and simplified shielding configurations considered, small differences (<8%) in the effective dose and REID are found. However, for the galactic cosmic ray (GCR) boundary condition, compensating errors are observed, indicating that comparisons between the integral measurements of complex radiation environments and code calculations can be misleading. Code-to-code benchmarks allow for the comparison of differential quantities, such as secondary particle differential fluence, to provide insight into differences observed in integral quantities for particular components of the GCR spectrum.
NASA Astrophysics Data System (ADS)
Bahadori, Amir A.; Sato, Tatsuhiko; Slaba, Tony C.; Shavers, Mark R.; Semones, Edward J.; Van Baalen, Mary; Bolch, Wesley E.
2013-10-01
NASA currently uses one-dimensional deterministic transport to generate values of the organ dose equivalent needed to calculate stochastic radiation risk following crew space exposures. In this study, organ absorbed doses and dose equivalents are calculated for 50th percentile male and female astronaut phantoms using both the NASA High Charge and Energy Transport Code to perform one-dimensional deterministic transport and the Particle and Heavy Ion Transport Code System to perform three-dimensional Monte Carlo transport. Two measures of radiation risk, effective dose and risk of exposure-induced death (REID) are calculated using the organ dose equivalents resulting from the two methods of radiation transport. For the space radiation environments and simplified shielding configurations considered, small differences (<8%) in the effective dose and REID are found. However, for the galactic cosmic ray (GCR) boundary condition, compensating errors are observed, indicating that comparisons between the integral measurements of complex radiation environments and code calculations can be misleading. Code-to-code benchmarks allow for the comparison of differential quantities, such as secondary particle differential fluence, to provide insight into differences observed in integral quantities for particular components of the GCR spectrum.
Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.
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.
Student Solution Manual for Mathematical Methods for Physics and Engineering Third Edition
NASA Astrophysics Data System (ADS)
Riley, K. F.; Hobson, M. P.
2006-03-01
Preface; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics.
NASA Astrophysics Data System (ADS)
San-José, Luis A.; Sicilia, Joaquín; González-de-la-Rosa, Manuel; Febles-Acosta, Jaime
2018-07-01
In this article, a deterministic inventory model with a ramp-type demand depending on price and time is developed. The cumulative holding cost is assumed to be a nonlinear function of time. Shortages are allowed and are partially backlogged. Thus, the fraction of backlogged demand depends on the waiting time and on the stock-out period. The aim is to maximize the total profit per unit time. To do this, a procedure that determines the economic lot size, the optimal inventory cycle and the maximum profit is presented. The inventory system studied here extends diverse inventory models proposed in the literature. Finally, some numerical examples are provided to illustrate the theoretical results previously propounded.
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.
Stochastic and deterministic multiscale models for systems biology: an auxin-transport case study.
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.
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.
Usefulness of multiqubit W-type states in quantum information processing
DOE Office of Scientific and Technical Information (OSTI.GOV)
Singh, P.; Adhikari, S.; Kumar, A., E-mail: atulk@iitj.ac.in
We analyze the efficiency of multiqubit W-type states as resources for quantum information. For this, we identify and generalize four-qubit W-type states. Our results show that these states can be used as resources for deterministic quantum information processing. The utility of results, however, is limited by the availability of experimental setups to perform and distinguish multiqubit measurements. We therefore emphasize protocols where two users want to establish an optimal bipartite entanglement using the partially entangled W-type states. We find that for such practical purposes, four-qubit W-type states can be a better resource in comparison to three-qubit W-type states. For amore » dense coding protocol, our states can be used deterministically to send two bits of classical message by locally manipulating a single qubit. In addition, we also propose a realistic experimental method to prepare the four-qubit W-type states using standard unitary operations and weak measurements.« less
Damage detection of structures identified with deterministic-stochastic models using seismic data.
Huang, Ming-Chih; Wang, Yen-Po; Chang, Ming-Lian
2014-01-01
A deterministic-stochastic subspace identification method is adopted and experimentally verified in this study to identify the equivalent single-input-multiple-output system parameters of the discrete-time state equation. The method of damage locating vector (DLV) is then considered for damage detection. A series of shaking table tests using a five-storey steel frame has been conducted. Both single and multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged counterpart has also been studied. This study gives further insights into the scheme in terms of effectiveness, robustness, and limitation for damage localization of frame systems.
End of inevitability: programming and reprogramming.
Turksen, Kursad
2013-08-01
Stem cell commitment and differentiation leading to functional cell types and organs has generally been considered unidirectional and deterministic. Starting first with a landmark study 50 years ago, and now with more recent observations, this paradigm has been challenged, necessitating a rethink of what constitutes both programming and reprogramming processes, and how we can use this new understanding for new approaches to drug discovery and regenerative medicine.
Uncertain dynamical systems: A differential game approach
NASA Technical Reports Server (NTRS)
Gutman, S.
1976-01-01
A class of dynamical systems in a conflict situation is formulated and discussed, and the formulation is applied to the study of an important class of systems in the presence of uncertainty. The uncertainty is deterministic and the only assumption is that its value belongs to a known compact set. Asymptotic stability is fully discussed with application to variable structure and model reference control systems.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bianchini, G.; Burgio, N.; Carta, M.
The GUINEVERE experiment (Generation of Uninterrupted Intense Neutrons at the lead Venus Reactor) is an experimental program in support of the ADS technology presently carried out at SCK-CEN in Mol (Belgium). In the experiment a modified lay-out of the original thermal VENUS critical facility is coupled to an accelerator, built by the French body CNRS in Grenoble, working in both continuous and pulsed mode and delivering 14 MeV neutrons by bombardment of deuterons on a tritium-target. The modified lay-out of the facility consists of a fast subcritical core made of 30% U-235 enriched metallic Uranium in a lead matrix. Severalmore » off-line and on-line reactivity measurement techniques will be investigated during the experimental campaign. This report is focused on the simulation by deterministic (ERANOS French code) and Monte Carlo (MCNPX US code) calculations of three reactivity measurement techniques, Slope ({alpha}-fitting), Area-ratio and Source-jerk, applied to a GUINEVERE subcritical configuration (namely SC1). The inferred reactivity, in dollar units, by the Area-ratio method shows an overall agreement between the two deterministic and Monte Carlo computational approaches, whereas the MCNPX Source-jerk results are affected by large uncertainties and allow only partial conclusions about the comparison. Finally, no particular spatial dependence of the results is observed in the case of the GUINEVERE SC1 subcritical configuration. (authors)« less
STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING
DOE Office of Scientific and Technical Information (OSTI.GOV)
Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu
2016-12-10
Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imagingmore » come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.« less
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.
Stepwise Analysis of Differential Item Functioning Based on Multiple-Group Partial Credit Model.
ERIC Educational Resources Information Center
Muraki, Eiji
1999-01-01
Extended an Item Response Theory (IRT) method for detection of differential item functioning to the partial credit model and applied the method to simulated data using a stepwise procedure. Then applied the stepwise DIF analysis based on the multiple-group partial credit model to writing trend data from the National Assessment of Educational…
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-06-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-01-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370
NASA Astrophysics Data System (ADS)
Carman, Gregory P.
2015-09-01
Electromagnetic devices rely on electrical currents to generate magnetic fields. While extremely useful this approach has limitations in the small-scale. To overcome the scaling problem, researchers have tried to use electric fields to manipulate a magnetic material's intrinsic magnetization (i.e. multiferroic). The strain mediated class of multiferroics offers up to 70% of energy transduction using available piezoelectric and magnetoelastic materials. While strain mediated multiferroic is promising, few studies exist on modeling/testing of nanoscale magnetic structures. This talk presents motivation, analytical models, and experimental data on electrical control of nanoscale single magnetic domain structures. This research is conducted in a NSF Engineering Research Center entitled Translational Applications for Nanoscale Multiferroics TANMS. The models combine micromagnetics (Landau-Lifshitz-Gilbert) with elastodynamics using the electrostatic approximation producing eight fully coupled nonlinear partial differential equations. Qualitative and quantitative verification is achieved with direct comparison to experimental data. The modeling effort guides fabrication and testing on three elements, i.e. nanoscale rings (onion states), ellipses (single domain reorientation), and superparamagnetic elements. Experimental results demonstrate electrical and deterministic control of the magnetic states in the 5-500 nm structures as measured with Photoemission Electron Microscopy PEEM, Magnetic Force Microscopy MFM, or Lorentz Transmission Electron Microscopy TEM. These data strongly suggests efficient control of nanoscale magnetic spin states is possible with voltage.
MIMICKING COUNTERFACTUAL OUTCOMES TO ESTIMATE CAUSAL EFFECTS.
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.
Stochastic analysis of pitch angle scattering of charged particles by transverse magnetic waves
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lemons, Don S.; Liu Kaijun; Winske, Dan
2009-11-15
This paper describes a theory of the velocity space scattering of charged particles in a static magnetic field composed of a uniform background field and a sum of transverse, circularly polarized, magnetic waves. When that sum has many terms the autocorrelation time required for particle orbits to become effectively randomized is small compared with the time required for the particle velocity distribution to change significantly. In this regime the deterministic equations of motion can be transformed into stochastic differential equations of motion. The resulting stochastic velocity space scattering is described, in part, by a pitch angle diffusion rate that ismore » a function of initial pitch angle and properties of the wave spectrum. Numerical solutions of the deterministic equations of motion agree with the theory at all pitch angles, for wave energy densities up to and above the energy density of the uniform field, and for different wave spectral shapes.« less
Hpm of Estrogen Model on the Dynamics of Breast Cancer
NASA Astrophysics Data System (ADS)
Govindarajan, A.; Balamuralitharan, S.; Sundaresan, T.
2018-04-01
We enhance a deterministic mathematical model involving universal dynamics on breast cancer with immune response. This is population model so includes Normal cells class, Tumor cells, Immune cells and Estrogen. The eects regarding Estrogen are below incorporated in the model. The effects show to that amount the arrival of greater Estrogen increases the danger over growing breast cancer. Furthermore, approximate solution regarding nonlinear differential equations is arrived by Homotopy Perturbation Method (HPM). Hes HPM is good and correct technique after solve nonlinear differential equation directly. Approximate solution learnt with the support of that method is suitable same as like the actual results in accordance with this models.
The ISI distribution of the stochastic Hodgkin-Huxley neuron.
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.
Sanz, Luis; Alonso, Juan Antonio
2017-12-01
In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.
Müller, Eike H.; Scheichl, Rob; Shardlow, Tony
2015-01-01
This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075
Müller, Eike H; Scheichl, Rob; Shardlow, Tony
2015-04-08
This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.
NASA Technical Reports Server (NTRS)
Toomarian, N.; Fijany, A.; Barhen, J.
1993-01-01
Evolutionary partial differential equations are usually solved by decretization in time and space, and by applying a marching in time procedure to data and algorithms potentially parallelized in the spatial domain.
Mathematical Modelling of Continuous Biotechnological Processes
ERIC Educational Resources Information Center
Pencheva, T.; Hristozov, I.; Shannon, A. G.
2003-01-01
Biotechnological processes (BTP) are characterized by a complicated structure of organization and interdependent characteristics. Partial differential equations or systems of partial differential equations are used for their behavioural description as objects with distributed parameters. Modelling of substrate without regard to dispersion…
Differential geometry techniques for sets of nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
A procedure to construct exact solutions of nonlinear fractional differential equations.
Güner, Özkan; Cevikel, Adem C
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.
Algebraic and geometric structures of analytic partial differential equations
NASA Astrophysics Data System (ADS)
Kaptsov, O. V.
2016-11-01
We study the problem of the compatibility of nonlinear partial differential equations. We introduce the algebra of convergent power series, the module of derivations of this algebra, and the module of Pfaffian forms. Systems of differential equations are given by power series in the space of infinite jets. We develop a technique for studying the compatibility of differential systems analogous to the Gröbner bases. Using certain assumptions, we prove that compatible systems generate infinite manifolds.
NASA Technical Reports Server (NTRS)
Menke, M. M.; Judd, B. R.
1973-01-01
The development policy for thermionic reactors to provide electric propulsion and power for space exploration was analyzed to develop a logical procedure for selecting development alternatives that reflect the technical feasibility, JPL/NASA project objectives, and the economic environment of the project. The partial evolution of a decision model from the underlying philosophy of decision analysis to a deterministic pilot phase is presented, and the general manner in which this decision model can be employed to examine propulsion development alternatives is illustrated.
Optimal moving grids for time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. Copyright © 2015 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Filimonov, M. Yu.
2017-12-01
The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
Güner, Özkan; Cevikel, Adem C.
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972
On implicit abstract neutral nonlinear differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br; O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie
2016-04-15
In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.
Oscillation of certain higher-order neutral partial functional differential equations.
Li, Wei Nian; Sheng, Weihong
2016-01-01
In this paper, we study the oscillation of certain higher-order neutral partial functional differential equations with the Robin boundary conditions. Some oscillation criteria are established. Two examples are given to illustrate the main results in the end of this paper.
NASA Astrophysics Data System (ADS)
Al-Islam, Najja Shakir
In this Dissertation, the existence of pseudo almost periodic solutions to some systems of nonlinear hyperbolic second-order partial differential equations is established. For that, (Al-Islam [4]) is first studied and then obtained under some suitable assumptions. That is, the existence of pseudo almost periodic solutions to a hyperbolic second-order partial differential equation with delay. The second-order partial differential equation (1) represents a mathematical model for the dynamics of gas absorption, given by uxt+a x,tux=Cx,t,u x,t , u0,t=4 t, 1 where a : [0, L] x RR , C : [0, L] x R x RR , and ϕ : RR are (jointly) continuous functions ( t being the greatest integer function) and L > 0. The results in this Dissertation generalize those of Poorkarimi and Wiener [22]. Secondly, a generalization of the above-mentioned system consisting of the non-linear hyperbolic second-order partial differential equation uxt+a x,tux+bx,t ut+cx,tu=f x,t,u, x∈ 0,L,t∈ R, 2 equipped with the boundary conditions ux,0 =40x, u0,t=u 0t, uxx,0=y 0x, x∈0,L, t∈R, 3 where a, b, c : [0, L ] x RR and f : [0, L] x R x RR are (jointly) continuous functions is studied. Under some suitable assumptions, the existence and uniqueness of pseudo almost periodic solutions to particular cases, as well as the general case of the second-order hyperbolic partial differential equation (2) are studied. The results of all studies contained within this text extend those obtained by Aziz and Meyers [6] in the periodic setting.
Debiève, F; Depoix, C; Gruson, D; Hubinont, C
2013-09-01
Timely regulated changes in oxygen partial pressure are important for placental formation. Disturbances could be responsible for pregnancy-related diseases like preeclampsia and intrauterine growth restriction. We aimed to (i) determine the effect of oxygen partial pressure on cytotrophoblast differentiation; (ii) measure mRNA expression and protein secretion from genes associated with placental angiogenesis; and (iii) determine the reversibility of these effects at different oxygen partial pressures. Term cytotrophoblasts were incubated at 21% and 2.5% O2 for 96 hr, or were switched between the two oxygen concentrations after 48 hr. Real-time PCR and enzyme-linked immunosorbent assays (ELISAs) were used to evaluate cell fusion and differentiation, measuring transcript levels for those genes involved in cell fusion and placental angiogenesis, including VEGF, PlGF, VEGFR1, sVEGFR1, sENG, INHA, and GCM1. Cytotrophoblasts underwent fusion and differentiation in 2.5% O2 . PlGF expression was inhibited while sVEGFR1 expression increased. VEGF and sENG mRNA expressions increased in 2.5% compared to 21% O2 , but no protein was detected in the cell supernatants. Finally, GCM1 mRNA expression increased during trophoblast differentiation at 21% O2 , but was inhibited at 2.5% O2 . These mRNA expression effects were reversed by returning the cells to 21% O2 . Thus, low-oxygen partial pressure does not inhibit term-cytotrophoblast cell fusion and differentiation in vitro. Lowering the oxygen partial pressure from 21% to 2.5% caused normal-term trophoblasts to reversibly modify their expression of genes associated with placental angiogenesis. This suggests that modifications observed in pregnancy diseases such as preeclampsia or growth retardation are probably due to an extrinsic effect on trophoblasts. Copyright © 2013 Wiley Periodicals, Inc.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cao, Jiangwei, E-mail: caojw@lzu.edu.cn; Zheng, Yuqiang; Su, Xianpeng
2016-04-25
Spin-orbit torque (SOT)-induced magnetization switching under small in-plane magnetic fields in as-deposited and annealed Ta/CoFeB/MgO structures is studied. For the as-deposited samples, partial SOT-induced switching behavior is observed under an in-plane field of less than 100 Oe. Conversely, for the annealed samples, an in-plane field of 10 Oe is large enough to achieve full deterministic magnetization switching. The Dzyaloshinskii-Moriya interaction at the Ta/CoFeB interface is believed to be the main reason for the discrepancy of the requisite in-plane magnetic fields for switching in the as-deposited and annealed samples. In addition, asymmetric field dependence behavior of SOT-induced magnetization switching is observed in themore » annealed samples. Deterministic magnetization switching in the absence of an external magnetic field is obtained in the annealed samples, which is extremely important to develop SOT-based magnetoresistive random access memory.« less
Analysis of pinching in deterministic particle separation
NASA Astrophysics Data System (ADS)
Risbud, Sumedh; Luo, Mingxiang; Frechette, Joelle; Drazer, German
2011-11-01
We investigate the problem of spherical particles vertically settling parallel to Y-axis (under gravity), through a pinching gap created by an obstacle (spherical or cylindrical, center at the origin) and a wall (normal to X axis), to uncover the physics governing microfluidic separation techniques such as deterministic lateral displacement and pinched flow fractionation: (1) theoretically, by linearly superimposing the resistances offered by the wall and the obstacle separately, (2) computationally, using the lattice Boltzmann method for particulate systems and (3) experimentally, by conducting macroscopic experiments. Both, theory and simulations, show that for a given initial separation between the particle centre and the Y-axis, presence of a wall pushes the particles closer to the obstacle, than its absence. Experimentally, this is expected to result in an early onset of the short-range repulsive forces caused by solid-solid contact. We indeed observe such an early onset, which we quantify by measuring the asymmetry in the trajectories of the spherical particles around the obstacle. This work is partially supported by the National Science Foundation Grant Nos. CBET- 0731032, CMMI-0748094, and CBET-0954840.
Lattice Boltzmann model for high-order nonlinear partial differential equations
NASA Astrophysics Data System (ADS)
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
Lattice Boltzmann model for high-order nonlinear partial differential equations.
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
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
NASA Astrophysics Data System (ADS)
McCarthy, S.; Rachinskii, D.
2011-01-01
We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.
Entropy and convexity for nonlinear partial differential equations
Ball, John M.; Chen, Gui-Qiang G.
2013-01-01
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768
Oxidation Behavior of Carbon Fiber-Reinforced Composites
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2008-01-01
OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
Differential phase measurements of D-region partial reflections
NASA Technical Reports Server (NTRS)
Wiersma, D. J.; Sechrist, C. F., Jr.
1972-01-01
Differential phase partial reflection measurements were used to deduce D region electron density profiles. The phase difference was measured by taking sums and differences of amplitudes received on an array of crossed dipoles. The reflection model used was derived from Fresnel reflection theory. Seven profiles obtained over the period from 13 October 1971 to 5 November 1971 are presented, along with the results from simultaneous measurements of differential absorption. Some possible sources of error and error propagation are discussed. A collision frequency profile was deduced from the electron concentration calculated from differential phase and differential absorption.
Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.
1983-12-01
numerical solution of fluid dynamics problems is presented. However, the method is applicable to the numer- ical evaluation of any partial differential...emphasis is being placed on numerical solution of the governing differential equations by finite difference methods . In the past two decades, considerable...original equations presented in that paper. The solution of the second problem is more difficult. 2 The method of Thompson et al. provides control for
Biala, T A; Jator, S N
2015-01-01
In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.
Stochastic models for regulatory networks of the genetic toggle switch.
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
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 simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach
NASA Astrophysics Data System (ADS)
Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar
2017-03-01
We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.
Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach
Kim, Changho; Nonaka, Andy; Bell, John B.; ...
2017-03-24
Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less
Economic analysis of interventions to improve village chicken production in Myanmar.
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.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Modeling biological gradient formation: combining partial differential equations and Petri nets.
Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J
2016-01-01
Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.
NASA Astrophysics Data System (ADS)
Gottwald, Georg; Melbourne, Ian
2013-04-01
Whereas diffusion limits of stochastic multi-scale systems have a long and successful history, the case of constructing stochastic parametrizations of chaotic deterministic systems has been much less studied. We present rigorous results of convergence of a chaotic slow-fast system to a stochastic differential equation with multiplicative noise. Furthermore we present rigorous results for chaotic slow-fast maps, occurring as numerical discretizations of continuous time systems. This raises the issue of how to interpret certain stochastic integrals; surprisingly the resulting integrals of the stochastic limit system are generically neither of Stratonovich nor of Ito type in the case of maps. It is shown that the limit system of a numerical discretisation is different to the associated continuous time system. This has important consequences when interpreting the statistics of long time simulations of multi-scale systems - they may be very different to the one of the original continuous time system which we set out to study.
Network-level reproduction number and extinction threshold for vector-borne diseases.
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.
NASA Technical Reports Server (NTRS)
Davis, Brynmor; Kim, Edward; Piepmeier, Jeffrey; Hildebrand, Peter H. (Technical Monitor)
2001-01-01
Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.
A partially reflecting random walk on spheres algorithm for electrical impedance tomography
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maire, Sylvain, E-mail: maire@univ-tln.fr; Simon, Martin, E-mail: simon@math.uni-mainz.de
2015-12-15
In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance ofmore » the new estimator both theoretically and experimentally. Subsequently, the variance of the new estimator is considerably reduced via a novel control variate conditional sampling technique which yields a highly efficient hybrid forward solver coupling probabilistic and deterministic algorithms.« less
New insights into mechanisms of stem cell daughter fate determination in regenerative tissues.
Sada, Aiko; Tumbar, Tudorita
2013-01-01
Stem cells can self-renew and differentiate over extended periods of time. Understanding how stem cells acquire their fates is a central question in stem cell biology. Early work in Drosophila germ line and neuroblast showed that fate choice is achieved by strict asymmetric divisions that can generate each time one stem and one differentiated cell. More recent work suggests that during homeostasis, some stem cells can divide symmetrically to generate two differentiated cells or two identical stem cells to compensate for stem cell loss that occurred by direct differentiation or apoptosis. The interplay of all these factors ensures constant tissue regeneration and the maintenance of stem cell pool size. This interplay can be modeled as a population-deterministic dynamics that, at least in some systems, may be described as stochastic behavior. Here, we overview recent progress made on the characterization of stem cell dynamics in regenerative tissues. Copyright © 2013 Elsevier Inc. All rights reserved.
The surface integral approach to Radarclinometry
Wildey, R.L.
1988-01-01
Because radarclinometry is fundamentally describable in terms of a nonlinear, first-order, partial differential equation, one expects that it can, in principle, be carried out by direct deterministic integration beginning at a given threshold profile along the azimuthal coordinate. Such a boundary condition could be provided by the altimetry profile obtained on a preceding or succeeding orbital revolution of the radar-bearing spacecraft. Notwithstanding the mismatched resolutions of the radar altimeter and the radar imaging system as planned for the Megallan mission to Venus, there are fundamental considerations, not involving system noise, that influence the possibility of success of this approach. From the topographic map of the Lake Champlain West quadrangle in the Adirondack Mountains of the U.S., a radar image is synthesized. Radarclinometry, in surface integral form, recaptures the topographic map when the applicable radar reflectance function is weakly variable over the range of application, but it diverges beyond a certain point for nominally variable reflectance functions. The effect can be understood by using results from the "shape-from-shading" literature. (This literature is produced by a group within the artificial intelligence community who have been independently attacking, for all practical purposes, photoclinometry, except that they have not given primacy to images of terrain.) The ubiquity of the instability suggests that the value of the surface integral approach is much in doubt. ?? 1988 Kluwer Academic Publishers.
Non-deterministic quantum CNOT gate with double encoding
NASA Astrophysics Data System (ADS)
Gueddana, Amor; Attia, Moez; Chatta, Rihab
2013-09-01
We define an Asymmetric Partially Polarizing Beam Splitter (APPBS) to be a linear optical component having different reflectivity (transmittance) coefficients, on the upper and the lower arms, for horizontally and vertically Polarized incident photons. Our CNOT model is composed by two APPBSs, one Half Wave Plate (HWP), two Polarizing Beam Splitters (PBSs), a Beam Splitter (BS) and a -phase rotator for specific wavelength. Control qubit operates with dual rail encoding while target qubit is based on polarization encoding. To perform CNOT operation in 4/27 of the cases, input and target incoming photons are injected with different wavelengths.
Towards a deterministic KPZ equation with fractional diffusion: the stationary problem
NASA Astrophysics Data System (ADS)
Abdellaoui, Boumediene; Peral, Ireneo
2018-04-01
In this work, we investigate by analysis the possibility of a solution to the fractional quasilinear problem: where is a bounded regular domain ( is sufficient), , 1 < q and f is a measurable non-negative function with suitable hypotheses. The analysis is done separately in three cases: subcritical, 1 < q < 2s critical, q = 2s and supercritical, q > 2s. The authors were partially supported by Ministerio de Economia y Competitividad under grants MTM2013-40846-P and MTM2016-80474-P (Spain).
Uncertainty Quantification in Simulations of Epidemics Using Polynomial Chaos
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
Testing for Differential Item Functioning with Measures of Partial Association
ERIC Educational Resources Information Center
Woods, Carol M.
2009-01-01
Differential item functioning (DIF) occurs when an item on a test or questionnaire has different measurement properties for one group of people versus another, irrespective of mean differences on the construct. There are many methods available for DIF assessment. The present article is focused on indices of partial association. A family of average…
A three-point backward finite-difference method has been derived for a system of mixed hyperbolic¯¯parabolic (convection¯¯diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...
A large deviations principle for stochastic flows of viscous fluids
NASA Astrophysics Data System (ADS)
Cipriano, Fernanda; Costa, Tiago
2018-04-01
We study the well-posedness of a stochastic differential equation on the two dimensional torus T2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L2 (0 , T ;H1 (T2)) . The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokes flow approaches the Euler deterministic Lagrangian flow with an exponential rate function.
NASA Astrophysics Data System (ADS)
Weiss, Benjamin; Carporzen, L.; Elkins-Tanton, L.; Shuster, D. L.; Ebel, D. S.; Gattacceca, J.; Binzel, R. P.
2010-10-01
The origin of remanent magnetization in the CV carbonaceous chondrite Allende has been a longstanding mystery. The possibility of a core dynamo like that known for achondrite parent bodies has been discounted because chondrite parent bodies are assumed to be undifferentiated. Here we report that Allende's magnetization was acquired over several million years (Ma) during metasomatism on the parent planetesimal in a > 20 microtesla field 8-9 Ma after solar system formation. This field was present too recently and directionally stable for too long to have been the generated by the protoplanetary disk or young Sun. The field intensity is in the range expected for planetesimal core dynamos (Weiss et al. 2010), suggesting that CV chondrites are derived from the outer, unmelted layer of a partially differentiated body with a convecting metallic core (Elkins-Tanton et al. 2010). This suggests that asteroids with differentiated interiors could be present today but masked under chondritic surfaces. In fact, CV chondrites are spectrally similar to many members of the Eos asteroid family whose spectral diversity has been interpreted as evidence for a partially differentiated parent asteroid (Mothe-Diniz et al. 2008). CV chondrite spectral and polarimetric data also resemble those of asteroid 21 Lutetia (e.g., Belskaya et al. 2010), recently encountered by the Rosetta spacecraft. Ground-based measurements of Lutetia indicate a high density of 2.4-5.1 g cm-3 (Drummond et al. 2010), while radar data seem to rule out a metallic surface composition (Shepard et al. 2008). If Rosetta spacecraft measurements confirm a high density and a CV-like surface composition for Lutetia, then we propose Lutetia may be an example of a partially differentiated carbonaceous chondrite parent body. Regardless, the very existence of primitive achondrites, which contain evidence of both relict chondrules and partial melting, are prima facie evidence for the formation of partially differentiated bodies.
Differential Curing In Fiber/Resin Laminates
NASA Technical Reports Server (NTRS)
Webster, Charles N.
1989-01-01
Modified layup schedule counteracts tendency toward delamination. Improved manufacturing process resembles conventional process, except prepregs partially cured laid on mold in sequence in degree of partial cure decreases from mold side to bag side. Degree of partial cure of each layer at time of layup selected by controlling storage and partial-curing temperatures of prepreg according to Arrhenius equation for rate of gel of resin as function of temperature and time from moment of mixing. Differential advancement of cure in layers made large enough to offset effect of advance bag-side heating in oven or autoclave. Technique helps prevent entrapment of volatile materials during manufacturing of fiber/resin laminates.
A homotopy analysis method for the nonlinear partial differential equations arising in engineering
NASA Astrophysics Data System (ADS)
Hariharan, G.
2017-05-01
In this article, we have established the homotopy analysis method (HAM) for solving a few partial differential equations arising in engineering. This technique provides the solutions in rapid convergence series with computable terms for the problems with high degree of nonlinear terms appearing in the governing differential equations. The convergence analysis of the proposed method is also discussed. Finally, we have given some illustrative examples to demonstrate the validity and applicability of the proposed method.
ERIC Educational Resources Information Center
Gomez, Rapson
2012-01-01
Objective: Generalized partial credit model, which is based on item response theory (IRT), was used to test differential item functioning (DIF) for the "Diagnostic and Statistical Manual of Mental Disorders" (4th ed.), inattention (IA), and hyperactivity/impulsivity (HI) symptoms across boys and girls. Method: To accomplish this, parents completed…
An electric-analog simulation of elliptic partial differential equations using finite element theory
Franke, O.L.; Pinder, G.F.; Patten, E.P.
1982-01-01
Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
Baranwal, Vipul K; Pandey, Ram K; Singh, Om P
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
Isolation of stress responsive Psb A gene from rice (Oryza sativa l.) using differential display.
Tyagi, Aruna; Chandra, Arti
2006-08-01
Differential display (DD) experiments were performed on drought-tolerant rice (Oryza sativa L.) genotype N22 to identify both upregulated and downregulated partial cDNAs with respect to moisture stress. DNA polymorphism was detected between drought-stressed and control leaf tissues on the DD gels. A partial cDNA showing differential expression, with respect to moisture stress was isolated from the gel. Northern blotting analysis was performed using this cDNA as a probe and it was observed that mRNA corresponding to this transcript was accumulated to high level in rice leaves under water deficit stress. At the DNA sequence level, the partial cDNA showed homology with psb A gene encoding for Dl protein.
Deterministic and unambiguous dense coding
NASA Astrophysics Data System (ADS)
Wu, Shengjun; Cohen, Scott M.; Sun, Yuqing; Griffiths, Robert B.
2006-04-01
Optimal dense coding using a partially-entangled pure state of Schmidt rank Dmacr and a noiseless quantum channel of dimension D is studied both in the deterministic case where at most Ld messages can be transmitted with perfect fidelity, and in the unambiguous case where when the protocol succeeds (probability τx ) Bob knows for sure that Alice sent message x , and when it fails (probability 1-τx ) he knows it has failed. Alice is allowed any single-shot (one use) encoding procedure, and Bob any single-shot measurement. For Dmacr ⩽D a bound is obtained for Ld in terms of the largest Schmidt coefficient of the entangled state, and is compared with published results by Mozes [Phys. Rev. A71, 012311 (2005)]. For Dmacr >D it is shown that Ld is strictly less than D2 unless Dmacr is an integer multiple of D , in which case uniform (maximal) entanglement is not needed to achieve the optimal protocol. The unambiguous case is studied for Dmacr ⩽D , assuming τx>0 for a set of Dmacr D messages, and a bound is obtained for the average ⟨1/τ⟩ . A bound on the average ⟨τ⟩ requires an additional assumption of encoding by isometries (unitaries when Dmacr =D ) that are orthogonal for different messages. Both bounds are saturated when τx is a constant independent of x , by a protocol based on one-shot entanglement concentration. For Dmacr >D it is shown that (at least) D2 messages can be sent unambiguously. Whether unitary (isometric) encoding suffices for optimal protocols remains a major unanswered question, both for our work and for previous studies of dense coding using partially-entangled states, including noisy (mixed) states.
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.
Generalized Lie symmetry approach for fractional order systems of differential equations. III
NASA Astrophysics Data System (ADS)
Singla, Komal; Gupta, R. K.
2017-06-01
The generalized Lie symmetry technique is proposed for the derivation of point symmetries for systems of fractional differential equations with an arbitrary number of independent as well as dependent variables. The efficiency of the method is illustrated by its application to three higher dimensional nonlinear systems of fractional order partial differential equations consisting of the (2 + 1)-dimensional asymmetric Nizhnik-Novikov-Veselov system, (3 + 1)-dimensional Burgers system, and (3 + 1)-dimensional Navier-Stokes equations. With the help of derived Lie point symmetries, the corresponding invariant solutions transform each of the considered systems into a system of lower-dimensional fractional partial differential equations.
Zhukovsky, K
2014-01-01
We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.
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.
Concatenons as the solutions for non-linear partial differential equations
NASA Astrophysics Data System (ADS)
Kudryashov, N. A.; Volkov, A. K.
2017-07-01
New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.
Hidden physics models: Machine learning of nonlinear partial differential equations
NASA Astrophysics Data System (ADS)
Raissi, Maziar; Karniadakis, George Em
2018-03-01
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.
NASA Astrophysics Data System (ADS)
Ding, Xiao-Li; Nieto, Juan J.
2017-11-01
In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.
NASA Astrophysics Data System (ADS)
Ramzan, Muhammad; Chung, Jae Dong; Ullah, Naeem
The aim of present exploration is to study the flow of micropolar nanofluid due to a rotating disk in the presence of magnetic field and partial slip condition. The governing coupled partial differential equations are reduced to nonlinear ordinary differential equations using appropriate transformations. The differential equations are solved numerically by using Maple dsolve command with option numeric which utilize Runge-Kutta fourth-fifth order Fehlberg technique. A comparison to previous study is also added to validate the present results. Moreover, behavior of different parameters on velocity, microrotation, temperature and concentration of nanofluid are presented via graphs and tables. It is noted that the slip effect and magnetic field decay the velocity and microrotation or spin component.
NASA Astrophysics Data System (ADS)
Jamaludin, N. A.; Ahmedov, A.
2017-09-01
Many boundary value problems in the theory of partial differential equations can be solved by separation methods of partial differential equations. When Schrödinger operator is considered then the influence of the singularity of potential on the solution of the partial differential equation is interest of researchers. In this paper the problems of the uniform convergence of the eigenfunction expansions of the functions from corresponding to the Schrödinger operator with the potential from classes of Sobolev are investigated. The spectral function corresponding to the Schrödinger operator is estimated in closed domain. The isomorphism of the Nikolskii classes is applied to prove uniform convergence of eigenfunction expansions of Schrödinger operator in closed domain.
NASA Technical Reports Server (NTRS)
Usui, T.; Jones, John H.; Mittlefehldt, D. W.
2010-01-01
Studies of differentiated meteorites have revealed a diversity of differentiation processes on their parental asteroids; these differentiation mechanisms range from whole-scale melting to partial melting without the core formation [e.g., 1]. Recently discovered paired achondrites GRA 06128 and GRA 06129 (hereafter referred to as GRA) represent unique asteroidal magmatic processes. These meteorites are characterized by high abundances of sodic plagioclase and alkali-rich whole-rock compositions, implying that they could originate from a low-degree partial melt from a volatile-rich oxidized asteroid [e.g., 2, 3, 4]. These conditions are consistent with the high abundances of highly siderophile elements, suggesting that their parent asteroid did not segregate a metallic core [2]. In this study, we test the hypothesis that low-degree partial melts of chondritic precursors under oxidizing conditions can explain the whole-rock and mineral chemistry of GRA based on melting experiments of synthesized CR- and H-chondrite compositions.
NASA Technical Reports Server (NTRS)
Ito, K.
1983-01-01
Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.
Renyi entropy measures of heart rate Gaussianity.
Lake, Douglas E
2006-01-01
Sample entropy and approximate entropy are measures that have been successfully utilized to study the deterministic dynamics of heart rate (HR). A complementary stochastic point of view and a heuristic argument using the Central Limit Theorem suggests that the Gaussianity of HR is a complementary measure of the physiological complexity of the underlying signal transduction processes. Renyi entropy (or q-entropy) is a widely used measure of Gaussianity in many applications. Particularly important members of this family are differential (or Shannon) entropy (q = 1) and quadratic entropy (q = 2). We introduce the concepts of differential and conditional Renyi entropy rate and, in conjunction with Burg's theorem, develop a measure of the Gaussianity of a linear random process. Robust algorithms for estimating these quantities are presented along with estimates of their standard errors.
Chigidi, Esther; Lungu, Edward M
2009-07-01
We formulate an HIV/AIDS deterministic model which incorporates differential infectivity and disease progression for treatment-naive and treatment-experienced HIV/AIDS infectives. To illustrate our model, we have applied it to estimate adult HIV prevalence, the HIV population, the number of new infectives and the number of AIDS deaths for Botswana for the period 1984 to 2012. It is found that the prevalence peaked in the year 2000 and the HIV population is now decreasing. We have also found that under the current conditions, the reproduction number is Rc approximately 13, which is less than the 2004 estimate of Rc approximately equal 4 by [11] and [13]. The results in this study suggest that the HAART program has yielded positive results for Botswana.
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.
Feed-forward control of a solid oxide fuel cell system with anode offgas recycle
NASA Astrophysics Data System (ADS)
Carré, Maxime; Brandenburger, Ralf; Friede, Wolfgang; Lapicque, François; Limbeck, Uwe; da Silva, Pedro
2015-05-01
In this work a combined heat and power unit (CHP unit) based on the solid oxide fuel cell (SOFC) technology is analysed. This unit has a special feature: the anode offgas is partially recycled to the anode inlet. Thus it is possible to increase the electrical efficiency and the system can be operated without external water feeding. A feed-forward control concept which allows secure operating conditions of the CHP unit as well as a maximization of its electrical efficiency is introduced and validated experimentally. The control algorithm requires a limited number of measurement values and few deterministic relations for its description.
Some remarks on the compatibility between determinism and unpredictability.
Franceschelli, Sara
2012-09-01
Determinism and unpredictability are compatible since deterministic flows can produce, if sensitive to initial conditions, unpredictable behaviors. Within this perspective, the notion of scenario to chaos transition offers a new form of predictability for the behavior of sensitive to initial condition systems under the variation of a control parameter. In this paper I first shed light on the genesis of this notion, based on a dynamical systems approach and on considerations of structural stability. I then suggest a link to the figure of epigenetic landscape, partially inspired by a dynamical systems perspective, and offering a theoretical framework to apprehend developmental noise. Copyright © 2012 Elsevier Ltd. All rights reserved.
Trigonometric Integrals via Partial Fractions
ERIC Educational Resources Information Center
Chen, H.; Fulford, M.
2005-01-01
Parametric differentiation is used to derive the partial fractions decompositions of certain rational functions. Those decompositions enable us to integrate some new combinations of trigonometric functions.
Deterministic chaos in atmospheric radon dynamics
NASA Astrophysics Data System (ADS)
Cuculeanu, Vasile; Lupu, Alexandru
2001-08-01
The correlation dimension and Lyapunov exponents have been calculated for two time series of atmospheric radon daughter concentrations obtained from four daily measurements during the period 1993-1996. A number of about 6000 activity concentration values of 222Rn and 220Rn daughters have been used. The measuring method is based on aerosol collection on filters. In order to determine the filter activity, a low background gross beta measuring device with Geiger-Müller counter tubes in anticoincidence was used. The small noninteger value of the correlation dimension (≃2.2) and the existence of a positive Lyapunov exponent prove that deterministic chaos is present in the time series of atmospheric 220Rn daughters. This shows that a simple diffusion equation with a parameterized turbulent diffusion coefficient is insufficient for describing the dynamics in the near-ground layer where turbulence is not fully developed and coherent structures dominate. The analysis of 222Rn series confirms that the dynamics of the boundary layer cannot be described by a system of ordinary differential equations with a low number of independent variables.
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.
Exp-function method for solving fractional partial differential equations.
Zheng, Bin
2013-01-01
We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.
NASA Technical Reports Server (NTRS)
Taylor, Lawrence W., Jr.; Rajiyah, H.
1991-01-01
Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.
Deterministic chaotic dynamics of Raba River flow (Polish Carpathian Mountains)
NASA Astrophysics Data System (ADS)
Kędra, Mariola
2014-02-01
Is the underlying dynamics of river flow random or deterministic? If it is deterministic, is it deterministic chaotic? This issue is still controversial. The application of several independent methods, techniques and tools for studying daily river flow data gives consistent, reliable and clear-cut results to the question. The outcomes point out that the investigated discharge dynamics is not random but deterministic. Moreover, the results completely confirm the nonlinear deterministic chaotic nature of the studied process. The research was conducted on daily discharge from two selected gauging stations of the mountain river in southern Poland, the Raba River.
Time-delayed feedback control of diffusion in random walkers.
Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U
2017-07-01
Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.
Iterative algorithms for computing the feedback Nash equilibrium point for positive systems
NASA Astrophysics Data System (ADS)
Ivanov, I.; Imsland, Lars; Bogdanova, B.
2017-03-01
The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.
NASA Technical Reports Server (NTRS)
Gottlieb, D.; Turkel, E.
1985-01-01
After detailing the construction of spectral approximations to time-dependent mixed initial boundary value problems, a study is conducted of differential equations of the form 'partial derivative of u/partial derivative of t = Lu + f', where for each t, u(t) belongs to a Hilbert space such that u satisfies homogeneous boundary conditions. For the sake of simplicity, it is assumed that L is an unbounded, time-independent linear operator. Attention is given to Fourier methods of both Galerkin and pseudospectral method types, the Galerkin method, the pseudospectral Chebyshev and Legendre methods, the error equation, hyperbolic partial differentiation equations, and time discretization and iterative methods.
Effect of evaporative surface cooling on thermographic assessment of burn depth
NASA Technical Reports Server (NTRS)
Anselmo, V. J.; Zawacki, B. E.
1977-01-01
Differences in surface temperature between evaporating and nonevaporating, partial- and full-thickness burn injuries were studied in 20 male, white guinea pigs. Evaporative cooling can disguise the temperature differential of the partial-thickness injury and lead to a false full-thickness diagnosis. A full-thickness burn with blister intact may retain enough heat to result in a false partial-thickness diagnosis. By the fourth postburn day, formation of a dry eschar may allow a surface temperature measurement without the complication of differential evaporation. For earlier use of thermographic information, evaporation effects must be accounted for or eliminated.
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
NASA Astrophysics Data System (ADS)
Xing, Yanyuan; Yan, Yubin
2018-03-01
Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 by directly approximating the integer-order derivative with some finite difference quotients in the definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 as in Gao et al. [11] (2014) by approximating the Hadamard finite-part integral with the piecewise quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 < α < 1 for any fixed tn > 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.
Taguchi method for partial differential equations with application in tumor growth.
Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena
2014-01-01
The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.
Lump solutions to nonlinear partial differential equations via Hirota bilinear forms
NASA Astrophysics Data System (ADS)
Ma, Wen-Xiu; Zhou, Yuan
2018-02-01
Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln f) x and u = 2(ln f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.
NASA Technical Reports Server (NTRS)
Thompson, J. F.; Warsi, Z. U. A.; Mastin, C. W.
1982-01-01
A comprehensive review of methods of numerically generating curvilinear coordinate systems with coordinate lines coincident with all boundary segments is given. Some general mathematical framework and error analysis common to such coordinate systems is also included. The general categories of generating systems are those based on conformal mapping, orthogonal systems, nearly orthogonal systems, systems produced as the solution of elliptic and hyperbolic partial differential equations, and systems generated algebraically by interpolation among the boundaries. Also covered are the control of coordinate line spacing by functions embedded in the partial differential operators of the generating system and by subsequent stretching transformation. Dynamically adaptive coordinate systems, coupled with the physical solution, and time-dependent systems that follow moving boundaries are treated. References reporting experience using such coordinate systems are reviewed as well as those covering the system development.
NASA Astrophysics Data System (ADS)
Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.
2013-09-01
Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.
NASA Astrophysics Data System (ADS)
Drabik, Timothy J.; Lee, Sing H.
1986-11-01
The intrinsic parallelism characteristics of easily realizable optical SIMD arrays prompt their present consideration in the implementation of highly structured algorithms for the numerical solution of multidimensional partial differential equations and the computation of fast numerical transforms. Attention is given to a system, comprising several spatial light modulators (SLMs), an optical read/write memory, and a functional block, which performs simple, space-invariant shifts on images with sufficient flexibility to implement the fastest known methods for partial differential equations as well as a wide variety of numerical transforms in two or more dimensions. Either fixed or floating-point arithmetic may be used. A performance projection of more than 1 billion floating point operations/sec using SLMs with 1000 x 1000-resolution and operating at 1-MHz frame rates is made.
Fully adaptive propagation of the quantum-classical Liouville equation
NASA Astrophysics Data System (ADS)
Horenko, Illia; Weiser, Martin; Schmidt, Burkhard; Schütte, Christof
2004-05-01
In mixed quantum-classical molecular dynamics few but important degrees of freedom of a dynamical system are modeled quantum-mechanically while the remaining ones are treated within the classical approximation. Rothe methods established in the theory of partial differential equations are used to control both temporal and spatial discretization errors on grounds of a global tolerance criterion. The TRAIL (trapezoidal rule for adaptive integration of Liouville dynamics) scheme [I. Horenko and M. Weiser, J. Comput. Chem. 24, 1921 (2003)] has been extended to account for nonadiabatic effects in molecular dynamics described by the quantum-classical Liouville equation. In the context of particle methods, the quality of the spatial approximation of the phase-space distributions is maximized while the numerical condition of the least-squares problem for the parameters of particles is minimized. The resulting dynamical scheme is based on a simultaneous propagation of moving particles (Gaussian and Dirac deltalike trajectories) in phase space employing a fully adaptive strategy to upgrade Dirac to Gaussian particles and, vice versa, downgrading Gaussians to Dirac-type trajectories. This allows for the combination of Monte-Carlo-based strategies for the sampling of densities and coherences in multidimensional problems with deterministic treatment of nonadiabatic effects. Numerical examples demonstrate the application of the method to spin-boson systems in different dimensionality. Nonadiabatic effects occurring at conical intersections are treated in the diabatic representation. By decreasing the global tolerance, the numerical solution obtained from the TRAIL scheme are shown to converge towards exact results.
Fully adaptive propagation of the quantum-classical Liouville equation.
Horenko, Illia; Weiser, Martin; Schmidt, Burkhard; Schütte, Christof
2004-05-15
In mixed quantum-classical molecular dynamics few but important degrees of freedom of a dynamical system are modeled quantum-mechanically while the remaining ones are treated within the classical approximation. Rothe methods established in the theory of partial differential equations are used to control both temporal and spatial discretization errors on grounds of a global tolerance criterion. The TRAIL (trapezoidal rule for adaptive integration of Liouville dynamics) scheme [I. Horenko and M. Weiser, J. Comput. Chem. 24, 1921 (2003)] has been extended to account for nonadiabatic effects in molecular dynamics described by the quantum-classical Liouville equation. In the context of particle methods, the quality of the spatial approximation of the phase-space distributions is maximized while the numerical condition of the least-squares problem for the parameters of particles is minimized. The resulting dynamical scheme is based on a simultaneous propagation of moving particles (Gaussian and Dirac deltalike trajectories) in phase space employing a fully adaptive strategy to upgrade Dirac to Gaussian particles and, vice versa, downgrading Gaussians to Dirac-type trajectories. This allows for the combination of Monte-Carlo-based strategies for the sampling of densities and coherences in multidimensional problems with deterministic treatment of nonadiabatic effects. Numerical examples demonstrate the application of the method to spin-boson systems in different dimensionality. Nonadiabatic effects occurring at conical intersections are treated in the diabatic representation. By decreasing the global tolerance, the numerical solution obtained from the TRAIL scheme are shown to converge towards exact results.
Does Geophysics Need "A new kind of Science"?
NASA Astrophysics Data System (ADS)
Turcotte, D. L.; Rundle, J. B.
2002-12-01
Stephen Wolfram's book "A New Kind of Science" has received a great deal of attention in the last six months, both positive and negative. The theme of the book is that "cellular automata", which arise from spatial and temporal coarse-graining of equations of motion, provide the foundations for a new nonlinear science of "complexity". The old science is the science of partial differential equations. Some of the major contributions of this old science have been in geophysics, i.e. gravity, magnetics, seismic waves, heat flow. The basis of the new science is the use of massive computing and numerical simulations. The new science is motivated by the observations that many physical systems display a vast multiplicity of space and time scales, and have hidden dynamics that in many cases are impossible to directly observe. An example would be molecular dynamics. Statistical physics derives continuum equations from the discrete interactions between atoms and molecules, in the modern world the continuum equations are then discretized using finite differences, finite elements, etc. in order to obtain numerical solutions. Examples of widely used cellular automata models include diffusion limited aggregation and site percolation. Also the class of models that are said to exhibit self-organized criticality, the sand-pile model, the slider-block model, the forest-fire model. Applications of these models include drainage networks, seismicity, distributions of minerals,and the evolution of landforms and coastlines. Simple cellular automata models generate deterministic chaos, i.e. the logistic map.
Going from microscopic to macroscopic on nonuniform growing domains.
Yates, Christian A; Baker, Ruth E; Erban, Radek; Maini, Philip K
2012-08-01
Throughout development, chemical cues are employed to guide the functional specification of underlying tissues while the spatiotemporal distributions of such chemicals can be influenced by the growth of the tissue itself. These chemicals, termed morphogens, are often modeled using partial differential equations (PDEs). The connection between discrete stochastic and deterministic continuum models of particle migration on growing domains was elucidated by Baker, Yates, and Erban [Bull. Math. Biol. 72, 719 (2010)] in which the migration of individual particles was modeled as an on-lattice position-jump process. We build on this work by incorporating a more physically reasonable description of domain growth. Instead of allowing underlying lattice elements to instantaneously double in size and divide, we allow incremental element growth and splitting upon reaching a predefined threshold size. Such a description of domain growth necessitates a nonuniform partition of the domain. We first demonstrate that an individual-based stochastic model for particle diffusion on such a nonuniform domain partition is equivalent to a PDE model of the same phenomenon on a nongrowing domain, providing the transition rates (which we derive) are chosen correctly and we partition the domain in the correct manner. We extend this analysis to the case where the domain is allowed to change in size, altering the transition rates as necessary. Through application of the master equation formalism we derive a PDE for particle density on this growing domain and corroborate our findings with numerical simulations.
Is the Multigrid Method Fault Tolerant? The Two-Grid Case
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ainsworth, Mark; Glusa, Christian
2016-06-30
The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant.more » The purpose of this work is to provide an analysis of the behaviour of the multigrid algorithm in the presence of faults. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations and it is of considerable importance to anticipate its behaviour on an exascale machine. The analysis of resilience of algorithms is in its infancy and the current work is perhaps the first to provide a mathematical model for faults and analyse the behaviour of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.« less
NASA Technical Reports Server (NTRS)
Banks, H. T.; Kunisch, K.
1982-01-01
Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.
Research on Nonlinear Dynamical Systems.
1983-01-10
Applied Math., to appear. [26] Variational inequalities and flow in porous media, LCDS’Lecture Notes, Brown University #LN 82-1, July 1982. [27] On...approximation schemes for parabolic and hyperbolic systems of partial differential equations, including higher order equations of elasticity based on the...51,58,59,63,64,69]. Finally, stability and bifurcation in parabolic partial differential equations is the focus of [64,65,67,72,73]. In addition to these broad
Geometric properties of commutative subalgebras of partial differential operators
NASA Astrophysics Data System (ADS)
Zheglov, A. B.; Kurke, H.
2015-05-01
We investigate further algebro-geometric properties of commutative rings of partial differential operators, continuing our research started in previous articles. In particular, we start to explore the simplest and also certain known examples of quantum algebraically completely integrable systems from the point of view of a recent generalization of Sato's theory, developed by the first author. We give a complete characterization of the spectral data for a class of 'trivial' commutative algebras and strengthen geometric properties known earlier for a class of known examples. We also define a kind of restriction map from the moduli space of coherent sheaves with fixed Hilbert polynomial on a surface to an analogous moduli space on a divisor (both the surface and the divisor are part of the spectral data). We give several explicit examples of spectral data and corresponding algebras of commuting (completed) operators, producing as a by-product interesting examples of surfaces that are not isomorphic to spectral surfaces of any (maximal) commutative ring of partial differential operators of rank one. Finally, we prove that any commutative ring of partial differential operators whose normalization is isomorphic to the ring of polynomials k \\lbrack u,t \\rbrack is a Darboux transformation of a ring of operators with constant coefficients. Bibliography: 39 titles.
7 CFR 1000.76 - Payments by a handler operating a partially regulated distributing plant.
Code of Federal Regulations, 2010 CFR
2010-01-01
..., compute a Class I differential price by subtracting Class III price from the current month's Class I price... by which the Class I differential price exceeds the producer price differential, both prices to be... Class I differential price nor the adjusted producer price differential shall be less than zero; (3) For...
Thermal evolution of a partially differentiated H chondrite parent body
NASA Astrophysics Data System (ADS)
Abrahams, J. N. H.; Bryson, J. F. J.; Weiss, B. P.; Nimmo, F.
2016-12-01
It has traditionally been assumed that planetesimals either melted entirely or remained completely undifferentiated as they accreted. The unmelted textures and cooling histories of chondrites have been used to argue that these meteorites originated from bodies that never differentiated. However, paleomagnetic measurements indicate that some chondrites (e.g., the H chondrite Portales Valley and several CV chondrites) were magnetized by a core dynamo magnetic field, implying that their parent bodies were partially differentiated. It has been unclear, however, whether planetesimal histories consistent with dynamo production can also be consistent with the diversity of chondrite cooling rates and ages. To address this, we modeled the thermal evolution of the H chondrite parent body, considering a variety of accretion histories and parent body radii. We considered partial differentiation using two-stage accretion involving the initial formation and differentiation of a small body, followed by the later addition of low thermal conductivity chondritic material that remains mostly unmelted. We were able to reproduce the measured thermal evolution of multiple H chondrites for a range of parent body parameters, including initial radii from 70-150 km, chondritic layer thicknesses from 50 km to over 100 km, and second stage accretion times of 2.5-3 Myr after solar system formation. Our predicted rates of core cooling and crystallization are consistent with dynamo generation by compositional convection beginning 60-200 Myr after solar system formation and lasting for at least tens of millions of years. This is consistent with magnetic studies of Portales Valley [Bryson et al., this meeting]. In summary, we find that thermal models of partial differentiation are consistent the radiometric ages, magnetization, and cooling rates of a diversity H chondrites.
Some remarks on the numerical solution of parabolic partial differential equations
NASA Astrophysics Data System (ADS)
Campagna, R.; Cuomo, S.; Leveque, S.; Toraldo, G.; Giannino, F.; Severino, G.
2017-11-01
Numerous environmental/engineering applications relying upon the theory of diffusion phenomena into chaotic environments have recently stimulated the interest toward the numerical solution of parabolic partial differential equations (PDEs). In the present paper, we outline a formulation of the mathematical problem underlying a quite general diffusion mechanism in the natural environments, and we shortly emphasize some remarks concerning the applicability of the (straightforward) finite difference method. An illustration example is also presented.
The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations
Mitchell, William F.
1998-01-01
Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given. PMID:28009355
The Refinement-Tree Partition for Parallel Solution of Partial Differential Equations.
Mitchell, William F
1998-01-01
Dynamic load balancing is considered in the context of adaptive multilevel methods for partial differential equations on distributed memory multiprocessors. An approach that periodically repartitions the grid is taken. The important properties of a partitioning algorithm are presented and discussed in this context. A partitioning algorithm based on the refinement tree of the adaptive grid is presented and analyzed in terms of these properties. Theoretical and numerical results are given.
Observability of discretized partial differential equations
NASA Technical Reports Server (NTRS)
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions.
Khan, Kamruzzaman; Akbar, M Ali; Koppelaar, H
2015-07-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G'/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd-Sokolov-Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics.
NASA Astrophysics Data System (ADS)
Ohmori, Shousuke; Yamazaki, Yoshihiro
2016-01-01
Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.
A convex penalty for switching control of partial differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Clason, Christian; Rund, Armin; Kunisch, Karl
2016-01-19
A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.
Numerical methods for large-scale, time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1979-01-01
A survey of numerical methods for time dependent partial differential equations is presented. The emphasis is on practical applications to large scale problems. A discussion of new developments in high order methods and moving grids is given. The importance of boundary conditions is stressed for both internal and external flows. A description of implicit methods is presented including generalizations to multidimensions. Shocks, aerodynamics, meteorology, plasma physics and combustion applications are also briefly described.
Spectral methods for time dependent partial differential equations
NASA Technical Reports Server (NTRS)
Gottlieb, D.; Turkel, E.
1983-01-01
The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.
NASA Technical Reports Server (NTRS)
Fay, John F.
1990-01-01
A calculation is made of the stability of various relaxation schemes for the numerical solution of partial differential equations. A multigrid acceleration method is introduced, and its effects on stability are explored. A detailed stability analysis of a simple case is carried out and verified by numerical experiment. It is shown that the use of multigrids can speed convergence by several orders of magnitude without adversely affecting stability.
NASA Astrophysics Data System (ADS)
Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher
2015-07-01
Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.
Norris, Scott A; Brenner, Michael P; Aziz, Michael J
2009-06-03
We develop a methodology for deriving continuum partial differential equations for the evolution of large-scale surface morphology directly from molecular dynamics simulations of the craters formed from individual ion impacts. Our formalism relies on the separation between the length scale of ion impact and the characteristic scale of pattern formation, and expresses the surface evolution in terms of the moments of the crater function. We demonstrate that the formalism reproduces the classical Bradley-Harper results, as well as ballistic atomic drift, under the appropriate simplifying assumptions. Given an actual set of converged molecular dynamics moments and their derivatives with respect to the incidence angle, our approach can be applied directly to predict the presence and absence of surface morphological instabilities. This analysis represents the first work systematically connecting molecular dynamics simulations of ion bombardment to partial differential equations that govern topographic pattern-forming instabilities.
NASA Astrophysics Data System (ADS)
Chandra, Rishabh
Partial differential equation-constrained combinatorial optimization (PDECCO) problems are a mixture of continuous and discrete optimization problems. PDECCO problems have discrete controls, but since the partial differential equations (PDE) are continuous, the optimization space is continuous as well. Such problems have several applications, such as gas/water network optimization, traffic optimization, micro-chip cooling optimization, etc. Currently, no efficient classical algorithm which guarantees a global minimum for PDECCO problems exists. A new mapping has been developed that transforms PDECCO problem, which only have linear PDEs as constraints, into quadratic unconstrained binary optimization (QUBO) problems that can be solved using an adiabatic quantum optimizer (AQO). The mapping is efficient, it scales polynomially with the size of the PDECCO problem, requires only one PDE solve to form the QUBO problem, and if the QUBO problem is solved correctly and efficiently on an AQO, guarantees a global optimal solution for the original PDECCO problem.
PetIGA: A framework for high-performance isogeometric analysis
Dalcin, Lisandro; Collier, Nathaniel; Vignal, Philippe; ...
2016-05-25
We present PetIGA, a code framework to approximate the solution of partial differential equations using isogeometric analysis. PetIGA can be used to assemble matrices and vectors which come from a Galerkin weak form, discretized with Non-Uniform Rational B-spline basis functions. We base our framework on PETSc, a high-performance library for the scalable solution of partial differential equations, which simplifies the development of large-scale scientific codes, provides a rich environment for prototyping, and separates parallelism from algorithm choice. We describe the implementation of PetIGA, and exemplify its use by solving a model nonlinear problem. To illustrate the robustness and flexibility ofmore » PetIGA, we solve some challenging nonlinear partial differential equations that include problems in both solid and fluid mechanics. Lastly, we show strong scaling results on up to 4096 cores, which confirm the suitability of PetIGA for large scale simulations.« less
On Partial Fraction Decompositions by Repeated Polynomial Divisions
ERIC Educational Resources Information Center
Man, Yiu-Kwong
2017-01-01
We present a method for finding partial fraction decompositions of rational functions with linear or quadratic factors in the denominators by means of repeated polynomial divisions. This method does not involve differentiation or solving linear equations for obtaining the unknown partial fraction coefficients, which is very suitable for either…
A Model for the Oxidation of Carbon Silicon Carbide Composite Structures
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2004-01-01
A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of carbon silicon carbide (C/SiC) composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The numerical method is demonstrated by utilizing the method to model the carbon oxidation and weight loss behavior of C/SiC specimens during thermogravimetric experiments. The numerical method is used to study the physics of carbon oxidation in carbon silicon carbide composites.
Lai, Chintu
1977-01-01
Two-dimensional unsteady flows of homogeneous density in estuaries and embayments can be described by hyperbolic, quasi-linear partial differential equations involving three dependent and three independent variables. A linear combination of these equations leads to a parametric equation of characteristic form, which consists of two parts: total differentiation along the bicharacteristics and partial differentiation in space. For its numerical solution, the specified-time-interval scheme has been used. The unknown, partial space-derivative terms can be eliminated first by suitable combinations of difference equations, converted from the corresponding differential forms and written along four selected bicharacteristics and a streamline. Other unknowns are thus made solvable from the known variables on the current time plane. The computation is carried to the second-order accuracy by using trapezoidal rule of integration. Means to handle complex boundary conditions are developed for practical application. Computer programs have been written and a mathematical model has been constructed for flow simulation. The favorable computer outputs suggest further exploration and development of model worthwhile. (Woodard-USGS)
Probabilistic Modeling of Settlement Risk at Land Disposal Facilities - 12304
DOE Office of Scientific and Technical Information (OSTI.GOV)
Foye, Kevin C.; Soong, Te-Yang
2012-07-01
The long-term reliability of land disposal facility final cover systems - and therefore the overall waste containment - depends on the distortions imposed on these systems by differential settlement/subsidence. The evaluation of differential settlement is challenging because of the heterogeneity of the waste mass (caused by inconsistent compaction, void space distribution, debris-soil mix ratio, waste material stiffness, time-dependent primary compression of the fine-grained soil matrix, long-term creep settlement of the soil matrix and the debris, etc.) at most land disposal facilities. Deterministic approaches to long-term final cover settlement prediction are not able to capture the spatial variability in the wastemore » mass and sub-grade properties which control differential settlement. An alternative, probabilistic solution is to use random fields to model the waste and sub-grade properties. The modeling effort informs the design, construction, operation, and maintenance of land disposal facilities. A probabilistic method to establish design criteria for waste placement and compaction is introduced using the model. Random fields are ideally suited to problems of differential settlement modeling of highly heterogeneous foundations, such as waste. Random fields model the seemingly random spatial distribution of a design parameter, such as compressibility. When used for design, the use of these models prompts the need for probabilistic design criteria. It also allows for a statistical approach to waste placement acceptance criteria. An example design evaluation was performed, illustrating the use of the probabilistic differential settlement simulation methodology to assemble a design guidance chart. The purpose of this design evaluation is to enable the designer to select optimal initial combinations of design slopes and quality control acceptance criteria that yield an acceptable proportion of post-settlement slopes meeting some design minimum. For this specific example, relative density, which can be determined through field measurements, was selected as the field quality control parameter for waste placement. This technique can be extended to include a rigorous performance-based methodology using other parameters (void space criteria, debris-soil mix ratio, pre-loading, etc.). As shown in this example, each parameter range, or sets of parameter ranges can be selected such that they can result in an acceptable, long-term differential settlement according to the probabilistic model. The methodology can also be used to re-evaluate the long-term differential settlement behavior at closed land disposal facilities to identify, if any, problematic facilities so that remedial action (e.g., reinforcement of upper and intermediate waste layers) can be implemented. Considering the inherent spatial variability in waste and earth materials and the need for engineers to apply sound quantitative practices to engineering analysis, it is important to apply the available probabilistic techniques to problems of differential settlement. One such method to implement probability-based differential settlement analyses for the design of landfill final covers has been presented. The design evaluation technique presented is one tool to bridge the gap from deterministic practice to probabilistic practice. (authors)« less
Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane
NASA Astrophysics Data System (ADS)
Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.
2002-03-01
The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.
Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (4).
Murase, Kenya
2016-01-01
Partial differential equations are often used in the field of medical physics. In this (final) issue, the methods for solving the partial differential equations were introduced, which include separation of variables, integral transform (Fourier and Fourier-sine transforms), Green's function, and series expansion methods. Some examples were also introduced, in which the integral transform and Green's function methods were applied to solving Pennes' bioheat transfer equation and the Fourier series expansion method was applied to Navier-Stokes equation for analyzing the wall shear stress in blood vessels.Finally, the author hopes that this series will be helpful for people who engage in medical physics.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
The use of solution adaptive grids in solving partial differential equations
NASA Technical Reports Server (NTRS)
Anderson, D. A.; Rai, M. M.
1982-01-01
The grid point distribution used in solving a partial differential equation using a numerical method has a substantial influence on the quality of the solution. An adaptive grid which adjusts as the solution changes provides the best results when the number of grid points available for use during the calculation is fixed. Basic concepts used in generating and applying adaptive grids are reviewed in this paper, and examples illustrating applications of these concepts are presented.
1985-11-18
Greenberg and K. Sakallah at Digital Equipment Corporation, and C-F. Chen, L Nagel, and P. ,. Subrahmanyam at AT&T Bell Laboratories, both for providing...Circuit Theory McGraw-Hill, 1969. [37] R. Courant and D. Hilbert , Partial Differential Equations, Vol. 2 of Methods of Mathematical Physics...McGraw-Hill, N.Y., 1965. Page 161 [44) R. Courant and D. Hilbert , Partial Differential Equations, Vol. 2 of Methods of Mathematical Physics
NASA Technical Reports Server (NTRS)
Lewis, Robert Michael; Patera, Anthony T.; Peraire, Jaume
1998-01-01
We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.
The Riemann-Lanczos equations in general relativity and their integrability
NASA Astrophysics Data System (ADS)
Dolan, P.; Gerber, A.
2008-06-01
The aim of this paper is to examine the Riemann-Lanczos equations and how they can be made integrable. They consist of a system of linear first-order partial differential equations that arise in general relativity, whereby the Riemann curvature tensor is generated by an unknown third-order tensor potential field called the Lanczos tensor. Our approach is based on the theory of jet bundles, where all field variables and all their partial derivatives of all relevant orders are treated as independent variables alongside the local manifold coordinates (xa) on the given space-time manifold M. This approach is adopted in (a) Cartan's method of exterior differential systems, (b) Vessiot's dual method using vector field systems, and (c) the Janet-Riquier theory of systems of partial differential equations. All three methods allow for the most general situations under which integrability conditions can be found. They give equivalent results, namely, that involutivity is always achieved at all generic points of the jet manifold M after a finite number of prolongations. Two alternative methods that appear in the general relativity literature to find integrability conditions for the Riemann-Lanczos equations generate new partial differential equations for the Lanczos potential that introduce a source term, which is nonlinear in the components of the Riemann tensor. We show that such sources do not occur when either of method (a), (b), or (c) are used.
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.
Quantitative evaluation method for differentiation of C2C12 myoblasts by ultrasonic microscopy
NASA Astrophysics Data System (ADS)
Takanashi, Kyoichi; Washiya, Mamoru; Ota, Kazuki; Yoshida, Sachiko; Hozumi, Naohiro; Kobayashi, Kazuto
2017-07-01
Cell differentiation was evaluated by ultrasonic microscopy. However, there were some regions that showed a lower acoustic impedance than the culture liquid. It was considered that, in such regions, the cells were not perfectly in contact with the film substrate. Hence, a waveform analysis was performed, and compensated acoustic impedances in such regions were in a reasonable range of values. By the same analysis, the displacements of partially floated cells were also successfully calculated. The elapsed day transitions of the compensated acoustic impedances and displacements were successfully evaluated. In the process of differentiation, actin fibers comprising the cytoskeleton are supposed to loosen in order to induce cellular fusion. In addition, the progress in cell differentiation accompanied by a change into a three-dimensional structure can partially be assessed by the displacement between a cell and a cultured film. Hence, we believe that cell differentiation can be evaluated using an ultrasonic microscope.
An Improved Heaviside Approach to Partial Fraction Expansion and Its Applications
ERIC Educational Resources Information Center
Man, Yiu-Kwong
2009-01-01
In this note, we present an improved Heaviside approach to compute the partial fraction expansions of proper rational functions. This method uses synthetic divisions to determine the unknown partial fraction coefficients successively, without the need to use differentiation or to solve a system of linear equations. Examples of its applications in…
Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.
Pahle, Jürgen
2009-01-01
Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.
Biochemical simulations: stochastic, approximate stochastic and hybrid approaches
2009-01-01
Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097
Fundamentals of clinical methodology: 2. Etiology.
Sadegh-Zadeh, K
1998-03-01
The concept of etiology is analyzed and the possibilities and limitations of deterministic, probabilistic, and fuzzy etiology are explored. Different kinds of formal structures for the relation of causation are introduced which enable us to explicate the notion of cause on qualitative, comparative, and quantitative levels. The conceptual framework developed is an approach to a theory of causality that may be useful in etiologic research, in building nosological systems, and in differential diagnosis, therapeutic decision-making, and controlled clinical trials. The bearings of the theory are exemplified by examining the current Chlamydia pneumoniae hypothesis on the incidence of myocardial infarction.
Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture
NASA Astrophysics Data System (ADS)
Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong
The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.
Application of the Sumudu Transform to Discrete Dynamic Systems
ERIC Educational Resources Information Center
Asiru, Muniru Aderemi
2003-01-01
The Sumudu transform is an integral transform introduced to solve differential equations and control engineering problems. The transform possesses many interesting properties that make visualization easier and application has been demonstrated in the solution of partial differential equations, integral equations, integro-differential equations and…
NASA Astrophysics Data System (ADS)
Mozrzymas, Marek; Studziński, Michał; Horodecki, Michał
2018-03-01
Herein we continue the study of the representation theory of the algebra of permutation operators acting on the n -fold tensor product space, partially transposed on the last subsystem. We develop the concept of partially reduced irreducible representations, which allows us to significantly simplify previously proved theorems and, most importantly, derive new results for irreducible representations of the mentioned algebra. In our analysis we are able to reduce the complexity of the central expressions by getting rid of sums over all permutations from the symmetric group, obtaining equations which are much more handy in practical applications. We also find relatively simple matrix representations for the generators of the underlying algebra. The obtained simplifications and developments are applied to derive the characteristics of a deterministic port-based teleportation scheme written purely in terms of irreducible representations of the studied algebra. We solve an eigenproblem for the generators of the algebra, which is the first step towards a hybrid port-based teleportation scheme and gives us new proofs of the asymptotic behaviour of teleportation fidelity. We also show a connection between the density operator characterising port-based teleportation and a particular matrix composed of an irreducible representation of the symmetric group, which encodes properties of the investigated algebra.
Adamson, M W; Morozov, A Y; Kuzenkov, O A
2016-09-01
Mathematical models in biology are highly simplified representations of a complex underlying reality and there is always a high degree of uncertainty with regards to model function specification. This uncertainty becomes critical for models in which the use of different functions fitting the same dataset can yield substantially different predictions-a property known as structural sensitivity. Thus, even if the model is purely deterministic, then the uncertainty in the model functions carries through into uncertainty in model predictions, and new frameworks are required to tackle this fundamental problem. Here, we consider a framework that uses partially specified models in which some functions are not represented by a specific form. The main idea is to project infinite dimensional function space into a low-dimensional space taking into account biological constraints. The key question of how to carry out this projection has so far remained a serious mathematical challenge and hindered the use of partially specified models. Here, we propose and demonstrate a potentially powerful technique to perform such a projection by using optimal control theory to construct functions with the specified global properties. This approach opens up the prospect of a flexible and easy to use method to fulfil uncertainty analysis of biological models.
Gottlieb, Daniel A
2006-03-01
Partial reinforcement often leads to asymptotically higher rates of responding and number of trials with a response than does continuous reinforcement in pigeon autoshaping. However, comparisons typically involve a partial reinforcement schedule that differs from the continuous reinforcement schedule in both time between reinforced trials and probability of reinforcement. Two experiments examined the relative contributions of these two manipulations to asymptotic response rate. Results suggest that the greater responding previously seen with partial reinforcement is primarily due to differential probability of reinforcement and not differential time between reinforced trials. Further, once established, differences in responding are resistant to a change in stimulus and contingency. Secondary response theories of autoshaped responding (theories that posit additional response-augmenting or response-attenuating mechanisms specific to partial or continuous reinforcement) cannot fully accommodate the current body of data. It is suggested that researchers who study pigeon autoshaping train animals on a common task prior to training them under different conditions.
Stops, A J F; Heraty, K B; Browne, M; O'Brien, F J; McHugh, P E
2010-03-03
Mesenchymal stem cell (MSC) differentiation can be influenced by biophysical stimuli imparted by the host scaffold. Yet, causal relationships linking scaffold strain magnitudes and inlet fluid velocities to specific cell responses are thus far underdeveloped. This investigation attempted to simulate cell responses in a collagen-glycosaminoglycan (CG) scaffold within a bioreactor. CG scaffold deformation was simulated using micro-computed tomography (CT) and an in-house finite element solver (FEEBE/linear). Similarly, the internal fluid velocities were simulated using the afore-mentioned microCT dataset with a computational fluid dynamics solver (ANSYS/CFX). From the ensuing cell-level mechanics, albeit octahedral shear strain or fluid velocity, the proliferation and differentiation of the representative cells were predicted from deterministic functions. Cell proliferation patterns concurred with previous experiments. MSC differentiation was dependent on the level of CG scaffold strain and the inlet fluid velocity. Furthermore, MSC differentiation patterns indicated that specific combinations of scaffold strains and inlet fluid flows cause phenotype assemblies dominated by single cell types. Further to typical laboratory procedures, this predictive methodology demonstrated loading-specific differentiation lineages and proliferation patterns. It is hoped these results will enhance in-vitro tissue engineering procedures by providing a platform from which the scaffold loading applications can be tailored to suit the desired tissue. Copyright 2009 Elsevier Ltd. All rights reserved.
A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry
NASA Astrophysics Data System (ADS)
Pei, Y.; Herbst, E.
2011-05-01
Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod 2008), which partially takes into account the stochastic effect for surface reactions, and (3) the master equation approach solved using a Monte Carlo technique. At 10 K and standard grain sizes, our model results agree well with the above three methods, while discrepancies appear at higher temperatures and smaller grain sizes.
Agent-Based Deterministic Modeling of the Bone Marrow Homeostasis.
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.
Phenotypic switching of populations of cells in a stochastic environment
NASA Astrophysics Data System (ADS)
Hufton, Peter G.; Lin, Yen Ting; Galla, Tobias
2018-02-01
In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.
Stochastic mixed-mode oscillations in a three-species predator-prey model
NASA Astrophysics Data System (ADS)
Sadhu, Susmita; Kuehn, Christian
2018-03-01
The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.
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.
Corrêa, Nilton Lavatori; de Sá, Lidia Vasconcellos; de Mello, Rossana Corbo Ramalho
2017-02-01
An increase in the incidence of second primary cancers is the late effect of greatest concern that could occur in differentiated thyroid carcinoma (DTC) patients treated with radioactive iodine (RAI). The decision to treat a patient with RAI should therefore incorporate a careful risk-benefit analysis. The objective of this work was to adapt the risk-estimation models developed by the Biological Effects of Ionizing Radiation Committee to local epidemiological characteristics in order to assess the carcinogenesis risk from radiation in a population of Brazilian DTC patients treated with RAI. Absorbed radiation doses in critical organs were also estimated to determine whether they exceeded the thresholds for deterministic effects. A total of 416 DTC patients treated with RAI were retrospectively studied. Four organs were selected for absorbed dose estimation and subsequent calculation of carcinogenic risk: the kidney, stomach, salivary glands, and bone marrow. Absorbed doses were calculated by dose factors (absorbed dose per unit activity administered) previously established and based on standard human models. The lifetime attributable risk (LAR) of incidence of cancer as a function of age, sex, and organ-specific dose was estimated, relating it to the activity of RAI administered in the initial treatment. The salivary glands received the greatest absorbed doses of radiation, followed by the stomach, kidney, and bone marrow. None of these, however, surpassed the threshold for deterministic effects for a single administration of RAI. Younger patients received the same level of absorbed dose in the critical organs as older patients did. The lifetime attributable risk for stomach cancer incidence was by far the highest, followed in descending order by salivary-gland cancer, leukemia, and kidney cancer. RAI in a single administration is safe in terms of deterministic effects because even high-administered activities do not result in absorbed doses that exceed the thresholds for significant tissue reactions. The Biological Effects of Ionizing Radiation Committee mathematical models are a practical method of quantifying the risks of a second primary cancer, demonstrating a marked decrease in risk for younger patients with the administration of lower RAI activities and suggesting that only the smallest activities necessary to promote an effective ablation should be administered in low-risk DTC patients.
Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems
1971-06-01
the Equilibrium Solution . 7 Hamilton-Jacobi-Bellman Partial Differential Equations ............. .............. 9 Influence Function Differential...Linearly .......... ............ 18 Problem Statement .......... ............ 18 Formulation of LJB Equations, Influence Function Equations and the TPBVP...19 Control Lawe . . .. ...... ........... 21 Conditions for Influence Function Continuity along Singular Surfaces
A partial differential equation for pseudocontact shift.
Charnock, G T P; Kuprov, Ilya
2014-10-07
It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density. The equation enables straightforward PCS prediction and analysis in systems with delocalized unpaired electrons, particularly for the nuclei located in their immediate vicinity. It is also shown that the probability density of the unpaired electron may be extracted, using a regularization procedure, from PCS data.
NASA Technical Reports Server (NTRS)
Chang, S. C.
1986-01-01
A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.
Nonlinear grid error effects on numerical solution of partial differential equations
NASA Technical Reports Server (NTRS)
Dey, S. K.
1980-01-01
Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.
Manafian Heris, Jalil; Lakestani, Mehrdad
2014-01-01
We establish exact solutions including periodic wave and solitary wave solutions for the integrable sixth-order Drinfeld-Sokolov-Satsuma-Hirota system. We employ this system by using a generalized (G'/G)-expansion and the generalized tanh-coth methods. These methods are developed for searching exact travelling wave solutions of nonlinear partial differential equations. It is shown that these methods, with the help of symbolic computation, provide a straightforward and powerful mathematical tool for solving nonlinear partial differential equations.
Parameter estimation problems for distributed systems using a multigrid method
NASA Technical Reports Server (NTRS)
Ta'asan, Shlomo; Dutt, Pravir
1990-01-01
The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.
NASA Technical Reports Server (NTRS)
Dey, C.; Dey, S. K.
1983-01-01
An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.
NASA Astrophysics Data System (ADS)
Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood
2018-03-01
The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.
DISCHARGE AND DEPTH BEHIND A PARTIALLY BREACHED DAM.
Chen, Cheng-lung
1987-01-01
The role that the velocity-distribution correction factor plays in the determination of the flood discharge and corresponding flow depth behind a partially breached dam is investigated. Assumption of a uniformly progressive flow for an established dam-break flood in a rectangular channel of infinite extent leads to the formulation of a theoretical relation between the depth and velocity of flow expressed in differential form. Integrating this ordinary differential equation, one can express the velocity in terms of the depth.
Stochastic flux analysis of chemical reaction networks
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
Relation Between the Cell Volume and the Cell Cycle Dynamics in Mammalian cell
NASA Astrophysics Data System (ADS)
Magno, A. C. G.; Oliveira, I. L.; Hauck, J. V. S.
2016-08-01
The main goal of this work is to add and analyze an equation that represents the volume in a dynamical model of the mammalian cell cycle proposed by Gérard and Goldbeter (2011) [1]. The cell division occurs when the cyclinB/Cdkl complex is totally degraded (Tyson and Novak, 2011)[2] and it reaches a minimum value. At this point, the cell is divided into two newborn daughter cells and each one will contain the half of the cytoplasmic content of the mother cell. The equations of our base model are only valid if the cell volume, where the reactions occur, is constant. Whether the cell volume is not constant, that is, the rate of change of its volume with respect to time is explicitly taken into account in the mathematical model, then the equations of the original model are no longer valid. Therefore, every equations were modified from the mass conservation principle for considering a volume that changes with time. Through this approach, the cell volume affects all model variables. Two different dynamic simulation methods were accomplished: deterministic and stochastic. In the stochastic simulation, the volume affects every model's parameters which have molar unit, whereas in the deterministic one, it is incorporated into the differential equations. In deterministic simulation, the biochemical species may be in concentration units, while in stochastic simulation such species must be converted to number of molecules which are directly proportional to the cell volume. In an effort to understand the influence of the new equation a stability analysis was performed. This elucidates how the growth factor impacts the stability of the model's limit cycles. In conclusion, a more precise model, in comparison to the base model, was created for the cell cycle as it now takes into consideration the cell volume variation
Stochastic flux analysis of chemical reaction networks.
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.
Aerodynamic parameter estimation via Fourier modulating function techniques
NASA Technical Reports Server (NTRS)
Pearson, A. E.
1995-01-01
Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.
NASA Astrophysics Data System (ADS)
Kurukuri, Srihari; Worswick, Michael J.
2013-12-01
An alternative approach is proposed to utilize symmetric yield functions for modeling the tension-compression asymmetry commonly observed in hcp materials. In this work, the strength differential (SD) effect is modeled by choosing separate symmetric plane stress yield functions (for example, Barlat Yld 2000-2d) for the tension i.e., in the first quadrant of principal stress space, and compression i.e., third quadrant of principal stress space. In the second and fourth quadrants, the yield locus is constructed by adopting interpolating functions between uniaxial tensile and compressive stress states. In this work, different interpolating functions are chosen and the predictive capability of each approach is discussed. The main advantage of this proposed approach is that the yield locus parameters are deterministic and relatively easy to identify when compared to the Cazacu family of yield functions commonly used for modeling SD effect observed in hcp materials.
Computational singular perturbation analysis of stochastic chemical systems with stiffness
NASA Astrophysics Data System (ADS)
Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.
2017-04-01
Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.
ERIC Educational Resources Information Center
Man, Yiu-Kwong
2012-01-01
Partial fraction decomposition is a useful technique often taught at senior secondary or undergraduate levels to handle integrations, inverse Laplace transforms or linear ordinary differential equations, etc. In recent years, an improved Heaviside's approach to partial fraction decomposition was introduced and developed by the author. An important…
Strongly nonlinear parabolic variational inequalities.
Browder, F E; Brézis, H
1980-02-01
An existence and uniqueness result is established for a general class of variational inequalities for parabolic partial differential equations of the form partial differentialu/ partial differentialt + A(u) + g(u) = f with g nondecreasing but satisfying no growth condition. The proof is based upon a type of compactness result for solutions of variational inequalities that should find a variety of other applications.
Bologna; Tsallis; Grigolini
2000-08-01
We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives ( partial differential/ partial differentialt)P(x,t)=D( partial differential(gamma)/ partial differentialx(gamma))[P(x,t)](nu). Exact time-dependent solutions are found for nu=(2-gamma)/(1+gamma)(-infinity
A Unified Introduction to Ordinary Differential Equations
ERIC Educational Resources Information Center
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Role of Alternative Polyadenylation during Adipogenic Differentiation: An In Silico Approach
Spangenberg, Lucía; Correa, Alejandro; Dallagiovanna, Bruno; Naya, Hugo
2013-01-01
Post-transcriptional regulation of stem cell differentiation is far from being completely understood. Changes in protein levels are not fully correlated with corresponding changes in mRNAs; the observed differences might be partially explained by post-transcriptional regulation mechanisms, such as alternative polyadenylation. This would involve changes in protein binding, transcript usage, miRNAs and other non-coding RNAs. In the present work we analyzed the distribution of alternative transcripts during adipogenic differentiation and the potential role of miRNAs in post-transcriptional regulation. Our in silico analysis suggests a modest, consistent, bias in 3′UTR lengths during differentiation enabling a fine-tuned transcript regulation via small non-coding RNAs. Including these effects in the analyses partially accounts for the observed discrepancies in relative abundance of protein and mRNA. PMID:24143171
NASA Astrophysics Data System (ADS)
Arshad, Muhammad; Lu, Dianchen; Wang, Jun
2017-07-01
In this paper, we pursue the general form of the fractional reduced differential transform method (DTM) to (N+1)-dimensional case, so that fractional order partial differential equations (PDEs) can be resolved effectively. The most distinct aspect of this method is that no prescribed assumptions are required, and the huge computational exertion is reduced and round-off errors are also evaded. We utilize the proposed scheme on some initial value problems and approximate numerical solutions of linear and nonlinear time fractional PDEs are obtained, which shows that the method is highly accurate and simple to apply. The proposed technique is thus an influential technique for solving the fractional PDEs and fractional order problems occurring in the field of engineering, physics etc. Numerical results are obtained for verification and demonstration purpose by using Mathematica software.
NASA Astrophysics Data System (ADS)
Asai, Kazuto
2009-02-01
We determine essentially all partial differential equations satisfied by superpositions of tree type and of a further special type. These equations represent necessary and sufficient conditions for an analytic function to be locally expressible as an analytic superposition of the type indicated. The representability of a real analytic function by a superposition of this type is independent of whether that superposition involves real-analytic functions or C^{\\rho}-functions, where the constant \\rho is determined by the structure of the superposition. We also prove that the function u defined by u^n=xu^a+yu^b+zu^c+1 is generally non-representable in any real (resp. complex) domain as f\\bigl(g(x,y),h(y,z)\\bigr) with twice differentiable f and differentiable g, h (resp. analytic f, g, h).
NASA Astrophysics Data System (ADS)
Doha, E. H.; Abd-Elhameed, W. M.
2005-09-01
We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.
Isotropic differential phase contrast microscopy for quantitative phase bio-imaging.
Chen, Hsi-Hsun; Lin, Yu-Zi; Luo, Yuan
2018-05-16
Quantitative phase imaging (QPI) has been investigated to retrieve optical phase information of an object and applied to biological microscopy and related medical studies. In recent examples, differential phase contrast (DPC) microscopy can recover phase image of thin sample under multi-axis intensity measurements in wide-field scheme. Unlike conventional DPC, based on theoretical approach under partially coherent condition, we propose a new method to achieve isotropic differential phase contrast (iDPC) with high accuracy and stability for phase recovery in simple and high-speed fashion. The iDPC is simply implemented with a partially coherent microscopy and a programmable thin-film transistor (TFT) shield to digitally modulate structured illumination patterns for QPI. In this article, simulation results show consistency of our theoretical approach for iDPC under partial coherence. In addition, we further demonstrate experiments of quantitative phase images of a standard micro-lens array, as well as label-free live human cell samples. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Evaluating Feynman integrals by the hypergeometry
NASA Astrophysics Data System (ADS)
Feng, Tai-Fu; Chang, Chao-Hsi; Chen, Jian-Bin; Gu, Zhi-Hua; Zhang, Hai-Bin
2018-02-01
The hypergeometric function method naturally provides the analytic expressions of scalar integrals from concerned Feynman diagrams in some connected regions of independent kinematic variables, also presents the systems of homogeneous linear partial differential equations satisfied by the corresponding scalar integrals. Taking examples of the one-loop B0 and massless C0 functions, as well as the scalar integrals of two-loop vacuum and sunset diagrams, we verify our expressions coinciding with the well-known results of literatures. Based on the multiple hypergeometric functions of independent kinematic variables, the systems of homogeneous linear partial differential equations satisfied by the mentioned scalar integrals are established. Using the calculus of variations, one recognizes the system of linear partial differential equations as stationary conditions of a functional under some given restrictions, which is the cornerstone to perform the continuation of the scalar integrals to whole kinematic domains numerically with the finite element methods. In principle this method can be used to evaluate the scalar integrals of any Feynman diagrams.
Auto-Bäcklund transformations for a matrix partial differential equation
NASA Astrophysics Data System (ADS)
Gordoa, P. R.; Pickering, A.
2018-07-01
We derive auto-Bäcklund transformations, analogous to those of the matrix second Painlevé equation, for a matrix partial differential equation. We also then use these auto-Bäcklund transformations to derive matrix equations involving shifts in a discrete variable, a process analogous to the use of the auto-Bäcklund transformations of the matrix second Painlevé equation to derive a discrete matrix first Painlevé equation. The equations thus derived then include amongst other examples a semidiscrete matrix equation which can be considered to be an extension of this discrete matrix first Painlevé equation. The application of this technique to the auto-Bäcklund transformations of the scalar case of our partial differential equation has not been considered before, and so the results obtained here in this scalar case are also new. Other equations obtained here using this technique include a scalar semidiscrete equation which arises in the case of the second Painlevé equation, and which does not seem to have been thus derived previously.
NASA Technical Reports Server (NTRS)
Thompson, J. F.; Thames, F. C.; Mastin, C. W.
1977-01-01
A method is presented for automatic numerical generation of a general curvilinear coordinate system with coordinate lines coincident with all boundaries of a general multi-connected two-dimensional region containing any number of arbitrarily shaped bodies. No restrictions are placed on the shape of the boundaries, which may even be time-dependent, and the approach is not restricted in principle to two dimensions. With this procedure the numerical solution of a partial differential system may be done on a fixed rectangular field with a square mesh with no interpolation required regardless of the shape of the physical boundaries, regardless of the spacing of the curvilinear coordinate lines in the physical field, and regardless of the movement of the coordinate system in the physical plane. A number of examples of coordinate systems and application thereof to the solution of partial differential equations are given. The FORTRAN computer program and instructions for use are included.
Deterministic quantum dense coding networks
NASA Astrophysics Data System (ADS)
Roy, Saptarshi; Chanda, Titas; Das, Tamoghna; Sen(De), Aditi; Sen, Ujjwal
2018-07-01
We consider the scenario of deterministic classical information transmission between multiple senders and a single receiver, when they a priori share a multipartite quantum state - an attempt towards building a deterministic dense coding network. Specifically, we prove that in the case of two or three senders and a single receiver, generalized Greenberger-Horne-Zeilinger (gGHZ) states are not beneficial for sending classical information deterministically beyond the classical limit, except when the shared state is the GHZ state itself. On the other hand, three- and four-qubit generalized W (gW) states with specific parameters as well as the four-qubit Dicke states can provide a quantum advantage of sending the information in deterministic dense coding. Interestingly however, numerical simulations in the three-qubit scenario reveal that the percentage of states from the GHZ-class that are deterministic dense codeable is higher than that of states from the W-class.
NASA Astrophysics Data System (ADS)
Mehta, Shalin B.; Sheppard, Colin J. R.
2010-05-01
Various methods that use large illumination aperture (i.e. partially coherent illumination) have been developed for making transparent (i.e. phase) specimens visible. These methods were developed to provide qualitative contrast rather than quantitative measurement-coherent illumination has been relied upon for quantitative phase analysis. Partially coherent illumination has some important advantages over coherent illumination and can be used for measurement of the specimen's phase distribution. However, quantitative analysis and image computation in partially coherent systems have not been explored fully due to the lack of a general, physically insightful and computationally efficient model of image formation. We have developed a phase-space model that satisfies these requirements. In this paper, we employ this model (called the phase-space imager) to elucidate five different partially coherent systems mentioned in the title. We compute images of an optical fiber under these systems and verify some of them with experimental images. These results and simulated images of a general phase profile are used to compare the contrast and the resolution of the imaging systems. We show that, for quantitative phase imaging of a thin specimen with matched illumination, differential phase contrast offers linear transfer of specimen information to the image. We also show that the edge enhancement properties of spiral phase contrast are compromised significantly as the coherence of illumination is reduced. The results demonstrate that the phase-space imager model provides a useful framework for analysis, calibration, and design of partially coherent imaging methods.
On Geomagnetism and Paleomagnetism I
NASA Technical Reports Server (NTRS)
Voorhies, Coerte V.
2000-01-01
A partial description of Earth's broad scale, core-source magnetic field has been developed and tested three ways. The description features an expected, or mean, spatial magnetic power spectrum that is approximately inversely proportional to horizontal wavenumber atop Earth's core. This multipole spectrum describes a magnetic energy range; it is not steep enough for Gubbins' magnetic dissipation range. Temporal variations of core multipole powers about mean values are to be expected and are described statistically, via trial probability distribution functions, instead of deterministically, via trial solution of closed transport equations. The distributions considered here are closed and neither require nor prohibit magnetic isotropy. The description is therefore applicable to, and tested against, both dipole and low degree non-dipole fields. In Part 1, a physical basis for an expectation spectrum is developed and checked. The description is then combined with main field models of twentieth century satellite and surface geomagnetic field measurements to make testable predictions of the radius of Earth's core. The predicted core radius is 0.7% above the 3480 km seismological value. Partial descriptions of other planetary dipole fields are noted.
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
Enumeration and extension of non-equivalent deterministic update schedules in Boolean networks.
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.
Hybrid approaches for multiple-species stochastic reaction-diffusion models
NASA Astrophysics Data System (ADS)
Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen
2015-10-01
Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.
Hybrid approaches for multiple-species stochastic reaction-diffusion models.
Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K; Byrne, Helen
2015-10-15
Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.
Hybrid approaches for multiple-species stochastic reaction–diffusion models
Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen
2015-01-01
Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. PMID:26478601
A General Model for Estimating Macroevolutionary Landscapes.
Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef
2018-03-01
The evolution of quantitative characters over long timescales is often studied using stochastic diffusion models. The current toolbox available to students of macroevolution is however limited to two main models: Brownian motion and the Ornstein-Uhlenbeck process, plus some of their extensions. Here, we present a very general model for inferring the dynamics of quantitative characters evolving under both random diffusion and deterministic forces of any possible shape and strength, which can accommodate interesting evolutionary scenarios like directional trends, disruptive selection, or macroevolutionary landscapes with multiple peaks. This model is based on a general partial differential equation widely used in statistical mechanics: the Fokker-Planck equation, also known in population genetics as the Kolmogorov forward equation. We thus call the model FPK, for Fokker-Planck-Kolmogorov. We first explain how this model can be used to describe macroevolutionary landscapes over which quantitative traits evolve and, more importantly, we detail how it can be fitted to empirical data. Using simulations, we show that the model has good behavior both in terms of discrimination from alternative models and in terms of parameter inference. We provide R code to fit the model to empirical data using either maximum-likelihood or Bayesian estimation, and illustrate the use of this code with two empirical examples of body mass evolution in mammals. FPK should greatly expand the set of macroevolutionary scenarios that can be studied since it opens the way to estimating macroevolutionary landscapes of any conceivable shape. [Adaptation; bounds; diffusion; FPK model; macroevolution; maximum-likelihood estimation; MCMC methods; phylogenetic comparative data; selection.].
2016-01-01
Identifying the hidden state is important for solving problems with hidden state. We prove any deterministic partially observable Markov decision processes (POMDP) can be represented by a minimal, looping hidden state transition model and propose a heuristic state transition model constructing algorithm. A new spatiotemporal associative memory network (STAMN) is proposed to realize the minimal, looping hidden state transition model. STAMN utilizes the neuroactivity decay to realize the short-term memory, connection weights between different nodes to represent long-term memory, presynaptic potentials, and synchronized activation mechanism to complete identifying and recalling simultaneously. Finally, we give the empirical illustrations of the STAMN and compare the performance of the STAMN model with that of other methods. PMID:27891146
Albers, Michael; Blume, Beatrix; Schlueter, Thomas; Wright, Matthew B; Kober, Ingo; Kremoser, Claus; Deuschle, Ulrich; Koegl, Manfred
2006-02-24
Partial, selective activation of nuclear receptors is a central issue in molecular endocrinology but only partly understood. Using LXRs as an example, we show here that purely agonistic ligands can be clearly and quantitatively differentiated from partial agonists by the cofactor interactions they induce. Although a pure agonist induces a conformation that is incompatible with the binding of repressors, partial agonists such as GW3965 induce a state where the interaction not only with coactivators, but also corepressors is clearly enhanced over the unliganded state. The activities of the natural ligand 22(R)-hydroxycholesterol and of a novel quinazolinone ligand, LN6500 can be further differentiated from GW3965 and T0901317 by their weaker induction of coactivator binding. Using biochemical and cell-based assays, we show that the natural ligand of LXR is a comparably weak partial agonist. As predicted, we find that a change in the coactivator to corepressor ratio in the cell will affect NCoR recruiting compounds more dramatically than NCoR-dissociating compounds. Our data show how competitive binding of coactivators and corepressors can explain the tissue-specific behavior of partial agonists and open up new routes to a rational design of partial agonists for LXRs.
Activation of TRPV2 negatively regulates the differentiation of mouse brown adipocytes.
Sun, Wuping; Uchida, Kunitoshi; Takahashi, Nobuyuki; Iwata, Yuko; Wakabayashi, Shigeo; Goto, Tsuyoshi; Kawada, Teruo; Tominaga, Makoto
2016-09-01
Transient receptor potential vanilloid 2 (TRPV2) acts as a Ca(2+)-permeable non-selective cation channel that has been reported to be sensitive to temperature, mechanical force, and some chemicals. We recently showed that TRPV2 is critical for maintenance of the thermogenic function of brown adipose tissue in mice. However, the involvement of TRPV2 in the differentiation of brown adipocytes remains unexplored. We found that the expression of TRPV2 was dramatically increased during the differentiation of brown adipocytes. Non-selective TRPV2 agonists (2-aminoethoxydiphenyl borate and lysophosphatidylcholine) inhibited the differentiation of brown adipocytes in a dose-dependent manner during the early stage of differentiation of brown adipocytes. The inhibition was rescued by a TRPV2-selective antagonist, SKF96365 (SKF). Mechanical force, which activates TRPV2, also inhibited the differentiation of brown adipocytes in a strength-dependent manner, and the effect was reversed by SKF. In addition, the inhibition of adipocyte differentiation by either TRPV2 ligand or mechanical stimulation was significantly smaller in the cells from TRPV2KO mice. Moreover, calcineurin inhibitors, cyclosporine A and FK506, partially reversed TRPV2 activation-induced inhibition of brown adipocyte differentiation. Thus, we conclude that TRPV2 might be involved in the modulation of brown adipocyte differentiation partially via a calcineurin pathway.
NASA Astrophysics Data System (ADS)
Startsev, Sergey Ya.
2017-05-01
The paper is devoted to hyperbolic (generally speaking, non-Lagrangian and nonlinear) partial differential systems possessing a full set of differential operators that map any function of one independent variable into a symmetry of the corresponding system. We demonstrate that a system has the above property if and only if this system admits a full set of formal integrals (i.e., differential operators which map symmetries into integrals of the system). As a consequence, such systems possess both direct and inverse Noether operators (in the terminology of a work by B. Fuchssteiner and A.S. Fokas who have used these terms for operators that map cosymmetries into symmetries and perform transformations in the opposite direction). Systems admitting Noether operators are not exhausted by Euler-Lagrange systems and the systems with formal integrals. In particular, a hyperbolic system admits an inverse Noether operator if a differential substitution maps this system into a system possessing an inverse Noether operator.
NASA Astrophysics Data System (ADS)
Barrera, A.; Altava-Ortiz, V.; Llasat, M. C.; Barnolas, M.
2007-09-01
Between the 11 and 13 October 2005 several flash floods were produced along the coast of Catalonia (NE Spain) due to a significant heavy rainfall event. Maximum rainfall achieved values up to 250 mm in 24 h. The total amount recorded during the event in some places was close to 350 mm. Barcelona city was also in the affected area where high rainfall intensities were registered, but just a few small floods occurred, thanks to the efficient urban drainage system of the city. Two forecasting methods have been applied in order to evaluate their capability of prediction regarding extreme events: the deterministic MM5 model and a probabilistic model based on the analogous method. The MM5 simulation allows analysing accurately the main meteorological features with a high spatial resolution (2 km), like the formation of some convergence lines over the region that partially explains the maximum precipitation location during the event. On the other hand, the analogous technique shows a good agreement among highest probability values and real affected areas, although a larger pluviometric rainfall database would be needed to improve the results. The comparison between the observed precipitation and from both QPF (quantitative precipitation forecast) methods shows that the analogous technique tends to underestimate the rainfall values and the MM5 simulation tends to overestimate them.
Bastian, Nathaniel D; Brown, David; Fulton, Lawrence V; Mitchell, Robert; Pollard, Wayne; Robinson, Mark; Wilson, Ronald
2013-03-01
We utilize a mixed methods approach to provide three new, separate analyses as part of the development of the next aeromedical evacuation (MEDEVAC) platform of the Future of Vertical Lift (FVL) program. The research questions follow: RQ1) What are the optimal capabilities of a FVL MEDEVAC platform given an Afghanistan-like scenario and parameters associated with the treatment/ground evacuation capabilities in that theater?; RQ2) What are the MEDEVAC trade-off considerations associated with different aircraft engines operating under variable conditions?; RQ3) How does the additional weight of weaponizing the current MEDEVAC fleet affect range, coverage radius, and response time? We address RQ1 using discrete-event simulation based partially on qualitative assessments from the field, while RQ2 and RQ3 are based on deterministic analysis. Our results confirm previous findings that travel speeds in excess of 250 knots and ranges in excess of 300 nautical miles are advisable for the FVL platform design, thereby reducing the medical footprint in stability operations. We recommend a specific course of action regarding a potential engine bridging strategy based on deterministic analysis of endurance and altitude, and we suggest that the weaponization of the FVL MEDEVAC aircraft will have an adverse effect on coverage capability. Reprint & Copyright © 2013 Association of Military Surgeons of the U.S.
Ultrasound speckle reduction based on fractional order differentiation.
Shao, Dangguo; Zhou, Ting; Liu, Fan; Yi, Sanli; Xiang, Yan; Ma, Lei; Xiong, Xin; He, Jianfeng
2017-07-01
Ultrasound images show a granular pattern of noise known as speckle that diminishes their quality and results in difficulties in diagnosis. To preserve edges and features, this paper proposes a fractional differentiation-based image operator to reduce speckle in ultrasound. An image de-noising model based on fractional partial differential equations with balance relation between k (gradient modulus threshold that controls the conduction) and v (the order of fractional differentiation) was constructed by the effective combination of fractional calculus theory and a partial differential equation, and the numerical algorithm of it was achieved using a fractional differential mask operator. The proposed algorithm has better speckle reduction and structure preservation than the three existing methods [P-M model, the speckle reducing anisotropic diffusion (SRAD) technique, and the detail preserving anisotropic diffusion (DPAD) technique]. And it is significantly faster than bilateral filtering (BF) in producing virtually the same experimental results. Ultrasound phantom testing and in vivo imaging show that the proposed method can improve the quality of an ultrasound image in terms of tissue SNR, CNR, and FOM values.
The relationship between stochastic and deterministic quasi-steady state approximations.
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.
Prolongation structures of nonlinear evolution equations
NASA Technical Reports Server (NTRS)
Wahlquist, H. D.; Estabrook, F. B.
1975-01-01
A technique is developed for systematically deriving a 'prolongation structure' - a set of interrelated potentials and pseudopotentials - for nonlinear partial differential equations in two independent variables. When this is applied to the Korteweg-de Vries equation, a new infinite set of conserved quantities is obtained. Known solution techniques are shown to result from the discovery of such a structure: related partial differential equations for the potential functions, linear 'inverse scattering' equations for auxiliary functions, Backlund transformations. Generalizations of these techniques will result from the use of irreducible matrix representations of the prolongation structure.
Numerical method based on the lattice Boltzmann model for the Fisher equation.
Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng
2008-06-01
In this paper, a lattice Boltzmann model for the Fisher equation is proposed. First, the Chapman-Enskog expansion and the multiscale time expansion are used to describe higher-order moment of equilibrium distribution functions and a series of partial differential equations in different time scales. Second, the modified partial differential equation of the Fisher equation with the higher-order truncation error is obtained. Third, comparison between numerical results of the lattice Boltzmann models and exact solution is given. The numerical results agree well with the classical ones.
NASA Technical Reports Server (NTRS)
Steger, Joseph L.
1989-01-01
Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, an extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.
NASA Technical Reports Server (NTRS)
Steger, Joseph L.
1989-01-01
Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations.
Computer transformation of partial differential equations into any coordinate system
NASA Technical Reports Server (NTRS)
Sullivan, R. D.
1977-01-01
The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
Kumar, Gautam; Kothare, Mayuresh V
2013-12-01
We derive conditions for continuous differentiability of inter-spike intervals (ISIs) of spiking neurons with respect to parameters (decision variables) of an external stimulating input current that drives a recurrent network of synaptically connected neurons. The dynamical behavior of individual neurons is represented by a class of discontinuous single-neuron models. We report here that ISIs of neurons in the network are continuously differentiable with respect to decision variables if (1) a continuously differentiable trajectory of the membrane potential exists between consecutive action potentials with respect to time and decision variables and (2) the partial derivative of the membrane potential of spiking neurons with respect to time is not equal to the partial derivative of their firing threshold with respect to time at the time of action potentials. Our theoretical results are supported by showing fulfillment of these conditions for a class of known bidimensional spiking neuron models.
NASA Technical Reports Server (NTRS)
Goad, Clyde C.; Chadwell, C. David
1993-01-01
GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.
DOE Office of Scientific and Technical Information (OSTI.GOV)
S. Dartevelle
2005-09-05
The objective of this manuscript is to fully derive a geophysical multiphase model able to ''accommodate'' different multiphase turbulence approaches; viz., the Reynolds Averaged Navier-Stokes (RANS), the Large Eddy Simulation (LES), or hybrid RANSLES. This manuscript is the first part of a larger geophysical multiphase project--lead by LANL--that aims to develop comprehensive modeling tools for large-scale, atmospheric, transient-buoyancy dusty jets and plume (e.g., plinian clouds, nuclear ''mushrooms'', ''supercell'' forest fire plumes) and for boundary-dominated geophysical multiphase gravity currents (e.g., dusty surges, diluted pyroclastic flows, dusty gravity currents in street canyons). LES is a partially deterministic approach constructed on either amore » spatial- or a temporal-separation between the large and small scales of the flow, whereas RANS is an entirely probabilistic approach constructed on a statistical separation between an ensemble-averaged mean and higher-order statistical moments (the so-called ''fluctuating parts''). Within this specific multiphase context, both turbulence approaches are built up upon the same phasic binary-valued ''function of presence''. This function of presence formally describes the occurrence--or not--of any phase at a given position and time and, therefore, allows to derive the same basic multiphase Navier-Stokes model for either the RANS or the LES frameworks. The only differences between these turbulence frameworks are the closures for the various ''turbulence'' terms involving the unknown variables from the fluctuating (RANS) or from the subgrid (LES) parts. Even though the hydrodynamic and thermodynamic models for RANS and LES have the same set of Partial Differential Equations, the physical interpretations of these PDEs cannot be the same, i.e., RANS models an averaged field, while LES simulates a filtered field. In this manuscript, we also demonstrate that this multiphase model fully fulfills the second law of thermodynamics and fulfills the necessary requirements for a well-posed initial-value problem. In the next manuscripts, we will further develop specific closures for multiphase RANS, LES, and hybrid-LES.« less
Fractal Parameter Space of Lorenz-like Attractors: A Hierarchical Approach
NASA Astrophysics Data System (ADS)
Xing, Tingli; Wojcik, Jeremy; Zaks, Michael A.; Shilnikov, Andrey
2014-12-01
Using bi-parametric sweeping based on symbolic representation we reveal self-similar fractal structures induced by hetero- and homoclinic bifurcations of saddle singularities in the parameter space of two systems with deterministic chaos. We start with the system displaying a few homoclinic bifurcations of higher codimension: resonant saddle, orbitflip and inclination switch that all can give rise to the onset of the Lorenz-type attractor. It discloses a universal unfolding pattern in the case of systems of autonomous ordinary differential equations possessing two-fold symmetry or "Z2-systems" with the characteristic separatrix butterfly. The second system is the classic Lorenz model of 1963, originated in fluid mechanics.
Iannone, Maria; Ventre, Maurizio; Formisano, Lucia; Casalino, Laura; Patriarca, Eduardo J; Netti, Paolo A
2015-03-11
The initial conditions for morphogenesis trigger a cascade of events that ultimately dictate structure and functions of tissues and organs. Here we report that surface nanopatterning can control the initial assembly of focal adhesions, hence guiding human mesenchymal stem cells (hMSCs) through the process of self-organization and differentiation. This process self-sustains, leading to the development of macroscopic tissues with molecular profiles and microarchitecture reminiscent of embryonic tendons. Therefore, material surfaces can be in principle engineered to set off the hMSC program toward tissuegenesis in a deterministic manner by providing adequate sets of initial environmental conditions.
Understanding resistant effect of mosquito on fumigation strategy in dengue control program
NASA Astrophysics Data System (ADS)
Aldila, D.; Situngkir, N.; Nareswari, K.
2018-01-01
A mathematical model of dengue disease transmission will be introduced in this talk with involving fumigation intervention into mosquito population. Worsening effect of uncontrolled fumigation in the form of resistance of mosquito to fumigation chemicals will also be included into the model to capture the reality in the field. Deterministic approach in a 9 dimensional of ordinary differential equation will be used. Analytical result about the existence and local stability of the equilibrium points followed with the basic reproduction number will be discussed. Some numerical result will be performed for some scenario to give a better interpretation for the analytical results.
Markovian Search Games in Heterogeneous Spaces
DOE Office of Scientific and Technical Information (OSTI.GOV)
Griffin, Christopher H
2009-01-01
We consider how to search for a mobile evader in a large heterogeneous region when sensors are used for detection. Sensors are modeled using probability of detection. Due to environmental effects, this probability will not be constant over the entire region. We map this problem to a graph search problem and, even though deterministic graph search is NP-complete, we derive a tractable, optimal, probabilistic search strategy. We do this by defining the problem as a differential game played on a Markov chain. We prove that this strategy is optimal in the sense of Nash. Simulations of an example problem illustratemore » our approach and verify our claims.« less
Deterministic Walks with Choice
DOE Office of Scientific and Technical Information (OSTI.GOV)
Beeler, Katy E.; Berenhaut, Kenneth S.; Cooper, Joshua N.
2014-01-10
This paper studies deterministic movement over toroidal grids, integrating local information, bounded memory and choice at individual nodes. The research is motivated by recent work on deterministic random walks, and applications in multi-agent systems. Several results regarding passing tokens through toroidal grids are discussed, as well as some open questions.
Effect of partial heating at mid of vertical plate adjacent to porous medium
NASA Astrophysics Data System (ADS)
Mulla, Mohammed Fahimuddin; Pallan, Khalid. M.; Al-Rashed, A. A. A. A.
2018-05-01
Heat and mass transfer in porous medium due to heating of vertical plate at mid-section is analyzed for various physical parameters. The heat and mass transfer in porous medium is modeled with the help of momentum, energy and concentration equations in terms of non-dimensional partial differential equations. The partial differential equations are converted into simpler form of algebraic equations with the help of finite element method. A computer code is developed to assemble the matrix form of algebraic equations into global matrices and then to solve them in an iterative manner to obtain the temperature, concentration and streamline distribution inside the porous medium. It is found that the heat transfer behavior of porous medium heated at middle section is considerably different from other cases.
Gazizov, R. K.
2017-01-01
We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures. PMID:28265184
Gainetdinova, A A; Gazizov, R K
2017-01-01
We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures.
NASA Astrophysics Data System (ADS)
Maurel, C.; Bryson, J. F. J.; Weiss, B. P.; Scholl, A.
2016-12-01
The identification of dozens of petrologically diverse chondritic and achondritic meteoritic groups indicates that a diversity of planetesimals formed in the early solar system. It is commonly thought that planetesimals formed as either unmelted or else fully differentiated bodies, implying that chondrites and achondrites cannot have originated on a single body. However, it has been suggested that partially melted bodies with chondritic crusts and achondritic interiors may also have formed. This alternative proposal is supported by the recent identification of post-accretional remanent magnetization in CV, H chondrites, and also possibly in CM chondrites, which has been interpreted as possible evidence for a core dynamo on their parent bodies. Other piece of evidence suggesting the existence of partially differentiated bodies is the existence of the silicate-bearing IIE iron meteorites. The IIEs are composed of a Fe-Ni alloy matrix containing a mixture of chondritic, primitive achondritic, and chondritic silicate inclusions that likely formed on a single parent body. Therefore, IIEs may sample all three putative layers of a layered, partially differentiated body. On the other hand, the siderophile element compositions of the matrix metal demonstrate that it is not the product of fractional crystallization of a molten core. This suggests that the matrix metal is derived from isolated reservoirs of metal in the mantle and/or crust. It is unknown whether a large-scale metallic core, not represented by known meteorite samples, also formed on the same parent planetesimal. We can search for evidence of a molten, advecting core by assessing whether IIE irons contain remanent magnetization produced by a core dynamo. With this goal, we studied the paleomagnetism of a cloudy zone (CZ) interface in the Fe-Ni matrix of the IIE iron Colomera using X-ray photoelectron emission microscopy (XPEEM). Our initial results suggest that a steady, intense magnetic field was present during the gradual formation of the CZ. This may indicate the existence of an advecting core on the IIE parent body, which would support the hypothesis of a partially differentiated structure. We are continuing to test this conclusion with further XPEEM measurements on Colomera and other IIE irons.
NASA Astrophysics Data System (ADS)
Maurel, C.; Bryson, J. F. J.; Weiss, B. P.; Scholl, A.
2017-12-01
The identification of dozens of petrologically diverse chondritic and achondritic meteoritic groups indicates that a diversity of planetesimals formed in the early solar system. It is commonly thought that planetesimals formed as either unmelted or else fully differentiated bodies, implying that chondrites and achondrites cannot have originated on a single body. However, it has been suggested that partially melted bodies with chondritic crusts and achondritic interiors may also have formed. This alternative proposal is supported by the recent identification of post-accretional remanent magnetization in CV, H chondrites, and also possibly in CM chondrites, which has been interpreted as possible evidence for a core dynamo on their parent bodies. Other piece of evidence suggesting the existence of partially differentiated bodies is the existence of the silicate-bearing IIE iron meteorites. The IIEs are composed of a Fe-Ni alloy matrix containing a mixture of chondritic, primitive achondritic, and chondritic silicate inclusions that likely formed on a single parent body. Therefore, IIEs may sample all three putative layers of a layered, partially differentiated body. On the other hand, the siderophile element compositions of the matrix metal demonstrate that it is not the product of fractional crystallization of a molten core. This suggests that the matrix metal is derived from isolated reservoirs of metal in the mantle and/or crust. It is unknown whether a large-scale metallic core, not represented by known meteorite samples, also formed on the same parent planetesimal. We can search for evidence of a molten, advecting core by assessing whether IIE irons contain remanent magnetization produced by a core dynamo. With this goal, we studied the paleomagnetism of a cloudy zone (CZ) interface in the Fe-Ni matrix of the IIE iron Colomera using X-ray photoelectron emission microscopy (XPEEM). Our initial results suggest that a steady, intense magnetic field was present during the gradual formation of the CZ. This may indicate the existence of an advecting core on the IIE parent body, which would support the hypothesis of a partially differentiated structure. We are continuing to test this conclusion with further XPEEM measurements on Colomera and other IIE irons.
Foundation Mathematics for the Physical Sciences
NASA Astrophysics Data System (ADS)
Riley, K. F.; Hobson, M. P.
2011-03-01
1. Arithmetic and geometry; 2. Preliminary algebra; 3. Differential calculus; 4. Integral calculus; 5. Complex numbers and hyperbolic functions; 6. Series and limits; 7. Partial differentiation; 8. Multiple integrals; 9. Vector algebra; 10. Matrices and vector spaces; 11. Vector calculus; 12. Line, surface and volume integrals; 13. Laplace transforms; 14. Ordinary differential equations; 15. Elementary probability; Appendices; Index.
Student Solution Manual for Foundation Mathematics for the Physical Sciences
NASA Astrophysics Data System (ADS)
Riley, K. F.; Hobson, M. P.
2011-03-01
1. Arithmetic and geometry; 2. Preliminary algebra; 3. Differential calculus; 4. Integral calculus; 5. Complex numbers and hyperbolic functions; 6. Series and limits; 7. Partial differentiation; 8. Multiple integrals; 9. Vector algebra; 10. Matrices and vector spaces; 11. Vector calculus; 12. Line, surface and volume integrals; 13. Laplace transforms; 14. Ordinary differential equations; 15. Elementary probability; Appendix.
Computational Algorithms or Identification of Distributed Parameter Systems
1993-04-24
delay-differential equations, Volterra integral equations, and partial differential equations with memory terms . In particular we investigated a...tested for estimating parameters in a Volterra integral equation arising from a viscoelastic model of a flexible structure with Boltzmann damping. In...particular, one of the parameters identified was the order of the derivative in Volterra integro-differential equations containing fractional
Nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates
Melechko, Anatoli V [Oak Ridge, TN; McKnight, Timothy E. , Guillorn, Michael A.; Ilic, Bojan [Ithaca, NY; Merkulov, Vladimir I [Knoxville, TN; Doktycz, Mitchel J [Knoxville, TN; Lowndes, Douglas H [Knoxville, TN; Simpson, Michael L [Knoxville, TN
2011-05-17
Methods, manufactures, machines and compositions are described for nanotransfer and nanoreplication using deterministically grown sacrificial nanotemplates. A method includes depositing a catalyst particle on a surface of a substrate to define a deterministically located position; growing an aligned elongated nanostructure on the substrate, an end of the aligned elongated nanostructure coupled to the substrate at the deterministically located position; coating the aligned elongated nanostructure with a conduit material; removing a portion of the conduit material to expose the catalyst particle; removing the catalyst particle; and removing the elongated nanostructure to define a nanoconduit.
NASA Astrophysics Data System (ADS)
Itoh, Kosuke; Nakada, Tsutomu
2013-04-01
Deterministic nonlinear dynamical processes are ubiquitous in nature. Chaotic sounds generated by such processes may appear irregular and random in waveform, but these sounds are mathematically distinguished from random stochastic sounds in that they contain deterministic short-time predictability in their temporal fine structures. We show that the human brain distinguishes deterministic chaotic sounds from spectrally matched stochastic sounds in neural processing and perception. Deterministic chaotic sounds, even without being attended to, elicited greater cerebral cortical responses than the surrogate control sounds after about 150 ms in latency after sound onset. Listeners also clearly discriminated these sounds in perception. The results support the hypothesis that the human auditory system is sensitive to the subtle short-time predictability embedded in the temporal fine structure of sounds.
Zhang, Kejiang; Achari, Gopal; Li, Hua
2009-11-03
Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.
NASA Astrophysics Data System (ADS)
Abd Elazem, Nader Y.; Ebaid, Abdelhalim
2017-12-01
In this paper, the effect of partial slip boundary condition on the heat and mass transfer of the Cu-water and Ag-water nanofluids over a stretching sheet in the presence of magnetic field and radiation. Such partial slip boundary condition has attracted much attention due to its wide applications in industry and chemical engineering. The flow is basically governing by a system of partial differential equations which are reduced to a system of ordinary differential equations. This system has been exactly solved, where exact analytical expression has been obtained for the fluid velocity in terms of exponential function, while the temperature distribution, and the nanoparticles concentration are expressed in terms of the generalized incomplete gamma function. In addition, explicit formulae are also derived from the rates of heat transfer and mass transfer. The effects of the permanent parameters on the skin friction, heat transfer coefficient, rate of mass transfer, velocity, the temperature profile, and concentration profile have been discussed through tables and graphs.
A Model for Siderophile Element Distribution in Planetary Differentiation
NASA Technical Reports Server (NTRS)
Humayun, M.; Rushmer, T.; Rankenburg, K.; Brandon, A. D.
2005-01-01
Planetary differentiation begins with partial melting of small planetesimals. At low degrees of partial melting, a sulfur-rich liquid segregates by physical mechanisms including deformation-assisted porous flow. Experimental studies of the physical mechanisms by which Fe-S melts segregate from the silicate matrix of a molten H chondrite are part of a companion paper. Geochemical studies of these experimental products revealed that metallic liquids were in equilibrium with residual metal in the H chondrite matrix. This contribution explores the geochemical signatures produced by early stages of core formation. Particularly, low-degree partial melt segregation of Fe-S liquids leaves residual metal in the silicate matrix. Some achondrites appear to be residues of partial melting, e.g., ureilites, which are known to contain metal. The metal in these achondrites may show a distinct elemental signature. To quantify the effect of sulfur on siderophile element contents of residual metal we have developed a model based on recent parametrizations of equilibrium solid metal-liquid metal partitioning experiments.
Huang, W.; Zheng, Lingyun; Zhan, X.
2002-01-01
Accurate modelling of groundwater flow and transport with sharp moving fronts often involves high computational cost, when a fixed/uniform mesh is used. In this paper, we investigate the modelling of groundwater problems using a particular adaptive mesh method called the moving mesh partial differential equation approach. With this approach, the mesh is dynamically relocated through a partial differential equation to capture the evolving sharp fronts with a relatively small number of grid points. The mesh movement and physical system modelling are realized by solving the mesh movement and physical partial differential equations alternately. The method is applied to the modelling of a range of groundwater problems, including advection dominated chemical transport and reaction, non-linear infiltration in soil, and the coupling of density dependent flow and transport. Numerical results demonstrate that sharp moving fronts can be accurately and efficiently captured by the moving mesh approach. Also addressed are important implementation strategies, e.g. the construction of the monitor function based on the interpolation error, control of mesh concentration, and two-layer mesh movement. Copyright ?? 2002 John Wiley and Sons, Ltd.
NASA Technical Reports Server (NTRS)
Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.
Discussion summary: Fictitious domain methods
NASA Technical Reports Server (NTRS)
Glowinski, Rowland; Rodrigue, Garry
1991-01-01
Fictitious Domain methods are constructed in the following manner: Suppose a partial differential equation is to be solved on an open bounded set, Omega, in 2-D or 3-D. Let R be a rectangle domain containing the closure of Omega. The partial differential equation is first solved on R. Using the solution on R, the solution of the equation on Omega is then recovered by some procedure. The advantage of the fictitious domain method is that in many cases the solution of a partial differential equation on a rectangular region is easier to compute than on a nonrectangular region. Fictitious domain methods for solving elliptic PDEs on general regions are also very efficient when used on a parallel computer. The reason is that one can use the many domain decomposition methods that are available for solving the PDE on the fictitious rectangular region. The discussion on fictitious domain methods began with a talk by R. Glowinski in which he gave some examples of a variational approach to ficititious domain methods for solving the Helmholtz and Navier-Stokes equations.
NASA Technical Reports Server (NTRS)
Prudhomme, C.; Rovas, D. V.; Veroy, K.; Machiels, L.; Maday, Y.; Patera, A. T.; Turinici, G.; Zang, Thomas A., Jr. (Technical Monitor)
2002-01-01
We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.
Statistical theory for the Kardar-Parisi-Zhang equation in (1+1) dimensions.
Masoudi, A A; Shahbazi, F; Davoudi, J; Tabar, M Reza Rahimi
2002-02-01
The Kardar-Parisi-Zhang (KPZ) equation in (1+1) dimensions dynamically develops sharply connected valley structures within which the height derivative is not continuous. We develop a statistical theory for the KPZ equation in (1+1) dimensions driven with a random forcing that is white in time and Gaussian-correlated in space. A master equation is derived for the joint probability density function of height difference and height gradient P(h-h*, partial differential(x)h,t) when the forcing correlation length is much smaller than the system size and much larger than the typical sharp valley width. In the time scales before the creation of the sharp valleys, we find the exact generating function of h-h* and partial differential(x)h. The time scale of the sharp valley formation is expressed in terms of the force characteristics. In the stationary state, when the sharp valleys are fully developed, finite-size corrections to the scaling laws of the structure functions left angle bracket(h-h*)(n)(partial differential(x)h)(m)right angle bracket are also obtained.
NASA Astrophysics Data System (ADS)
Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei
2015-12-01
In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.
NASA Astrophysics Data System (ADS)
Stone, Michael; Goldbart, Paul
2009-07-01
Preface; 1. Calculus of variations; 2. Function spaces; 3. Linear ordinary differential equations; 4. Linear differential operators; 5. Green functions; 6. Partial differential equations; 7. The mathematics of real waves; 8. Special functions; 9. Integral equations; 10. Vectors and tensors; 11. Differential calculus on manifolds; 12. Integration on manifolds; 13. An introduction to differential topology; 14. Group and group representations; 15. Lie groups; 16. The geometry of fibre bundles; 17. Complex analysis I; 18. Applications of complex variables; 19. Special functions and complex variables; Appendixes; Reference; Index.
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
On the integration of a class of nonlinear systems of ordinary differential equations
NASA Astrophysics Data System (ADS)
Talyshev, Aleksandr A.
2017-11-01
For each associative, commutative, and unitary algebra over the field of real or complex numbers and an integrable nonlinear ordinary differential equation we can to construct integrable systems of ordinary differential equations and integrable systems of partial differential equations. In this paper we consider in some sense the inverse problem. Determine the conditions under which a given system of ordinary differential equations can be represented as a differential equation in some associative, commutative and unitary algebra. It is also shown that associativity is not a necessary condition.
Legendre-Tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1983-01-01
The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.
Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan
2016-12-28
The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.
Winkelmann, Stefanie; Schütte, Christof
2017-09-21
Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.
How similar can co-occurring species be in the presence of competition and ecological drift?
Capitán, José A; Cuenda, Sara; Alonso, David
2015-09-06
If two species live on a single resource, the one with a slight advantage will out-compete the other: complete competitors cannot coexist. This is known as the competitive exclusion principle. If no extinction occurs, it is because evolutionary adaptation to slightly different niches takes place. Therefore, it is widely accepted that ecological communities are assembled by evolutionary differentiation and progressive adaptation of species to different niches. However, some ecologists have recently challenged this classic paradigm highlighting the importance of chance and stochasticity. Using a synthetic framework for community dynamics, here we show that, while deterministic descriptors predict coexistence, species similarity is limited in a more restrictive way in the presence of stochasticity. We analyse the stochastic extinction phenomenon, showing that extinction occurs as competitive overlap increases above a certain threshold well below its deterministic counterpart. We also prove that the extinction threshold cannot be ascribed only to demographic fluctuations around small population sizes. The more restrictive limit to species similarity is, therefore, a consequence of the complex interplay between competitive interactions and ecological drift. As a practical implication, we show that the existence of a stochastic limit to similarity has important consequences in the recovery of fragmented habitats. © 2015 The Author(s).
How similar can co-occurring species be in the presence of competition and ecological drift?
Capitán, José A.; Cuenda, Sara; Alonso, David
2015-01-01
If two species live on a single resource, the one with a slight advantage will out-compete the other: complete competitors cannot coexist. This is known as the competitive exclusion principle. If no extinction occurs, it is because evolutionary adaptation to slightly different niches takes place. Therefore, it is widely accepted that ecological communities are assembled by evolutionary differentiation and progressive adaptation of species to different niches. However, some ecologists have recently challenged this classic paradigm highlighting the importance of chance and stochasticity. Using a synthetic framework for community dynamics, here we show that, while deterministic descriptors predict coexistence, species similarity is limited in a more restrictive way in the presence of stochasticity. We analyse the stochastic extinction phenomenon, showing that extinction occurs as competitive overlap increases above a certain threshold well below its deterministic counterpart. We also prove that the extinction threshold cannot be ascribed only to demographic fluctuations around small population sizes. The more restrictive limit to species similarity is, therefore, a consequence of the complex interplay between competitive interactions and ecological drift. As a practical implication, we show that the existence of a stochastic limit to similarity has important consequences in the recovery of fragmented habitats. PMID:26269234
NASA Astrophysics Data System (ADS)
Winkelmann, Stefanie; Schütte, Christof
2017-09-01
Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu, Hui; Yao, Cui-Xia; He, Xiao-Hu
State-to-state quantum dynamic calculations for the proton transfer reaction Ne + H{sub 2}{sup +} (v = 0–2, j = 0) are performed on the most accurate LZHH potential energy surface, with the product Jacobi coordinate based time-dependent wave packet method including the Coriolis coupling. The J = 0 reaction probabilities for the title reaction agree well with previous results in a wide range of collision energy of 0.2-1.2 eV. Total integral cross sections are in reasonable agreement with the available experiment data. Vibrational excitation of the reactant is much more efficient in enhancing the reaction cross sections than translational andmore » rotational excitation. Total differential cross sections are found to be forward-backward peaked with strong oscillations, which is the indication of the complex-forming mechanism. As the collision energy increases, state-resolved differential cross section changes from forward-backward symmetric peaked to forward scattering biased. This forward bias can be attributed to the larger J partial waves, which makes the reaction like an abstraction process. Differential cross sections summed over two different sets of J partial waves for the v = 0 reaction at the collision energy of 1.2 eV are plotted to illustrate the importance of large J partial waves in the forward bias of the differential cross sections.« less
Arctic Sea Ice: Trends, Stability and Variability
NASA Astrophysics Data System (ADS)
Moon, Woosok
A stochastic Arctic sea-ice model is derived and analyzed in detail to interpret the recent decay and associated variability of Arctic sea-ice under changes in greenhouse gas forcing widely referred to as global warming. The approach begins from a deterministic model of the heat flux balance through the air/sea/ice system, which uses observed monthly-averaged heat fluxes to drive a time evolution of sea-ice thickness. This model reproduces the observed seasonal cycle of the ice cover and it is to this that stochastic noise---representing high frequency variability---is introduced. The model takes the form of a single periodic non-autonomous stochastic ordinary differential equation. Following an introductory chapter, the two that follow focus principally on the properties of the deterministic model in order to identify the main properties governing the stability of the ice cover. In chapter 2 the underlying time-dependent solutions to the deterministic model are analyzed for their stability. It is found that the response time-scale of the system to perturbations is dominated by the destabilizing sea-ice albedo feedback, which is operative in the summer, and the stabilizing long wave radiative cooling of the ice surface, which is operative in the winter. This basic competition is found throughout the thesis to define the governing dynamics of the system. In particular, as greenhouse gas forcing increases, the sea-ice albedo feedback becomes more effective at destabilizing the system. Thus, any projections of the future state of Arctic sea-ice will depend sensitively on the treatment of the ice-albedo feedback. This in turn implies that the treatment a fractional ice cover as the ice areal extent changes rapidly, must be handled with the utmost care. In chapter 3, the idea of a two-season model, with just winter and summer, is revisited. By breaking the seasonal cycle up in this manner one can simplify the interpretation of the basic dynamics. Whereas in the fully time-dependent seasonal model one finds stable seasonal ice cover (vanishing in the summer but reappearing in the winter), in previous two-season models such a state could not be found. In this chapter the sufficient conditions are found for a stable seasonal ice cover, which reside in including a time variation in the shortwave radiance during summer. This provides a qualitative interpretation of the continuous and reversible shift from perennial to seasonally-varying states in the more complex deterministic model. In order to put the stochastic model into a realistic observational framework, in chapter 4, the analysis of daily satellite retrievals of ice albedo and ice extent is described. Both the basic statistics are examined and a new method, called multi-fractal temporally weighted detrended fluctuation analysis, is applied. Because the basic data are taken on daily time scales, the full fidelity of the retrieved data is accessed and we find time scales from days and weeks to seasonal and decadal. Importantly, the data show a white-noise structure on annual to biannual time scales and this provides the basis for using a Wiener process for the noise in the stochastic Arctic sea-ice model. In chapter 5 a generalized perturbation analysis of a non-autonomous stochastic differential equation is developed and then applied to interpreting the variability of Arctic sea-ice as greenhouse gas forcing increases. The resulting analytic expressions of the statistical moments provide insight into the transient and memory-delay effects associated with the basic competition in the system: the ice-albedo feedback and long wave radiative stabilization along with the asymmetry in the nonlinearity of the deterministic contributions to the model and the magnitude and structure of the stochastic noise. A systematic study of the impact of the noise structure, from additive to multiplicative, is undertaken in chapters 6 and 7. Finally, in chapter 8 the matter of including a fractional ice cover into a deterministic model is addressed. It is found that a simple but crucial mistake is made in one of the most widely used model schemes and this has a major impact given the important role of areal fraction in the ice-albedo feedback in such a model. The thesis is summarized in chapter 9.
NASA Technical Reports Server (NTRS)
Larson, V. H.
1982-01-01
The basic equations that are used to describe the physical phenomena in a Stirling cycle engine are the general energy equations and equations for the conservation of mass and conversion of momentum. These equations, together with the equation of state, an analytical expression for the gas velocity, and an equation for mesh temperature are used in this computer study of Stirling cycle characteristics. The partial differential equations describing the physical phenomena that occurs in a Stirling cycle engine are of the hyperbolic type. The hyperbolic equations have real characteristic lines. By utilizing appropriate points along these curved lines the partial differential equations can be reduced to ordinary differential equations. These equations are solved numerically using a fourth-fifth order Runge-Kutta integration technique.
Deterministic and Stochastic Analysis of a Prey-Dependent Predator-Prey System
ERIC Educational Resources Information Center
Maiti, Alakes; Samanta, G. P.
2005-01-01
This paper reports on studies of the deterministic and stochastic behaviours of a predator-prey system with prey-dependent response function. The first part of the paper deals with the deterministic analysis of uniform boundedness, permanence, stability and bifurcation. In the second part the reproductive and mortality factors of the prey and…
ShinyGPAS: interactive genomic prediction accuracy simulator based on deterministic formulas.
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.
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.
Partial Fractions via Calculus
ERIC Educational Resources Information Center
Bauldry, William C.
2018-01-01
The standard technique taught in calculus courses for partial fraction expansions uses undetermined coefficients to generate a system of linear equations; we present a derivative-based technique that calculus and differential equations instructors can use to reinforce connections to calculus. Simple algebra shows that we can use the derivative to…
Nonlinear Dynamics of Biofilm Growth on Sediment Surfaces
NASA Astrophysics Data System (ADS)
Molz, F. J.; Murdoch, L. C.; Faybishenko, B.
2013-12-01
Bioclogging often begins with the establishment of small colonies (microcolonies), which then form biofilms on the surfaces of a porous medium. These biofilm-porous media surfaces are not simple coatings of single microbes, but complex assemblages of cooperative and competing microbes, interacting with their chemical environment. This leads one to ask: what are the underlying dynamics involved with biofilm growth? To begin answering this question, we have extended the work of Kot et al. (1992, Bull. Mathematical Bio.) from a fully mixed chemostat to an idealized, one-dimensional, biofilm environment, taking into account a simple predator-prey microbial competition, with the prey feeding on a specified food source. With a variable (periodic) food source, Kot et al. (1992) were able to demonstrate chaotic dynamics in the coupled substrate-prey-predator system. Initially, deterministic chaos was thought by many to be mainly a mathematical phenomenon. However, several recent publications (e.g., Becks et al, 2005, Nature Letters; Graham et al. 2007, Int. Soc Microb. Eco. J.; Beninca et al., 2008, Nature Letters; Saleh, 2011, IJBAS) have brought together, using experimental studies and relevant mathematics, a breakthrough discovery that deterministic chaos is present in relatively simple biochemical systems. Two of us (Faybishenko and Molz, 2013, Procedia Environ. Sci)) have numerically analyzed a mathematical model of rhizosphere dynamics (Kravchenko et al., 2004, Microbiology) and detected patterns of nonlinear dynamical interactions supporting evidence of synchronized synergetic oscillations of microbial populations, carbon and oxygen concentrations driven by root exudation into a fully mixed system. In this study, we have extended the application of the Kot et al. model to investigate a spatially-dependent biofilm system. We will present the results of numerical simulations obtained using COMSOL Multi-Physics software, which we used to determine the nature of the complex dynamics. We found that complex dynamics occur even with a constant food supply maintained at the upstream boundary of the biofilm. Results will be presented along with a description of the model, including 3 coupled partial differential equations and examples of the localized and propagating nonlinear dynamics inherent in the system. Contrary to a common opinion that chaos in many mechanical systems is a type of instability, appearing when energy is added, we hypothesize, based on the results of our modeling, that chaos in biofilm dynamics and other microbial ecosystems is driven by a competitive decrease in the food supply (i.e., chemical energy). We also hypothesize that, somewhat paradoxically, this, in turn, may support a long-term system stability that could cause bioclogging in porous media.
Stochastic climate dynamics: Stochastic parametrizations and their global effects
NASA Astrophysics Data System (ADS)
Ghil, Michael
2010-05-01
A well-known difficulty in modeling the atmosphere and oceans' general circulation is the limited, albeit increasing resolution possible in the numerical solution of the governing partial differential equations. While the mass, energy and momentum of an individual cloud, in the atmosphere, or convection chimney, in the oceans, is negligible, their combined effects over long times are not. Until recently, small, subgrid-scale processes were represented in general circulation models (GCMs) by deterministic "parametrizations." While A. Arakawa and associates had realized over three decades ago the conceptual need for ensembles of clouds in such parametrizations, it is only very recently that truly stochastic parametrizations have been introduced into GCMs and weather prediction models. These parametrizations essentially transform a deterministic autonomous system into a non-autonomous one, subject to random forcing. To study systematically the long-term effects of such a forcing has to rely on theory of random dynamical systems (RDS). This theory allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. These attractors extend the concept of strange attractors from autonomous dynamical systems to non-autonomous systems with random forcing. To illustrate the essence of the theory, its concepts and methods, we carry out a high-resolution numerical study of two "toy" models in their respective phase spaces. This study allows one to obtain a good approximation of their global random attractors, as well as of the time-dependent invariant measures supported by these attractors. The first of the two models studied herein is the Arnol'd family of circle maps in the presence of noise. The maps' fine-grained, resonant landscape --- associated with Arnol'd tongues --- is smoothed by the noise, thus permitting a comparison with the observable aspects of the "Devil's staircase" that arises in modeling the El Nino-Southern Oscillation (ENSO). These results are confirmed by studying a "French garden" that is obtained by smoothing a "Devil's quarry." Such a quarry results from coupling two circle maps, and random forcing leads to a smoothed version thereof. We thus suspect that stochastic parametrizations will stabilize the sensitive dependence on parameters that has been noticed in the development of GCMs. This talk represents joint work with Mickael D. Chekroun, D. Kondrashov, Eric Simonnet and I. Zaliapin. Several other talks and posters complement the results presented here and provide further insights into RDS theory and its application to the geosciences.
Raia, S.; Alvioli, M.; Rossi, M.; Baum, R.L.; Godt, J.W.; Guzzetti, F.
2013-01-01
Distributed models to forecast the spatial and temporal occurrence of rainfall-induced shallow landslides are deterministic. These models extend spatially the static stability models adopted in geotechnical engineering and adopt an infinite-slope geometry to balance the resisting and the driving forces acting on the sliding mass. An infiltration model is used to determine how rainfall changes pore-water conditions, modulating the local stability/instability conditions. A problem with the existing models is the difficulty in obtaining accurate values for the several variables that describe the material properties of the slopes. The problem is particularly severe when the models are applied over large areas, for which sufficient information on the geotechnical and hydrological conditions of the slopes is not generally available. To help solve the problem, we propose a probabilistic Monte Carlo approach to the distributed modeling of shallow rainfall-induced landslides. For the purpose, we have modified the Transient Rainfall Infiltration and Grid-Based Regional Slope-Stability Analysis (TRIGRS) code. The new code (TRIGRS-P) adopts a stochastic approach to compute, on a cell-by-cell basis, transient pore-pressure changes and related changes in the factor of safety due to rainfall infiltration. Infiltration is modeled using analytical solutions of partial differential equations describing one-dimensional vertical flow in isotropic, homogeneous materials. Both saturated and unsaturated soil conditions can be considered. TRIGRS-P copes with the natural variability inherent to the mechanical and hydrological properties of the slope materials by allowing values of the TRIGRS model input parameters to be sampled randomly from a given probability distribution. The range of variation and the mean value of the parameters can be determined by the usual methods used for preparing the TRIGRS input parameters. The outputs of several model runs obtained varying the input parameters are analyzed statistically, and compared to the original (deterministic) model output. The comparison suggests an improvement of the predictive power of the model of about 10% and 16% in two small test areas, i.e. the Frontignano (Italy) and the Mukilteo (USA) areas, respectively. We discuss the computational requirements of TRIGRS-P to determine the potential use of the numerical model to forecast the spatial and temporal occurrence of rainfall-induced shallow landslides in very large areas, extending for several hundreds or thousands of square kilometers. Parallel execution of the code using a simple process distribution and the Message Passing Interface (MPI) on multi-processor machines was successful, opening the possibly of testing the use of TRIGRS-P for the operational forecasting of rainfall-induced shallow landslides over large regions.
Chirikjian; Wang
2000-07-01
Partial differential equations (PDE's) for the probability density function (PDF) of the position and orientation of the distal end of a stiff macromolecule relative to its proximal end are derived and solved. The Kratky-Porod wormlike chain, the Yamakawa helical wormlike chain, and the original and revised Marko-Siggia models are examples of stiffness models to which the present formulation is applied. The solution technique uses harmonic analysis on the rotation and motion groups to convert PDE's governing the PDF's of interest into linear algebraic equations which have mathematically elegant solutions.
NASA Technical Reports Server (NTRS)
Abarbanel, Saul; Gottlieb, David; Carpenter, Mark H.
1994-01-01
It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.
Noniterative three-dimensional grid generation using parabolic partial differential equations
NASA Technical Reports Server (NTRS)
Edwards, T. A.
1985-01-01
A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.
Double diffusive conjugate heat transfer: Part III
NASA Astrophysics Data System (ADS)
Soudagar, Manzoor Elahi M.; Azeem
2018-05-01
The placement of a small solid wall towards cold surface of square porous cavity affects the heat transfer behavior of porous region due to restriction of fluid motion in the region occupied by solid wall. An investigation of heat transfer is carried out to understand the fluid flow and heat transfer behavior in porous cavity by solving the governing partial differential equations. Galerkin's approach is used to convert the partial differential equations into algebraic form of equations by applying finite element method. The heat transfer increases for solid towards right surface as compared to the case of solid at center of cavity.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gropp, W.D.; Keyes, D.E.
1988-03-01
The authors discuss the parallel implementation of preconditioned conjugate gradient (PCG)-based domain decomposition techniques for self-adjoint elliptic partial differential equations in two dimensions on several architectures. The complexity of these methods is described on a variety of message-passing parallel computers as a function of the size of the problem, number of processors and relative communication speeds of the processors. They show that communication startups are very important, and that even the small amount of global communication in these methods can significantly reduce the performance of many message-passing architectures.
NASA Astrophysics Data System (ADS)
Chen, Lin-Jie; Ma, Chang-Feng
2010-01-01
This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form ut + αuux + βunux + γuxx + δuxxx + ζuxxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman-Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions.
NASA Astrophysics Data System (ADS)
Chen, Shanzhen; Jiang, Xiaoyun
2012-08-01
In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.
An efficient numerical scheme for the study of equal width equation
NASA Astrophysics Data System (ADS)
Ghafoor, Abdul; Haq, Sirajul
2018-06-01
In this work a new numerical scheme is proposed in which Haar wavelet method is coupled with finite difference scheme for the solution of a nonlinear partial differential equation. The scheme transforms the partial differential equation to a system of algebraic equations which can be solved easily. The technique is applied to equal width equation in order to study the behaviour of one, two, three solitary waves, undular bore and soliton collision. For efficiency and accuracy of the scheme, L2 and L∞ norms and invariants are computed. The results obtained are compared with already existing results in literature.
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.
A surface wave reflector in Southwestern Japan
NASA Astrophysics Data System (ADS)
Mak, S.; Koketsu, K.; Miyake, H.; Obara, K.; Sekine, S.
2009-12-01
Surface waves at short periods (<35s) are affected severely by heterogeneities in the crust and the uppermost mantle. When the scale of heterogeneity is sufficiently large, its effect can be studied in a deterministic way using conventional concepts of reflection and refraction. A well-known example is surface wave refraction at continental margin. We present a case study to investigate the composition of surface wave coda in a deterministic approach. A long duration of surface wave coda with a predominant period of 20s is observed during various strong earthquakes around Japan. The coda shows an unambiguous propagation direction, implying a deterministic nature. Beamforming and particle motion analysis suggest that the surface wave later arrivals could be explained by Love wave reflections by a point reflector located at offshore southeast to Kyushu. The reflection demonstrates a seemingly incidence-independent favorable azimuth in emitting strength. In additional to beamforming, we use a new regional crustal velocity model to perform a grid-search ray-tracing with the assumption of point reflector to further constrain to location of coda generation. Because strong velocity anomalies exist near the zone of interest, we decide to use a network shortest-path ray-tracing method, instead of analytical methods like shooting and bending, to avoid the problems like convergence, shadow zone, and smooth model assumption. Two geological features are found to be related to the formation of the coda. The primary one is the intersection between the Kyushu-Palau Ridge and the Nankai Trough at offshore southeast to Kyushu (hereafter referred as "KPR-NT"), which may act as a point reflector. There is a strong Love wave phase velocity anomaly at KPR-NT but not other parts of the ridge, implying that topography is irrelevant. Rayleigh wave phase velocity does not experience a strong anomaly there, which is consistent to the absence of Rayleigh wave reflections implied by the observed particle motions. The secondary one is a low phase velocity (<2km/s for T=20s) at the accretionary wedge of the Nankai Trough due to the thick sediment. Such a long and narrow low velocity zone, with its southwest tip at KPR-NT, is a potential wave-guide to channel waves towards KPR-NT. The longer duration of deterministic later arrivals than the direct arrival is partially explained by multi-pathing due to the wave-guide. The surface wave coda is observable for earthquakes whose propagation path does not include the accretionary wedge, implying that the wedge is an enhancer but not indispensable of the formation of the observed coda.
Development of Cross Section Library and Application Programming Interface (API)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, C. H.; Marin-Lafleche, A.; Smith, M. A.
2014-04-09
The goal of NEAMS neutronics is to develop a high-fidelity deterministic neutron transport code termed PROTEUS for use on all reactor types of interest, but focused primarily on sodium-cooled fast reactors. While PROTEUS-SN has demonstrated good accuracy for homogeneous fast reactor problems and partially heterogeneous fast reactor problems, the simulation results were not satisfactory when applied on fully heterogeneous thermal problems like the Advanced Test Reactor (ATR). This is mainly attributed to the quality of cross section data for heterogeneous geometries since the conventional cross section generation approach does not work accurately for such irregular and complex geometries. Therefore, onemore » of the NEAMS neutronics tasks since FY12 has been the development of a procedure to generate appropriate cross sections for a heterogeneous geometry core.« less
Differentiation of magma oceans and the thickness of the depleted layer on Venus
NASA Technical Reports Server (NTRS)
Solomatov, V. S.; Stevenson, D. J.
1993-01-01
Various arguments suggest that Venus probably has no asthenosphere, and it is likely that beneath the crust there is a highly depleted and highly viscous mantle layer which was probably formed in the early history of the planet when it was partially or completely molten. Models of crystallization of magma oceans suggest that just after crystallization of a hypothetical magma ocean, the internal structure of Venus consists of a crust up to about 70 km thickness, a depleted layer up to about 500 km, and an enriched lower layer which probably consists of an undepleted 'lower mantle' and heavy enriched accumulates near the core-mantle boundary. Partial or even complete melting of Venus due to large impacts during the formation period eventually results in differentiation. However, the final result of such a differentiation can vary from a completely differentiated mantle to an almost completely preserved homogeneous mantle depending on competition between convection and differentiation: between low viscosity ('liquid') convection and crystal settling at small crystal fractions, or between high viscosity ('solid') convection and percolation at large crystal fractions.
NASA Astrophysics Data System (ADS)
Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad
2017-01-01
In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.
Tratnjek, Larisa; Romih, Rok; Kreft, Mateja Erdani
2017-08-01
During differentiation, superficial urothelial cells (UCs) of the urinary bladder form the apical surface, which is almost entirely covered by urothelial plaques containing densely packed uroplakin particles. These urothelial plaques are the main structural components of the blood-urine permeability barrier in the urinary bladder. We have shown previously that endocytosis from the apical plasma membrane decreases during urothelial cell differentiation. Here, we investigated the role of actin filament and microtubule rearrangements in apical endocytosis of differentiating UCs cells using hyperplastic and normoplastic porcine urothelial models. Partially differentiated normal porcine UCs contained actin filaments in the subapical cytoplasm, while microtubules had a net-like appearance. In highly differentiated UCs, actin filaments mostly disappeared from the subapical cytoplasm and microtubules remained as a thin layer close to the apical plasma membrane. Inhibition of actin filament formation with cytochalasin-D in partially differentiated UCs caused a decrease in apical endocytosis. Depolymerisation of microtubules with nocodazole did not prevent endocytosis of the endocytotic marker WGA into the subapical cytoplasm; however, it abolished WGA transport to endolysosomal compartments in the central cytoplasm. Cytochalasin-D or nocodazole treatment did not significantly change apical endocytosis in highly differentiated UCs. In conclusion, we showed that the physiological differentiation-dependent or chemically induced redistribution and reorganization of actin filaments and microtubules impair apical endocytosis in UCs. Importantly, reduced apical endocytosis due to cytoskeletal rearrangements in highly differentiated UCs, together with the formation of rigid urothelial plaques, reinforces the barrier function of the urothelium.
Differential Effects of Full and Partial Notes on Learning Outcomes and Attendance
ERIC Educational Resources Information Center
Cornelius, Tara L.; Owen-DeSchryver, Jamie
2008-01-01
Although college instructors are increasingly providing students with online notes, research is equivocal on how such notes affect student outcomes. This study examined partial versus full notes in introductory psychology classes while controlling for initial levels of student knowledge and academic ability. Results suggested that students…
Adiabatic reduction of a model of stochastic gene expression with jump Markov process.
Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C
2014-04-01
This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.
Weak-noise limit of a piecewise-smooth stochastic differential equation.
Chen, Yaming; Baule, Adrian; Touchette, Hugo; Just, Wolfram
2013-11-01
We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a simple model of Brownian motion with solid friction. For this model, we show that the weak-noise approximation of the path integral correctly reproduces the known propagator of the SDE at lowest order in the noise power, as well as the main features of the exact propagator with higher-order corrections, provided the singularity of the path integral associated with the nonsmooth SDE is treated with some heuristics. We also show that, as in the case of smooth SDEs, the deterministic paths of the noiseless system correctly describe the behavior of the nonsmooth SDE in the low-noise limit. Finally, we consider a smooth regularization of the piecewise-constant SDE and study to what extent this regularization can rectify some of the problems encountered when dealing with discontinuous drifts and singularities in SDEs.
Computational singular perturbation analysis of stochastic chemical systems with stiffness
Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...
2017-01-25
Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less
Double density dynamics: realizing a joint distribution of a physical system and a parameter system
NASA Astrophysics Data System (ADS)
Fukuda, Ikuo; Moritsugu, Kei
2015-11-01
To perform a variety of types of molecular dynamics simulations, we created a deterministic method termed ‘double density dynamics’ (DDD), which realizes an arbitrary distribution for both physical variables and their associated parameters simultaneously. Specifically, we constructed an ordinary differential equation that has an invariant density relating to a joint distribution of the physical system and the parameter system. A generalized density function leads to a physical system that develops under nonequilibrium environment-describing superstatistics. The joint distribution density of the physical system and the parameter system appears as the Radon-Nikodym derivative of a distribution that is created by a scaled long-time average, generated from the flow of the differential equation under an ergodic assumption. The general mathematical framework is fully discussed to address the theoretical possibility of our method, and a numerical example representing a 1D harmonic oscillator is provided to validate the method being applied to the temperature parameters.
Castillo, Ramon D.; Kloos, Heidi; Holden, John G.; Richardson, Michael J.
2015-01-01
In order to make sense of a scene, a person must pay attention to several levels of nested order, ranging from the most differentiated details of the display to the integrated whole. In adults, research shows that the processes of integration and differentiation have the signature of self-organization. Does the same hold for children? The current study addresses this question with children between 6 and 9 years of age, using two tasks that require attention to hierarchical displays. A group of adults were tested as well, for control purposes. To get at the question of self-organization, reaction times were submitted to a detrended fluctuation analysis and a recurrence quantification analysis. H exponents show a long-range correlations (1/f noise), and recurrence measures (percent determinism, maximum line, entropy, and trend), show a deterministic structure of variability being characteristic of self-organizing systems. Findings are discussed in terms of organism-environment coupling that gives rise to fluid attention to hierarchical displays. PMID:25999862
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
Aly, H; Mohsen, L; Badrawi, N; Gabr, H; Ali, Z; Akmal, D
2012-09-01
Hypoxia-ischemia is the leading cause of neurological handicaps in newborns worldwide. Mesenchymal stem cells (MSCs) collected from fresh cord blood of asphyxiated newborns have the potential to regenerate damaged neural tissues. The aim of this study was to examine the capacity for MSCs to differentiate into neural tissue that could subsequently be used for autologous transplantation. We collected cord blood samples from full-term newborns with perinatal hypoxemia (n=27), healthy newborns (n=14) and non-hypoxic premature neonates (n=14). Mononuclear cells were separated, counted, and then analyzed by flow cytometry to assess various stem cell populations. MSCs were isolated by plastic adherence and characterized by morphology. Cells underwent immunophenotyping and trilineage differentiation potential. They were then cultured in conditions favoring neural differentiation. Neural lineage commitment was detected using immunohistochemical staining for glial fibrillary acidic protein, tubulin III and oligodendrocyte marker O4 antibodies. Mononuclear cell count and viability did not differ among the three groups of infants. Neural differentiation was best demonstrated in the cells derived from hypoxia-ischemia term neonates, of which 69% had complete and 31% had partial neural differentiation. Cells derived from preterm neonates had the least amount of neural differentiation, whereas partial differentiation was observed in only 12%. These findings support the potential utilization of umbilical cord stem cells as a source for autologous transplant in asphyxiated neonates.
Local algebraic analysis of differential systems
NASA Astrophysics Data System (ADS)
Kaptsov, O. V.
2015-06-01
We propose a new approach for studying the compatibility of partial differential equations. This approach is a synthesis of the Riquier method, Gröbner basis theory, and elements of algebraic geometry. As applications, we consider systems including the wave equation and the sine-Gordon equation.
O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin
2015-06-01
Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.
Endo, Tetsuya; Hisamichi, Yohsuke; Kimura, Osamu; Kotaki, Yuichi; Kato, Yoshihisa; Ohta, Chiho; Koga, Nobuyuki; Haraguchi, Koichi
2009-11-01
We analyzed the total mercury (T-Hg) and stable isotopes of (13)C and (15)N in the muscle of spiny dogfish (Squalus acanthias) caught off the coast of Japan. The average body length of the female spiny dogfish sampled (94.9+/-20.2 cm, 50.5-131.0 cm, n=40) was significantly larger than that of the males sampled (77.8+/-10.8 cm, 55.5-94.0 cm, n=35), although the ages of the samples were unknown. The T-Hg concentration in the muscle samples rapidly increased after maturity in the females (larger than about 120 cm) and males (larger than about 90 cm), followed by a continued gradual increase. Contamination level of T-Hg in female muscle samples (0.387+/-0.378 microg(wet g)(-1), n=40) was slightly higher than that in male muscle samples (0.316+/-0.202 microg(wet g)(-1), n=35), probably due to the greater longevity of females. In contrast, the contamination level of T-Hg in females smaller than 94.0 cm in length (0.204+/-0.098 microg(wet g)(-1), n=20) was slightly lower than that in the males, probably due to the faster growth rate of females. Although the partial differential(13)C and partial differential(15)N values in the muscle samples increased with an increase in body length, there were no significant differences between the females (-17.2+/-0.4 per thousand and 12.4+/-0.9 per thousand, respectively) and males (-17.3+/-0.4 per thousand and 12.4+/-0.8 per thousand, respectively). A positive correlation was found between partial differential(13)C and partial differential(15)N values, suggesting trophic enrichment due to the growth.
NASA Astrophysics Data System (ADS)
Zia, Haider
2017-06-01
This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.
NASA Technical Reports Server (NTRS)
Millott, T. A.; Friedmann, P. P.
1994-01-01
This report describes an analytical study of vibration reduction in a four-bladed helicopter rotor using an actively controlled, partial span, trailing edge flap located on the blade. The vibration reduction produced by the actively controlled flap (ACF) is compared with that obtained using individual blade control (IBC), in which the entire blade is oscillated in pitch. For both cases a deterministic feedback controller is implemented to reduce the 4/rev hub loads. For all cases considered, the ACF produced vibration reduction comparable with that obtained using IBC, but consumed only 10-30% of the power required to implement IBC. A careful parametric study is conducted to determine the influence of blade torsional stiffness, spanwise location of the control flap, and hinge moment correction on the vibration reduction characteristics of the ACF. The results clearly demonstrate the feasibility of this new approach to vibration reduction. It should be emphasized than the ACF, used together with a conventional swashplate, is completely decoupled from the primary flight control system and thus it has no influence on the airworthiness of the helicopter. This attribute is potentially a significant advantage when compared to IBC.
Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.
Kiumarsi, Bahare; Lewis, Frank L
2015-01-01
This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.
A Model for the Oxidation of C/SiC Composite Structures
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2003-01-01
A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.
Cao, Peng; Wang, Jun-Tao; Hu, Hang-Wei; Zheng, Yuan-Ming; Ge, Yuan; Shen, Ju-Pei; He, Ji-Zheng
2016-07-01
Despite the utmost importance of microorganisms in maintaining ecosystem functioning and their ubiquitous distribution, our knowledge of the large-scale pattern of microbial diversity is limited, particularly in grassland soils. In this study, the microbial communities of 99 soil samples spanning over 3000 km across grassland ecosystems in northern China were investigated using high-throughput sequencing to analyze the beta diversity pattern and the underlying ecological processes. The microbial communities were dominated by Proteobacteria, Actinobacteria, Acidobacteria, Chloroflexi, and Planctomycetes across all the soil samples. Spearman's correlation analysis indicated that climatic factors and soil pH were significantly correlated with the dominant microbial taxa, while soil microbial richness was positively linked to annual precipitation. The environmental divergence-dissimilarity relationship was significantly positive, suggesting the importance of environmental filtering processes in shaping soil microbial communities. Structural equation modeling found that the deterministic process played a more important role than the stochastic process on the pattern of soil microbial beta diversity, which supported the predictions of niche theory. Partial mantel test analysis have showed that the contribution of independent environmental variables has a significant effect on beta diversity, while independent spatial distance has no such relationship, confirming that the deterministic process was dominant in structuring soil microbial communities. Overall, environmental filtering process has more important roles than dispersal limitation in shaping microbial beta diversity patterns in the grassland soils.
Mwanga, Gasper G; Haario, Heikki; Capasso, Vicenzo
2015-03-01
The main scope of this paper is to study the optimal control practices of malaria, by discussing the implementation of a catalog of optimal control strategies in presence of parameter uncertainties, which is typical of infectious diseases data. In this study we focus on a deterministic mathematical model for the transmission of malaria, including in particular asymptomatic carriers and two age classes in the human population. A partial qualitative analysis of the relevant ODE system has been carried out, leading to a realistic threshold parameter. For the deterministic model under consideration, four possible control strategies have been analyzed: the use of Long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic and asymptomatic individuals. The numerical results show that using optimal control the disease can be brought to a stable disease free equilibrium when all four controls are used. The Incremental Cost-Effectiveness Ratio (ICER) for all possible combinations of the disease-control measures is determined. The numerical simulations of the optimal control in the presence of parameter uncertainty demonstrate the robustness of the optimal control: the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the designing of cost-effective strategies for disease controls with multiple interventions, even under considerable uncertainty of model parameters. Copyright © 2014 Elsevier Inc. All rights reserved.
Dynamic characteristics of a variable-mass flexible missile
NASA Technical Reports Server (NTRS)
Meirovitch, L.; Bankovskis, J.
1970-01-01
The general motion of a variable mass flexible missile with internal flow and aerodynamic forces is considered. The resulting formulation comprises six ordinary differential equations for rigid body motion and three partial differential equations for elastic motion. The simultaneous differential equations are nonlinear and possess time-dependent coefficients. The differential equations are solved by a semi-analytical method leading to a set of purely ordinary differential equations which are then solved numerically. A computer program was developed for the numerical solution and results are presented for a given set of initial conditions.
Discovery and Optimization of Low-Storage Runge-Kutta Methods
2015-06-01
NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS DISCOVERY AND OPTIMIZATION OF LOW-STORAGE RUNGE-KUTTA METHODS by Matthew T. Fletcher June 2015... methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential...algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a
The decay widths, the decay constants, and the branching fractions of a resonant state
NASA Astrophysics Data System (ADS)
de la Madrid, Rafael
2015-08-01
We introduce the differential and the total decay widths of a resonant (Gamow) state decaying into a continuum of stable states. When the resonance has several decay modes, we introduce the corresponding partial decay widths and branching fractions. In the approximation that the resonance is sharp, the expressions for the differential, partial and total decay widths of a resonant state bear a close resemblance with the Golden Rule. In such approximation, the branching fractions of a resonant state are the same as the standard branching fractions obtained by way of the Golden Rule. We also introduce dimensionless decay constants along with their associated differential decay constants, and we express experimentally measurable quantities such as the branching fractions and the energy distributions of decay events in terms of those dimensionless decay constants.
Spherical means of solutions of partial differential equations in a conical region
NASA Technical Reports Server (NTRS)
Ting, L.
1974-01-01
The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear ti surfaces. The spherical mean is the average of u over a constant ti surface. The conditions on the linear differential operator, L, and on the orthogonal coordinates (ti, eta, zeta) are established so that the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be determined directly as a problem with only space variable. Conditions are then established so that the spherical mean of the solution in one concial region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.
Discrete and continuous models for tissue growth and shrinkage.
Yates, Christian A
2014-06-07
The incorporation of domain growth into stochastic models of biological processes is of increasing interest to mathematical modellers and biologists alike. In many situations, especially in developmental biology, the growth of the underlying tissue domain plays an important role in the redistribution of particles (be they cells or molecules) which may move and react atop the domain. Although such processes have largely been modelled using deterministic, continuum models there is an increasing appetite for individual-based stochastic models which can capture the fine details of the biological movement processes which are being elucidated by modern experimental techniques, and also incorporate the inherent stochasticity of such systems. In this work we study a simple stochastic model of domain growth. From a basic version of this model, Hywood et al. (2013) were able to derive a Fokker-Plank equation (FPE) (in this case an advection-diffusion partial differential equation on a growing domain) which describes the evolution of the probability density of some tracer particles on the domain. We extend their work so that a variety of different domain growth mechanisms can be incorporated and demonstrate a good agreement between the mean tracer density and the solution of the FPE in each case. In addition we incorporate domain shrinkage (via element death) into our individual-level model and demonstrate that we are able to derive coefficients for the FPE in this case as well. For situations in which the drift and diffusion coefficients are not readily available we introduce a numerical coefficient estimation approach and demonstrate the accuracy of this approach by comparing it with situations in which an analytical solution is obtainable. Copyright © 2014 Elsevier Ltd. All rights reserved.
Feynman-Kac equation for anomalous processes with space- and time-dependent forces
NASA Astrophysics Data System (ADS)
Cairoli, Andrea; Baule, Adrian
2017-04-01
Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Karagiannis, Georgios; Lin, Guang
2014-02-15
Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less
Dynamical modeling and multi-experiment fitting with PottersWheel
Maiwald, Thomas; Timmer, Jens
2008-01-01
Motivation: Modelers in Systems Biology need a flexible framework that allows them to easily create new dynamic models, investigate their properties and fit several experimental datasets simultaneously. Multi-experiment-fitting is a powerful approach to estimate parameter values, to check the validity of a given model, and to discriminate competing model hypotheses. It requires high-performance integration of ordinary differential equations and robust optimization. Results: We here present the comprehensive modeling framework Potters-Wheel (PW) including novel functionalities to satisfy these requirements with strong emphasis on the inverse problem, i.e. data-based modeling of partially observed and noisy systems like signal transduction pathways and metabolic networks. PW is designed as a MATLAB toolbox and includes numerous user interfaces. Deterministic and stochastic optimization routines are combined by fitting in logarithmic parameter space allowing for robust parameter calibration. Model investigation includes statistical tests for model-data-compliance, model discrimination, identifiability analysis and calculation of Hessian- and Monte-Carlo-based parameter confidence limits. A rich application programming interface is available for customization within own MATLAB code. Within an extensive performance analysis, we identified and significantly improved an integrator–optimizer pair which decreases the fitting duration for a realistic benchmark model by a factor over 3000 compared to MATLAB with optimization toolbox. Availability: PottersWheel is freely available for academic usage at http://www.PottersWheel.de/. The website contains a detailed documentation and introductory videos. The program has been intensively used since 2005 on Windows, Linux and Macintosh computers and does not require special MATLAB toolboxes. Contact: maiwald@fdm.uni-freiburg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:18614583
Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats
2015-05-01
Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.
Asymptotic analysis of the local potential approximation to the Wetterich equation
NASA Astrophysics Data System (ADS)
Bender, Carl M.; Sarkar, Sarben
2018-06-01
This paper reports a study of the nonlinear partial differential equation that arises in the local potential approximation to the Wetterich formulation of the functional renormalization group equation. A cut-off-dependent shift of the potential in this partial differential equation is performed. This shift allows a perturbative asymptotic treatment of the differential equation for large values of the infrared cut-off. To leading order in perturbation theory the differential equation becomes a heat equation, where the sign of the diffusion constant changes as the space-time dimension D passes through 2. When D < 2, one obtains a forward heat equation whose initial-value problem is well-posed. However, for D > 2 one obtains a backward heat equation whose initial-value problem is ill-posed. For the special case D = 1 the asymptotic series for cubic and quartic models is extrapolated to the small infrared-cut-off limit by using Padé techniques. The effective potential thus obtained from the partial differential equation is then used in a Schrödinger-equation setting to study the stability of the ground state. For cubic potentials it is found that this Padé procedure distinguishes between a -symmetric theory and a conventional Hermitian theory (g real). For an theory the effective potential is nonsingular and has a stable ground state but for a conventional theory the effective potential is singular. For a conventional Hermitian theory and a -symmetric theory (g > 0) the results are similar; the effective potentials in both cases are nonsingular and possess stable ground states.
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.
NASA Astrophysics Data System (ADS)
Morzfeld, M.; Fournier, A.; Hulot, G.
2014-12-01
We investigate the geophysical relevance of low-dimensional models of the geomagnetic dipole fieldby comparing these models to the signed relative paleomagnetic intensity over the past 2 Myr.The comparison is done via Bayesian statistics, implemented numerically by Monte Carlo (MC) sampling.We consider several MC schemes, as well as two data sets to show the robustness of our approach with respect to its numerical implementation and to the details of how the data are collected.The data we consider are the Sint-2000 [1] and PADM2M [2] data sets.We consider three stochastic differential equation (SDE) models and one deterministic model. Experiments with synthetic data show that it is feasible that a low dimensional modelcan learn the geophysical state from data of only the dipole field,and reveal the limitations of the low-dimensional models.For example, the G12 model [3] (a deterministic model that generates dipole reversals by crisis induced intermittency)can only match either one of the two important time scales we find in the data. The MC sampling approach also allows usto use the models to make predictions of the dipole field.We assess how reliably dipole reversals can be predictedwith our approach by hind-casting five reversals documented over the past 2 Myr. We find that, besides its limitations, G12 can be used to predict reversals reliably,however only with short lead times and over short horizons. The scalar SDE models on the other hand are not useful for prediction of dipole reversals.References Valet, J.P., Maynadier,L and Guyodo, Y., 2005, Geomagnetic field strength and reversal rate over the past 2 Million years, Nature, 435, 802-805. Ziegler, L.B., Constable, C.G., Johnson, C.L. and Tauxe, L., 2011, PADM2M: a penalized maximum likelihood model of the 0-2 Ma paleomagnetic axial dipole moment, Geophysical Journal International, 184, 1069-1089. Gissinger, C., 2012, A new deterministic model for chaotic reversals, European Physical Journal B, 85:137.
Patterns of differentiation among endangered pondberry populations
Craig S Echt; Dennis Deemer; Danny Gustafson
2011-01-01
Pondberry, Lindera melissifolia, is an endangered and partially clonally reproducing shrub species found in isolated populations that inhabit seasonally wet depressions in forested areas of the lower Mississippi River alluvial valley and southeastern regions of the United States. With eleven microsatellite loci, we quantified population genetic differentiation and...
Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gerdt, Vladimir P.; Blinkov, Yuri A.; Mozzhilkin, Vladimir V.
2006-05-01
In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.
Partial differential equation models in the socio-economic sciences.
Burger, Martin; Caffarelli, Luis; Markowich, Peter A
2014-11-13
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Estimating varying coefficients for partial differential equation models.
Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J
2017-09-01
Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.
Survey of the status of finite element methods for partial differential equations
NASA Technical Reports Server (NTRS)
Temam, Roger
1986-01-01
The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.
NASA Astrophysics Data System (ADS)
Kumar, Manoj; Srivastava, Akanksha
2013-01-01
This paper presents a survey of innovative approaches of the most effective computational techniques for solving singular perturbed partial differential equations, which are useful because of their numerical and computer realizations. Many applied problems appearing in semiconductors theory, biochemistry, kinetics, theory of electrical chains, economics, solid mechanics, fluid dynamics, quantum mechanics, and many others can be modelled as singularly perturbed systems. Here, we summarize a wide range of research articles published by numerous researchers during the last ten years to get a better view of the present scenario in this area of research.
NASA Technical Reports Server (NTRS)
Chang, S. C.
1984-01-01
Generally, fast direct solvers are not directly applicable to a nonseparable elliptic partial differential equation. This limitation, however, is circumvented by a semi-direct procedure, i.e., an iterative procedure using fast direct solvers. An efficient semi-direct procedure which is easy to implement and applicable to a variety of boundary conditions is presented. The current procedure also possesses other highly desirable properties, i.e.: (1) the convergence rate does not decrease with an increase of grid cell aspect ratio, and (2) the convergence rate is estimated using the coefficients of the partial differential equation being solved.
Solution of partial differential equations on vector and parallel computers
NASA Technical Reports Server (NTRS)
Ortega, J. M.; Voigt, R. G.
1985-01-01
The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.
Unsteady boundary layer flow over a sphere in a porous medium
NASA Astrophysics Data System (ADS)
Mohammad, Nurul Farahain; Waini, Iskandar; Kasim, Abdul Rahman Mohd; Majid, Nurazleen Abdul
2017-08-01
This study focuses on the problem of unsteady boundary layer flow over a sphere in a porous medium. The governing equations which consists of a system of dimensional partial differential equations is applied with dimensionless parameter in order to attain non-dimensional partial differential equations. Later, the similarity transformation is performed in order to attain nonsimilar governing equations. Afterwards, the nonsimilar governing equations are solved numerically by using the Keller-Box method in Octave programme. The effect of porosity parameter is examined on separation time, velocity profile and skin friction of the unsteady flow. The results attained are presented in the form of table and graph.
Analytical solutions for systems of partial differential-algebraic equations.
Benhammouda, Brahim; Vazquez-Leal, Hector
2014-01-01
This work presents the application of the power series method (PSM) to find solutions of partial differential-algebraic equations (PDAEs). Two systems of index-one and index-three are solved to show that PSM can provide analytical solutions of PDAEs in convergent series form. What is more, we present the post-treatment of the power series solutions with the Laplace-Padé (LP) resummation method as a useful strategy to find exact solutions. The main advantage of the proposed methodology is that the procedure is based on a few straightforward steps and it does not generate secular terms or depends of a perturbation parameter.
Time-partitioning simulation models for calculation on parallel computers
NASA Technical Reports Server (NTRS)
Milner, Edward J.; Blech, Richard A.; Chima, Rodrick V.
1987-01-01
A technique allowing time-staggered solution of partial differential equations is presented in this report. Using this technique, called time-partitioning, simulation execution speedup is proportional to the number of processors used because all processors operate simultaneously, with each updating of the solution grid at a different time point. The technique is limited by neither the number of processors available nor by the dimension of the solution grid. Time-partitioning was used to obtain the flow pattern through a cascade of airfoils, modeled by the Euler partial differential equations. An execution speedup factor of 1.77 was achieved using a two processor Cray X-MP/24 computer.
Test particle propagation in magnetostatic turbulence. 2: The local approximation method
NASA Technical Reports Server (NTRS)
Klimas, A. J.; Sandri, G.; Scudder, J. D.; Howell, D. R.
1976-01-01
An approximation method for statistical mechanics is presented and applied to a class of problems which contains a test particle propagation problem. All of the available basic equations used in statistical mechanics are cast in the form of a single equation which is integrodifferential in time and which is then used as the starting point for the construction of the local approximation method. Simplification of the integrodifferential equation is achieved through approximation to the Laplace transform of its kernel. The approximation is valid near the origin in the Laplace space and is based on the assumption of small Laplace variable. No other small parameter is necessary for the construction of this approximation method. The n'th level of approximation is constructed formally, and the first five levels of approximation are calculated explicitly. It is shown that each level of approximation is governed by an inhomogeneous partial differential equation in time with time independent operator coefficients. The order in time of these partial differential equations is found to increase as n does. At n = 0 the most local first order partial differential equation which governs the Markovian limit is regained.
Xu, Wenjun; Tang, Chen; Gu, Fan; Cheng, Jiajia
2017-04-01
It is a key step to remove the massive speckle noise in electronic speckle pattern interferometry (ESPI) fringe patterns. In the spatial-domain filtering methods, oriented partial differential equations have been demonstrated to be a powerful tool. In the transform-domain filtering methods, the shearlet transform is a state-of-the-art method. In this paper, we propose a filtering method for ESPI fringe patterns denoising, which is a combination of second-order oriented partial differential equation (SOOPDE) and the shearlet transform, named SOOPDE-Shearlet. Here, the shearlet transform is introduced into the ESPI fringe patterns denoising for the first time. This combination takes advantage of the fact that the spatial-domain filtering method SOOPDE and the transform-domain filtering method shearlet transform benefit from each other. We test the proposed SOOPDE-Shearlet on five experimentally obtained ESPI fringe patterns with poor quality and compare our method with SOOPDE, shearlet transform, windowed Fourier filtering (WFF), and coherence-enhancing diffusion (CEDPDE). Among them, WFF and CEDPDE are the state-of-the-art methods for ESPI fringe patterns denoising in transform domain and spatial domain, respectively. The experimental results have demonstrated the good performance of the proposed SOOPDE-Shearlet.
A stochastic differential equation analysis of cerebrospinal fluid dynamics.
Raman, Kalyan
2011-01-18
Clinical measurements of intracranial pressure (ICP) over time show fluctuations around the deterministic time path predicted by a classic mathematical model in hydrocephalus research. Thus an important issue in mathematical research on hydrocephalus remains unaddressed--modeling the effect of noise on CSF dynamics. Our objective is to mathematically model the noise in the data. The classic model relating the temporal evolution of ICP in pressure-volume studies to infusions is a nonlinear differential equation based on natural physical analogies between CSF dynamics and an electrical circuit. Brownian motion was incorporated into the differential equation describing CSF dynamics to obtain a nonlinear stochastic differential equation (SDE) that accommodates the fluctuations in ICP. The SDE is explicitly solved and the dynamic probabilities of exceeding critical levels of ICP under different clinical conditions are computed. A key finding is that the probabilities display strong threshold effects with respect to noise. Above the noise threshold, the probabilities are significantly influenced by the resistance to CSF outflow and the intensity of the noise. Fluctuations in the CSF formation rate increase fluctuations in the ICP and they should be minimized to lower the patient's risk. The nonlinear SDE provides a scientific methodology for dynamic risk management of patients. The dynamic output of the SDE matches the noisy ICP data generated by the actual intracranial dynamics of patients better than the classic model used in prior research.
DeFaveri, Jacquelin; Merilä, Juha
2015-01-01
Temporal variation in allele frequencies, whether caused by deterministic or stochastic forces, can inform us about interesting demographic and evolutionary phenomena occurring in wild populations. In spite of the continued surge of interest in the genetics of three-spined stickleback (Gasterosteus aculeatus) populations, little attention has been paid towards the temporal stability of allele frequency distributions, and whether there are consistent differences in effective size (Ne) of local populations. We investigated temporal stability of genetic variability and differentiation in 15 microsatellite loci within and among eight collection sites of varying habitat type, surveyed twice over a six-year time period. In addition, Nes were estimated with the expectation that they would be lowest in isolated ponds, intermediate in larger lakes and largest in open marine sites. In spite of the marked differences in genetic variability and differentiation among the study sites, the temporal differences in allele frequencies, as well as measures of genetic diversity and differentiation, were negligible. Accordingly, the Ne estimates were temporally stable, but tended to be lower in ponds than in lake or marine habitats. Hence, we conclude that allele frequencies in putatively neutral markers in three-spined sticklebacks seem to be temporally stable – at least over periods of few generations – across a wide range of habitat types differing markedly in levels of genetic variability, effective population size and gene flow. PMID:25853707
DeFaveri, Jacquelin; Merilä, Juha
2015-01-01
Temporal variation in allele frequencies, whether caused by deterministic or stochastic forces, can inform us about interesting demographic and evolutionary phenomena occurring in wild populations. In spite of the continued surge of interest in the genetics of three-spined stickleback (Gasterosteus aculeatus) populations, little attention has been paid towards the temporal stability of allele frequency distributions, and whether there are consistent differences in effective size (Ne) of local populations. We investigated temporal stability of genetic variability and differentiation in 15 microsatellite loci within and among eight collection sites of varying habitat type, surveyed twice over a six-year time period. In addition, Nes were estimated with the expectation that they would be lowest in isolated ponds, intermediate in larger lakes and largest in open marine sites. In spite of the marked differences in genetic variability and differentiation among the study sites, the temporal differences in allele frequencies, as well as measures of genetic diversity and differentiation, were negligible. Accordingly, the Ne estimates were temporally stable, but tended to be lower in ponds than in lake or marine habitats. Hence, we conclude that allele frequencies in putatively neutral markers in three-spined sticklebacks seem to be temporally stable - at least over periods of few generations - across a wide range of habitat types differing markedly in levels of genetic variability, effective population size and gene flow.
Improved Sensitivity Relations in State Constrained Optimal Control
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bettiol, Piernicola, E-mail: piernicola.bettiol@univ-brest.fr; Frankowska, Hélène, E-mail: frankowska@math.jussieu.fr; Vinter, Richard B., E-mail: r.vinter@imperial.ac.uk
2015-04-15
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjointmore » state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because it is validated for a stronger set of necessary conditions.« less
Dynamically consistent parameterization of mesoscale eddies. Part III: Deterministic approach
NASA Astrophysics Data System (ADS)
Berloff, Pavel
2018-07-01
This work continues development of dynamically consistent parameterizations for representing mesoscale eddy effects in non-eddy-resolving and eddy-permitting ocean circulation models and focuses on the classical double-gyre problem, in which the main dynamic eddy effects maintain eastward jet extension of the western boundary currents and its adjacent recirculation zones via eddy backscatter mechanism. Despite its fundamental importance, this mechanism remains poorly understood, and in this paper we, first, study it and, then, propose and test its novel parameterization. We start by decomposing the reference eddy-resolving flow solution into the large-scale and eddy components defined by spatial filtering, rather than by the Reynolds decomposition. Next, we find that the eastward jet and its recirculations are robustly present not only in the large-scale flow itself, but also in the rectified time-mean eddies, and in the transient rectified eddy component, which consists of highly anisotropic ribbons of the opposite-sign potential vorticity anomalies straddling the instantaneous eastward jet core and being responsible for its continuous amplification. The transient rectified component is separated from the flow by a novel remapping method. We hypothesize that the above three components of the eastward jet are ultimately driven by the small-scale transient eddy forcing via the eddy backscatter mechanism, rather than by the mean eddy forcing and large-scale nonlinearities. We verify this hypothesis by progressively turning down the backscatter and observing the induced flow anomalies. The backscatter analysis leads us to formulating the key eddy parameterization hypothesis: in an eddy-permitting model at least partially resolved eddy backscatter can be significantly amplified to improve the flow solution. Such amplification is a simple and novel eddy parameterization framework implemented here in terms of local, deterministic flow roughening controlled by single parameter. We test the parameterization skills in an hierarchy of non-eddy-resolving and eddy-permitting modifications of the original model and demonstrate, that indeed it can be highly efficient for restoring the eastward jet extension and its adjacent recirculation zones. The new deterministic parameterization framework not only combines remarkable simplicity with good performance but also is dynamically transparent, therefore, it provides a powerful alternative to the common eddy diffusion and emerging stochastic parameterizations.
An Introduction to Computational Physics
NASA Astrophysics Data System (ADS)
Pang, Tao
2010-07-01
Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.
Parallel Algorithm Solves Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
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.
Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.
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.
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
Guymon, Gary L.; Yen, Chung-Cheng
1990-01-01
The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.
NASA Astrophysics Data System (ADS)
Guymon, Gary L.; Yen, Chung-Cheng
1990-07-01
The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.
NASA Technical Reports Server (NTRS)
Bollman, W. E.; Chadwick, C.
1982-01-01
A number of interplanetary missions now being planned involve placing deterministic maneuvers along the flight path to alter the trajectory. Lee and Boain (1973) examined the statistics of trajectory correction maneuver (TCM) magnitude with no deterministic ('bias') component. The Delta v vector magnitude statistics were generated for several values of random Delta v standard deviations using expansions in terms of infinite hypergeometric series. The present investigation uses a different technique (Monte Carlo simulation) to generate Delta v magnitude statistics for a wider selection of random Delta v standard deviations and also extends the analysis to the case of nonzero deterministic Delta v's. These Delta v magnitude statistics are plotted parametrically. The plots are useful in assisting the analyst in quickly answering questions about the statistics of Delta v magnitude for single TCM's consisting of both a deterministic and a random component. The plots provide quick insight into the nature of the Delta v magnitude distribution for the TCM.
NASA Astrophysics Data System (ADS)
García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.
2018-07-01
In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.
Inferring Fitness Effects from Time-Resolved Sequence Data with a Delay-Deterministic Model
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
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
Tang, Chen; Lu, Wenjing; Chen, Song; Zhang, Zhen; Li, Botao; Wang, Wenping; Han, Lin
2007-10-20
We extend and refine previous work [Appl. Opt. 46, 2907 (2007)]. Combining the coupled nonlinear partial differential equations (PDEs) denoising model with the ordinary differential equations enhancement method, we propose the new denoising and enhancing model for electronic speckle pattern interferometry (ESPI) fringe patterns. Meanwhile, we propose the backpropagation neural networks (BPNN) method to obtain unwrapped phase values based on a skeleton map instead of traditional interpolations. We test the introduced methods on the computer-simulated speckle ESPI fringe patterns and experimentally obtained fringe pattern, respectively. The experimental results show that the coupled nonlinear PDEs denoising model is capable of effectively removing noise, and the unwrapped phase values obtained by the BPNN method are much more accurate than those obtained by the well-known traditional interpolation. In addition, the accuracy of the BPNN method is adjustable by changing the parameters of networks such as the number of neurons.
NASA Astrophysics Data System (ADS)
Bibi, Madiha; Khalil-Ur-Rehman; Malik, M. Y.; Tahir, M.
2018-04-01
In the present article, unsteady flow field characteristics of the Williamson fluid model are explored. The nanosized particles are suspended in the flow regime having the interaction of a magnetic field. The fluid flow is induced due to a stretching permeable surface. The flow model is controlled through coupled partial differential equations to the used shooting method for a numerical solution. The obtained partial differential equations are converted into ordinary differential equations as an initial value problem. The shooting method is used to find a numerical solution. The mathematical modeling yields physical parameters, namely the Weissenberg number, the Prandtl number, the unsteadiness parameter, the magnetic parameter, the mass transfer parameter, the Lewis number, the thermophoresis parameter and Brownian parameters. It is found that the Williamson fluid velocity, temperature and nanoparticles concentration are a decreasing function of the unsteadiness parameter.
Trezza, Viviana; Vanderschuren, Louk J.M.J.
2008-01-01
We have recently shown that the pharmacological mechanisms through which cannabinoid and opioid drugs influence social play behavior in adolescent rats can be partially dissociated. Here, we characterize the effects of the direct cannabinoid agonist WIN55,212-2, the indirect cannabinoid agonist URB597 and the opioid agonist morphine on social play at the behavioral level. By treating either one or both partners of the test dyad, we show that these drugs differentially affect play solicitation and play responsiveness. By testing these drugs in animals which were either familiar or unfamiliar to the test cage, we show that environmental factors differentially modulate the effects of cannabinoid and opioid drugs on social play. These results support and extend our previous findings suggesting that, although cannabinoid and opioid systems interact in the modulation of social play behavior in adolescent rats, they do so through partially dissociable behavioral and pharmacological mechanisms. PMID:18434104
Partial differential equation-based localization of a monopole source from a circular array.
Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa
2013-10-01
Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.
Spherical means of solutions of partial differential equations in a conical region
NASA Technical Reports Server (NTRS)
Ting, L.
1975-01-01
The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear xi lines and by two truncating xi surfaces. The spherical mean is the average of u over a constant xi surface. Conditions on the linear differential operator, L, and on the orthogonal coordinates xi, eta, and zeta are established so that the problem for the determination of the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be reduced to a problem with only one space variable. Conditions are then established so that the spherical mean of the solution in one conical region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.
NASA Astrophysics Data System (ADS)
Kim, Seonghak; Yan, Baisheng
2018-06-01
We study some non-parabolic diffusion problems in one space dimension, where the diffusion flux exhibits forward and backward nature of the Perona–Malik, Höllig or non-Fourier type. Classical weak solutions to such problems are constructed in a way to capture some expected and unexpected properties, including anomalous asymptotic behaviors and energy dissipation or allocation. Specific properties of solutions will depend on the type of the diffusion flux, but the primary method of our study relies on reformulating diffusion equations involved as an inhomogeneous partial differential inclusion and on constructing solutions from the differential inclusion by a combination of the convex integration and Baire’s category methods. In doing so, we introduce the appropriate notion of subsolutions of the partial differential inclusion and their transition gauge, which plays a pivotal role in dealing with some specific features of the constructed weak solutions.
NASA Astrophysics Data System (ADS)
Berkeley, George; Igonin, Sergei
2016-07-01
Miura-type transformations (MTs) are an essential tool in the theory of integrable nonlinear partial differential and difference equations. We present a geometric method to construct MTs for differential-difference (lattice) equations from Darboux-Lax representations (DLRs) of such equations. The method is applicable to parameter-dependent DLRs satisfying certain conditions. We construct MTs and modified lattice equations from invariants of some Lie group actions on manifolds associated with such DLRs. Using this construction, from a given suitable DLR one can obtain many MTs of different orders. The main idea behind this method is closely related to the results of Drinfeld and Sokolov on MTs for the partial differential KdV equation. Considered examples include the Volterra, Narita-Itoh-Bogoyavlensky, Toda, and Adler-Postnikov lattices. Some of the constructed MTs and modified lattice equations seem to be new.
Improving ground-penetrating radar data in sedimentary rocks using deterministic deconvolution
Xia, J.; Franseen, E.K.; Miller, R.D.; Weis, T.V.; Byrnes, A.P.
2003-01-01
Resolution is key to confidently identifying unique geologic features using ground-penetrating radar (GPR) data. Source wavelet "ringing" (related to bandwidth) in a GPR section limits resolution because of wavelet interference, and can smear reflections in time and/or space. The resultant potential for misinterpretation limits the usefulness of GPR. Deconvolution offers the ability to compress the source wavelet and improve temporal resolution. Unlike statistical deconvolution, deterministic deconvolution is mathematically simple and stable while providing the highest possible resolution because it uses the source wavelet unique to the specific radar equipment. Source wavelets generated in, transmitted through and acquired from air allow successful application of deterministic approaches to wavelet suppression. We demonstrate the validity of using a source wavelet acquired in air as the operator for deterministic deconvolution in a field application using "400-MHz" antennas at a quarry site characterized by interbedded carbonates with shale partings. We collected GPR data on a bench adjacent to cleanly exposed quarry faces in which we placed conductive rods to provide conclusive groundtruth for this approach to deconvolution. The best deconvolution results, which are confirmed by the conductive rods for the 400-MHz antenna tests, were observed for wavelets acquired when the transmitter and receiver were separated by 0.3 m. Applying deterministic deconvolution to GPR data collected in sedimentary strata at our study site resulted in an improvement in resolution (50%) and improved spatial location (0.10-0.15 m) of geologic features compared to the same data processed without deterministic deconvolution. The effectiveness of deterministic deconvolution for increased resolution and spatial accuracy of specific geologic features is further demonstrated by comparing results of deconvolved data with nondeconvolved data acquired along a 30-m transect immediately adjacent to a fresh quarry face. The results at this site support using deterministic deconvolution, which incorporates the GPR instrument's unique source wavelet, as a standard part of routine GPR data processing. ?? 2003 Elsevier B.V. All rights reserved.
Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.
Kang, Yun; Lanchier, Nicolas
2011-06-01
We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the probability of extinction for the stochastic model.
Apolipoprotein E promotes lipid accumulation and differentiation in human adipocytes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lasrich, Dorothee; Bartelt, Alexander; Grewal, Thomas, E-mail: thomas.grewal@sydney.edu.au
Several studies in mice indicate a role for apolipoprotein E (APOE) in lipid accumulation and adipogenic differentiation in adipose tissue. However, little is yet known if APOE functions in a similar manner in human adipocytes. This prompted us to compare lipid loading and expression of adipocyte differentiation markers in APOE-deficient and control adipocytes using the differentiated human mesenchymal stem cell line hMSC-Tert as well as primary human and mouse adipocytes as model systems. Differentiated hMSC-Tert were stably transduced with or without siRNA targeting APOE while murine adipocytes were isolated from wild type and Apoe knockout mice. Human APOE knockdown hMSC-Tertmore » adipocytes accumulated markedly less triglycerides compared to control cells. This correlated with strongly decreased gene expression levels of adipocyte markers such as adiponectin (ADIPOQ) and fatty acid binding protein 4 (FABP4) as well as the key transcription factor driving adipocyte differentiation, peroxisome proliferator activator receptor gamma (PPARG), in particular the PPARG2 isoform. Similarly, differentiation of murine Apoe-deficient adipocytes was characterized by reduced gene expression of Adipoq, Fabp4 and Pparg. Interestingly, incubation of APOE-deficient hMSC-Tert adipocytes with conditioned media from APOE3-overexpressing adipocytes or APOE-containing Very Low Density Lipoprotein (VLDL) partially restored triglyceride accumulation, but were unable to induce adipocyte differentiation, as judged by expression of adipocyte markers. Taken together, depletion of endogenous APOE in human adipocytes severely impairs lipid accumulation, which is associated with an inability to initiate differentiation. - Highlights: • Immortalized human mesenchymal stem cells were used to study adipocyte development. • Knockdown of endogenous APOE lead to impaired lipid accumulation and adipogenesis. • APOE supplementation partially restored lipid accumulation but not differentiation. • Findings suggest dual functions of APOE for lipid accumulation and differentiation.« less
Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems.
Woolley, Thomas E; Baker, Ruth E; Gaffney, Eamonn A; Maini, Philip K; Seirin-Lee, Sungrim
2012-05-01
Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases.
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
Experimental demonstration on the deterministic quantum key distribution based on entangled photons.
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
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
Real-time optical laboratory solution of parabolic differential equations
NASA Technical Reports Server (NTRS)
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
NASA Astrophysics Data System (ADS)
Zhou, L.-Q.; Meleshko, S. V.
2017-07-01
The group analysis method is applied to a system of integro-differential equations corresponding to a linear thermoviscoelastic model. A recently developed approach for calculating the symmetry groups of such equations is used. The general solution of the determining equations for the system is obtained. Using subalgebras of the admitted Lie algebra, two classes of partially invariant solutions of the considered system of integro-differential equations are studied.
FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.; Torrisi, M.; Tracinà, R.
2010-11-01
In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.
Peridynamic Multiscale Finite Element Methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Costa, Timothy; Bond, Stephen D.; Littlewood, David John
The problem of computing quantum-accurate design-scale solutions to mechanics problems is rich with applications and serves as the background to modern multiscale science research. The prob- lem can be broken into component problems comprised of communicating across adjacent scales, which when strung together create a pipeline for information to travel from quantum scales to design scales. Traditionally, this involves connections between a) quantum electronic structure calculations and molecular dynamics and between b) molecular dynamics and local partial differ- ential equation models at the design scale. The second step, b), is particularly challenging since the appropriate scales of molecular dynamic andmore » local partial differential equation models do not overlap. The peridynamic model for continuum mechanics provides an advantage in this endeavor, as the basic equations of peridynamics are valid at a wide range of scales limiting from the classical partial differential equation models valid at the design scale to the scale of molecular dynamics. In this work we focus on the development of multiscale finite element methods for the peridynamic model, in an effort to create a mathematically consistent channel for microscale information to travel from the upper limits of the molecular dynamics scale to the design scale. In particular, we first develop a Nonlocal Multiscale Finite Element Method which solves the peridynamic model at multiple scales to include microscale information at the coarse-scale. We then consider a method that solves a fine-scale peridynamic model to build element-support basis functions for a coarse- scale local partial differential equation model, called the Mixed Locality Multiscale Finite Element Method. Given decades of research and development into finite element codes for the local partial differential equation models of continuum mechanics there is a strong desire to couple local and nonlocal models to leverage the speed and state of the art of local models with the flexibility and accuracy of the nonlocal peridynamic model. In the mixed locality method this coupling occurs across scales, so that the nonlocal model can be used to communicate material heterogeneity at scales inappropriate to local partial differential equation models. Additionally, the computational burden of the weak form of the peridynamic model is reduced dramatically by only requiring that the model be solved on local patches of the simulation domain which may be computed in parallel, taking advantage of the heterogeneous nature of next generation computing platforms. Addition- ally, we present a novel Galerkin framework, the 'Ambulant Galerkin Method', which represents a first step towards a unified mathematical analysis of local and nonlocal multiscale finite element methods, and whose future extension will allow the analysis of multiscale finite element methods that mix models across scales under certain assumptions of the consistency of those models.« less
Strasser, Michael; Theis, Fabian J.; Marr, Carsten
2012-01-01
A toggle switch consists of two genes that mutually repress each other. This regulatory motif is active during cell differentiation and is thought to act as a memory device, being able to choose and maintain cell fate decisions. Commonly, this switch has been modeled in a deterministic framework where transcription and translation are lumped together. In this description, bistability occurs for transcription factor cooperativity, whereas autoactivation leads to a tristable system with an additional undecided state. In this contribution, we study the stability and dynamics of a two-stage gene expression switch within a probabilistic framework inspired by the properties of the Pu/Gata toggle switch in myeloid progenitor cells. We focus on low mRNA numbers, high protein abundance, and monomeric transcription-factor binding. Contrary to the expectation from a deterministic description, this switch shows complex multiattractor dynamics without autoactivation and cooperativity. Most importantly, the four attractors of the system, which only emerge in a probabilistic two-stage description, can be identified with committed and primed states in cell differentiation. To begin, we study the dynamics of the system and infer the mechanisms that move the system between attractors using both the quasipotential and the probability flux of the system. Next, we show that the residence times of the system in one of the committed attractors are geometrically distributed. We derive an analytical expression for the parameter of the geometric distribution, therefore completely describing the statistics of the switching process and elucidate the influence of the system parameters on the residence time. Moreover, we find that the mean residence time increases linearly with the mean protein level. This scaling also holds for a one-stage scenario and for autoactivation. Finally, we study the implications of this distribution for the stability of a switch and discuss the influence of the stability on a specific cell differentiation mechanism. Our model explains lineage priming and proposes the need of either high protein numbers or long-term modifications such as chromatin remodeling to achieve stable cell fate decisions. Notably, we present a system with high protein abundance that nevertheless requires a probabilistic description to exhibit multistability, complex switching dynamics, and lineage priming. PMID:22225794
An Introduction to Computational Physics - 2nd Edition
NASA Astrophysics Data System (ADS)
Pang, Tao
2006-01-01
Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.
Intuitive Understanding of Solutions of Partially Differential Equations
ERIC Educational Resources Information Center
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
Partial wave analysis for folded differential cross sections
NASA Astrophysics Data System (ADS)
Machacek, J. R.; McEachran, R. P.
2018-03-01
The value of modified effective range theory (MERT) and the connection between differential cross sections and phase shifts in low-energy electron scattering has long been recognized. Recent experimental techniques involving magnetically confined beams have introduced the concept of folded differential cross sections (FDCS) where the forward (θ ≤ π/2) and backward scattered (θ ≥ π/2) projectiles are unresolved, that is the value measured at the angle θ is the sum of the signal for particles scattered into the angles θ and π - θ. We have developed an alternative approach to MERT in order to analyse low-energy folded differential cross sections for positrons and electrons. This results in a simplified expression for the FDCS when it is expressed in terms of partial waves and thereby enables one to extract the first few phase shifts from a fit to an experimental FDCS at low energies. Thus, this method predicts forward and backward angle scattering (0 to π) using only experimental FDCS data and can be used to determine the total elastic cross section solely from experimental results at low-energy, which are limited in angular range.
Licastro, F; Chiappelli, M; Ianni, M; Porcellini, E
2009-01-01
Inhibitors of tumor necrosis factor-alpha have deeply changed the therapy of several inflammatory human diseases. For instance, clinical management of rheumatoid arthritis, psoriatic arthritis and ankylosing spondylitis have profoundly benefited after the introduction of new therapeutic tools, such as antagonist of TNF-alpha molecule. These drugs include etanercept, a soluble TNF-alpha receptor antagonist, three anti-TNF-alpha antibodies, adalimumab, infliximab, golimumab and certolizumab a humanized Fab fragment combined with polyethylene glycol. These compounds efficiently inhibit several TNF-alpha biological-mediated effects, however, they have also shown differential clinical efficacy in several trials from different autoimmune diseases. It is of clinical relevance that non-responders to one of these drugs often positively responded to another. Different mechanisms of action and diversity in pharmacokinetics of these three compounds may partially explain different clinical effects. However, partially diverse pathogenetic mechanisms in different diseases also contribute to differential therapeutic responses. Therefore, these apparently homogeneous agents can not be considered equivalent in their clinically efficacy. Differential therapeutic actions of these drugs may be advantageously used in clinical practice and further improve the great potential of individual TNF-alpha inhibitors.
NASA Astrophysics Data System (ADS)
Adivi, E. Ghanbari; Brunger, M. J.; Bolorizadeh, M. A.; Campbell, L.
2007-02-01
The second-order Faddeev-Watson-Lovelace approximation in a modified form is applied to charge transfer from hydrogenlike target atoms by a fully stripped energetic projectile ion. The state-to-state, nlm→n'l'm' , partial transition amplitudes are calculated analytically. The method is specifically applied to the collision of protons with hydrogen atoms, where differential cross sections of different transitions are calculated for incident energies of 2.8 and 5.0MeV . It is shown that the Thomas peak is present in all transition cross sections. The partial cross sections are then summed and compared with the available forward-angle experimental data, showing good agreement.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Earl, Christopher; Might, Matthew; Bagusetty, Abhishek
This study presents Nebo, a declarative domain-specific language embedded in C++ for discretizing partial differential equations for transport phenomena on multiple architectures. Application programmers use Nebo to write code that appears sequential but can be run in parallel, without editing the code. Currently Nebo supports single-thread execution, multi-thread execution, and many-core (GPU-based) execution. With single-thread execution, Nebo performs on par with code written by domain experts. With multi-thread execution, Nebo can linearly scale (with roughly 90% efficiency) up to 12 cores, compared to its single-thread execution. Moreover, Nebo’s many-core execution can be over 140x faster than its single-thread execution.
NASA Astrophysics Data System (ADS)
Ishikawa, Atushi; Fujimoto, Shouji; Mizuno, Takayuki; Watanabe, Tsutomu
2014-03-01
We start from Gibrat's law and quasi-inversion symmetry for three firm size variables (i.e., tangible fixed assets K, number of employees L, and sales Y) and derive a partial differential equation to be satisfied by the joint probability density function of K and L. We then transform K and L, which are correlated, into two independent variables by applying surface openness used in geomorphology and provide an analytical solution to the partial differential equation. Using worldwide data on the firm size variables for companies, we confirm that the estimates on the power-law exponents of K, L, and Y satisfy a relationship implied by the theory.
Shah, A A; Xing, W W; Triantafyllidis, V
2017-04-01
In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.
Earl, Christopher; Might, Matthew; Bagusetty, Abhishek; ...
2016-01-26
This study presents Nebo, a declarative domain-specific language embedded in C++ for discretizing partial differential equations for transport phenomena on multiple architectures. Application programmers use Nebo to write code that appears sequential but can be run in parallel, without editing the code. Currently Nebo supports single-thread execution, multi-thread execution, and many-core (GPU-based) execution. With single-thread execution, Nebo performs on par with code written by domain experts. With multi-thread execution, Nebo can linearly scale (with roughly 90% efficiency) up to 12 cores, compared to its single-thread execution. Moreover, Nebo’s many-core execution can be over 140x faster than its single-thread execution.
Xing, W. W.; Triantafyllidis, V.
2017-01-01
In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach. PMID:28484327
Separation of Variables and Superintegrability; The symmetry of solvable systems
NASA Astrophysics Data System (ADS)
Kalnins, Ernest G.; Kress, Jonathan M.; Miller, Willard, Jr.
2018-06-01
Separation of variables methods for solving partial differential equations are of immense theoretical and practical importance in mathematical physics. They are the most powerful tool known for obtaining explicit solutions of the partial differential equations of mathematical physics. The purpose of this book is to give an up-to-date presentation of the theory of separation of variables and its relation to superintegrability. Collating and presenting it in a unified, updated and a more accessible manner, the results scattered in the literature that the authors have prepared is an invaluable resource for mathematicians and mathematical physicists in particular, as well as science, engineering, geological and biological researchers interested in explicit solutions.
NASA Astrophysics Data System (ADS)
Zhang, Wei-Guo; Li, Zhe; Liu, Yong-Jun
2018-01-01
In this paper, we study the pricing problem of the continuously monitored fixed and floating strike geometric Asian power options in a mixed fractional Brownian motion environment. First, we derive both closed-form solutions and mixed fractional partial differential equations for fixed and floating strike geometric Asian power options based on delta-hedging strategy and partial differential equation method. Second, we present the lower and upper bounds of the prices of fixed and floating strike geometric Asian power options under the assumption that both risk-free interest rate and volatility are interval numbers. Finally, numerical studies are performed to illustrate the performance of our proposed pricing model.
Tang, Chen; Han, Lin; Ren, Hongwei; Zhou, Dongjian; Chang, Yiming; Wang, Xiaohang; Cui, Xiaolong
2008-10-01
We derive the second-order oriented partial-differential equations (PDEs) for denoising in electronic-speckle-pattern interferometry fringe patterns from two points of view. The first is based on variational methods, and the second is based on controlling diffusion direction. Our oriented PDE models make the diffusion along only the fringe orientation. The main advantage of our filtering method, based on oriented PDE models, is that it is very easy to implement compared with the published filtering methods along the fringe orientation. We demonstrate the performance of our oriented PDE models via application to two computer-simulated and experimentally obtained speckle fringes and compare with related PDE models.
A note on the accuracy of spectral method applied to nonlinear conservation laws
NASA Technical Reports Server (NTRS)
Shu, Chi-Wang; Wong, Peter S.
1994-01-01
Fourier spectral method can achieve exponential accuracy both on the approximation level and for solving partial differential equations if the solutions are analytic. For a linear partial differential equation with a discontinuous solution, Fourier spectral method produces poor point-wise accuracy without post-processing, but still maintains exponential accuracy for all moments against analytic functions. In this note we assess the accuracy of Fourier spectral method applied to nonlinear conservation laws through a numerical case study. We find that the moments with respect to analytic functions are no longer very accurate. However the numerical solution does contain accurate information which can be extracted by a post-processing based on Gegenbauer polynomials.
Spectral methods in time for a class of parabolic partial differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ierley, G.; Spencer, B.; Worthing, R.
1992-09-01
In this paper, we introduce a fully spectral solution for the partial differential equation u[sub t] + uu[sub x] + vu[sub xx] + [mu]u[sub xxx] + [lambda]u[sub xxxx] = O. For periodic boundary conditions in space, the use of a Fourier expansion in x admits of a particularly efficient algorithm with respect to expansion of the time dependence in a Chebyshev series. Boundary conditions other than periodic may still be treated with reasonable, though lesser, efficiency. for all cases, very high accuracy is attainable at moderate computational cost relative to the expense of variable order finite difference methods in time.more » 14 refs., 9 figs.« less
Differential formulation of the gyrokinetic Landau operator
Hirvijoki, Eero; Brizard, Alain J.; Pfefferlé, David
2017-01-05
Subsequent to the recent rigorous derivation of an energetically consistent gyrokinetic collision operator in the so-called Landau representation, this work investigates the possibility of finding a differential formulation of the gyrokinetic Landau collision operator. It is observed that, while a differential formulation is possible in the gyrokinetic phase space, reduction of the resulting system of partial differential equations to five dimensions via gyroaveraging poses a challenge. Finally, based on the present work, it is likely that the gyrocentre analogues of the Rosenbluth–MacDonald–Judd potential functions must be kept gyroangle dependent.
Characterization of normality of chaotic systems including prediction and detection of anomalies
NASA Astrophysics Data System (ADS)
Engler, Joseph John
Accurate prediction and control pervades domains such as engineering, physics, chemistry, and biology. Often, it is discovered that the systems under consideration cannot be well represented by linear, periodic nor random data. It has been shown that these systems exhibit deterministic chaos behavior. Deterministic chaos describes systems which are governed by deterministic rules but whose data appear to be random or quasi-periodic distributions. Deterministically chaotic systems characteristically exhibit sensitive dependence upon initial conditions manifested through rapid divergence of states initially close to one another. Due to this characterization, it has been deemed impossible to accurately predict future states of these systems for longer time scales. Fortunately, the deterministic nature of these systems allows for accurate short term predictions, given the dynamics of the system are well understood. This fact has been exploited in the research community and has resulted in various algorithms for short term predictions. Detection of normality in deterministically chaotic systems is critical in understanding the system sufficiently to able to predict future states. Due to the sensitivity to initial conditions, the detection of normal operational states for a deterministically chaotic system can be challenging. The addition of small perturbations to the system, which may result in bifurcation of the normal states, further complicates the problem. The detection of anomalies and prediction of future states of the chaotic system allows for greater understanding of these systems. The goal of this research is to produce methodologies for determining states of normality for deterministically chaotic systems, detection of anomalous behavior, and the more accurate prediction of future states of the system. Additionally, the ability to detect subtle system state changes is discussed. The dissertation addresses these goals by proposing new representational techniques and novel prediction methodologies. The value and efficiency of these methods are explored in various case studies. Presented is an overview of chaotic systems with examples taken from the real world. A representation schema for rapid understanding of the various states of deterministically chaotic systems is presented. This schema is then used to detect anomalies and system state changes. Additionally, a novel prediction methodology which utilizes Lyapunov exponents to facilitate longer term prediction accuracy is presented and compared with other nonlinear prediction methodologies. These novel methodologies are then demonstrated on applications such as wind energy, cyber security and classification of social networks.
Forced oscillations of cracked beam under the stochastic cyclic loading
NASA Astrophysics Data System (ADS)
Matsko, I.; Javors'kyj, I.; Yuzefovych, R.; Zakrzewski, Z.
2018-05-01
An analysis of forced oscillations of cracked beam using statistical methods for periodically correlated random processes is presented. The oscillation realizations are obtained on the basis of numerical solutions of differential equations of the second order, for the case when applied force is described by a sum of harmonic and stationary random process. It is established that due to crack appearance forced oscillations acquire properties of second-order periodical non-stationarity. It is shown that in a super-resonance regime covariance and spectral characteristics, which describe non-stationary structure of forced oscillations, are more sensitive to crack growth than the characteristics of the oscillation's deterministic part. Using diagnostic indicators formed on their basis allows the detection of small cracks.
Telegraph noise in Markovian master equation for electron transport through molecular junctions
NASA Astrophysics Data System (ADS)
Kosov, Daniel S.
2018-05-01
We present a theoretical approach to solve the Markovian master equation for quantum transport with stochastic telegraph noise. Considering probabilities as functionals of a random telegraph process, we use Novikov's functional method to convert the stochastic master equation to a set of deterministic differential equations. The equations are then solved in the Laplace space, and the expression for the probability vector averaged over the ensemble of realisations of the stochastic process is obtained. We apply the theory to study the manifestations of telegraph noise in the transport properties of molecular junctions. We consider the quantum electron transport in a resonant-level molecule as well as polaronic regime transport in a molecular junction with electron-vibration interaction.
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.
Complex partial status epilepticus: a recurrent problem.
Cockerell, O C; Walker, M C; Sander, J W; Shorvon, S D
1994-01-01
Twenty patients with complex partial status epilepticus were identified retrospectively from a specialist neurology hospital. Seventeen patients experienced recurrent episodes of complex partial status epilepticus, often occurring at regular intervals, usually over many years, and while being treated with effective anti-epileptic drugs. No unifying cause for the recurrences, and no common epilepsy aetiologies, were identified. In spite of the frequency of recurrence and length of history, none of the patients showed any marked evidence of cognitive or neurological deterioration. Complex partial status epilepticus is more common than is generally recognised, should be differentiated from other forms of non-convulsive status, and is often difficult to treat. PMID:8021671
Blaiotta, Giuseppe; Fusco, Vincenzina; Ercolini, Danilo; Aponte, Maria; Pepe, Olimpia; Villani, Francesco
2008-01-01
A phylogenetic tree showing diversities among 116 partial (499-bp) Lactobacillus hsp60 (groEL, encoding a 60-kDa heat shock protein) nucleotide sequences was obtained and compared to those previously described for 16S rRNA and tuf gene sequences. The topology of the tree produced in this study showed a Lactobacillus species distribution similar, but not identical, to those previously reported. However, according to the most recent systematic studies, a clear differentiation of 43 single-species clusters was detected/identified among the sequences analyzed. The slightly higher variability of the hsp60 nucleotide sequences than of the 16S rRNA sequences offers better opportunities to design or develop molecular assays allowing identification and differentiation of either distant or very closely related Lactobacillus species. Therefore, our results suggest that hsp60 can be considered an excellent molecular marker for inferring the taxonomy and phylogeny of members of the genus Lactobacillus and that the chosen primers can be used in a simple PCR procedure allowing the direct sequencing of the hsp60 fragments. Moreover, in this study we performed a computer-aided restriction endonuclease analysis of all 499-bp hsp60 partial sequences and we showed that the PCR-restriction fragment length polymorphism (RFLP) patterns obtainable by using both endonucleases AluI and TacI (in separate reactions) can allow identification and differentiation of all 43 Lactobacillus species considered, with the exception of the pair L. plantarum/L. pentosus. However, the latter species can be differentiated by further analysis with Sau3AI or MseI. The hsp60 PCR-RFLP approach was efficiently applied to identify and to differentiate a total of 110 wild Lactobacillus strains (including closely related species, such as L. casei and L. rhamnosus or L. plantarum and L. pentosus) isolated from cheese and dry-fermented sausages.
Inferring Fitness Effects from Time-Resolved Sequence Data with a Delay-Deterministic Model.
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.
NASA Astrophysics Data System (ADS)
Umut Caglar, Mehmet; Pal, Ranadip
2010-10-01
The central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid.'' However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of data in the cellular level and probabilistic nature of interactions. Probabilistic models like Stochastic Master Equation (SME) or deterministic models like differential equations (DE) can be used to analyze these types of interactions. SME models based on chemical master equation (CME) can provide detailed representation of genetic regulatory system, but their use is restricted by the large data requirements and computational costs of calculations. The differential equations models on the other hand, have low calculation costs and much more adequate to generate control procedures on the system; but they are not adequate to investigate the probabilistic nature of interactions. In this work the success of the mapping between SME and DE is analyzed, and the success of a control policy generated by DE model with respect to SME model is examined. Index Terms--- Stochastic Master Equation models, Differential Equation Models, Control Policy Design, Systems biology
Rackauckas, Christopher; Nie, Qing
2017-01-01
Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.
Rackauckas, Christopher
2017-01-01
Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134
Controllability of Deterministic Networks with the Identical Degree Sequence
Ma, Xiujuan; Zhao, Haixing; Wang, Binghong
2015-01-01
Controlling complex network is an essential problem in network science and engineering. Recent advances indicate that the controllability of complex network is dependent on the network's topology. Liu and Barabási, et.al speculated that the degree distribution was one of the most important factors affecting controllability for arbitrary complex directed network with random link weights. In this paper, we analysed the effect of degree distribution to the controllability for the deterministic networks with unweighted and undirected. We introduce a class of deterministic networks with identical degree sequence, called (x,y)-flower. We analysed controllability of the two deterministic networks ((1, 3)-flower and (2, 2)-flower) by exact controllability theory in detail and give accurate results of the minimum number of driver nodes for the two networks. In simulation, we compare the controllability of (x,y)-flower networks. Our results show that the family of (x,y)-flower networks have the same degree sequence, but their controllability is totally different. So the degree distribution itself is not sufficient to characterize the controllability of deterministic networks with unweighted and undirected. PMID:26020920
Inverse kinematic problem for a random gradient medium in geometric optics approximation
NASA Astrophysics Data System (ADS)
Petersen, N. V.
1990-03-01
Scattering at random inhomogeneities in a gradient medium results in systematic deviations of the rays and travel times of refracted body waves from those corresponding to the deterministic velocity component. The character of the difference depends on the parameters of the deterministic and random velocity component. However, at great distances to the source, independently of the velocity parameters (weakly or strongly inhomogeneous medium), the most probable depth of the ray turning point is smaller than that corresponding to the deterministic velocity component, the most probable travel times also being lower. The relative uncertainty in the deterministic velocity component, derived from the mean travel times using methods developed for laterally homogeneous media (for instance, the Herglotz-Wiechert method), is systematic in character, but does not exceed the contrast of velocity inhomogeneities by magnitude. The gradient of the deterministic velocity component has a significant effect on the travel-time fluctuations. The variance at great distances to the source is mainly controlled by shallow inhomogeneities. The travel-time flucutations are studied only for weakly inhomogeneous media.
Hildebrand, Michael S; Dahl, Hans-Henrik M; Hardman, Jennifer; Coleman, Bryony; Shepherd, Robert K; de Silva, Michelle G
2005-12-01
The low regenerative capacity of the hair cells of the mammalian inner ear is a major obstacle for functional recovery following sensorineural hearing loss. A potential treatment is to replace damaged tissue by transplantation of stem cells. To test this approach, undifferentiated and partially differentiated mouse embryonic stem (ES) cells were delivered into the scala media of the deafened guinea pig cochlea. Transplanted cells survived in the scala media for a postoperative period of at least nine weeks, evidenced by histochemical and direct fluorescent detection of enhanced green fluorescent protein (EGFP). Transplanted cells were discovered near the spiral ligament and stria vascularis in the endolymph fluid of the scala media. In some cases, cells were observed close to the damaged organ of Corti structure. There was no evidence of significant immunological rejection of the implanted ES cells despite the absence of immunosuppression. Our surgical approach allowed efficient delivery of ES cells to the scala media while preserving the delicate structures of the cochlea. This is the first report of the survival of partially differentiated ES cells in the scala media of the mammalian cochlea, and it provides support for the potential of cell-based therapies for sensorineural hearing impairment.
Hildebrand, Michael S.; Dahl, Hans-Henrik M.; Hardman, Jennifer; Coleman, Bryony; Shepherd, Robert K.
2005-01-01
The low regenerative capacity of the hair cells of the mammalian inner ear is a major obstacle for functional recovery following sensorineural hearing loss. A potential treatment is to replace damaged tissue by transplantation of stem cells. To test this approach, undifferentiated and partially differentiated mouse embryonic stem (ES) cells were delivered into the scala media of the deafened guinea pig cochlea. Transplanted cells survived in the scala media for a postoperative period of at least nine weeks, evidenced by histochemical and direct fluorescent detection of enhanced green fluorescent protein (EGFP). Transplanted cells were discovered near the spiral ligament and stria vascularis in the endolymph fluid of the scala media. In some cases, cells were observed close to the damaged organ of Corti structure. There was no evidence of significant immunological rejection of the implanted ES cells despite the absence of immunosuppression. Our surgical approach allowed efficient delivery of ES cells to the scala media while preserving the delicate structures of the cochlea. This is the first report of the survival of partially differentiated ES cells in the scala media of the mammalian cochlea, and it provides support for the potential of cell-based therapies for sensorineural hearing impairment. PMID:16208453
Compacton solutions in a class of generalized fifth-order Korteweg-de Vries equations.
Cooper, F; Hyman, J M; Khare, A
2001-08-01
Solitons play a fundamental role in the evolution of general initial data for quasilinear dispersive partial differential equations, such as the Korteweg-de Vries (KdV), nonlinear Schrödinger, and the Kadomtsev-Petviashvili equations. These integrable equations have linear dispersion and the solitons have infinite support. We have derived and investigate a new KdV-like Hamiltonian partial differential equation from a four-parameter Lagrangian where the nonlinear dispersion gives rise to solitons with compact support (compactons). The new equation does not seem to be integrable and only mass, momentum, and energy seem to be conserved; yet, the solitons display almost the same modal decompositions and structural stability observed in integrable partial differential equations. The compactons formed from arbitrary initial data, are nonlinearly self-stabilizing, and maintain their coherence after multiple collisions. The robustness of these compactons and the inapplicability of the inverse scattering tools, that worked so well for the KdV equation, make it clear that there is a fundamental mechanism underlying the processes beyond integrability. We have found explicit formulas for multiple classes of compact traveling wave solutions. When there are more than one compacton solution for a particular set of parameters, the wider compacton is the minimum of a reduced Hamiltonian and is the only one that is stable.