Statistical Analysis and Time Series Modeling of Air Traffic Operations Data From Flight Service Stations and Terminal Radar Approach Control Facilities : Two Case Studies

DOT National Transportation Integrated Search

1981-10-01

Two statistical procedures have been developed to estimate hourly or daily aircraft counts. These counts can then be transformed into estimates of instantaneous air counts. The first procedure estimates the stable (deterministic) mean level of hourly...

Nonlinear unitary quantum collapse model with self-generated noise

NASA Astrophysics Data System (ADS)

Geszti, Tamás

2018-04-01

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

Quasi-Static Probabilistic Structural Analyses Process and Criteria

NASA Technical Reports Server (NTRS)

Goldberg, B.; Verderaime, V.

1999-01-01

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

Incorporating GIS and remote sensing for census population disaggregation

NASA Astrophysics Data System (ADS)

Wu, Shuo-Sheng'derek'

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

An error-dependent model of instrument-scanning behavior in commercial airline pilots. Ph.D. Thesis - May 1983

NASA Technical Reports Server (NTRS)

Jones, D. H.

1985-01-01

A new flexible model of pilot instrument scanning behavior is presented which assumes that the pilot uses a set of deterministic scanning patterns on the pilot's perception of error in the state of the aircraft, and the pilot's knowledge of the interactive nature of the aircraft's systems. Statistical analyses revealed that a three stage Markov process composed of the pilot's three predicted lookpoints (LP), occurring 1/30, 2/30, and 3/30 of a second prior to each LP, accurately modelled the scanning behavior of 14 commercial airline pilots while flying steep turn maneuvers in a Boeing 737 flight simulator. The modelled scanning data for each pilot were not statistically different from the observed scanning data in comparisons of mean dwell time, entropy, and entropy rate. These findings represent the first direct evidence that pilots are using deterministic scanning patterns during instrument flight. The results are interpreted as direct support for the error dependent model and suggestions are made for further research that could allow for identification of the specific scanning patterns suggested by the model.

A Statistical Approach For Modeling Tropical Cyclones. Synthetic Hurricanes Generator Model

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

Pasqualini, Donatella

This manuscript brie y describes a statistical ap- proach to generate synthetic tropical cyclone tracks to be used in risk evaluations. The Synthetic Hur- ricane Generator (SynHurG) model allows model- ing hurricane risk in the United States supporting decision makers and implementations of adaptation strategies to extreme weather. In the literature there are mainly two approaches to model hurricane hazard for risk prediction: deterministic-statistical approaches, where the storm key physical parameters are calculated using physi- cal complex climate models and the tracks are usually determined statistically from historical data; and sta- tistical approaches, where both variables and tracks are estimatedmore » stochastically using historical records. SynHurG falls in the second category adopting a pure stochastic approach.« less

Non Kolmogorov Probability Models Outside Quantum Mechanics

NASA Astrophysics Data System (ADS)

Accardi, Luigi

2009-03-01

This paper is devoted to analysis of main conceptual problems in the interpretation of QM: reality, locality, determinism, physical state, Heisenberg principle, "deterministic" and "exact" theories, laws of chance, notion of event, statistical invariants, adaptive realism, EPR correlations and, finally, the EPR-chameleon experiment.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Factors Affecting the Item Parameter Estimation and Classification Accuracy of the DINA Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Hong, Yuan; Deng, Weiling

2010-01-01

To better understand the statistical properties of the deterministic inputs, noisy "and" gate cognitive diagnosis (DINA) model, the impact of several factors on the quality of the item parameter estimates and classification accuracy was investigated. Results of the simulation study indicate that the fully Bayes approach is most accurate when the…

A methodology for the stochastic generation of hourly synthetic direct normal irradiation time series

NASA Astrophysics Data System (ADS)

Larrañeta, M.; Moreno-Tejera, S.; Lillo-Bravo, I.; Silva-Pérez, M. A.

2018-02-01

Many of the available solar radiation databases only provide global horizontal irradiance (GHI) while there is a growing need of extensive databases of direct normal radiation (DNI) mainly for the development of concentrated solar power and concentrated photovoltaic technologies. In the present work, we propose a methodology for the generation of synthetic DNI hourly data from the hourly average GHI values by dividing the irradiance into a deterministic and stochastic component intending to emulate the dynamics of the solar radiation. The deterministic component is modeled through a simple classical model. The stochastic component is fitted to measured data in order to maintain the consistency of the synthetic data with the state of the sky, generating statistically significant DNI data with a cumulative frequency distribution very similar to the measured data. The adaptation and application of the model to the location of Seville shows significant improvements in terms of frequency distribution over the classical models. The proposed methodology applied to other locations with different climatological characteristics better results than the classical models in terms of frequency distribution reaching a reduction of the 50% in the Finkelstein-Schafer (FS) and Kolmogorov-Smirnov test integral (KSI) statistics.

Markov Logic Networks in the Analysis of Genetic Data

PubMed Central

Sakhanenko, Nikita A.

2010-01-01

Abstract Complex, non-additive genetic interactions are common and can be critical in determining phenotypes. Genome-wide association studies (GWAS) and similar statistical studies of linkage data, however, assume additive models of gene interactions in looking for genotype-phenotype associations. These statistical methods view the compound effects of multiple genes on a phenotype as a sum of influences of each gene and often miss a substantial part of the heritable effect. Such methods do not use any biological knowledge about underlying mechanisms. Modeling approaches from the artificial intelligence (AI) field that incorporate deterministic knowledge into models to perform statistical analysis can be applied to include prior knowledge in genetic analysis. We chose to use the most general such approach, Markov Logic Networks (MLNs), for combining deterministic knowledge with statistical analysis. Using simple, logistic regression-type MLNs we can replicate the results of traditional statistical methods, but we also show that we are able to go beyond finding independent markers linked to a phenotype by using joint inference without an independence assumption. The method is applied to genetic data on yeast sporulation, a complex phenotype with gene interactions. In addition to detecting all of the previously identified loci associated with sporulation, our method identifies four loci with smaller effects. Since their effect on sporulation is small, these four loci were not detected with methods that do not account for dependence between markers due to gene interactions. We show how gene interactions can be detected using more complex models, which can be used as a general framework for incorporating systems biology with genetics. PMID:20958249

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

PubMed

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

2014-08-01

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

Estimating predictive hydrological uncertainty by dressing deterministic and ensemble forecasts; a comparison, with application to Meuse and Rhine

NASA Astrophysics Data System (ADS)

Verkade, J. S.; Brown, J. D.; Davids, F.; Reggiani, P.; Weerts, A. H.

2017-12-01

Two statistical post-processing approaches for estimation of predictive hydrological uncertainty are compared: (i) 'dressing' of a deterministic forecast by adding a single, combined estimate of both hydrological and meteorological uncertainty and (ii) 'dressing' of an ensemble streamflow forecast by adding an estimate of hydrological uncertainty to each individual streamflow ensemble member. Both approaches aim to produce an estimate of the 'total uncertainty' that captures both the meteorological and hydrological uncertainties. They differ in the degree to which they make use of statistical post-processing techniques. In the 'lumped' approach, both sources of uncertainty are lumped by post-processing deterministic forecasts using their verifying observations. In the 'source-specific' approach, the meteorological uncertainties are estimated by an ensemble of weather forecasts. These ensemble members are routed through a hydrological model and a realization of the probability distribution of hydrological uncertainties (only) is then added to each ensemble member to arrive at an estimate of the total uncertainty. The techniques are applied to one location in the Meuse basin and three locations in the Rhine basin. Resulting forecasts are assessed for their reliability and sharpness, as well as compared in terms of multiple verification scores including the relative mean error, Brier Skill Score, Mean Continuous Ranked Probability Skill Score, Relative Operating Characteristic Score and Relative Economic Value. The dressed deterministic forecasts are generally more reliable than the dressed ensemble forecasts, but the latter are sharper. On balance, however, they show similar quality across a range of verification metrics, with the dressed ensembles coming out slightly better. Some additional analyses are suggested. Notably, these include statistical post-processing of the meteorological forecasts in order to increase their reliability, thus increasing the reliability of the streamflow forecasts produced with ensemble meteorological forcings.

On the Use of Statistics in Design and the Implications for Deterministic Computer Experiments

NASA Technical Reports Server (NTRS)

Simpson, Timothy W.; Peplinski, Jesse; Koch, Patrick N.; Allen, Janet K.

1997-01-01

Perhaps the most prevalent use of statistics in engineering design is through Taguchi's parameter and robust design -- using orthogonal arrays to compute signal-to-noise ratios in a process of design improvement. In our view, however, there is an equally exciting use of statistics in design that could become just as prevalent: it is the concept of metamodeling whereby statistical models are built to approximate detailed computer analysis codes. Although computers continue to get faster, analysis codes always seem to keep pace so that their computational time remains non-trivial. Through metamodeling, approximations of these codes are built that are orders of magnitude cheaper to run. These metamodels can then be linked to optimization routines for fast analysis, or they can serve as a bridge for integrating analysis codes across different domains. In this paper we first review metamodeling techniques that encompass design of experiments, response surface methodology, Taguchi methods, neural networks, inductive learning, and kriging. We discuss their existing applications in engineering design and then address the dangers of applying traditional statistical techniques to approximate deterministic computer analysis codes. We conclude with recommendations for the appropriate use of metamodeling techniques in given situations and how common pitfalls can be avoided.

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

PubMed

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

2009-11-01

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

Probabilistic arithmetic automata and their applications.

PubMed

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

2012-01-01

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

Verification of statistical method CORN for modeling of microfuel in the case of high grain concentration

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

Chukbar, B. K., E-mail: bchukbar@mail.ru

Two methods of modeling a double-heterogeneity fuel are studied: the deterministic positioning and the statistical method CORN of the MCU software package. The effect of distribution of microfuel in a pebble bed on the calculation results is studied. The results of verification of the statistical method CORN for the cases of the microfuel concentration up to 170 cm{sup –3} in a pebble bed are presented. The admissibility of homogenization of the microfuel coating with the graphite matrix is studied. The dependence of the reactivity on the relative location of fuel and graphite spheres in a pebble bed is found.

A random walk on water (Henry Darcy Medal Lecture)

NASA Astrophysics Data System (ADS)

Koutsoyiannis, D.

2009-04-01

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

Extreme current fluctuations in lattice gases: Beyond nonequilibrium steady states

NASA Astrophysics Data System (ADS)

Meerson, Baruch; Sasorov, Pavel V.

2014-01-01

We use the macroscopic fluctuation theory (MFT) to study large current fluctuations in nonstationary diffusive lattice gases. We identify two universality classes of these fluctuations, which we call elliptic and hyperbolic. They emerge in the limit when the deterministic mass flux is small compared to the mass flux due to the shot noise. The two classes are determined by the sign of compressibility of effective fluid, obtained by mapping the MFT into an inviscid hydrodynamics. An example of the elliptic class is the symmetric simple exclusion process, where, for some initial conditions, we can solve the effective hydrodynamics exactly. This leads to a super-Gaussian extreme current statistics conjectured by Derrida and Gerschenfeld [J. Stat. Phys. 137, 978 (2009), 10.1007/s10955-009-9830-1] and yields the optimal path of the system. For models of the hyperbolic class, the deterministic mass flux cannot be neglected, leading to a different extreme current statistics.

Unifying Complexity and Information

NASA Astrophysics Data System (ADS)

Ke, Da-Guan

2013-04-01

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

Validation of a Deterministic Vibroacoustic Response Prediction Model

NASA Technical Reports Server (NTRS)

Caimi, Raoul E.; Margasahayam, Ravi

1997-01-01

This report documents the recently completed effort involving validation of a deterministic theory for the random vibration problem of predicting the response of launch pad structures in the low-frequency range (0 to 50 hertz). Use of the Statistical Energy Analysis (SEA) methods is not suitable in this range. Measurements of launch-induced acoustic loads and subsequent structural response were made on a cantilever beam structure placed in close proximity (200 feet) to the launch pad. Innovative ways of characterizing random, nonstationary, non-Gaussian acoustics are used for the development of a structure's excitation model. Extremely good correlation was obtained between analytically computed responses and those measured on the cantilever beam. Additional tests are recommended to bound the problem to account for variations in launch trajectory and inclination.

The Creation and Statistical Evaluation of a Deterministic Model of the Human Bronchial Tree from HRCT Images.

PubMed

Montesantos, Spyridon; Katz, Ira; Pichelin, Marine; Caillibotte, Georges

2016-01-01

A quantitative description of the morphology of lung structure is essential prior to any form of predictive modeling of ventilation or aerosol deposition implemented within the lung. The human lung is a very complex organ, with airway structures that span two orders of magnitude and having a multitude of interfaces between air, tissue and blood. As such, current medical imaging protocols cannot provide medical practitioners and researchers with in-vivo knowledge of deeper lung structures. In this work a detailed algorithm for the generation of an individualized 3D deterministic model of the conducting part of the human tracheo-bronchial tree is described. Distinct initial conditions were obtained from the high-resolution computed tomography (HRCT) images of seven healthy volunteers. The algorithm developed is fractal in nature and is implemented as a self-similar space sub-division procedure. The expansion process utilizes physiologically realistic relationships and thresholds to produce an anatomically consistent human airway tree. The model was validated through extensive statistical analysis of the results and comparison of the most common morphological features with previously published morphometric studies and other equivalent models. The resulting trees were shown to be in good agreement with published human lung geometric characteristics and can be used to study, among other things, structure-function relationships in simulation studies.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

DOE PAGES

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

2015-02-18

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

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

NASA Astrophysics Data System (ADS)

Pankratov, Oleg; Kuvshinov, Alexey

2016-01-01

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

A summary of wind power prediction methods

NASA Astrophysics Data System (ADS)

Wang, Yuqi

2018-06-01

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

Comparing physically-based and statistical landslide susceptibility model outputs - a case study from Lower Austria

NASA Astrophysics Data System (ADS)

Canli, Ekrem; Thiebes, Benni; Petschko, Helene; Glade, Thomas

2015-04-01

By now there is a broad consensus that due to human-induced global change the frequency and magnitude of heavy precipitation events is expected to increase in certain parts of the world. Given the fact, that rainfall serves as the most common triggering agent for landslide initiation, also an increased landside activity can be expected there. Landslide occurrence is a globally spread phenomenon that clearly needs to be handled. The present and well known problems in modelling landslide susceptibility and hazard give uncertain results in the prediction. This includes the lack of a universal applicable modelling solution for adequately assessing landslide susceptibility (which can be seen as the relative indication of the spatial probability of landslide initiation). Generally speaking, there are three major approaches for performing landslide susceptibility analysis: heuristic, statistical and deterministic models, all with different assumptions, its distinctive data requirements and differently interpretable outcomes. Still, detailed comparison of resulting landslide susceptibility maps are rare. In this presentation, the susceptibility modelling outputs of a deterministic model (Stability INdex MAPping - SINMAP) and a statistical modelling approach (generalized additive model - GAM) are compared. SINMAP is an infinite slope stability model which requires parameterization of soil mechanical parameters. Modelling with the generalized additive model, which represents a non-linear extension of a generalized linear model, requires a high quality landslide inventory that serves as the dependent variable in the statistical approach. Both methods rely on topographical data derived from the DTM. The comparison has been carried out in a study area located in the district of Waidhofen/Ybbs in Lower Austria. For the whole district (ca. 132 km²), 1063 landslides have been mapped and partially used within the analysis and the validation of the model outputs. The respective susceptibility maps have been reclassified to contain three susceptibility classes each. The comparison of the susceptibility maps was performed on a grid cell basis. A match of the maps was observed for grid cells located in the same susceptibility class. In contrast, a mismatch or deviation was observed for locations with different assigned susceptibility classes (up to two classes' difference). Although the modelling approaches differ significantly, more than 70% of the pixels reveal a match in the same susceptibility class. A mismatch by two classes' difference occurred in less than 2% of all pixels. Although the result looks promising and strengthens the confidence in the susceptibility zonation for this area, some of the general drawbacks related to the respective approaches still have to be addressed in further detail. Future work is heading towards an integration of probabilistic aspects into deterministic modelling.

Chaotic Lagrangian models for turbulent relative dispersion.

PubMed

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

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

Chaotic Lagrangian models for turbulent relative dispersion

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

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

Smart climate ensemble exploring approaches: the example of climate impacts on air pollution in Europe.

NASA Astrophysics Data System (ADS)

Lemaire, Vincent; Colette, Augustin; Menut, Laurent

2016-04-01

Because of its sensitivity to weather patterns, climate change will have an impact on air pollution so that, in the future, a climate penalty could jeopardize the expected efficiency of air pollution mitigation measures. A common method to assess the impact of climate on air quality consists in implementing chemistry-transport models forced by climate projections. However, at present, such impact assessment lack multi-model ensemble approaches to address uncertainties because of the substantial computing cost. Therefore, as a preliminary step towards exploring large climate ensembles with air quality models, we developed an ensemble exploration technique in order to point out the climate models that should be investigated in priority. By using a training dataset from a deterministic projection of climate and air quality over Europe, we identified the main meteorological drivers of air quality for 8 regions in Europe and developed statistical models that could be used to estimate future air pollutant concentrations. Applying this statistical model to the whole EuroCordex ensemble of climate projection, we find a climate penalty for six subregions out of eight (Eastern Europe, France, Iberian Peninsula, Mid Europe and Northern Italy). On the contrary, a climate benefit for PM2.5 was identified for three regions (Eastern Europe, Mid Europe and Northern Italy). The uncertainty of this statistical model challenges limits however the confidence we can attribute to associated quantitative projections. This technique allows however selecting a subset of relevant regional climate model members that should be used in priority for future deterministic projections to propose an adequate coverage of uncertainties. We are thereby proposing a smart ensemble exploration strategy that can also be used for other impacts studies beyond air quality.

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

PubMed

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

2009-11-01

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

Randomized central limit theorems: A unified theory.

PubMed

Eliazar, Iddo; Klafter, Joseph

2010-08-01

The central limit theorems (CLTs) characterize the macroscopic statistical behavior of large ensembles of independent and identically distributed random variables. The CLTs assert that the universal probability laws governing ensembles' aggregate statistics are either Gaussian or Lévy, and that the universal probability laws governing ensembles' extreme statistics are Fréchet, Weibull, or Gumbel. The scaling schemes underlying the CLTs are deterministic-scaling all ensemble components by a common deterministic scale. However, there are "random environment" settings in which the underlying scaling schemes are stochastic-scaling the ensemble components by different random scales. Examples of such settings include Holtsmark's law for gravitational fields and the Stretched Exponential law for relaxation times. In this paper we establish a unified theory of randomized central limit theorems (RCLTs)-in which the deterministic CLT scaling schemes are replaced with stochastic scaling schemes-and present "randomized counterparts" to the classic CLTs. The RCLT scaling schemes are shown to be governed by Poisson processes with power-law statistics, and the RCLTs are shown to universally yield the Lévy, Fréchet, and Weibull probability laws.

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

Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods

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

Zhang, Jie; Draxl, Caroline; Hopson, Thomas

Numerical weather prediction (NWP) models have been widely used for wind resource assessment. Model runs with higher spatial resolution are generally more accurate, yet extremely computational expensive. An alternative approach is to use data generated by a low resolution NWP model, in conjunction with statistical methods. In order to analyze the accuracy and computational efficiency of different types of NWP-based wind resource assessment methods, this paper performs a comparison of three deterministic and probabilistic NWP-based wind resource assessment methodologies: (i) a coarse resolution (0.5 degrees x 0.67 degrees) global reanalysis data set, the Modern-Era Retrospective Analysis for Research and Applicationsmore » (MERRA); (ii) an analog ensemble methodology based on the MERRA, which provides both deterministic and probabilistic predictions; and (iii) a fine resolution (2-km) NWP data set, the Wind Integration National Dataset (WIND) Toolkit, based on the Weather Research and Forecasting model. Results show that: (i) as expected, the analog ensemble and WIND Toolkit perform significantly better than MERRA confirming their ability to downscale coarse estimates; (ii) the analog ensemble provides the best estimate of the multi-year wind distribution at seven of the nine sites, while the WIND Toolkit is the best at one site; (iii) the WIND Toolkit is more accurate in estimating the distribution of hourly wind speed differences, which characterizes the wind variability, at five of the available sites, with the analog ensemble being best at the remaining four locations; and (iv) the analog ensemble computational cost is negligible, whereas the WIND Toolkit requires large computational resources. Future efforts could focus on the combination of the analog ensemble with intermediate resolution (e.g., 10-15 km) NWP estimates, to considerably reduce the computational burden, while providing accurate deterministic estimates and reliable probabilistic assessments.« less

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

PubMed

Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto

2005-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-11-01

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

Particle simulation of Coulomb collisions: Comparing the methods of Takizuka and Abe and Nanbu

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

Wang Chiaming; Lin, Tungyou; Caflisch, Russel

2008-04-20

The interactions of charged particles in a plasma are governed by long-range Coulomb collision. We compare two widely used Monte Carlo models for Coulomb collisions. One was developed by Takizuka and Abe in 1977, the other was developed by Nanbu in 1997. We perform deterministic and statistical error analysis with respect to particle number and time step. The two models produce similar stochastic errors, but Nanbu's model gives smaller time step errors. Error comparisons between these two methods are presented.

A Deterministic Annealing Approach to Clustering AIRS Data

NASA Technical Reports Server (NTRS)

Guillaume, Alexandre; Braverman, Amy; Ruzmaikin, Alexander

2012-01-01

We will examine the validity of means and standard deviations as a basis for climate data products. We will explore the conditions under which these two simple statistics are inadequate summaries of the underlying empirical probability distributions by contrasting them with a nonparametric, method called Deterministic Annealing technique

Surface drift prediction in the Adriatic Sea using hyper-ensemble statistics on atmospheric, ocean and wave models: Uncertainties and probability distribution areas

USGS Publications Warehouse

Rixen, M.; Ferreira-Coelho, E.; Signell, R.

2008-01-01

Despite numerous and regular improvements in underlying models, surface drift prediction in the ocean remains a challenging task because of our yet limited understanding of all processes involved. Hence, deterministic approaches to the problem are often limited by empirical assumptions on underlying physics. Multi-model hyper-ensemble forecasts, which exploit the power of an optimal local combination of available information including ocean, atmospheric and wave models, may show superior forecasting skills when compared to individual models because they allow for local correction and/or bias removal. In this work, we explore in greater detail the potential and limitations of the hyper-ensemble method in the Adriatic Sea, using a comprehensive surface drifter database. The performance of the hyper-ensembles and the individual models are discussed by analyzing associated uncertainties and probability distribution maps. Results suggest that the stochastic method may reduce position errors significantly for 12 to 72??h forecasts and hence compete with pure deterministic approaches. ?? 2007 NATO Undersea Research Centre (NURC).

Stochastic inference with spiking neurons in the high-conductance state

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

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

PubMed

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

2007-10-01

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

Stress Rupture Life Reliability Measures for Composite Overwrapped Pressure Vessels

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

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

NASA Astrophysics Data System (ADS)

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

2010-09-01

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

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

NASA Astrophysics Data System (ADS)

Larkin, Steven Paul

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

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

PubMed

Massatti, Rob; Knowles, L Lacey

2016-08-01

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

Tipping point analysis of atmospheric oxygen concentration

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

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

2015-03-15

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

Adaptive correction of ensemble forecasts

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Probabilistic forecasting of extreme weather events based on extreme value theory

NASA Astrophysics Data System (ADS)

Van De Vyver, Hans; Van Schaeybroeck, Bert

2016-04-01

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

A reliable simultaneous representation of seismic hazard and of ground shaking recurrence

NASA Astrophysics Data System (ADS)

Peresan, A.; Panza, G. F.; Magrin, A.; Vaccari, F.

2015-12-01

Different earthquake hazard maps may be appropriate for different purposes - such as emergency management, insurance and engineering design. Accounting for the lower occurrence rate of larger sporadic earthquakes may allow to formulate cost-effective policies in some specific applications, provided that statistically sound recurrence estimates are used, which is not typically the case of PSHA (Probabilistic Seismic Hazard Assessment). We illustrate the procedure to associate the expected ground motions from Neo-deterministic Seismic Hazard Assessment (NDSHA) to an estimate of their recurrence. Neo-deterministic refers to a scenario-based approach, which allows for the construction of a broad range of earthquake scenarios via full waveforms modeling. From the synthetic seismograms the estimates of peak ground acceleration, velocity and displacement, or any other parameter relevant to seismic engineering, can be extracted. NDSHA, in its standard form, defines the hazard computed from a wide set of scenario earthquakes (including the largest deterministically or historically defined credible earthquake, MCE) and it does not supply the frequency of occurrence of the expected ground shaking. A recent enhanced variant of NDSHA that reliably accounts for recurrence has been developed and it is applied to the Italian territory. The characterization of the frequency-magnitude relation can be performed by any statistically sound method supported by data (e.g. multi-scale seismicity model), so that a recurrence estimate is associated to each of the pertinent sources. In this way a standard NDSHA map of ground shaking is obtained simultaneously with the map of the corresponding recurrences. The introduction of recurrence estimates in NDSHA naturally allows for the generation of ground shaking maps at specified return periods. This permits a straightforward comparison between NDSHA and PSHA maps.

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

PubMed

Lee, Edward A

2015-02-26

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

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

PubMed Central

Lee, Edward A.

2015-01-01

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

Direct computational approach to lattice supersymmetric quantum mechanics

NASA Astrophysics Data System (ADS)

Kadoh, Daisuke; Nakayama, Katsumasa

2018-07-01

We study the lattice supersymmetric models numerically using the transfer matrix approach. This method consists only of deterministic processes and has no statistical uncertainties. We improve it by performing a scale transformation of variables such that the Witten index is correctly reproduced from the lattice model, and the other prescriptions are shown in detail. Compared to the precious Monte-Carlo results, we can estimate the effective masses, SUSY Ward identity and the cut-off dependence of the results in high precision. Those kinds of information are useful in improving lattice formulation of supersymmetric models.

Chaotic itinerancy in the oscillator neural network without Lyapunov functions.

PubMed

Uchiyama, Satoki; Fujisaka, Hirokazu

2004-09-01

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

Identifying variably saturated water-flow patterns in a steep hillslope under intermittent heavy rainfall

USGS Publications Warehouse

El-Kadi, A. I.; Torikai, J.D.

2001-01-01

The objective of this paper is to identify water-flow patterns in part of an active landslide, through the use of numerical simulations and data obtained during a field study. The approaches adopted include measuring rainfall events and pore-pressure responses in both saturated and unsaturated soils at the site. To account for soil variability, the Richards equation is solved within deterministic and stochastic frameworks. The deterministic simulations considered average water-retention data, adjusted retention data to account for stones or cobbles, retention functions for a heterogeneous pore structure, and continuous retention functions for preferential flow. The stochastic simulations applied the Monte Carlo approach which considers statistical distribution and autocorrelation of the saturated conductivity and its cross correlation with the retention function. Although none of the models is capable of accurately predicting field measurements, appreciable improvement in accuracy was attained using stochastic, preferential flow, and heterogeneous pore-structure models. For the current study, continuum-flow models provide reasonable accuracy for practical purposes, although they are expected to be less accurate than multi-domain preferential flow models.

Simple statistical bias correction techniques greatly improve moderate resolution air quality forecast at station level

NASA Astrophysics Data System (ADS)

Curci, Gabriele; Falasca, Serena

2017-04-01

Deterministic air quality forecast is routinely carried out at many local Environmental Agencies in Europe and throughout the world by means of eulerian chemistry-transport models. The skill of these models in predicting the ground-level concentrations of relevant pollutants (ozone, nitrogen dioxide, particulate matter) a few days ahead has greatly improved in recent years, but it is not yet always compliant with the required quality level for decision making (e.g. the European Commission has set a maximum uncertainty of 50% on daily values of relevant pollutants). Post-processing of deterministic model output is thus still regarded as a useful tool to make the forecast more reliable. In this work, we test several bias correction techniques applied to a long-term dataset of air quality forecasts over Europe and Italy. We used the WRF-CHIMERE modelling system, which provides operational experimental chemical weather forecast at CETEMPS (http://pumpkin.aquila.infn.it/forechem/), to simulate the years 2008-2012 at low resolution over Europe (0.5° x 0.5°) and moderate resolution over Italy (0.15° x 0.15°). We compared the simulated dataset with available observation from the European Environmental Agency database (AirBase) and characterized model skill and compliance with EU legislation using the Delta tool from FAIRMODE project (http://fairmode.jrc.ec.europa.eu/). The bias correction techniques adopted are, in order of complexity: (1) application of multiplicative factors calculated as the ratio of model-to-observed concentrations averaged over the previous days; (2) correction of the statistical distribution of model forecasts, in order to make it similar to that of the observations; (3) development and application of Model Output Statistics (MOS) regression equations. We illustrate differences and advantages/disadvantages of the three approaches. All the methods are relatively easy to implement for other modelling systems.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Incorporating GIS building data and census housing statistics for sub-block-level population estimation

USGS Publications Warehouse

Wu, S.-S.; Wang, L.; Qiu, X.

2008-01-01

This article presents a deterministic model for sub-block-level population estimation based on the total building volumes derived from geographic information system (GIS) building data and three census block-level housing statistics. To assess the model, we generated artificial blocks by aggregating census block areas and calculating the respective housing statistics. We then applied the model to estimate populations for sub-artificial-block areas and assessed the estimates with census populations of the areas. Our analyses indicate that the average percent error of population estimation for sub-artificial-block areas is comparable to those for sub-census-block areas of the same size relative to associated blocks. The smaller the sub-block-level areas, the higher the population estimation errors. For example, the average percent error for residential areas is approximately 0.11 percent for 100 percent block areas and 35 percent for 5 percent block areas.

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

PubMed

Zarai, Yoram; Margaliot, Michael; Tuller, Tamir

2017-01-01

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

How to Quantify Deterministic and Random Influences on the Statistics of the Foreign Exchange Market

NASA Astrophysics Data System (ADS)

Friedrich, R.; Peinke, J.; Renner, Ch.

2000-05-01

It is shown that price changes of the U.S. dollar-German mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore, we show how Kramers-Moyal coefficients can be estimated from the empirical data. Finally, we present an explicit Fokker-Planck equation which models very precisely the empirical probability distributions, in particular, their non-Gaussian heavy tails.

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.

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

PubMed

Bianca, Carlo

2012-12-01

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

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

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

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

2017-03-28

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

Consistency of Cluster Analysis for Cognitive Diagnosis: The Reduced Reparameterized Unified Model and the General Diagnostic Model.

PubMed

Chiu, Chia-Yi; Köhn, Hans-Friedrich

2016-09-01

The asymptotic classification theory of cognitive diagnosis (ACTCD) provided the theoretical foundation for using clustering methods that do not rely on a parametric statistical model for assigning examinees to proficiency classes. Like general diagnostic classification models, clustering methods can be useful in situations where the true diagnostic classification model (DCM) underlying the data is unknown and possibly misspecified, or the items of a test conform to a mix of multiple DCMs. Clustering methods can also be an option when fitting advanced and complex DCMs encounters computational difficulties. These can range from the use of excessive CPU times to plain computational infeasibility. However, the propositions of the ACTCD have only been proven for the Deterministic Input Noisy Output "AND" gate (DINA) model and the Deterministic Input Noisy Output "OR" gate (DINO) model. For other DCMs, there does not exist a theoretical justification to use clustering for assigning examinees to proficiency classes. But if clustering is to be used legitimately, then the ACTCD must cover a larger number of DCMs than just the DINA model and the DINO model. Thus, the purpose of this article is to prove the theoretical propositions of the ACTCD for two other important DCMs, the Reduced Reparameterized Unified Model and the General Diagnostic Model.

Statistical Learning of Probabilistic Nonadjacent Dependencies by Multiple-Cue Integration

ERIC Educational Resources Information Center

van den Bos, Esther; Christiansen, Morten H.; Misyak, Jennifer B.

2012-01-01

Previous studies have indicated that dependencies between nonadjacent elements can be acquired by statistical learning when each element predicts only one other element (deterministic dependencies). The present study investigates statistical learning of probabilistic nonadjacent dependencies, in which each element predicts several other elements…

A method for deterministic statistical downscaling of daily precipitation at a monsoonal site in Eastern China

NASA Astrophysics Data System (ADS)

Liu, Yonghe; Feng, Jinming; Liu, Xiu; Zhao, Yadi

2017-12-01

Statistical downscaling (SD) is a method that acquires the local information required for hydrological impact assessment from large-scale atmospheric variables. Very few statistical and deterministic downscaling models for daily precipitation have been conducted for local sites influenced by the East Asian monsoon. In this study, SD models were constructed by selecting the best predictors and using generalized linear models (GLMs) for Feixian, a site in the Yishu River Basin and Shandong Province. By calculating and mapping Spearman rank correlation coefficients between the gridded standardized values of five large-scale variables and daily observed precipitation, different cyclonic circulation patterns were found for monsoonal precipitation in summer (June-September) and winter (November-December and January-March); the values of the gridded boxes with the highest absolute correlations for observed precipitation were selected as predictors. Data for predictors and predictands covered the period 1979-2015, and different calibration and validation periods were divided when fitting and validating the models. Meanwhile, the bootstrap method was also used to fit the GLM. All the above thorough validations indicated that the models were robust and not sensitive to different samples or different periods. Pearson's correlations between downscaled and observed precipitation (logarithmically transformed) on a daily scale reached 0.54-0.57 in summer and 0.56-0.61 in winter, and the Nash-Sutcliffe efficiency between downscaled and observed precipitation reached 0.1 in summer and 0.41 in winter. The downscaled precipitation partially reflected exact variations in winter and main trends in summer for total interannual precipitation. For the number of wet days, both winter and summer models were able to reflect interannual variations. Other comparisons were also made in this study. These results demonstrated that when downscaling, it is appropriate to combine a correlation-based predictor selection across a spatial domain with GLM modeling.

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.

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

PubMed Central

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

2018-01-01

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

From the Kochen-Specker theorem to noncontextuality inequalities without assuming determinism.

PubMed

Kunjwal, Ravi; Spekkens, Robert W

2015-09-11

The Kochen-Specker theorem demonstrates that it is not possible to reproduce the predictions of quantum theory in terms of a hidden variable model where the hidden variables assign a value to every projector deterministically and noncontextually. A noncontextual value assignment to a projector is one that does not depend on which other projectors-the context-are measured together with it. Using a generalization of the notion of noncontextuality that applies to both measurements and preparations, we propose a scheme for deriving inequalities that test whether a given set of experimental statistics is consistent with a noncontextual model. Unlike previous inequalities inspired by the Kochen-Specker theorem, we do not assume that the value assignments are deterministic and therefore in the face of a violation of our inequality, the possibility of salvaging noncontextuality by abandoning determinism is no longer an option. Our approach is operational in the sense that it does not presume quantum theory: a violation of our inequality implies the impossibility of a noncontextual model for any operational theory that can account for the experimental observations, including any successor to quantum theory.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

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.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

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.

Advances in Statistical and Deterministic Modeling of Wind-Driven Seas

DTIC Science & Technology

2011-09-30

Zakharov. Scales of nonlinear relaxation and balance of wind- driven seas. Geophysical Research Abstracts Vol. 13, EGU2011-2042, 2011. EGU General ...Dyachenko A. “On canonical equation for water waves” at General Assembly 2011 of the European Geosciences Union in Vienna, Austria, 03 – 08 April...scattering and equilibrium ranges in wind- generated waves with application to spectrometry, J. Geoph. Res., 92, 49715029, 1987. [3] Hsiao S.V. and

Wind shear measuring on board an airliner

NASA Technical Reports Server (NTRS)

Krauspe, P.

1984-01-01

A measurement technique which continuously determines the wind vector on board an airliner during takeoff and landing is introduced. Its implementation is intended to deliver sufficient statistical background concerning low frequency wind changes in the atmospheric boundary layer and extended knowledge about deterministic wind shear modeling. The wind measurement scheme is described and the adaptation of apparatus onboard an A300 airbus is shown. Preliminary measurements made during level flight demonstrate the validity of the method.

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

DTIC Science & Technology

2014-06-30

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

Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.

PubMed

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.

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

PubMed

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

2012-02-28

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

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

PubMed

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

2015-11-23

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

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

USGS Publications Warehouse

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

2007-01-01

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

Literature review of models on tire-pavement interaction noise

NASA Astrophysics Data System (ADS)

Li, Tan; Burdisso, Ricardo; Sandu, Corina

2018-04-01

Tire-pavement interaction noise (TPIN) becomes dominant at speeds above 40 km/h for passenger vehicles and 70 km/h for trucks. Several models have been developed to describe and predict the TPIN. However, these models do not fully reveal the physical mechanisms or predict TPIN accurately. It is well known that all the models have both strengths and weaknesses, and different models fit different investigation purposes or conditions. The numerous papers that present these models are widely scattered among thousands of journals, and it is difficult to get the complete picture of the status of research in this area. This review article aims at presenting the history and current state of TPIN models systematically, making it easier to identify and distribute the key knowledge and opinions, and providing insight into the future research trend in this field. In this work, over 2000 references related to TPIN were collected, and 74 models were reviewed from nearly 200 selected references; these were categorized into deterministic models (37), statistical models (18), and hybrid models (19). The sections explaining the models are self-contained with key principles, equations, and illustrations included. The deterministic models were divided into three sub-categories: conventional physics models, finite element and boundary element models, and computational fluid dynamics models; the statistical models were divided into three sub-categories: traditional regression models, principal component analysis models, and fuzzy curve-fitting models; the hybrid models were divided into three sub-categories: tire-pavement interface models, mechanism separation models, and noise propagation models. At the end of each category of models, a summary table is presented to compare these models with the key information extracted. Readers may refer to these tables to find models of their interest. The strengths and weaknesses of the models in different categories were then analyzed. Finally, the modeling trend and future direction in this area are given.

On some stochastic formulations and related statistical moments of pharmacokinetic models.

PubMed

Matis, J H; Wehrly, T E; Metzler, C M

1983-02-01

This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.

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

NASA Astrophysics Data System (ADS)

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

2010-09-01

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

Stochastic Partial Differential Equation Solver for Hydroacoustic Modeling: Improvements to Paracousti Sound Propagation Solver

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.

Inherent Conservatism in Deterministic Quasi-Static Structural Analysis

NASA Technical Reports Server (NTRS)

Verderaime, V.

1997-01-01

The cause of the long-suspected excessive conservatism in the prevailing structural deterministic safety factor has been identified as an inherent violation of the error propagation laws when reducing statistical data to deterministic values and then combining them algebraically through successive structural computational processes. These errors are restricted to the applied stress computations, and because mean and variations of the tolerance limit format are added, the errors are positive, serially cumulative, and excessively conservative. Reliability methods circumvent these errors and provide more efficient and uniform safe structures. The document is a tutorial on the deficiencies and nature of the current safety factor and of its improvement and transition to absolute reliability.

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

PubMed

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

2018-05-01

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

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

PubMed

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

Reeves, Mark

2014-03-01

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

Understanding and Predicting Geomagnetic Dipole Reversals Via Low Dimensional Models and Data Assimilation

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.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

Assessing North American multimodel ensemble (NMME) seasonal forecast skill to assist in the early warning of hydrometeorological extremes over East Africa

USGS Publications Warehouse

Shukla, Shraddhanand; Roberts, Jason B.; Hoell. Andrew,; Funk, Chris; Robertson, Franklin R.; Kirtmann, Benjamin

2016-01-01

The skill of North American multimodel ensemble (NMME) seasonal forecasts in East Africa (EA), which encompasses one of the most food and water insecure areas of the world, is evaluated using deterministic, categorical, and probabilistic evaluation methods. The skill is estimated for all three primary growing seasons: March–May (MAM), July–September (JAS), and October–December (OND). It is found that the precipitation forecast skill in this region is generally limited and statistically significant over only a small part of the domain. In the case of MAM (JAS) [OND] season it exceeds the skill of climatological forecasts in parts of equatorial EA (Northern Ethiopia) [equatorial EA] for up to 2 (5) [5] months lead. Temperature forecast skill is generally much higher than precipitation forecast skill (in terms of deterministic and probabilistic skill scores) and statistically significant over a majority of the region. Over the region as a whole, temperature forecasts also exhibit greater reliability than the precipitation forecasts. The NMME ensemble forecasts are found to be more skillful and reliable than the forecast from any individual model. The results also demonstrate that for some seasons (e.g. JAS), the predictability of precipitation signals varies and is higher during certain climate events (e.g. ENSO). Finally, potential room for improvement in forecast skill is identified in some models by comparing homogeneous predictability in individual NMME models with their respective forecast skill.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

This paper presents the definition, solution and validation of a stochastic model of the budding yeast cell cycle, based on Stochastic Petri Nets (SPN). A specific family of SPNs is selected for building a stochastic version of a well-established deterministic model. We describe the procedure followed in defining the SPN model from the deterministic ODE model, a procedure that can be largely automated. The validation of the SPN model is conducted with respect to both the results provided by the deterministic one and the experimental results available from literature. The SPN model catches the behavior of the wild type budding yeast cells and a variety of mutants. We show that the stochastic model matches some characteristics of budding yeast cells that cannot be found with the deterministic model. The SPN model fine-tunes the simulation results, enriching the breadth and the quality of its outcome.

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.

Evaluation of model-based seasonal streamflow and water allocation forecasts for the Elqui Valley, Chile

NASA Astrophysics Data System (ADS)

Delorit, Justin; Cristian Gonzalez Ortuya, Edmundo; Block, Paul

2017-09-01

In many semi-arid regions, multisectoral demands often stress available water supplies. Such is the case in the Elqui River valley of northern Chile, which draws on a limited-capacity reservoir to allocate 25 000 water rights. Delayed infrastructure investment forces water managers to address demand-based allocation strategies, particularly in dry years, which are realized through reductions in the volume associated with each water right. Skillful season-ahead streamflow forecasts have the potential to inform managers with an indication of future conditions to guide reservoir allocations. This work evaluates season-ahead statistical prediction models of October-January (growing season) streamflow at multiple lead times associated with manager and user decision points, and links predictions with a reservoir allocation tool. Skillful results (streamflow forecasts outperform climatology) are produced for short lead times (1 September: ranked probability skill score (RPSS) of 0.31, categorical hit skill score of 61 %). At longer lead times, climatological skill exceeds forecast skill due to fewer observations of precipitation. However, coupling the 1 September statistical forecast model with a sea surface temperature phase and strength statistical model allows for equally skillful categorical streamflow forecasts to be produced for a 1 May lead, triggered for 60 % of years (1950-2015), suggesting forecasts need not be strictly deterministic to be useful for water rights holders. An early (1 May) categorical indication of expected conditions is reinforced with a deterministic forecast (1 September) as more observations of local variables become available. The reservoir allocation model is skillful at the 1 September lead (categorical hit skill score of 53 %); skill improves to 79 % when categorical allocation prediction certainty exceeds 80 %. This result implies that allocation efficiency may improve when forecasts are integrated into reservoir decision frameworks. The methods applied here advance the understanding of the mechanisms and timing responsible for moisture transport to the Elqui Valley and provide a unique application of streamflow forecasting in the prediction of water right allocations.

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

DOE PAGES

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

2015-03-17

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

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.

Tradeoff methods in multiobjective insensitive design of airplane control systems

NASA Technical Reports Server (NTRS)

Schy, A. A.; Giesy, D. P.

1984-01-01

The latest results of an ongoing study of computer-aided design of airplane control systems are given. Constrained minimization algorithms are used, with the design objectives in the constraint vector. The concept of Pareto optimiality is briefly reviewed. It is shown how an experienced designer can use it to find designs which are well-balanced in all objectives. Then the problem of finding designs which are insensitive to uncertainty in system parameters are discussed, introducing a probabilistic vector definition of sensitivity which is consistent with the deterministic Pareto optimal problem. Insensitivity is important in any practical design, but it is particularly important in the design of feedback control systems, since it is considered to be the most important distinctive property of feedback control. Methods of tradeoff between deterministic and stochastic-insensitive (SI) design are described, and tradeoff design results are presented for the example of the a Shuttle lateral stability augmentation system. This example is used because careful studies have been made of the uncertainty in Shuttle aerodynamics. Finally, since accurate statistics of uncertain parameters are usually not available, the effects of crude statistical models on SI designs are examined.

Multiple object tracking with non-unique data-to-object association via generalized hypothesis testing. [tracking several aircraft near each other or ships at sea

NASA Technical Reports Server (NTRS)

Porter, D. W.; Lefler, R. M.

1979-01-01

A generalized hypothesis testing approach is applied to the problem of tracking several objects where several different associations of data with objects are possible. Such problems occur, for instance, when attempting to distinctly track several aircraft maneuvering near each other or when tracking ships at sea. Conceptually, the problem is solved by first, associating data with objects in a statistically reasonable fashion and then, tracking with a bank of Kalman filters. The objects are assumed to have motion characterized by a fixed but unknown deterministic portion plus a random process portion modeled by a shaping filter. For example, the object might be assumed to have a mean straight line path about which it maneuvers in a random manner. Several hypothesized associations of data with objects are possible because of ambiguity as to which object the data comes from, false alarm/detection errors, and possible uncertainty in the number of objects being tracked. The statistical likelihood function is computed for each possible hypothesized association of data with objects. Then the generalized likelihood is computed by maximizing the likelihood over parameters that define the deterministic motion of the object.

Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics

NASA Astrophysics Data System (ADS)

Lazarus, S. M.; Holman, B. P.; Splitt, M. E.

2017-12-01

A computationally efficient method is developed that performs gridded post processing of ensemble wind vector forecasts. An expansive set of idealized WRF model simulations are generated to provide physically consistent high resolution winds over a coastal domain characterized by an intricate land / water mask. Ensemble model output statistics (EMOS) is used to calibrate the ensemble wind vector forecasts at observation locations. The local EMOS predictive parameters (mean and variance) are then spread throughout the grid utilizing flow-dependent statistical relationships extracted from the downscaled WRF winds. Using data withdrawal and 28 east central Florida stations, the method is applied to one year of 24 h wind forecasts from the Global Ensemble Forecast System (GEFS). Compared to the raw GEFS, the approach improves both the deterministic and probabilistic forecast skill. Analysis of multivariate rank histograms indicate the post processed forecasts are calibrated. Two downscaling case studies are presented, a quiescent easterly flow event and a frontal passage. Strengths and weaknesses of the approach are presented and discussed.

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

DTIC Science & Technology

2015-06-30

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

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

NASA Astrophysics Data System (ADS)

Felder, Guido; Zischg, Andreas; Weingartner, Rolf

2015-04-01

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

An alternative approach to measure similarity between two deterministic transient signals

NASA Astrophysics Data System (ADS)

Shin, Kihong

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

Savran, William Harvey

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

Deterministic annealing for density estimation by multivariate normal mixtures

NASA Astrophysics Data System (ADS)

Kloppenburg, Martin; Tavan, Paul

1997-03-01

An approach to maximum-likelihood density estimation by mixtures of multivariate normal distributions for large high-dimensional data sets is presented. Conventionally that problem is tackled by notoriously unstable expectation-maximization (EM) algorithms. We remove these instabilities by the introduction of soft constraints, enabling deterministic annealing. Our developments are motivated by the proof that algorithmically stable fuzzy clustering methods that are derived from statistical physics analogs are special cases of EM procedures.

Robust Fixed-Structure Control

DTIC Science & Technology

1994-10-30

Deterministic Foundation for Statistical Energy Analysis ," J. Sound Vibr., to appear. 1.96 D. S. Bernstein and S. P. Bhat, "Lyapunov Stability, Semistability...S. Bernstein, "Power Flow, Energy Balance, and Statistical Energy Analysis for Large Scale, Interconnected Systems," Proc. Amer. Contr. Conf., pp

A family of small-world network models built by complete graph and iteration-function

NASA Astrophysics Data System (ADS)

Ma, Fei; Yao, Bing

2018-02-01

Small-world networks are popular in real-life complex systems. In the past few decades, researchers presented amounts of small-world models, in which some are stochastic and the rest are deterministic. In comparison with random models, it is not only convenient but also interesting to study the topological properties of deterministic models in some fields, such as graph theory, theorem computer sciences and so on. As another concerned darling in current researches, community structure (modular topology) is referred to as an useful statistical parameter to uncover the operating functions of network. So, building and studying such models with community structure and small-world character will be a demanded task. Hence, in this article, we build a family of sparse network space N(t) which is different from those previous deterministic models. Even though, our models are established in the same way as them, iterative generation. By randomly connecting manner in each time step, every resulting member in N(t) has no absolutely self-similar feature widely shared in a large number of previous models. This makes our insight not into discussing a class certain model, but into investigating a group various ones spanning a network space. Somewhat surprisingly, our results prove all members of N(t) to possess some similar characters: (a) sparsity, (b) exponential-scale feature P(k) ∼α-k, and (c) small-world property. Here, we must stress a very screming, but intriguing, phenomenon that the difference of average path length (APL) between any two members in N(t) is quite small, which indicates this random connecting way among members has no great effect on APL. At the end of this article, as a new topological parameter correlated to reliability, synchronization capability and diffusion properties of networks, the number of spanning trees on a representative member NB(t) of N(t) is studied in detail, then an exact analytical solution for its spanning trees entropy is also obtained.

The viability of ADVANTG deterministic method for synthetic radiography generation

NASA Astrophysics Data System (ADS)

Bingham, Andrew; Lee, Hyoung K.

2018-07-01

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

Estimation of integral curves from high angular resolution diffusion imaging (HARDI) data.

PubMed

Carmichael, Owen; Sakhanenko, Lyudmila

2015-05-15

We develop statistical methodology for a popular brain imaging technique HARDI based on the high order tensor model by Özarslan and Mareci [10]. We investigate how uncertainty in the imaging procedure propagates through all levels of the model: signals, tensor fields, vector fields, and fibers. We construct asymptotically normal estimators of the integral curves or fibers which allow us to trace the fibers together with confidence ellipsoids. The procedure is computationally intense as it blends linear algebra concepts from high order tensors with asymptotical statistical analysis. The theoretical results are illustrated on simulated and real datasets. This work generalizes the statistical methodology proposed for low angular resolution diffusion tensor imaging by Carmichael and Sakhanenko [3], to several fibers per voxel. It is also a pioneering statistical work on tractography from HARDI data. It avoids all the typical limitations of the deterministic tractography methods and it delivers the same information as probabilistic tractography methods. Our method is computationally cheap and it provides well-founded mathematical and statistical framework where diverse functionals on fibers, directions and tensors can be studied in a systematic and rigorous way.

Estimation of integral curves from high angular resolution diffusion imaging (HARDI) data

PubMed Central

Carmichael, Owen; Sakhanenko, Lyudmila

2015-01-01

We develop statistical methodology for a popular brain imaging technique HARDI based on the high order tensor model by Özarslan and Mareci [10]. We investigate how uncertainty in the imaging procedure propagates through all levels of the model: signals, tensor fields, vector fields, and fibers. We construct asymptotically normal estimators of the integral curves or fibers which allow us to trace the fibers together with confidence ellipsoids. The procedure is computationally intense as it blends linear algebra concepts from high order tensors with asymptotical statistical analysis. The theoretical results are illustrated on simulated and real datasets. This work generalizes the statistical methodology proposed for low angular resolution diffusion tensor imaging by Carmichael and Sakhanenko [3], to several fibers per voxel. It is also a pioneering statistical work on tractography from HARDI data. It avoids all the typical limitations of the deterministic tractography methods and it delivers the same information as probabilistic tractography methods. Our method is computationally cheap and it provides well-founded mathematical and statistical framework where diverse functionals on fibers, directions and tensors can be studied in a systematic and rigorous way. PMID:25937674

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2000-03-01

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

Chaotic Ising-like dynamics in traffic signals

PubMed Central

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

2013-01-01

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

Cognitive Diagnostic Analysis Using Hierarchically Structured Skills

ERIC Educational Resources Information Center

Su, Yu-Lan

2013-01-01

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

Interesting examples of supervised continuous variable systems

NASA Technical Reports Server (NTRS)

Chase, Christopher; Serrano, Joe; Ramadge, Peter

1990-01-01

The authors analyze two simple deterministic flow models for multiple buffer servers which are examples of the supervision of continuous variable systems by a discrete controller. These systems exhibit what may be regarded as the two extremes of complexity of the closed loop behavior: one is eventually periodic, the other is chaotic. The first example exhibits chaotic behavior that could be characterized statistically. The dual system, the switched server system, exhibits very predictable behavior, which is modeled by a finite state automaton. This research has application to multimodal discrete time systems where the controller can choose from a set of transition maps to implement.

Deterministic and Advanced Statistical Modeling of Wind-Driven Sea

DTIC Science & Technology

2015-07-06

firm scientific foundation for study of wind driven seas. The most important step in this direction was made in 1962 by K. Hasselmann [R2,R3] who...10~5 cop for waves with the frequencies close to the peak frequency (op. The value of ydjssdoQS not exceeds y, or waves are not excited at all...measurements. However, there are some advances in this direction [R33,R29]. The necessity of taking into account the waves feedback into the horizontal

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

PubMed

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

2016-12-01

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

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Statistical Interior Tomography

PubMed Central

Xu, Qiong; Wang, Ge; Sieren, Jered; Hoffman, Eric A.

2011-01-01

This paper presents a statistical interior tomography (SIT) approach making use of compressed sensing (CS) theory. With the projection data modeled by the Poisson distribution, an objective function with a total variation (TV) regularization term is formulated in the maximization of a posteriori (MAP) framework to solve the interior problem. An alternating minimization method is used to optimize the objective function with an initial image from the direct inversion of the truncated Hilbert transform. The proposed SIT approach is extensively evaluated with both numerical and real datasets. The results demonstrate that SIT is robust with respect to data noise and down-sampling, and has better resolution and less bias than its deterministic counterpart in the case of low count data. PMID:21233044

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

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2012-01-01

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

Statistical optics

NASA Astrophysics Data System (ADS)

Goodman, J. W.

This book is based on the thesis that some training in the area of statistical optics should be included as a standard part of any advanced optics curriculum. Random variables are discussed, taking into account definitions of probability and random variables, distribution functions and density functions, an extension to two or more random variables, statistical averages, transformations of random variables, sums of real random variables, Gaussian random variables, complex-valued random variables, and random phasor sums. Other subjects examined are related to random processes, some first-order properties of light waves, the coherence of optical waves, some problems involving high-order coherence, effects of partial coherence on imaging systems, imaging in the presence of randomly inhomogeneous media, and fundamental limits in photoelectric detection of light. Attention is given to deterministic versus statistical phenomena and models, the Fourier transform, and the fourth-order moment of the spectrum of a detected speckle image.

Anderson transition in a three-dimensional kicked rotor

NASA Astrophysics Data System (ADS)

Wang, Jiao; García-García, Antonio M.

2009-03-01

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

Deterministic influences exceed dispersal effects on hydrologically-connected microbiomes.

PubMed

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

2017-04-01

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

Statistical Maps of Ground Magnetic Disturbance Derived from Global Geospace Models

NASA Astrophysics Data System (ADS)

Rigler, E. J.; Wiltberger, M. J.; Love, J. J.

2017-12-01

Electric currents in space are the principal driver of magnetic variations measured at Earth's surface. These in turn induce geoelectric fields that present a natural hazard for technological systems like high-voltage power distribution networks. Modern global geospace models can reasonably simulate large-scale geomagnetic response to solar wind variations, but they are less successful at deterministic predictions of intense localized geomagnetic activity that most impacts technological systems on the ground. Still, recent studies have shown that these models can accurately reproduce the spatial statistical distributions of geomagnetic activity, suggesting that their physics are largely correct. Since the magnetosphere is a largely externally driven system, most model-measurement discrepancies probably arise from uncertain boundary conditions. So, with realistic distributions of solar wind parameters to establish its boundary conditions, we use the Lyon-Fedder-Mobarry (LFM) geospace model to build a synthetic multivariate statistical model of gridded ground magnetic disturbance. From this, we analyze the spatial modes of geomagnetic response, regress on available measurements to fill in unsampled locations on the grid, and estimate the global probability distribution of extreme magnetic disturbance. The latter offers a prototype geomagnetic "hazard map", similar to those used to characterize better-known geophysical hazards like earthquakes and floods.

CRAX/Cassandra Reliability Analysis Software

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

Robinson, D.

1999-02-10

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

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

PubMed

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

2007-10-15

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

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

PubMed Central

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

2016-01-01

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

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

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

Deterministic models for traffic jams

NASA Astrophysics Data System (ADS)

Nagel, Kai; Herrmann, Hans J.

1993-10-01

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

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

EPA Pesticide Factsheets

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

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

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

PubMed

Sapsis, Themistoklis P; Majda, Andrew J

2013-08-20

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

Testing the Predictive Power of Coulomb Stress on Aftershock Sequences

NASA Astrophysics Data System (ADS)

Woessner, J.; Lombardi, A.; Werner, M. J.; Marzocchi, W.

2009-12-01

Empirical and statistical models of clustered seismicity are usually strongly stochastic and perceived to be uninformative in their forecasts, since only marginal distributions are used, such as the Omori-Utsu and Gutenberg-Richter laws. In contrast, so-called physics-based aftershock models, based on seismic rate changes calculated from Coulomb stress changes and rate-and-state friction, make more specific predictions: anisotropic stress shadows and multiplicative rate changes. We test the predictive power of models based on Coulomb stress changes against statistical models, including the popular Short Term Earthquake Probabilities and Epidemic-Type Aftershock Sequences models: We score and compare retrospective forecasts on the aftershock sequences of the 1992 Landers, USA, the 1997 Colfiorito, Italy, and the 2008 Selfoss, Iceland, earthquakes. To quantify predictability, we use likelihood-based metrics that test the consistency of the forecasts with the data, including modified and existing tests used in prospective forecast experiments within the Collaboratory for the Study of Earthquake Predictability (CSEP). Our results indicate that a statistical model performs best. Moreover, two Coulomb model classes seem unable to compete: Models based on deterministic Coulomb stress changes calculated from a given fault-slip model, and those based on fixed receiver faults. One model of Coulomb stress changes does perform well and sometimes outperforms the statistical models, but its predictive information is diluted, because of uncertainties included in the fault-slip model. Our results suggest that models based on Coulomb stress changes need to incorporate stochastic features that represent model and data uncertainty.

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

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

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

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

Statistical description of non-Gaussian samples in the F2 layer of the ionosphere during heliogeophysical disturbances

NASA Astrophysics Data System (ADS)

Sergeenko, N. P.

2017-11-01

An adequate statistical method should be developed in order to predict probabilistically the range of ionospheric parameters. This problem is solved in this paper. The time series of the critical frequency of the layer F2- foF2( t) were subjected to statistical processing. For the obtained samples {δ foF2}, statistical distributions and invariants up to the fourth order are calculated. The analysis shows that the distributions differ from the Gaussian law during the disturbances. At levels of sufficiently small probability distributions, there are arbitrarily large deviations from the model of the normal process. Therefore, it is attempted to describe statistical samples {δ foF2} based on the Poisson model. For the studied samples, the exponential characteristic function is selected under the assumption that time series are a superposition of some deterministic and random processes. Using the Fourier transform, the characteristic function is transformed into a nonholomorphic excessive-asymmetric probability-density function. The statistical distributions of the samples {δ foF2} calculated for the disturbed periods are compared with the obtained model distribution function. According to the Kolmogorov's criterion, the probabilities of the coincidence of a posteriori distributions with the theoretical ones are P 0.7-0.9. The conducted analysis makes it possible to draw a conclusion about the applicability of a model based on the Poisson random process for the statistical description and probabilistic variation estimates during heliogeophysical disturbances of the variations {δ foF2}.

A Review of Statistical Failure Time Models with Application of a Discrete Hazard Based Model to 1Cr1Mo-0.25V Steel for Turbine Rotors and Shafts

PubMed Central

2017-01-01

Producing predictions of the probabilistic risks of operating materials for given lengths of time at stated operating conditions requires the assimilation of existing deterministic creep life prediction models (that only predict the average failure time) with statistical models that capture the random component of creep. To date, these approaches have rarely been combined to achieve this objective. The first half of this paper therefore provides a summary review of some statistical models to help bridge the gap between these two approaches. The second half of the paper illustrates one possible assimilation using 1Cr1Mo-0.25V steel. The Wilshire equation for creep life prediction is integrated into a discrete hazard based statistical model—the former being chosen because of its novelty and proven capability in accurately predicting average failure times and the latter being chosen because of its flexibility in modelling the failure time distribution. Using this model it was found that, for example, if this material had been in operation for around 15 years at 823 K and 130 MPa, the chances of failure in the next year is around 35%. However, if this material had been in operation for around 25 years, the chance of failure in the next year rises dramatically to around 80%. PMID:29039773

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

NASA Astrophysics Data System (ADS)

Lan, Shi; Lina, Xu; Yuzhu, Hao

2017-07-01

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

Randomized central limit theorems: A unified theory

NASA Astrophysics Data System (ADS)

Eliazar, Iddo; Klafter, Joseph

2010-08-01

The central limit theorems (CLTs) characterize the macroscopic statistical behavior of large ensembles of independent and identically distributed random variables. The CLTs assert that the universal probability laws governing ensembles’ aggregate statistics are either Gaussian or Lévy, and that the universal probability laws governing ensembles’ extreme statistics are Fréchet, Weibull, or Gumbel. The scaling schemes underlying the CLTs are deterministic—scaling all ensemble components by a common deterministic scale. However, there are “random environment” settings in which the underlying scaling schemes are stochastic—scaling the ensemble components by different random scales. Examples of such settings include Holtsmark’s law for gravitational fields and the Stretched Exponential law for relaxation times. In this paper we establish a unified theory of randomized central limit theorems (RCLTs)—in which the deterministic CLT scaling schemes are replaced with stochastic scaling schemes—and present “randomized counterparts” to the classic CLTs. The RCLT scaling schemes are shown to be governed by Poisson processes with power-law statistics, and the RCLTs are shown to universally yield the Lévy, Fréchet, and Weibull probability laws.

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

EPA Science Inventory

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

ZERODUR: deterministic approach for strength design

NASA Astrophysics Data System (ADS)

Hartmann, Peter

2012-12-01

There is an increasing request for zero expansion glass ceramic ZERODUR substrates being capable of enduring higher operational static loads or accelerations. The integrity of structures such as optical or mechanical elements for satellites surviving rocket launches, filigree lightweight mirrors, wobbling mirrors, and reticle and wafer stages in microlithography must be guaranteed with low failure probability. Their design requires statistically relevant strength data. The traditional approach using the statistical two-parameter Weibull distribution suffered from two problems. The data sets were too small to obtain distribution parameters with sufficient accuracy and also too small to decide on the validity of the model. This holds especially for the low failure probability levels that are required for reliable applications. Extrapolation to 0.1% failure probability and below led to design strengths so low that higher load applications seemed to be not feasible. New data have been collected with numbers per set large enough to enable tests on the applicability of the three-parameter Weibull distribution. This distribution revealed to provide much better fitting of the data. Moreover it delivers a lower threshold value, which means a minimum value for breakage stress, allowing of removing statistical uncertainty by introducing a deterministic method to calculate design strength. Considerations taken from the theory of fracture mechanics as have been proven to be reliable with proof test qualifications of delicate structures made from brittle materials enable including fatigue due to stress corrosion in a straight forward way. With the formulae derived, either lifetime can be calculated from given stress or allowable stress from minimum required lifetime. The data, distributions, and design strength calculations for several practically relevant surface conditions of ZERODUR are given. The values obtained are significantly higher than those resulting from the two-parameter Weibull distribution approach and no longer subject to statistical uncertainty.

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

Treesearch

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

2003-01-01

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

Stochastic and deterministic models for agricultural production networks.

PubMed

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

2007-07-01

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

Study of selected phenotype switching strategies in time varying environment

NASA Astrophysics Data System (ADS)

Horvath, Denis; Brutovsky, Branislav

2016-03-01

Population heterogeneity plays an important role across many research, as well as the real-world, problems. The population heterogeneity relates to the ability of a population to cope with an environment change (or uncertainty) preventing its extinction. However, this ability is not always desirable as can be exemplified by an intratumor heterogeneity which positively correlates with the development of resistance to therapy. Causation of population heterogeneity is therefore in biology and medicine an intensively studied topic. In this paper the evolution of a specific strategy of population diversification, the phenotype switching, is studied at a conceptual level. The presented simulation model studies evolution of a large population of asexual organisms in a time-varying environment represented by a stochastic Markov process. Each organism disposes with a stochastic or nonlinear deterministic switching strategy realized by discrete-time models with evolvable parameters. We demonstrate that under rapidly varying exogenous conditions organisms operate in the vicinity of the bet-hedging strategy, while the deterministic patterns become relevant as the environmental variations are less frequent. Statistical characterization of the steady state regimes of the populations is done using the Hellinger and Kullback-Leibler functional distances and the Hamming distance.

An Experimental Study of the Effect of Streamwise Vortices on Unsteady Turbulent Boundary-Layer Separation

DTIC Science & Technology

1988-12-09

Measurement of Second Order Statistics .... .............. .54 5.4 Measurement of Triple Products ...... ................. .58 5.6 Uncertainty Analysis...deterministic fluctuations, u/ 2 , were 25 times larger than the mean fluctuations, u𔃼, there were no significant variations in the mean statistical ...input signals, the three velocity components are cal- culated, Awn in ,i-;dual phase ensembles are collected for the appropriate statistical 3

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.

Identifying trends in climate: an application to the cenozoic

NASA Astrophysics Data System (ADS)

Richards, Gordon R.

1998-05-01

The recent literature on trending in climate has raised several issues, whether trends should be modeled as deterministic or stochastic, whether trends are nonlinear, and the relative merits of statistical models versus models based on physics. This article models trending since the late Cretaceous. This 68 million-year interval is selected because the reliability of tests for trending is critically dependent on the length of time spanned by the data. Two main hypotheses are tested, that the trend has been caused primarily by CO2 forcing, and that it reflects a variety of forcing factors which can be approximated by statistical methods. The CO2 data is obtained from model simulations. Several widely-used statistical models are found to be inadequate. ARIMA methods parameterize too much of the short-term variation, and do not identify low frequency movements. Further, the unit root in the ARIMA process does not predict the long-term path of temperature. Spectral methods also have little ability to predict temperature at long horizons. Instead, the statistical trend is estimated using a nonlinear smoothing filter. Both of these paradigms make it possible to model climate as a cointegrated process, in which temperature can wander quite far from the trend path in the intermediate term, but converges back over longer horizons. Comparing the forecasting properties of the two trend models demonstrates that the optimal forecasting model includes CO2 forcing and a parametric representation of the nonlinear variability in climate.

Fracture Networks from a deterministic physical model as 'forerunners' of Maze Caves

NASA Astrophysics Data System (ADS)

Ferer, M. V.; Smith, D. H.; Lace, M. J.

2013-12-01

'Fractures are the chief forerunners of caves because they transmit water much more rapidly than intergranular pores.[1] Thus, the cave networks can follow the fracture networks from which the Karst caves formed by a variety of processes. Traditional models of continental Karst define water flow through subsurface geologic formations, slowly dissolving the rock along the pathways (e.g. water saturated with respect to carbon dioxide flowing through fractured carbonate formations). We have developed a deterministic, physical model of fracturing in a model geologic layer of a given thickness, when that layer is strained in one direction and subsequently in a perpendicular direction. It was observed that the connected fracture networks from our model visually resemble maps of maze caves. Since these detailed cave maps offer critical tools in modeling cave development patterns and conduit flow in Karst systems, we were able to test the qualitative resemblance by using statistical analyses to compare our model networks in geologic layers of four different thicknesses with the corresponding statistical analyses of four different maze caves, formed in a variety of geologic settings. The statistical studies performed are: i) standard box-counting to determine if either the caves or the model networks are fractal. We found that both are fractal with a fractal dimension Df ≈ 1.75 . ii) for each section inside a closed path, we determined the area and perimeter-length, enabling a study of the tortuosity of the networks. From the dependence of the section's area upon its perimeter-length, we have found a power-law behavior (for sufficiently large sections) characterized by a 'tortuosity' exponent. These exponents have similar values for both the model networks and the maze caves. The best agreement is between our thickest model layer and the maze-like part of Wind Cave in South Dakota where the data from the model and the cave overlie each other. For the present networks from the physical model, we assumed that the geologic layer was of uniform thickness and that the strain in both directions were the same. The latter may not be the case for the Brazilian, Toca de Boa Cave. These assumptions can be easily modified in our computer code to reflect different geologic histories. Even so the quantitative agreement suggests that our model networks are statistically realistic both for the 'forerunners' of caves and for general fracture networks in geologic layers, which should assist the study of underground fluid flow in many applications for which fracture patterns and fluid flow are difficult to determine (e.g., hydrology, watershed management, oil recovery, carbon dioxide sequestration, etc.). Keywords - Fracture Networks, Karst, Caves, Structurally Variable Pathways, hydrogeological modeling 1 Arthur N. Palmer, CAVE GEOLOGY, pub. Cave Books, Dayton OH, (2007).

Estimating the epidemic threshold on networks by deterministic connections

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

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

2014-12-15

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

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

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

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

PubMed

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

2018-02-28

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

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

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1995-01-01

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

A new approach to fracture modelling in reservoirs using deterministic, genetic and statistical models of fracture growth

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

Rawnsley, K.; Swaby, P.

1996-08-01

It is increasingly acknowledged that in order to understand and forecast the behavior of fracture influenced reservoirs we must attempt to reproduce the fracture system geometry and use this as a basis for fluid flow calculation. This article aims to present a recently developed fracture modelling prototype designed specifically for use in hydrocarbon reservoir environments. The prototype {open_quotes}FRAME{close_quotes} (FRActure Modelling Environment) aims to provide a tool which will allow the generation of realistic 3D fracture systems within a reservoir model, constrained to the known geology of the reservoir by both mechanical and statistical considerations, and which can be used asmore » a basis for fluid flow calculation. Two newly developed modelling techniques are used. The first is an interactive tool which allows complex fault surfaces and their associated deformations to be reproduced. The second is a {open_quotes}genetic{close_quotes} model which grows fracture patterns from seeds using conceptual models of fracture development. The user defines the mechanical input and can retrieve all the statistics of the growing fractures to allow comparison to assumed statistical distributions for the reservoir fractures. Input parameters include growth rate, fracture interaction characteristics, orientation maps and density maps. More traditional statistical stochastic fracture models are also incorporated. FRAME is designed to allow the geologist to input hard or soft data including seismically defined surfaces, well fractures, outcrop models, analogue or numerical mechanical models or geological {open_quotes}feeling{close_quotes}. The geologist is not restricted to {open_quotes}a priori{close_quotes} models of fracture patterns that may not correspond to the data.« less

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

DOE PAGES

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

2015-06-30

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

Review of Nearshore Morphologic Prediction

NASA Astrophysics Data System (ADS)

Plant, N. G.; Dalyander, S.; Long, J.

2014-12-01

The evolution of the world's erodible coastlines will determine the balance between the benefits and costs associated with human and ecological utilization of shores, beaches, dunes, barrier islands, wetlands, and estuaries. So, we would like to predict coastal evolution to guide management and planning of human and ecological response to coastal changes. After decades of research investment in data collection, theoretical and statistical analysis, and model development we have a number of empirical, statistical, and deterministic models that can predict the evolution of the shoreline, beaches, dunes, and wetlands over time scales of hours to decades, and even predict the evolution of geologic strata over the course of millennia. Comparisons of predictions to data have demonstrated that these models can have meaningful predictive skill. But these comparisons also highlight the deficiencies in fundamental understanding, formulations, or data that are responsible for prediction errors and uncertainty. Here, we review a subset of predictive models of the nearshore to illustrate tradeoffs in complexity, predictive skill, and sensitivity to input data and parameterization errors. We identify where future improvement in prediction skill will result from improved theoretical understanding, and data collection, and model-data assimilation.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Aspen succession in the Intermountain West: A deterministic model

Treesearch

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

1983-01-01

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

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

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

Comparison of Response Surface and Kriging Models in the Multidisciplinary Design of an Aerospike Nozzle

NASA Technical Reports Server (NTRS)

Simpson, Timothy W.

1998-01-01

The use of response surface models and kriging models are compared for approximating non-random, deterministic computer analyses. After discussing the traditional response surface approach for constructing polynomial models for approximation, kriging is presented as an alternative statistical-based approximation method for the design and analysis of computer experiments. Both approximation methods are applied to the multidisciplinary design and analysis of an aerospike nozzle which consists of a computational fluid dynamics model and a finite element analysis model. Error analysis of the response surface and kriging models is performed along with a graphical comparison of the approximations. Four optimization problems are formulated and solved using both approximation models. While neither approximation technique consistently outperforms the other in this example, the kriging models using only a constant for the underlying global model and a Gaussian correlation function perform as well as the second order polynomial response surface models.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.

PubMed

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†

PubMed Central

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

Improving ground-penetrating radar data in sedimentary rocks using deterministic deconvolution

USGS Publications Warehouse

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.

*K-means and cluster models for cancer signatures.

PubMed

Kakushadze, Zura; Yu, Willie

2017-09-01

We present *K-means clustering algorithm and source code by expanding statistical clustering methods applied in https://ssrn.com/abstract=2802753 to quantitative finance. *K-means is statistically deterministic without specifying initial centers, etc. We apply *K-means to extracting cancer signatures from genome data without using nonnegative matrix factorization (NMF). *K-means' computational cost is a fraction of NMF's. Using 1389 published samples for 14 cancer types, we find that 3 cancers (liver cancer, lung cancer and renal cell carcinoma) stand out and do not have cluster-like structures. Two clusters have especially high within-cluster correlations with 11 other cancers indicating common underlying structures. Our approach opens a novel avenue for studying such structures. *K-means is universal and can be applied in other fields. We discuss some potential applications in quantitative finance.

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

PubMed

Zhang, Jian-Hua; Böhme, Johann F

2007-11-01

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

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

NASA Astrophysics Data System (ADS)

Choustova, Olga

2007-02-01

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

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

Atmospheric precipitable water vapor (PWV) is the amount of water vapor in the atmosphere within a vertical column of unit cross-sectional area and is a critically important parameter of precipitation processes. However, accurate high-frequency and long-term observations of PWV in the sky were impossible until the availability of modern instruments such as radar. The United States Department of Energy (DOE)'s Atmospheric Radiation Measurement (ARM) Program facility made the first systematic and high-resolution observations of PWV at Darwin, Australia since 2002. At a resolution of 20 seconds, this time series allowed us to examine the volatility of PWV, including fractal behavior with dimension equal to 1.9, higher than the Brownian motion dimension of 1.5. Such strong fractal behavior calls for stochastic differential equation modeling in an attempt to address some of the difficulties of convective parameterization in various kinds of climate models, ranging from general circulation models (GCM) to weather research forecasting (WRF) models. This important observed data at high resolution can capture the fractal behavior of PWV and enables stochastic exploration into the next generation of climate models which considers scales from micrometers to thousands of kilometers. As a first step, this thesis explores a simple stochastic differential equation model of water mass balance for PWV and assesses accuracy, robustness, and sensitivity of the stochastic model. A 1000-day simulation allows for the determination of the best-fitting 25-day period as compared to data from the TWP-ICE field campaign conducted out of Darwin, Australia in early 2006. The observed data and this portion of the simulation had a correlation coefficient of 0.6513 and followed similar statistics and low-resolution temporal trends. Building on the point model foundation, a similar algorithm was applied to the National Center for Atmospheric Research (NCAR)'s existing single-column model as a test-of-concept for eventual inclusion in a general circulation model. The stochastic scheme was designed to be coupled with the deterministic single-column simulation by modifying results of the existing convective scheme (Zhang-McFarlane) and was able to produce a 20-second resolution time series that effectively simulated observed PWV, as measured by correlation coefficient (0.5510), fractal dimension (1.9), statistics, and visual examination of temporal trends. Results indicate that simulation of a highly volatile time series of observed PWV is certainly achievable and has potential to improve prediction capabilities in climate modeling. Further, this study demonstrates the feasibility of adding a mathematics- and statistics-based stochastic scheme to an existing deterministic parameterization to simulate observed fractal behavior.

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

NASA Astrophysics Data System (ADS)

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

2007-06-01

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

A statistical approach to nuclear fuel design and performance

NASA Astrophysics Data System (ADS)

Cunning, Travis Andrew

As CANDU fuel failures can have significant economic and operational consequences on the Canadian nuclear power industry, it is essential that factors impacting fuel performance are adequately understood. Current industrial practice relies on deterministic safety analysis and the highly conservative "limit of operating envelope" approach, where all parameters are assumed to be at their limits simultaneously. This results in a conservative prediction of event consequences with little consideration given to the high quality and precision of current manufacturing processes. This study employs a novel approach to the prediction of CANDU fuel reliability. Probability distributions are fitted to actual fuel manufacturing datasets provided by Cameco Fuel Manufacturing, Inc. They are used to form input for two industry-standard fuel performance codes: ELESTRES for the steady-state case and ELOCA for the transient case---a hypothesized 80% reactor outlet header break loss of coolant accident. Using a Monte Carlo technique for input generation, 105 independent trials are conducted and probability distributions are fitted to key model output quantities. Comparing model output against recognized industrial acceptance criteria, no fuel failures are predicted for either case. Output distributions are well removed from failure limit values, implying that margin exists in current fuel manufacturing and design. To validate the results and attempt to reduce the simulation burden of the methodology, two dimensional reduction methods are assessed. Using just 36 trials, both methods are able to produce output distributions that agree strongly with those obtained via the brute-force Monte Carlo method, often to a relative discrepancy of less than 0.3% when predicting the first statistical moment, and a relative discrepancy of less than 5% when predicting the second statistical moment. In terms of global sensitivity, pellet density proves to have the greatest impact on fuel performance, with an average sensitivity index of 48.93% on key output quantities. Pellet grain size and dish depth are also significant contributors, at 31.53% and 13.46%, respectively. A traditional limit of operating envelope case is also evaluated. This case produces output values that exceed the maximum values observed during the 105 Monte Carlo trials for all output quantities of interest. In many cases the difference between the predictions of the two methods is very prominent, and the highly conservative nature of the deterministic approach is demonstrated. A reliability analysis of CANDU fuel manufacturing parametric data, specifically pertaining to the quantification of fuel performance margins, has not been conducted previously. Key Words: CANDU, nuclear fuel, Cameco, fuel manufacturing, fuel modelling, fuel performance, fuel reliability, ELESTRES, ELOCA, dimensional reduction methods, global sensitivity analysis, deterministic safety analysis, probabilistic safety analysis.

Extracting Information about the Rotator Cuff from Magnetic Resonance Images Using Deterministic and Random Techniques

PubMed Central

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

Safety design approach for external events in Japan sodium-cooled fast reactor

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

Yamano, H.; Kubo, S.; Tani, A.

2012-07-01

This paper describes a safety design approach for external events in the design study of Japan sodium-cooled fast reactor. An emphasis is introduction of a design extension external condition (DEEC). In addition to seismic design, other external events such as tsunami, strong wind, abnormal temperature, etc. were addressed in this study. From a wide variety of external events consisting of natural hazards and human-induced ones, a screening method was developed in terms of siting, consequence, frequency to select representative events. Design approaches for these events were categorized on the probabilistic, statistical and deterministic basis. External hazard conditions were considered mainlymore » for DEECs. In the probabilistic approach, the DEECs of earthquake, tsunami and strong wind were defined as 1/10 of exceedance probability of the external design bases. The other representative DEECs were also defined based on statistical or deterministic approaches. (authors)« less

Theory connecting nonlocal sediment transport, earth surface roughness, and the Sadler effect

NASA Astrophysics Data System (ADS)

Schumer, Rina; Taloni, Alessandro; Furbish, David Jon

2017-03-01

Earth surface evolution, like many natural phenomena typified by fluctuations on a wide range of scales and deterministic smoothing, results in a statistically rough surface. We present theory demonstrating that scaling exponents of topographic and stratigraphic statistics arise from long-time averaging of noisy surface evolution rather than specific landscape evolution processes. This is demonstrated through use of "elastic" Langevin equations that generically describe disturbance from a flat earth surface using a noise term that is smoothed deterministically via sediment transport. When smoothing due to transport is a local process, the geologic record self organizes such that a specific Sadler effect and topographic power spectral density (PSD) emerge. Variations in PSD slope reflect the presence or absence and character of nonlocality of sediment transport. The range of observed stratigraphic Sadler slopes captures the same smoothing feature combined with the presence of long-range spatial correlation in topographic disturbance.

Secondary optics for Fresnel lens solar concentrators

NASA Astrophysics Data System (ADS)

Fu, Ling; Leutz, Ralf; Annen, Hans Philipp

2010-08-01

Secondary optics are used in concentrating photovoltaic (CPV) systems with Fresnel lens primaries to increase the optical system efficiency by catching refracted light that otherwise would miss the receiver, better the tracking tolerance (acceptance half-angle) and enhance the flux uniformity on the cell. Several refractive secondary optics under the same Fresnel lens primary are designed, analyzed and compared based on their optical performances, materials, manufacturability, manufacturing tolerancing and cost. The goal of this work is to show the basic two different design approaches statistical mixing as opposed to deterministic mixing. Caustics are elementary in the deterministic tailoring approach. We find that statistical mixing offers higher flexibility for the solar application. It is also shown that there are conventional, i.e. designs based on conic section ("half-egg") that work well as solar secondaries. It is also made clear that primary and secondary must be designed as optical train.

Tularosa Basin Play Fairway Analysis Data and Models

DOE Data Explorer

Nash, Greg

2017-07-11

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

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

PubMed

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

2017-09-01

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

Bubbles, shocks and elementary technical trading strategies

NASA Astrophysics Data System (ADS)

Fry, John

2014-01-01

In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, shocks and elementary technical trading strategies in financial markets. Markets operate by balancing intrinsic levels of risk and return. This seemingly simple observation is commonly over-looked by academics and practitioners alike. Our model shares its origins in statistical physics with others. However, under our approach, changes in market regime can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. This structure leads to an improved physical and econometric model. We develop models for bubbles, shocks and elementary technical trading strategies. The list of empirical applications is both interesting and topical and includes real-estate bubbles and the on-going Eurozone crisis. We close by comparing the results of our model with purely qualitative findings from the finance literature.

Assessing Continuous Operator Workload With a Hybrid Scaffolded Neuroergonomic Modeling Approach.

PubMed

Borghetti, Brett J; Giametta, Joseph J; Rusnock, Christina F

2017-02-01

We aimed to predict operator workload from neurological data using statistical learning methods to fit neurological-to-state-assessment models. Adaptive systems require real-time mental workload assessment to perform dynamic task allocations or operator augmentation as workload issues arise. Neuroergonomic measures have great potential for informing adaptive systems, and we combine these measures with models of task demand as well as information about critical events and performance to clarify the inherent ambiguity of interpretation. We use machine learning algorithms on electroencephalogram (EEG) input to infer operator workload based upon Improved Performance Research Integration Tool workload model estimates. Cross-participant models predict workload of other participants, statistically distinguishing between 62% of the workload changes. Machine learning models trained from Monte Carlo resampled workload profiles can be used in place of deterministic workload profiles for cross-participant modeling without incurring a significant decrease in machine learning model performance, suggesting that stochastic models can be used when limited training data are available. We employed a novel temporary scaffold of simulation-generated workload profile truth data during the model-fitting process. A continuous workload profile serves as the target to train our statistical machine learning models. Once trained, the workload profile scaffolding is removed and the trained model is used directly on neurophysiological data in future operator state assessments. These modeling techniques demonstrate how to use neuroergonomic methods to develop operator state assessments, which can be employed in adaptive systems.

Design and evaluation of a parametric model for cardiac sounds.

PubMed

Ibarra-Hernández, Roilhi F; Alonso-Arévalo, Miguel A; Cruz-Gutiérrez, Alejandro; Licona-Chávez, Ana L; Villarreal-Reyes, Salvador

2017-10-01

Heart sound analysis plays an important role in the auscultative diagnosis process to detect the presence of cardiovascular diseases. In this paper we propose a novel parametric heart sound model that accurately represents normal and pathological cardiac audio signals, also known as phonocardiograms (PCG). The proposed model considers that the PCG signal is formed by the sum of two parts: one of them is deterministic and the other one is stochastic. The first part contains most of the acoustic energy. This part is modeled by the Matching Pursuit (MP) algorithm, which performs an analysis-synthesis procedure to represent the PCG signal as a linear combination of elementary waveforms. The second part, also called residual, is obtained after subtracting the deterministic signal from the original heart sound recording and can be accurately represented as an autoregressive process using the Linear Predictive Coding (LPC) technique. We evaluate the proposed heart sound model by performing subjective and objective tests using signals corresponding to different pathological cardiac sounds. The results of the objective evaluation show an average Percentage of Root-Mean-Square Difference of approximately 5% between the original heart sound and the reconstructed signal. For the subjective test we conducted a formal methodology for perceptual evaluation of audio quality with the assistance of medical experts. Statistical results of the subjective evaluation show that our model provides a highly accurate approximation of real heart sound signals. We are not aware of any previous heart sound model rigorously evaluated as our proposal. Copyright © 2017 Elsevier Ltd. All rights reserved.

Seismicity map tools for earthquake studies

NASA Astrophysics Data System (ADS)

Boucouvalas, Anthony; Kaskebes, Athanasios; Tselikas, Nikos

2014-05-01

We report on the development of new and online set of tools for use within Google Maps, for earthquake research. We demonstrate this server based and online platform (developped with PHP, Javascript, MySQL) with the new tools using a database system with earthquake data. The platform allows us to carry out statistical and deterministic analysis on earthquake data use of Google Maps and plot various seismicity graphs. The tool box has been extended to draw on the map line segments, multiple straight lines horizontally and vertically as well as multiple circles, including geodesic lines. The application is demonstrated using localized seismic data from the geographic region of Greece as well as other global earthquake data. The application also offers regional segmentation (NxN) which allows the studying earthquake clustering, and earthquake cluster shift within the segments in space. The platform offers many filters such for plotting selected magnitude ranges or time periods. The plotting facility allows statistically based plots such as cumulative earthquake magnitude plots and earthquake magnitude histograms, calculation of 'b' etc. What is novel for the platform is the additional deterministic tools. Using the newly developed horizontal and vertical line and circle tools we have studied the spatial distribution trends of many earthquakes and we here show for the first time the link between Fibonacci Numbers and spatiotemporal location of some earthquakes. The new tools are valuable for examining visualizing trends in earthquake research as it allows calculation of statistics as well as deterministic precursors. We plan to show many new results based on our newly developed platform.

Random noise effects in pulse-mode digital multilayer neural networks.

PubMed

Kim, Y C; Shanblatt, M A

1995-01-01

A pulse-mode digital multilayer neural network (DMNN) based on stochastic computing techniques is implemented with simple logic gates as basic computing elements. The pulse-mode signal representation and the use of simple logic gates for neural operations lead to a massively parallel yet compact and flexible network architecture, well suited for VLSI implementation. Algebraic neural operations are replaced by stochastic processes using pseudorandom pulse sequences. The distributions of the results from the stochastic processes are approximated using the hypergeometric distribution. Synaptic weights and neuron states are represented as probabilities and estimated as average pulse occurrence rates in corresponding pulse sequences. A statistical model of the noise (error) is developed to estimate the relative accuracy associated with stochastic computing in terms of mean and variance. Computational differences are then explained by comparison to deterministic neural computations. DMNN feedforward architectures are modeled in VHDL using character recognition problems as testbeds. Computational accuracy is analyzed, and the results of the statistical model are compared with the actual simulation results. Experiments show that the calculations performed in the DMNN are more accurate than those anticipated when Bernoulli sequences are assumed, as is common in the literature. Furthermore, the statistical model successfully predicts the accuracy of the operations performed in the DMNN.

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

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

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

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

2017-09-26

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

Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

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.

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

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

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

Time series analysis for minority game simulations of financial markets

NASA Astrophysics Data System (ADS)

Ferreira, Fernando F.; Francisco, Gerson; Machado, Birajara S.; Muruganandam, Paulsamy

2003-04-01

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary.

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

DOE PAGES

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

2018-03-01

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

An overview of engineering concepts and current design algorithms for probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Duffy, S. F.; Hu, J.; Hopkins, D. A.

1995-01-01

The article begins by examining the fundamentals of traditional deterministic design philosophy. The initial section outlines the concepts of failure criteria and limit state functions two traditional notions that are embedded in deterministic design philosophy. This is followed by a discussion regarding safety factors (a possible limit state function) and the common utilization of statistical concepts in deterministic engineering design approaches. Next the fundamental aspects of a probabilistic failure analysis are explored and it is shown that deterministic design concepts mentioned in the initial portion of the article are embedded in probabilistic design methods. For components fabricated from ceramic materials (and other similarly brittle materials) the probabilistic design approach yields the widely used Weibull analysis after suitable assumptions are incorporated. The authors point out that Weibull analysis provides the rare instance where closed form solutions are available for a probabilistic failure analysis. Since numerical methods are usually required to evaluate component reliabilities, a section on Monte Carlo methods is included to introduce the concept. The article concludes with a presentation of the technical aspects that support the numerical method known as fast probability integration (FPI). This includes a discussion of the Hasofer-Lind and Rackwitz-Fiessler approximations.

On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series

NASA Astrophysics Data System (ADS)

Gottwald, Georg A.; Wormell, J. P.; Wouters, Jeroen

2016-09-01

Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model of the observations, based on results for central limit theorems for deterministic dynamical systems, and used to detect linear response breakdown. We apply the method to discrete maps which do not obey linear response and show that the successful detection of breakdown depends on the length of the time series, the magnitude of the perturbation and on the choice of the observable. We find that in order to reliably reject the assumption of linear response for typical observables sufficiently large data sets are needed. Even for simple systems such as the logistic map, one needs of the order of 106 observations to reliably detect the breakdown with a confidence level of 95 %; if less observations are available one may be falsely led to conclude that linear response theory is valid. The amount of data required is larger the smaller the applied perturbation. For judiciously chosen observables the necessary amount of data can be drastically reduced, but requires detailed a priori knowledge about the invariant measure which is typically not available for complex dynamical systems. Furthermore we explore the use of the fluctuation-dissipation theorem (FDT) in cases with limited data length or coarse-graining of observations. The FDT, if applied naively to a system without linear response, is shown to be very sensitive to the details of the sampling method, resulting in erroneous predictions of the response.

Statistics of actin-propelled trajectories in noisy environments

NASA Astrophysics Data System (ADS)

Wen, Fu-Lai; Chen, Hsuan-Yi; Leung, Kwan-tai

2016-06-01

Actin polymerization is ubiquitously utilized to power the locomotion of eukaryotic cells and pathogenic bacteria in living systems. Inevitably, actin polymerization and depolymerization proceed in a fluctuating environment that renders the locomotion stochastic. Previously, we have introduced a deterministic model that manages to reproduce actin-propelled trajectories in experiments, but not to address fluctuations around them. To remedy this, here we supplement the deterministic model with noise terms. It enables us to compute the effects of fluctuating actin density and forces on the trajectories. Specifically, the mean-squared displacement (MSD) of the trajectories is computed and found to show a super-ballistic scaling with an exponent 3 in the early stage, followed by a crossover to a normal, diffusive scaling of exponent 1 in the late stage. For open-end trajectories such as straights and S-shaped curves, the time of crossover matches the decay time of orientational order of the velocities along trajectories, suggesting that it is the spreading of velocities that leads to the crossover. We show that the super-ballistic scaling of MSD arises from the initial, linearly increasing correlation of velocities, before time translational symmetry is established. When the spreading of velocities reaches a steady state in the long-time limit, short-range correlation then yields a diffusive scaling in MSD. In contrast, close-loop trajectories like circles exhibit localized periodic motion, which inhibits spreading. The initial super-ballistic scaling of MSD arises from velocity correlation that both linearly increases and oscillates in time. Finally, we find that the above statistical features of the trajectories transcend the nature of noises, be it additive or multiplicative, and generalize to other self-propelled systems that are not necessarily actin based.

Judging Statistical Models of Individual Decision Making under Risk Using In- and Out-of-Sample Criteria

PubMed Central

Drichoutis, Andreas C.; Lusk, Jayson L.

2014-01-01

Despite the fact that conceptual models of individual decision making under risk are deterministic, attempts to econometrically estimate risk preferences require some assumption about the stochastic nature of choice. Unfortunately, the consequences of making different assumptions are, at present, unclear. In this paper, we compare three popular error specifications (Fechner, contextual utility, and Luce error) for three different preference functionals (expected utility, rank-dependent utility, and a mixture of those two) using in- and out-of-sample selection criteria. We find drastically different inferences about structural risk preferences across the competing functionals and error specifications. Expected utility theory is least affected by the selection of the error specification. A mixture model combining the two conceptual models assuming contextual utility provides the best fit of the data both in- and out-of-sample. PMID:25029467

Judging statistical models of individual decision making under risk using in- and out-of-sample criteria.

PubMed

Drichoutis, Andreas C; Lusk, Jayson L

2014-01-01

Despite the fact that conceptual models of individual decision making under risk are deterministic, attempts to econometrically estimate risk preferences require some assumption about the stochastic nature of choice. Unfortunately, the consequences of making different assumptions are, at present, unclear. In this paper, we compare three popular error specifications (Fechner, contextual utility, and Luce error) for three different preference functionals (expected utility, rank-dependent utility, and a mixture of those two) using in- and out-of-sample selection criteria. We find drastically different inferences about structural risk preferences across the competing functionals and error specifications. Expected utility theory is least affected by the selection of the error specification. A mixture model combining the two conceptual models assuming contextual utility provides the best fit of the data both in- and out-of-sample.

Composite Load Spectra for Select Space Propulsion Structural Components

NASA Technical Reports Server (NTRS)

Ho, Hing W.; Newell, James F.

1994-01-01

Generic load models are described with multiple levels of progressive sophistication to simulate the composite (combined) load spectra (CLS) that are induced in space propulsion system components, representative of Space Shuttle Main Engines (SSME), such as transfer ducts, turbine blades and liquid oxygen (LOX) posts. These generic (coupled) models combine the deterministic models for composite load dynamic, acoustic, high-pressure and high rotational speed, etc., load simulation using statistically varying coefficients. These coefficients are then determined using advanced probabilistic simulation methods with and without strategically selected experimental data. The entire simulation process is included in a CLS computer code. Applications of the computer code to various components in conjunction with the PSAM (Probabilistic Structural Analysis Method) to perform probabilistic load evaluation and life prediction evaluations are also described to illustrate the effectiveness of the coupled model approach.

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

Improvements in sub-grid, microphysics averages using quadrature based approaches

NASA Astrophysics Data System (ADS)

Chowdhary, K.; Debusschere, B.; Larson, V. E.

2013-12-01

Sub-grid variability in microphysical processes plays a critical role in atmospheric climate models. In order to account for this sub-grid variability, Larson and Schanen (2013) propose placing a probability density function on the sub-grid cloud microphysics quantities, e.g. autoconversion rate, essentially interpreting the cloud microphysics quantities as a random variable in each grid box. Random sampling techniques, e.g. Monte Carlo and Latin Hypercube, can be used to calculate statistics, e.g. averages, on the microphysics quantities, which then feed back into the model dynamics on the coarse scale. We propose an alternate approach using numerical quadrature methods based on deterministic sampling points to compute the statistical moments of microphysics quantities in each grid box. We have performed a preliminary test on the Kessler autoconversion formula, and, upon comparison with Latin Hypercube sampling, our approach shows an increased level of accuracy with a reduction in sample size by almost two orders of magnitude. Application to other microphysics processes is the subject of ongoing research.

General solution of the chemical master equation and modality of marginal distributions for hierarchic first-order reaction networks.

PubMed

Reis, Matthias; Kromer, Justus A; Klipp, Edda

2018-01-20

Multimodality is a phenomenon which complicates the analysis of statistical data based exclusively on mean and variance. Here, we present criteria for multimodality in hierarchic first-order reaction networks, consisting of catalytic and splitting reactions. Those networks are characterized by independent and dependent subnetworks. First, we prove the general solvability of the Chemical Master Equation (CME) for this type of reaction network and thereby extend the class of solvable CME's. Our general solution is analytical in the sense that it allows for a detailed analysis of its statistical properties. Given Poisson/deterministic initial conditions, we then prove the independent species to be Poisson/binomially distributed, while the dependent species exhibit generalized Poisson/Khatri Type B distributions. Generalized Poisson/Khatri Type B distributions are multimodal for an appropriate choice of parameters. We illustrate our criteria for multimodality by several basic models, as well as the well-known two-stage transcription-translation network and Bateman's model from nuclear physics. For both examples, multimodality was previously not reported.

Estimation of macroscopic elastic characteristics for hierarchical anisotropic solids based on probabilistic approach

NASA Astrophysics Data System (ADS)

Smolina, Irina Yu.

2015-10-01

Mechanical properties of a cable are of great importance in design and strength calculation of flexible cables. The problem of determination of elastic properties and rigidity characteristics of a cable modeled by anisotropic helical elastic rod is considered. These characteristics are calculated indirectly by means of the parameters received from statistical processing of experimental data. These parameters are considered as random quantities. With taking into account probable nature of these parameters the formulas for estimation of the macroscopic elastic moduli of a cable are obtained. The calculating expressions for macroscopic flexural rigidity, shear rigidity and torsion rigidity using the macroscopic elastic characteristics obtained before are presented. Statistical estimations of the rigidity characteristics of some cable grades are adduced. A comparison with those characteristics received on the basis of deterministic approach is given.

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

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

Lefeuvre, F.E.; Wrolstad, K.H.; Zou, Ke Shan

Total and Unocal estimated sand-shale ratios in gas reservoirs from the upper Tertiary clastics of Myanmar. They separately used deterministic pre-stack and statistical post-stack seismic attribute analysis calibrated at two wells to objectively extrapolate the lithologies and reservoir properties several kilometers away from the wells. The two approaches were then integrated and lead to a unique distribution of the sands and shales in the reservoir which fit in the known regional geological model. For the sands, the fluid distributions (gas and brine) were also estimated as well as the porosity, water saturation, thickness and clay content of the sands. Thismore » was made possible by using precise elastic modeling based on the Biot-Gassmann equation in order to integrate the effects of reservoir properties on seismic signatures.« less

Chained Bell Inequality Experiment with High-Efficiency Measurements

NASA Astrophysics Data System (ADS)

Tan, T. R.; Wan, Y.; Erickson, S.; Bierhorst, P.; Kienzler, D.; Glancy, S.; Knill, E.; Leibfried, D.; Wineland, D. J.

2017-03-01

We report correlation measurements on two 9Be+ ions that violate a chained Bell inequality obeyed by any local-realistic theory. The correlations can be modeled as derived from a mixture of a local-realistic probabilistic distribution and a distribution that violates the inequality. A statistical framework is formulated to quantify the local-realistic fraction allowable in the observed distribution without the fair-sampling or independent-and-identical-distributions assumptions. We exclude models of our experiment whose local-realistic fraction is above 0.327 at the 95% confidence level. This bound is significantly lower than 0.586, the minimum fraction derived from a perfect Clauser-Horne-Shimony-Holt inequality experiment. Furthermore, our data provide a device-independent certification of the deterministically created Bell states.

On the usage of ultrasound computational models for decision making under ambiguity

NASA Astrophysics Data System (ADS)

Dib, Gerges; Sexton, Samuel; Prowant, Matthew; Crawford, Susan; Diaz, Aaron

2018-04-01

Computer modeling and simulation is becoming pervasive within the non-destructive evaluation (NDE) industry as a convenient tool for designing and assessing inspection techniques. This raises a pressing need for developing quantitative techniques for demonstrating the validity and applicability of the computational models. Computational models provide deterministic results based on deterministic and well-defined input, or stochastic results based on inputs defined by probability distributions. However, computational models cannot account for the effects of personnel, procedures, and equipment, resulting in ambiguity about the efficacy of inspections based on guidance from computational models only. In addition, ambiguity arises when model inputs, such as the representation of realistic cracks, cannot be defined deterministically, probabilistically, or by intervals. In this work, Pacific Northwest National Laboratory demonstrates the ability of computational models to represent field measurements under known variabilities, and quantify the differences using maximum amplitude and power spectrum density metrics. Sensitivity studies are also conducted to quantify the effects of different input parameters on the simulation results.

({The) Solar System Large Planets influence on a new Maunder Miniμm}

NASA Astrophysics Data System (ADS)

Yndestad, Harald; Solheim, Jan-Erik

2016-04-01

In 1890´s G. Spörer and E. W. Maunder (1890) reported that the solar activity stopped in a period of 70 years from 1645 to 1715. Later a reconstruction of the solar activity confirms the grand minima Maunder (1640-1720), Spörer (1390-1550), Wolf (1270-1340), and the minima Oort (1010-1070) and Dalton (1785-1810) since the year 1000 A.D. (Usoskin et al. 2007). These minimum periods have been associated with less irradiation from the Sun and cold climate periods on Earth. An identification of a three grand Maunder type periods and two Dalton type periods in a period thousand years, indicates that sooner or later there will be a colder climate on Earth from a new Maunder- or Dalton- type period. The cause of these minimum periods, are not well understood. An expected new Maunder-type period is based on the properties of solar variability. If the solar variability has a deterministic element, we can estimate better a new Maunder grand minimum. A random solar variability can only explain the past. This investigation is based on the simple idea that if the solar variability has a deterministic property, it must have a deterministic source, as a first cause. If this deterministic source is known, we can compute better estimates the next expected Maunder grand minimum period. The study is based on a TSI ACRIM data series from 1700, a TSI ACRIM data series from 1000 A.D., sunspot data series from 1611 and a Solar Barycenter orbit data series from 1000. The analysis method is based on a wavelet spectrum analysis, to identify stationary periods, coincidence periods and their phase relations. The result shows that the TSI variability and the sunspots variability have deterministic oscillations, controlled by the large planets Jupiter, Uranus and Neptune, as the first cause. A deterministic model of TSI variability and sunspot variability confirms the known minimum and grand minimum periods since 1000. From this deterministic model we may expect a new Maunder type sunspot minimum period from about 2018 to 2055. The deterministic model of a TSI ACRIM data series from 1700 computes a new Maunder type grand minimum period from 2015 to 2071. A model of the longer TSI ACRIM data series from 1000 computes a new Dalton to Maunder type minimum irradiation period from 2047 to 2068.

Assessing groundwater vulnerability to agrichemical contamination in the Midwest US

USGS Publications Warehouse

Burkart, M.R.; Kolpin, D.W.; James, D.E.

1999-01-01

Agrichemicals (herbicides and nitrate) are significant sources of diffuse pollution to groundwater. Indirect methods are needed to assess the potential for groundwater contamination by diffuse sources because groundwater monitoring is too costly to adequately define the geographic extent of contamination at a regional or national scale. This paper presents examples of the application of statistical, overlay and index, and process-based modeling methods for groundwater vulnerability assessments to a variety of data from the Midwest U.S. The principles for vulnerability assessment include both intrinsic (pedologic, climatologic, and hydrogeologic factors) and specific (contaminant and other anthropogenic factors) vulnerability of a location. Statistical methods use the frequency of contaminant occurrence, contaminant concentration, or contamination probability as a response variable. Statistical assessments are useful for defining the relations among explanatory and response variables whether they define intrinsic or specific vulnerability. Multivariate statistical analyses are useful for ranking variables critical to estimating water quality responses of interest. Overlay and index methods involve intersecting maps of intrinsic and specific vulnerability properties and indexing the variables by applying appropriate weights. Deterministic models use process-based equations to simulate contaminant transport and are distinguished from the other methods in their potential to predict contaminant transport in both space and time. An example of a one-dimensional leaching model linked to a geographic information system (GIS) to define a regional metamodel for contamination in the Midwest is included.

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

PubMed

Gadomski, Adam; Ausloos, Marcel; Casey, Tahlia

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

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

Impacts of Considering Climate Variability on Investment Decisions in Ethiopia

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

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

NASA Astrophysics Data System (ADS)

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

1993-11-01

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

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

NASA Astrophysics Data System (ADS)

Ramos, José A.; Mercère, Guillaume

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Comparison of HSPF and PRMS model simulated flows using different temporal and spatial scales in the Black Hills, South Dakota

USGS Publications Warehouse

Chalise, D. R.; Haj, Adel E.; Fontaine, T.A.

2018-01-01

The hydrological simulation program Fortran (HSPF) [Hydrological Simulation Program Fortran version 12.2 (Computer software). USEPA, Washington, DC] and the precipitation runoff modeling system (PRMS) [Precipitation Runoff Modeling System version 4.0 (Computer software). USGS, Reston, VA] models are semidistributed, deterministic hydrological tools for simulating the impacts of precipitation, land use, and climate on basin hydrology and streamflow. Both models have been applied independently to many watersheds across the United States. This paper reports the statistical results assessing various temporal (daily, monthly, and annual) and spatial (small versus large watershed) scale biases in HSPF and PRMS simulations using two watersheds in the Black Hills, South Dakota. The Nash-Sutcliffe efficiency (NSE), Pearson correlation coefficient (r">rr), and coefficient of determination (R2">R2R2) statistics for the daily, monthly, and annual flows were used to evaluate the models’ performance. Results from the HSPF models showed that the HSPF consistently simulated the annual flows for both large and small basins better than the monthly and daily flows, and the simulated flows for the small watershed better than flows for the large watershed. In comparison, the PRMS model results show that the PRMS simulated the monthly flows for both the large and small watersheds better than the daily and annual flows, and the range of statistical error in the PRMS models was greater than that in the HSPF models. Moreover, it can be concluded that the statistical error in the HSPF and the PRMSdaily, monthly, and annual flow estimates for watersheds in the Black Hills was influenced by both temporal and spatial scale variability.

Monte Carlo modeling of spatial coherence: free-space diffraction

PubMed Central

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

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams

NASA Astrophysics Data System (ADS)

Lye, Ribin; Tan, James Peng Lung; Cheong, Siew Ann

2012-11-01

We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby N independent traders buy and sell M stocks through an order book that acts as a clearing house. The price of a stock increases whenever it is bought and decreases whenever it is sold. Price changes are updated by the order book before the next transaction takes place. In this deterministic model, all traders based their buy decisions on a call utility function, and all their sell decisions on a put utility function. We then make the agent-based model more realistic, by either having a fraction fb of traders buy a random stock on offer, or a fraction fs of traders sell a random stock in their portfolio. Based on our simulations, we find that it is possible to identify useful order parameters from the steady-state price distributions of all three models. Using these order parameters as a guide, we find three phases: (i) the dead market; (ii) the boom market; and (iii) the jammed market in the phase diagram of the deterministic model. Comparing the phase diagrams of the stochastic models against that of the deterministic model, we realize that the primary effect of stochasticity is to eliminate the dead market phase.

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

PubMed

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

2016-01-01

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

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

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

NASA Astrophysics Data System (ADS)

Deco, Gustavo; Martí, Daniel

2007-03-01

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

Toward a Probabilistic Phenological Model for Wheat Growing Degree Days (GDD)

NASA Astrophysics Data System (ADS)

Rahmani, E.; Hense, A.

2017-12-01

Are there deterministic relations between phenological and climate parameters? The answer is surely `No'. This answer motivated us to solve the problem through probabilistic theories. Thus, we developed a probabilistic phenological model which has the advantage of giving additional information in terms of uncertainty. To that aim, we turned to a statistical analysis named survival analysis. Survival analysis deals with death in biological organisms and failure in mechanical systems. In survival analysis literature, death or failure is considered as an event. By event, in this research we mean ripening date of wheat. We will assume only one event in this special case. By time, we mean the growing duration from sowing to ripening as lifetime for wheat which is a function of GDD. To be more precise we will try to perform the probabilistic forecast for wheat ripening. The probability value will change between 0 and 1. Here, the survivor function gives the probability that the not ripened wheat survives longer than a specific time or will survive to the end of its lifetime as a ripened crop. The survival function at each station is determined by fitting a normal distribution to the GDD as the function of growth duration. Verification of the models obtained is done using CRPS skill score (CRPSS). The positive values of CRPSS indicate the large superiority of the probabilistic phonologic survival model to the deterministic models. These results demonstrate that considering uncertainties in modeling are beneficial, meaningful and necessary. We believe that probabilistic phenological models have the potential to help reduce the vulnerability of agricultural production systems to climate change thereby increasing food security.

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

NASA Astrophysics Data System (ADS)

Liu, Qun; Chen, Qingmei; Jiang, Daqing

2016-05-01

This paper is concerned with the asymptotic properties of a stochastic delayed SIR epidemic model with temporary immunity. Sufficient conditions for extinction and persistence in the mean of the epidemic are established. The threshold between persistence in the mean and extinction of the epidemic is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

On generic obstructions to recovering correct statistics from climate simulations: Homogenization for deterministic maps and multiplicative noise

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.

A queuing model for road traffic simulation

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

Guerrouahane, N.; Aissani, D.; Bouallouche-Medjkoune, L.

We present in this article a stochastic queuing model for the raod traffic. The model is based on the M/G/c/c state dependent queuing model, and is inspired from the deterministic Godunov scheme for the road traffic simulation. We first propose a variant of M/G/c/c state dependent model that works with density-flow fundamental diagrams rather than density-speed relationships. We then extend this model in order to consider upstream traffic demand as well as downstream traffic supply. Finally, we show how to model a whole raod by concatenating raod sections as in the deterministic Godunov scheme.

Composite load spectra for select space propulsion structural components

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

PubMed

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

2012-01-01

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

Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models

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

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

2012-04-23

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

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

PubMed

Hahl, Sayuri K; Kremling, Andreas

2016-01-01

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

A probabilistic drought forecasting framework: A combined dynamical and statistical approach

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

Yan, Hongxiang; Moradkhani, Hamid; Zarekarizi, Mahkameh

In order to improve drought forecasting skill, this study develops a probabilistic drought forecasting framework comprised of dynamical and statistical modeling components. The novelty of this study is to seek the use of data assimilation to quantify initial condition uncertainty with the Monte Carlo ensemble members, rather than relying entirely on the hydrologic model or land surface model to generate a single deterministic initial condition, as currently implemented in the operational drought forecasting systems. Next, the initial condition uncertainty is quantified through data assimilation and coupled with a newly developed probabilistic drought forecasting model using a copula function. The initialmore » condition at each forecast start date are sampled from the data assimilation ensembles for forecast initialization. Finally, seasonal drought forecasting products are generated with the updated initial conditions. This study introduces the theory behind the proposed drought forecasting system, with an application in Columbia River Basin, Pacific Northwest, United States. Results from both synthetic and real case studies suggest that the proposed drought forecasting system significantly improves the seasonal drought forecasting skills and can facilitate the state drought preparation and declaration, at least three months before the official state drought declaration.« less

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

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

2016-05-03

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

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

PubMed

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

2017-11-01

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

Deterministic Mean-Field Ensemble Kalman Filtering

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

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

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

Using proxies to explore ensemble uncertainty in climate impact studies: the example of air pollution

NASA Astrophysics Data System (ADS)

Lemaire, V. E. P.; Colette, A.; Menut, L.

2015-10-01

Because of its sensitivity to unfavorable weather patterns, air pollution is sensitive to climate change so that, in the future, a climate penalty could jeopardize the expected efficiency of air pollution mitigation measures. A common method to assess the impact of climate on air quality consists in implementing chemistry-transport models forced by climate projection. However, the computing cost of such method requires optimizing ensemble exploration techniques. By using a training dataset of deterministic projection of climate and air quality over Europe, we identified the main meteorological drivers of air quality for 8 regions in Europe and developed simple statistical models that could be used to predict air pollutant concentrations. The evolution of the key climate variables driving either particulate or gaseous pollution allows concluding on the robustness of the climate impact on air quality. The climate benefit for PM2.5 was confirmed -0.96 (±0.18), -1.00 (±0.37), -1.16 ± (0.23) μg m-3, for resp. Eastern Europe, Mid Europe and Northern Italy and for the Eastern Europe, France, Iberian Peninsula, Mid Europe and Northern Italy regions a climate penalty on ozone was identified 10.11 (±3.22), 8.23 (±2.06), 9.23 (±1.13), 6.41 (±2.14), 7.43 (±2.02) μg m-3. This technique also allows selecting a subset of relevant regional climate model members that should be used in priority for future deterministic projections.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

Trichotomous noise controlled signal amplification in a generalized Verhulst model

NASA Astrophysics Data System (ADS)

Mankin, Romi; Soika, Erkki; Lumi, Neeme

2014-10-01

The long-time limit of the probability distribution and statistical moments for a population size are studied by means of a stochastic growth model with generalized Verhulst self-regulation. The effect of variable environment on the carrying capacity of a population is modeled by a multiplicative three-level Markovian noise and by a time periodic deterministic component. Exact expressions for the moments of the population size have been calculated. It is shown that an interplay of a small periodic forcing and colored noise can cause large oscillations of the mean population size. The conditions for the appearance of such a phenomenon are found and illustrated by graphs. Implications of the results on models of symbiotic metapopulations are also discussed. Particularly, it is demonstrated that the effect of noise-generated amplification of an input signal gets more pronounced as the intensity of symbiotic interaction increases.

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

PubMed

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

2015-03-17

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

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

PubMed Central

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

2015-01-01

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

Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting

NASA Astrophysics Data System (ADS)

Tong, Howell

1995-04-01

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

A review of downscaling procedures - a contribution to the research on climate change impacts at city scale

NASA Astrophysics Data System (ADS)

Smid, Marek; Costa, Ana; Pebesma, Edzer; Granell, Carlos; Bhattacharya, Devanjan

2016-04-01

Human kind is currently predominantly urban based, and the majority of ever continuing population growth will take place in urban agglomerations. Urban systems are not only major drivers of climate change, but also the impact hot spots. Furthermore, climate change impacts are commonly managed at city scale. Therefore, assessing climate change impacts on urban systems is a very relevant subject of research. Climate and its impacts on all levels (local, meso and global scale) and also the inter-scale dependencies of those processes should be a subject to detail analysis. While global and regional projections of future climate are currently available, local-scale information is lacking. Hence, statistical downscaling methodologies represent a potentially efficient way to help to close this gap. In general, the methodological reviews of downscaling procedures cover the various methods according to their application (e.g. downscaling for the hydrological modelling). Some of the most recent and comprehensive studies, such as the ESSEM COST Action ES1102 (VALUE), use the concept of Perfect Prog and MOS. Other examples of classification schemes of downscaling techniques consider three main categories: linear methods, weather classifications and weather generators. Downscaling and climate modelling represent a multidisciplinary field, where researchers from various backgrounds intersect their efforts, resulting in specific terminology, which may be somewhat confusing. For instance, the Polynomial Regression (also called the Surface Trend Analysis) is a statistical technique. In the context of the spatial interpolation procedures, it is commonly classified as a deterministic technique, and kriging approaches are classified as stochastic. Furthermore, the terms "statistical" and "stochastic" (frequently used as names of sub-classes in downscaling methodological reviews) are not always considered as synonymous, even though both terms could be seen as identical since they are referring to methods handling input modelling factors as variables with certain probability distributions. In addition, the recent development is going towards multi-step methodologies containing deterministic and stochastic components. This evolution leads to the introduction of new terms like hybrid or semi-stochastic approaches, which makes the efforts to systematically classifying downscaling methods to the previously defined categories even more challenging. This work presents a review of statistical downscaling procedures, which classifies the methods in two steps. In the first step, we describe several techniques that produce a single climatic surface based on observations. The methods are classified into two categories using an approximation to the broadest consensual statistical terms: linear and non-linear methods. The second step covers techniques that use simulations to generate alternative surfaces, which correspond to different realizations of the same processes. Those simulations are essential because there is a limited number of real observational data, and such procedures are crucial for modelling extremes. This work emphasises the link between statistical downscaling methods and the research of climate change impacts at city scale.

Lyapunov exponents for one-dimensional aperiodic photonic bandgap structures

NASA Astrophysics Data System (ADS)

Kissel, Glen J.

2011-10-01

Existing in the "gray area" between perfectly periodic and purely randomized photonic bandgap structures are the socalled aperoidic structures whose layers are chosen according to some deterministic rule. We consider here a onedimensional photonic bandgap structure, a quarter-wave stack, with the layer thickness of one of the bilayers subject to being either thin or thick according to five deterministic sequence rules and binary random selection. To produce these aperiodic structures we examine the following sequences: Fibonacci, Thue-Morse, Period doubling, Rudin-Shapiro, as well as the triadic Cantor sequence. We model these structures numerically with a long chain (approximately 5,000,000) of transfer matrices, and then use the reliable algorithm of Wolf to calculate the (upper) Lyapunov exponent for the long product of matrices. The Lyapunov exponent is the statistically well-behaved variable used to characterize the Anderson localization effect (exponential confinement) when the layers are randomized, so its calculation allows us to more precisely compare the purely randomized structure with its aperiodic counterparts. It is found that the aperiodic photonic systems show much fine structure in their Lyapunov exponents as a function of frequency, and, in a number of cases, the exponents are quite obviously fractal.

Direct generation of linearly polarized single photons with a deterministic axis in quantum dots

NASA Astrophysics Data System (ADS)

Wang, Tong; Puchtler, Tim J.; Patra, Saroj K.; Zhu, Tongtong; Ali, Muhammad; Badcock, Tom J.; Ding, Tao; Oliver, Rachel A.; Schulz, Stefan; Taylor, Robert A.

2017-07-01

We report the direct generation of linearly polarized single photons with a deterministic polarization axis in self-assembled quantum dots (QDs), achieved by the use of non-polar InGaN without complex device geometry engineering. Here, we present a comprehensive investigation of the polarization properties of these QDs and their origin with statistically significant experimental data and rigorous k·p modeling. The experimental study of 180 individual QDs allows us to compute an average polarization degree of 0.90, with a standard deviation of only 0.08. When coupled with theoretical insights, we show that these QDs are highly insensitive to size differences, shape anisotropies, and material content variations. Furthermore, 91% of the studied QDs exhibit a polarization axis along the crystal [1-100] axis, with the other 9% polarized orthogonal to this direction. These features give non-polar InGaN QDs unique advantages in polarization control over other materials, such as conventional polar nitride, InAs, or CdSe QDs. Hence, the ability to generate single photons with polarization control makes non-polar InGaN QDs highly attractive for quantum cryptography protocols.

Effective Connectivity Modeling for fMRI: Six Issues and Possible Solutions Using Linear Dynamic Systems

PubMed Central

Smith, Jason F.; Pillai, Ajay; Chen, Kewei; Horwitz, Barry

2012-01-01

Analysis of directionally specific or causal interactions between regions in functional magnetic resonance imaging (fMRI) data has proliferated. Here we identify six issues with existing effective connectivity methods that need to be addressed. The issues are discussed within the framework of linear dynamic systems for fMRI (LDSf). The first concerns the use of deterministic models to identify inter-regional effective connectivity. We show that deterministic dynamics are incapable of identifying the trial-to-trial variability typically investigated as the marker of connectivity while stochastic models can capture this variability. The second concerns the simplistic (constant) connectivity modeled by most methods. Connectivity parameters of the LDSf model can vary at the same timescale as the input data. Further, extending LDSf to mixtures of multiple models provides more robust connectivity variation. The third concerns the correct identification of the network itself including the number and anatomical origin of the network nodes. Augmentation of the LDSf state space can identify additional nodes of a network. The fourth concerns the locus of the signal used as a “node” in a network. A novel extension LDSf incorporating sparse canonical correlations can select most relevant voxels from an anatomically defined region based on connectivity. The fifth concerns connection interpretation. Individual parameter differences have received most attention. We present alternative network descriptors of connectivity changes which consider the whole network. The sixth concerns the temporal resolution of fMRI data relative to the timescale of the inter-regional interactions in the brain. LDSf includes an “instantaneous” connection term to capture connectivity occurring at timescales faster than the data resolution. The LDS framework can also be extended to statistically combine fMRI and EEG data. The LDSf framework is a promising foundation for effective connectivity analysis. PMID:22279430

Quasi-continuous stochastic simulation framework for flood modelling

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

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

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

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

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

Robust Sensitivity Analysis for Multi-Attribute Deterministic Hierarchical Value Models

DTIC Science & Technology

2002-03-01

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

Dynamic analysis of a stochastic rumor propagation model

NASA Astrophysics Data System (ADS)

Jia, Fangju; Lv, Guangying

2018-01-01

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

Inverse problems and computational cell metabolic models: a statistical approach

NASA Astrophysics Data System (ADS)

Calvetti, D.; Somersalo, E.

2008-07-01

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

Studies of uncontrolled air traffic patterns, phase 1

NASA Technical Reports Server (NTRS)

Baxa, E. G., Jr.; Scharf, L. L.; Ruedger, W. H.; Modi, J. A.; Wheelock, S. L.; Davis, C. M.

1975-01-01

The general aviation air traffic flow patterns at uncontrolled airports are investigated and analyzed and traffic pattern concepts are developed to minimize the midair collision hazard in uncontrolled airspace. An analytical approach to evaluate midair collision hazard probability as a function of traffic densities is established which is basically independent of path structure. Two methods of generating space-time interrelationships between terminal area aircraft are presented; one is a deterministic model to generate pseudorandom aircraft tracks, the other is a statistical model in preliminary form. Some hazard measures are presented for selected traffic densities. It is concluded that the probability of encountering a hazard should be minimized independently of any other considerations and that the number of encounters involving visible-avoidable aircraft should be maximized at the expense of encounters in other categories.

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

NASA Astrophysics Data System (ADS)

Sinner, K.; Teasley, R. L.

2016-12-01

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

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

PubMed

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

2014-01-01

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

Added value of non-calibrated and BMA calibrated AEMET-SREPS probabilistic forecasts: the 24 January 2009 extreme wind event over Catalonia

NASA Astrophysics Data System (ADS)

Escriba, P. A.; Callado, A.; Santos, D.; Santos, C.; Simarro, J.; García-Moya, J. A.

2009-09-01

At 00 UTC 24 January 2009 an explosive ciclogenesis originated over the Atlantic Ocean reached its maximum intensity with observed surface pressures lower than 970 hPa on its center and placed at Gulf of Vizcaya. During its path through southern France this low caused strong westerly and north-westerly winds over the Iberian Peninsula higher than 150 km/h at some places. These extreme winds leaved 10 casualties in Spain, 8 of them in Catalonia. The aim of this work is to show whether exists an added value in the short range prediction of the 24 January 2009 strong winds when using the Short Range Ensemble Prediction System (SREPS) of the Spanish Meteorological Agency (AEMET), with respect to the operational forecasting tools. This study emphasizes two aspects of probabilistic forecasting: the ability of a 3-day forecast of warn an extreme windy event and the ability of quantifying the predictability of the event so that giving value to deterministic forecast. Two type of probabilistic forecasts of wind are carried out, a non-calibrated and a calibrated one using Bayesian Model Averaging (BMA). AEMET runs daily experimentally SREPS twice a day (00 and 12 UTC). This system consists of 20 members that are constructed by integrating 5 local area models, COSMO (COSMO), HIRLAM (HIRLAM Consortium), HRM (DWD), MM5 (NOAA) and UM (UKMO), at 25 km of horizontal resolution. Each model uses 4 different initial and boundary conditions, the global models GFS (NCEP), GME (DWD), IFS (ECMWF) and UM. By this way it is obtained a probabilistic forecast that takes into account the initial, the contour and the model errors. BMA is a statistical tool for combining predictive probability functions from different sources. The BMA predictive probability density function (PDF) is a weighted average of PDFs centered on the individual bias-corrected forecasts. The weights are equal to posterior probabilities of the models generating the forecasts and reflect the skill of the ensemble members. Here BMA is applied to provide probabilistic forecasts of wind speed. In this work several forecasts for different time ranges (H+72, H+48 and H+24) of 10 meters wind speed over Catalonia are verified subjectively at one of the instants of maximum intensity, 12 UTC 24 January 2009. On one hand, three probabilistic forecasts are compared, ECMWF EPS, non-calibrated SREPS and calibrated SREPS. On the other hand, the relationship between predictability and skill of deterministic forecast is studied by looking at HIRLAM 0.16 deterministic forecasts of the event. Verification is focused on location and intensity of 10 meters wind speed and 10-minutal measures from AEMET automatic ground stations are used as observations. The results indicate that SREPS is able to forecast three days ahead mean winds higher than 36 km/h and that correctly localizes them with a significant probability of ocurrence in the affected area. The probability is higher after BMA calibration of the ensemble. The fact that probability of strong winds is high allows us to state that the predictability of the event is also high and, as a consequence, deterministic forecasts are more reliable. This is confirmed when verifying HIRLAM deterministic forecasts against observed values.

Metamodels for Computer-Based Engineering Design: Survey and Recommendations

NASA Technical Reports Server (NTRS)

Simpson, Timothy W.; Peplinski, Jesse; Koch, Patrick N.; Allen, Janet K.

1997-01-01

The use of statistical techniques to build approximations of expensive computer analysis codes pervades much of todays engineering design. These statistical approximations, or metamodels, are used to replace the actual expensive computer analyses, facilitating multidisciplinary, multiobjective optimization and concept exploration. In this paper we review several of these techniques including design of experiments, response surface methodology, Taguchi methods, neural networks, inductive learning, and kriging. We survey their existing application in engineering design and then address the dangers of applying traditional statistical techniques to approximate deterministic computer analysis codes. We conclude with recommendations for the appropriate use of statistical approximation techniques in given situations and how common pitfalls can be avoided.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

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

The Role of Auxiliary Variables in Deterministic and Deterministic-Stochastic Spatial Models of Air Temperature in Poland

NASA Astrophysics Data System (ADS)

Szymanowski, Mariusz; Kryza, Maciej

2017-02-01

Our study examines the role of auxiliary variables in the process of spatial modelling and mapping of climatological elements, with air temperature in Poland used as an example. The multivariable algorithms are the most frequently applied for spatialization of air temperature, and their results in many studies are proved to be better in comparison to those obtained by various one-dimensional techniques. In most of the previous studies, two main strategies were used to perform multidimensional spatial interpolation of air temperature. First, it was accepted that all variables significantly correlated with air temperature should be incorporated into the model. Second, it was assumed that the more spatial variation of air temperature was deterministically explained, the better was the quality of spatial interpolation. The main goal of the paper was to examine both above-mentioned assumptions. The analysis was performed using data from 250 meteorological stations and for 69 air temperature cases aggregated on different levels: from daily means to 10-year annual mean. Two cases were considered for detailed analysis. The set of potential auxiliary variables covered 11 environmental predictors of air temperature. Another purpose of the study was to compare the results of interpolation given by various multivariable methods using the same set of explanatory variables. Two regression models: multiple linear (MLR) and geographically weighted (GWR) method, as well as their extensions to the regression-kriging form, MLRK and GWRK, respectively, were examined. Stepwise regression was used to select variables for the individual models and the cross-validation method was used to validate the results with a special attention paid to statistically significant improvement of the model using the mean absolute error (MAE) criterion. The main results of this study led to rejection of both assumptions considered. Usually, including more than two or three of the most significantly correlated auxiliary variables does not improve the quality of the spatial model. The effects of introduction of certain variables into the model were not climatologically justified and were seen on maps as unexpected and undesired artefacts. The results confirm, in accordance with previous studies, that in the case of air temperature distribution, the spatial process is non-stationary; thus, the local GWR model performs better than the global MLR if they are specified using the same set of auxiliary variables. If only GWR residuals are autocorrelated, the geographically weighted regression-kriging (GWRK) model seems to be optimal for air temperature spatial interpolation.

Impact of Uncertainty on the Porous Media Description in the Subsurface Transport Analysis

NASA Astrophysics Data System (ADS)

Darvini, G.; Salandin, P.

2008-12-01

In the modelling of flow and transport phenomena in naturally heterogeneous media, the spatial variability of hydraulic properties, typically the hydraulic conductivity, is generally described by use of a variogram of constant sill and spatial correlation. While some analyses reported in the literature discuss of spatial inhomogeneity related to a trend in the mean hydraulic conductivity, the effect in the flow and transport due to an inexact definition of spatial statistical properties of media as far as we know had never taken into account. The relevance of this topic is manifest, and it is related to the uncertainty in the definition of spatial moments of hydraulic log-conductivity from an (usually) little number of data, as well as to the modelling of flow and transport processes by the Monte Carlo technique, whose numerical fields have poor ergodic properties and are not strictly statistically homogeneous. In this work we investigate the effects related to mean log-conductivity (logK) field behaviours different from the constant one due to different sources of inhomogeneity as: i) a deterministic trend; ii) a deterministic sinusoidal pattern and iii) a random behaviour deriving from the hierarchical sedimentary architecture of porous formations and iv) conditioning procedure on available measurements of the hydraulic conductivity. These mean log-conductivity behaviours are superimposed to a correlated weakly fluctuating logK field. The time evolution of the spatial moments of the plume driven by a statistically inhomogeneous steady state random velocity field is analyzed in a 2-D finite domain by taking into account different sizes of injection area. The problem is approached by both a classical Monte Carlo procedure and SFEM (stochastic finite element method). By the latter the moments are achieved by space-time integration of the velocity field covariance structure derived according to the first- order Taylor series expansion. Two different goals are foreseen: 1) from the results it will be possible to distinguish the contribute in the plume dispersion of the uncertainty in the statistics of the medium hydraulic properties in all the cases considered, and 2) we will try to highlight the loss of performances that seems to affect the first-order approaches in the transport phenomena that take place in hierarchical architecture of porous formations.

Robust planning of dynamic wireless charging infrastructure for battery electric buses

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

Liu, Zhaocai; Song, Ziqi

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

Robust planning of dynamic wireless charging infrastructure for battery electric buses

DOE PAGES

Liu, Zhaocai; Song, Ziqi

2017-10-01

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

Multi-parametric variational data assimilation for hydrological forecasting

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Fengyu

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

Study on the evaluation method for fault displacement based on characterized source model

NASA Astrophysics Data System (ADS)

Tonagi, M.; Takahama, T.; Matsumoto, Y.; Inoue, N.; Irikura, K.; Dalguer, L. A.

2016-12-01

In IAEA Specific Safety Guide (SSG) 9 describes that probabilistic methods for evaluating fault displacement should be used if no sufficient basis is provided to decide conclusively that the fault is not capable by using the deterministic methodology. In addition, International Seismic Safety Centre compiles as ANNEX to realize seismic hazard for nuclear facilities described in SSG-9 and shows the utility of the deterministic and probabilistic evaluation methods for fault displacement. In Japan, it is required that important nuclear facilities should be established on ground where fault displacement will not arise when earthquakes occur in the future. Under these situations, based on requirements, we need develop evaluation methods for fault displacement to enhance safety in nuclear facilities. We are studying deterministic and probabilistic methods with tentative analyses using observed records such as surface fault displacement and near-fault strong ground motions of inland crustal earthquake which fault displacements arose. In this study, we introduce the concept of evaluation methods for fault displacement. After that, we show parts of tentative analysis results for deterministic method as follows: (1) For the 1999 Chi-Chi earthquake, referring slip distribution estimated by waveform inversion, we construct a characterized source model (Miyake et al., 2003, BSSA) which can explain observed near-fault broad band strong ground motions. (2) Referring a characterized source model constructed in (1), we study an evaluation method for surface fault displacement using hybrid method, which combines particle method and distinct element method. At last, we suggest one of the deterministic method to evaluate fault displacement based on characterized source model. This research was part of the 2015 research project `Development of evaluating method for fault displacement` by the Secretariat of Nuclear Regulation Authority (S/NRA), Japan.

Dynamical-statistical seasonal prediction for western North Pacific typhoons based on APCC multi-models

NASA Astrophysics Data System (ADS)

Kim, Ok-Yeon; Kim, Hye-Mi; Lee, Myong-In; Min, Young-Mi

2017-01-01

This study aims at predicting the seasonal number of typhoons (TY) over the western North Pacific with an Asia-Pacific Climate Center (APCC) multi-model ensemble (MME)-based dynamical-statistical hybrid model. The hybrid model uses the statistical relationship between the number of TY during the typhoon season (July-October) and the large-scale key predictors forecasted by APCC MME for the same season. The cross validation result from the MME hybrid model demonstrates high prediction skill, with a correlation of 0.67 between the hindcasts and observation for 1982-2008. The cross validation from the hybrid model with individual models participating in MME indicates that there is no single model which consistently outperforms the other models in predicting typhoon number. Although the forecast skill of MME is not always the highest compared to that of each individual model, the skill of MME presents rather higher averaged correlations and small variance of correlations. Given large set of ensemble members from multi-models, a relative operating characteristic score reveals an 82 % (above-) and 78 % (below-normal) improvement for the probabilistic prediction of the number of TY. It implies that there is 82 % (78 %) probability that the forecasts can successfully discriminate between above normal (below-normal) from other years. The forecast skill of the hybrid model for the past 7 years (2002-2008) is more skillful than the forecast from the Tropical Storm Risk consortium. Using large set of ensemble members from multi-models, the APCC MME could provide useful deterministic and probabilistic seasonal typhoon forecasts to the end-users in particular, the residents of tropical cyclone-prone areas in the Asia-Pacific region.

Effect of Uncertainty on Deterministic Runway Scheduling

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

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

PubMed

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

2010-03-26

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

A synthetic seismicity model for the Middle America Trench

NASA Technical Reports Server (NTRS)

Ward, Steven N.

1991-01-01

A novel iterative technique, based on the concept of fault segmentation and computed using 2D static dislocation theory, for building models of seismicity and fault interaction which are physically acceptable and geometrically and kinematically correct, is presented. The technique is applied in two steps to seismicity observed at the Middle America Trench. The first constructs generic models which randomly draw segment strengths and lengths from a 2D probability distribution. The second constructs predictive models in which segment lengths and strengths are adjusted to mimic the actual geography and timing of large historical earthquakes. Both types of models reproduce the statistics of seismicity over five units of magnitude and duplicate other aspects including foreshock and aftershock sequences, migration of foci, and the capacity to produce both characteristic and noncharacteristic earthquakes. Over a period of about 150 yr the complex interaction of fault segments and the nonlinear failure conditions conspire to transform an apparently deterministic model into a chaotic one.

Acoustic Emission from Breaking a Bamboo Chopstick

NASA Astrophysics Data System (ADS)

Tsai, Sun-Ting; Wang, Li-Min; Huang, Panpan; Yang, Zhengning; Chang, Chin-De; Hong, Tzay-Ming

2016-01-01

The acoustic emission from breaking a bamboo chopstick or a bundle of spaghetti is found to exhibit similar behavior as the famous seismic laws of Gutenberg and Richter, Omori, and Båth. By the use of a force-sensing detector, we establish a positive correlation between the statistics of sound intensity and the magnitude of a tremor. We also manage to derive these laws analytically without invoking the concept of a phase transition, self-organized criticality, or fractal. Our model is deterministic and relies on the existence of a structured cross section, either fibrous or layered. This success at explaining the power-law behavior supports the proposal that geometry is sometimes more important than mechanics.

Fingerprint identification: advances since the 2009 National Research Council report

PubMed Central

Champod, Christophe

2015-01-01

This paper will discuss the major developments in the area of fingerprint identification that followed the publication of the National Research Council (NRC, of the US National Academies of Sciences) report in 2009 entitled: Strengthening Forensic Science in the United States: A Path Forward. The report portrayed an image of a field of expertise used for decades without the necessary scientific research-based underpinning. The advances since the report and the needs in selected areas of fingerprinting will be detailed. It includes the measurement of the accuracy, reliability, repeatability and reproducibility of the conclusions offered by fingerprint experts. The paper will also pay attention to the development of statistical models allowing assessment of fingerprint comparisons. As a corollary of these developments, the next challenge is to reconcile a traditional practice dominated by deterministic conclusions with the probabilistic logic of any statistical model. There is a call for greater candour and fingerprint experts will need to communicate differently on the strengths and limitations of their findings. Their testimony will have to go beyond the blunt assertion of the uniqueness of fingerprints or the opinion delivered ispe dixit. PMID:26101284

Considering inventory distributions in a stochastic periodic inventory routing system

NASA Astrophysics Data System (ADS)

Yadollahi, Ehsan; Aghezzaf, El-Houssaine

2017-07-01

Dealing with the stochasticity of parameters is one of the critical issues in business and industry nowadays. Supply chain planners have difficulties in forecasting stochastic parameters of a distribution system. Demand rates of customers during their lead time are one of these parameters. In addition, holding a huge level of inventory at the retailers is costly and inefficient. To cover the uncertainty of forecasting demand rates, researchers have proposed the usage of safety stock to avoid stock-out. However, finding the precise level of safety stock depends on forecasting the statistical distribution of demand rates and their variations in different settings among the planning horizon. In this paper the demand rate distributions and its parameters are taken into account for each time period in a stochastic periodic IRP. An analysis of the achieved statistical distribution of the inventory and safety stock level is provided to measure the effects of input parameters on the output indicators. Different values for coefficient of variation are applied to the customers' demand rate in the optimization model. The outcome of the deterministic equivalent model of SPIRP is simulated in form of an illustrative case.

Pressure oscillations and instability of working processes in the combustion chambers of solid rocket motors

NASA Astrophysics Data System (ADS)

Emelyanov, V. N.; Teterina, I. V.; Volkov, K. N.; Garkushev, A. U.

2017-06-01

Metal particles are widely used in space engineering to increase specific impulse and to supress acoustic instability of intra-champber processes. A numerical analysis of the internal injection-driven turbulent gas-particle flows is performed to improve the current understanding and modeling capabilities of the complex flow characteristics in the combustion chambers of solid rocket motors (SRMs) in presence of forced pressure oscillations. The two-phase flow is simulated with a combined Eulerian-Lagrangian approach. The Reynolds-averaged Navier-Stokes equations and transport equations of k - ε model are solved numerically for the gas. The particulate phase is simulated through a Lagrangian deterministic and stochastic tracking models to provide particle trajectories and particle concentration. The results obtained highlight the crucial significance of the particle dispersion in turbulent flowfield and high potential of statistical methods. Strong coupling between acoustic oscillations, vortical motion, turbulent fluctuations and particle dynamics is observed.

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

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

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

Discussion of the paper ``the use of conditional simulation in nuclear waste site performance assessment,`` by Carol A. Gotway

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

Gilbert, R.O.; Doctor, P.G.

1993-08-01

First, we applaud Dr. Gotway for seeking via her paper to expose a wider audience of statisticians to the many interesting and challenging modeling and statistical problems in the environmental area. This well-written paper effective explains the WIPP and the context of the analysis. Dr. Gotway`s paper describes a geostatistical conditional simulation approach combined with deterministic modeling to estimate the cumulative distribution function (cdf) of groundwater travel time (GWTT), information that is needed for estimating the cumulative release of nuclear waste from the repository. We begin our discussion with comments and questions on modeling aspects of Dr. Gotway`s paper. Thenmore » we discuss uncertainty and sensitivity analyses and some of the problems inherent with implementing those techniques including correlations, elicitation of expert opinion, and planning to achieve specified Data Quality Objectives (DQOs).« less

From information processing to decisions: Formalizing and comparing psychologically plausible choice models.

PubMed

Heck, Daniel W; Hilbig, Benjamin E; Moshagen, Morten

2017-08-01

Decision strategies explain how people integrate multiple sources of information to make probabilistic inferences. In the past decade, increasingly sophisticated methods have been developed to determine which strategy explains decision behavior best. We extend these efforts to test psychologically more plausible models (i.e., strategies), including a new, probabilistic version of the take-the-best (TTB) heuristic that implements a rank order of error probabilities based on sequential processing. Within a coherent statistical framework, deterministic and probabilistic versions of TTB and other strategies can directly be compared using model selection by minimum description length or the Bayes factor. In an experiment with inferences from given information, only three of 104 participants were best described by the psychologically plausible, probabilistic version of TTB. Similar as in previous studies, most participants were classified as users of weighted-additive, a strategy that integrates all available information and approximates rational decisions. Copyright © 2017 Elsevier Inc. All rights reserved.

Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic

PubMed Central

Guillas, S.; Georgiopoulou, A.; Dias, F.

2017-01-01

Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained. PMID:28484339

Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic.

PubMed

Salmanidou, D M; Guillas, S; Georgiopoulou, A; Dias, F

2017-04-01

Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastien; Stollenwerk, Nico

2010-09-01

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

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

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

Aguiar, Maira; Ballesteros, Sebastien; Stollenwerk, Nico

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

The threshold of a stochastic delayed SIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2016-11-01

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

Mutation Clusters from Cancer Exome.

PubMed

Kakushadze, Zura; Yu, Willie

2017-08-15

We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit a mutation clustering structure. Our results are in-sample stable. They are also out-of-sample stable when applied to 1389 published genome samples across 14 cancer types. In contrast, we find in- and out-of-sample instabilities in cancer signatures extracted from exome samples via nonnegative matrix factorization (NMF), a computationally-costly and non-deterministic method. Extracting stable mutation structures from exome data could have important implications for speed and cost, which are critical for early-stage cancer diagnostics, such as novel blood-test methods currently in development.

Mutation Clusters from Cancer Exome

PubMed Central

Kakushadze, Zura; Yu, Willie

2017-01-01

We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in https://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit a mutation clustering structure. Our results are in-sample stable. They are also out-of-sample stable when applied to 1389 published genome samples across 14 cancer types. In contrast, we find in- and out-of-sample instabilities in cancer signatures extracted from exome samples via nonnegative matrix factorization (NMF), a computationally-costly and non-deterministic method. Extracting stable mutation structures from exome data could have important implications for speed and cost, which are critical for early-stage cancer diagnostics, such as novel blood-test methods currently in development. PMID:28809811

Will systems biology offer new holistic paradigms to life sciences?

PubMed Central

Conti, Filippo; Valerio, Maria Cristina; Zbilut, Joseph P.

2008-01-01

A biological system, like any complex system, blends stochastic and deterministic features, displaying properties of both. In a certain sense, this blend is exactly what we perceive as the “essence of complexity” given we tend to consider as non-complex both an ideal gas (fully stochastic and understandable at the statistical level in the thermodynamic limit of a huge number of particles) and a frictionless pendulum (fully deterministic relative to its motion). In this commentary we make the statement that systems biology will have a relevant impact on nowadays biology if (and only if) will be able to capture the essential character of this blend that in our opinion is the generation of globally ordered collective modes supported by locally stochastic atomisms. PMID:19003440

On the deterministic and stochastic use of hydrologic models

USGS Publications Warehouse

Farmer, William H.; Vogel, Richard M.

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

A Statistical Method to Distinguish Functional Brain Networks

PubMed Central

Fujita, André; Vidal, Maciel C.; Takahashi, Daniel Y.

2017-01-01

One major problem in neuroscience is the comparison of functional brain networks of different populations, e.g., distinguishing the networks of controls and patients. Traditional algorithms are based on search for isomorphism between networks, assuming that they are deterministic. However, biological networks present randomness that cannot be well modeled by those algorithms. For instance, functional brain networks of distinct subjects of the same population can be different due to individual characteristics. Moreover, networks of subjects from different populations can be generated through the same stochastic process. Thus, a better hypothesis is that networks are generated by random processes. In this case, subjects from the same group are samples from the same random process, whereas subjects from different groups are generated by distinct processes. Using this idea, we developed a statistical test called ANOGVA to test whether two or more populations of graphs are generated by the same random graph model. Our simulations' results demonstrate that we can precisely control the rate of false positives and that the test is powerful to discriminate random graphs generated by different models and parameters. The method also showed to be robust for unbalanced data. As an example, we applied ANOGVA to an fMRI dataset composed of controls and patients diagnosed with autism or Asperger. ANOGVA identified the cerebellar functional sub-network as statistically different between controls and autism (p < 0.001). PMID:28261045

A Statistical Method to Distinguish Functional Brain Networks.

PubMed

Fujita, André; Vidal, Maciel C; Takahashi, Daniel Y

2017-01-01

One major problem in neuroscience is the comparison of functional brain networks of different populations, e.g., distinguishing the networks of controls and patients. Traditional algorithms are based on search for isomorphism between networks, assuming that they are deterministic. However, biological networks present randomness that cannot be well modeled by those algorithms. For instance, functional brain networks of distinct subjects of the same population can be different due to individual characteristics. Moreover, networks of subjects from different populations can be generated through the same stochastic process. Thus, a better hypothesis is that networks are generated by random processes. In this case, subjects from the same group are samples from the same random process, whereas subjects from different groups are generated by distinct processes. Using this idea, we developed a statistical test called ANOGVA to test whether two or more populations of graphs are generated by the same random graph model. Our simulations' results demonstrate that we can precisely control the rate of false positives and that the test is powerful to discriminate random graphs generated by different models and parameters. The method also showed to be robust for unbalanced data. As an example, we applied ANOGVA to an fMRI dataset composed of controls and patients diagnosed with autism or Asperger. ANOGVA identified the cerebellar functional sub-network as statistically different between controls and autism ( p < 0.001).

Theory and applications of a deterministic approximation to the coalescent model

PubMed Central

Jewett, Ethan M.; Rosenberg, Noah A.

2014-01-01

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

Ordinal optimization and its application to complex deterministic problems

NASA Astrophysics Data System (ADS)

Yang, Mike Shang-Yu

1998-10-01

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

Mathematical models of behavior of individual animals.

PubMed

Tsibulsky, Vladimir L; Norman, Andrew B

2007-01-01

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

Ten reasons why a thermalized system cannot be described by a many-particle wave function

NASA Astrophysics Data System (ADS)

Drossel, Barbara

2017-05-01

It is widely believed that the underlying reality behind statistical mechanics is a deterministic and unitary time evolution of a many-particle wave function, even though this is in conflict with the irreversible, stochastic nature of statistical mechanics. The usual attempts to resolve this conflict for instance by appealing to decoherence or eigenstate thermalization are riddled with problems. This paper considers theoretical physics of thermalized systems as it is done in practice and shows that all approaches to thermalized systems presuppose in some form limits to linear superposition and deterministic time evolution. These considerations include, among others, the classical limit, extensivity, the concepts of entropy and equilibrium, and symmetry breaking in phase transitions and quantum measurement. As a conclusion, the paper suggests that the irreversibility and stochasticity of statistical mechanics should be taken as a real property of nature. It follows that a gas of a macroscopic number N of atoms in thermal equilibrium is best represented by a collection of N wave packets of a size of the order of the thermal de Broglie wave length, which behave quantum mechanically below this scale but classically sufficiently far beyond this scale. In particular, these wave packets must localize again after scattering events, which requires stochasticity and indicates a connection to the measurement process.

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

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

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

Heart rate variability as determinism with jump stochastic parameters.

PubMed

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

2013-08-01

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

Development of a flood early warning system and communication with end-users: the Vipava/Vipacco case study in the KULTURisk FP7 project

NASA Astrophysics Data System (ADS)

Grossi, Giovanna; Caronna, Paolo; Ranzi, Roberto

2014-05-01

Within the framework of risk communication, the goal of an early warning system is to support the interaction between technicians and authorities (and subsequently population) as a prevention measure. The methodology proposed in the KULTURisk FP7 project aimed to build a closer collaboration between these actors, in the perspective of promoting pro-active actions to mitigate the effects of flood hazards. The transnational (Slovenia/ Italy) Soča/Isonzo case study focused on this concept of cooperation between stakeholders and hydrological forecasters. The DIMOSHONG_VIP hydrological model was calibrated for the Vipava/Vipacco River (650 km2), a tributary of the Soča/Isonzo River, on the basis of flood events occurred between 1998 and 2012. The European Centre for Medium-Range Weather Forecasts (ECMWF) provided the past meteorological forecasts, both deterministic (1 forecast) and probabilistic (51 ensemble members). The resolution of the ECMWF grid is currently about 15 km (Deterministic-DET) and 30 km (Ensemble Prediction System-EPS). A verification was conducted to validate the flood-forecast outputs of the DIMOSHONG_VIP+ECMWF early warning system. Basic descriptive statistics, like event probability, probability of a forecast occurrence and frequency bias were determined. Some performance measures were calculated, such as hit rate (probability of detection) and false alarm rate (probability of false detection). Relative Opening Characteristic (ROC) curves were generated both for deterministic and probabilistic forecasts. These analysis showed a good performance of the early warning system, in respect of the small size of the sample. A particular attention was spent to the design of flood-forecasting output charts, involving and inquiring stakeholders (Alto Adriatico River Basin Authority), hydrology specialists in the field, and common people. Graph types for both forecasted precipitation and discharge were set. Three different risk thresholds were identified ("attention", "pre-alarm" or "alert", "alarm"), with an "icon-style" representation, suitable for communication to civil protection stakeholders or the public. Aiming at showing probabilistic representations in a "user-friendly" way, we opted for the visualization of the single deterministic forecasted hydrograph together with the 5%, 25%, 50%, 75% and 95% percentiles bands of the Hydrological Ensemble Prediction System (HEPS). HEPS is generally used for 3-5 days hydrological forecasts, while the error due to incorrect initial data is comparable to the error due to the lower resolution with respect to the deterministic forecast. In the short term forecasting (12-48 hours) the HEPS-members show obviously a similar tendency; in this case, considering its higher resolution, the deterministic forecast is expected to be more effective. The plot of different forecasts in the same chart allows the use of model outputs from 4/5 days to few hours before a potential flood event. This framework was built to help a stakeholder, like a mayor, a civil protection authority, etc, in the flood control and management operations, and was designed to be included in a wider decision support system.

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

NASA Astrophysics Data System (ADS)

Zhang, Hong; Chen, Shu

2016-01-01

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

Use of predictive models and rapid methods to nowcast bacteria levels at coastal beaches

USGS Publications Warehouse

Francy, Donna S.

2009-01-01

The need for rapid assessments of recreational water quality to better protect public health is well accepted throughout the research and regulatory communities. Rapid analytical methods, such as quantitative polymerase chain reaction (qPCR) and immunomagnetic separation/adenosine triphosphate (ATP) analysis, are being tested but are not yet ready for widespread use.Another solution is the use of predictive models, wherein variable(s) that are easily and quickly measured are surrogates for concentrations of fecal-indicator bacteria. Rainfall-based alerts, the simplest type of model, have been used by several communities for a number of years. Deterministic models use mathematical representations of the processes that affect bacteria concentrations; this type of model is being used for beach-closure decisions at one location in the USA. Multivariable statistical models are being developed and tested in many areas of the USA; however, they are only used in three areas of the Great Lakes to aid in notifications of beach advisories or closings. These “operational” statistical models can result in more accurate assessments of recreational water quality than use of the previous day's Escherichia coli (E. coli)concentration as determined by traditional culture methods. The Ohio Nowcast, at Huntington Beach, Bay Village, Ohio, is described in this paper as an example of an operational statistical model. Because predictive modeling is a dynamic process, water-resource managers continue to collect additional data to improve the predictive ability of the nowcast and expand the nowcast to other Ohio beaches and a recreational river. Although predictive models have been shown to work well at some beaches and are becoming more widely accepted, implementation in many areas is limited by funding, lack of coordinated technical leadership, and lack of supporting epidemiological data.

Uncertainty quantification of wall shear stress in intracranial aneurysms using a data-driven statistical model of systemic blood flow variability.

PubMed

Sarrami-Foroushani, Ali; Lassila, Toni; Gooya, Ali; Geers, Arjan J; Frangi, Alejandro F

2016-12-08

Adverse wall shear stress (WSS) patterns are known to play a key role in the localisation, formation, and progression of intracranial aneurysms (IAs). Complex region-specific and time-varying aneurysmal WSS patterns depend both on vascular morphology as well as on variable systemic flow conditions. Computational fluid dynamics (CFD) has been proposed for characterising WSS patterns in IAs; however, CFD simulations often rely on deterministic boundary conditions that are not representative of the actual variations in blood flow. We develop a data-driven statistical model of internal carotid artery (ICA) flow, which is used to generate a virtual population of waveforms used as inlet boundary conditions in CFD simulations. This allows the statistics of the resulting aneurysmal WSS distributions to be computed. It is observed that ICA waveform variations have limited influence on the time-averaged WSS (TAWSS) on the IA surface. In contrast, in regions where the flow is locally highly multidirectional, WSS directionality and harmonic content are strongly affected by the ICA flow waveform. As a consequence, we argue that the effect of blood flow variability should be explicitly considered in CFD-based IA rupture assessment to prevent confounding the conclusions. Copyright © 2016 Elsevier Ltd. All rights reserved.

Statistical mechanics of influence maximization with thermal noise

NASA Astrophysics Data System (ADS)

Lynn, Christopher W.; Lee, Daniel D.

2017-03-01

The problem of optimally distributing a budget of influence among individuals in a social network, known as influence maximization, has typically been studied in the context of contagion models and deterministic processes, which fail to capture stochastic interactions inherent in real-world settings. Here, we show that by introducing thermal noise into influence models, the dynamics exactly resemble spins in a heterogeneous Ising system. In this way, influence maximization in the presence of thermal noise has a natural physical interpretation as maximizing the magnetization of an Ising system given a budget of external magnetic field. Using this statistical mechanical formulation, we demonstrate analytically that for small external-field budgets, the optimal influence solutions exhibit a highly non-trivial temperature dependence, focusing on high-degree hub nodes at high temperatures and on easily influenced peripheral nodes at low temperatures. For the general problem, we present a projected gradient ascent algorithm that uses the magnetic susceptibility to calculate locally optimal external-field distributions. We apply our algorithm to synthetic and real-world networks, demonstrating that our analytic results generalize qualitatively. Our work establishes a fruitful connection with statistical mechanics and demonstrates that influence maximization depends crucially on the temperature of the system, a fact that has not been appreciated by existing research.

Atmospheric and oceanographic research review, 1978. [global weather, ocean/air interactions, and climate

NASA Technical Reports Server (NTRS)

1978-01-01

Research activities related to global weather, ocean/air interactions, and climate are reported. The global weather research is aimed at improving the assimilation of satellite-derived data in weather forecast models, developing analysis/forecast models that can more fully utilize satellite data, and developing new measures of forecast skill to properly assess the impact of satellite data on weather forecasting. The oceanographic research goal is to understand and model the processes that determine the general circulation of the oceans, focusing on those processes that affect sea surface temperature and oceanic heat storage, which are the oceanographic variables with the greatest influence on climate. The climate research objective is to support the development and effective utilization of space-acquired data systems in climate forecast models and to conduct sensitivity studies to determine the affect of lower boundary conditions on climate and predictability studies to determine which global climate features can be modeled either deterministically or statistically.

Mathematical algorithm development and parametric studies with the GEOFRAC three-dimensional stochastic model of natural rock fracture systems

NASA Astrophysics Data System (ADS)

Ivanova, Violeta M.; Sousa, Rita; Murrihy, Brian; Einstein, Herbert H.

2014-06-01

This paper presents results from research conducted at MIT during 2010-2012 on modeling of natural rock fracture systems with the GEOFRAC three-dimensional stochastic model. Following a background summary of discrete fracture network models and a brief introduction of GEOFRAC, the paper provides a thorough description of the newly developed mathematical and computer algorithms for fracture intensity, aperture, and intersection representation, which have been implemented in MATLAB. The new methods optimize, in particular, the representation of fracture intensity in terms of cumulative fracture area per unit volume, P32, via the Poisson-Voronoi Tessellation of planes into polygonal fracture shapes. In addition, fracture apertures now can be represented probabilistically or deterministically whereas the newly implemented intersection algorithms allow for computing discrete pathways of interconnected fractures. In conclusion, results from a statistical parametric study, which was conducted with the enhanced GEOFRAC model and the new MATLAB-based Monte Carlo simulation program FRACSIM, demonstrate how fracture intensity, size, and orientations influence fracture connectivity.

Operator product expansion in Liouville field theory and Seiberg-type transitions in log-correlated random energy models

NASA Astrophysics Data System (ADS)

Cao, Xiangyu; Le Doussal, Pierre; Rosso, Alberto; Santachiara, Raoul

2018-04-01

We study transitions in log-correlated random energy models (logREMs) that are related to the violation of a Seiberg bound in Liouville field theory (LFT): the binding transition and the termination point transition (a.k.a., pre-freezing). By means of LFT-logREM mapping, replica symmetry breaking and traveling-wave equation techniques, we unify both transitions in a two-parameter diagram, which describes the free-energy large deviations of logREMs with a deterministic background log potential, or equivalently, the joint moments of the free energy and Gibbs measure in logREMs without background potential. Under the LFT-logREM mapping, the transitions correspond to the competition of discrete and continuous terms in a four-point correlation function. Our results provide a statistical interpretation of a peculiar nonlocality of the operator product expansion in LFT. The results are rederived by a traveling-wave equation calculation, which shows that the features of LFT responsible for the transitions are reproduced in a simple model of diffusion with absorption. We examine also the problem by a replica symmetry breaking analysis. It complements the previous methods and reveals a rich large deviation structure of the free energy of logREMs with a deterministic background log potential. Many results are verified in the integrable circular logREM, by a replica-Coulomb gas integral approach. The related problem of common length (overlap) distribution is also considered. We provide a traveling-wave equation derivation of the LFT predictions announced in a precedent work.

Time Domain and Frequency Domain Deterministic Channel Modeling for Tunnel/Mining Environments.

PubMed

Zhou, Chenming; Jacksha, Ronald; Yan, Lincan; Reyes, Miguel; Kovalchik, Peter

2017-01-01

Understanding wireless channels in complex mining environments is critical for designing optimized wireless systems operated in these environments. In this paper, we propose two physics-based, deterministic ultra-wideband (UWB) channel models for characterizing wireless channels in mining/tunnel environments - one in the time domain and the other in the frequency domain. For the time domain model, a general Channel Impulse Response (CIR) is derived and the result is expressed in the classic UWB tapped delay line model. The derived time domain channel model takes into account major propagation controlling factors including tunnel or entry dimensions, frequency, polarization, electrical properties of the four tunnel walls, and transmitter and receiver locations. For the frequency domain model, a complex channel transfer function is derived analytically. Based on the proposed physics-based deterministic channel models, channel parameters such as delay spread, multipath component number, and angular spread are analyzed. It is found that, despite the presence of heavy multipath, both channel delay spread and angular spread for tunnel environments are relatively smaller compared to that of typical indoor environments. The results and findings in this paper have application in the design and deployment of wireless systems in underground mining environments.

Time Domain and Frequency Domain Deterministic Channel Modeling for Tunnel/Mining Environments

PubMed Central

Zhou, Chenming; Jacksha, Ronald; Yan, Lincan; Reyes, Miguel; Kovalchik, Peter

2018-01-01

Understanding wireless channels in complex mining environments is critical for designing optimized wireless systems operated in these environments. In this paper, we propose two physics-based, deterministic ultra-wideband (UWB) channel models for characterizing wireless channels in mining/tunnel environments — one in the time domain and the other in the frequency domain. For the time domain model, a general Channel Impulse Response (CIR) is derived and the result is expressed in the classic UWB tapped delay line model. The derived time domain channel model takes into account major propagation controlling factors including tunnel or entry dimensions, frequency, polarization, electrical properties of the four tunnel walls, and transmitter and receiver locations. For the frequency domain model, a complex channel transfer function is derived analytically. Based on the proposed physics-based deterministic channel models, channel parameters such as delay spread, multipath component number, and angular spread are analyzed. It is found that, despite the presence of heavy multipath, both channel delay spread and angular spread for tunnel environments are relatively smaller compared to that of typical indoor environments. The results and findings in this paper have application in the design and deployment of wireless systems in underground mining environments.† PMID:29457801

Dual Roles for Spike Signaling in Cortical Neural Populations

PubMed Central

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

2011-01-01

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

TH-CD-202-07: A Methodology for Generating Numerical Phantoms for Radiation Therapy Using Geometric Attribute Distribution Models

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

Dolly, S; Chen, H; Mutic, S

Purpose: A persistent challenge for the quality assessment of radiation therapy treatments (e.g. contouring accuracy) is the absence of the known, ground truth for patient data. Moreover, assessment results are often patient-dependent. Computer simulation studies utilizing numerical phantoms can be performed for quality assessment with a known ground truth. However, previously reported numerical phantoms do not include the statistical properties of inter-patient variations, as their models are based on only one patient. In addition, these models do not incorporate tumor data. In this study, a methodology was developed for generating numerical phantoms which encapsulate the statistical variations of patients withinmore » radiation therapy, including tumors. Methods: Based on previous work in contouring assessment, geometric attribute distribution (GAD) models were employed to model both the deterministic and stochastic properties of individual organs via principle component analysis. Using pre-existing radiation therapy contour data, the GAD models are trained to model the shape and centroid distributions of each organ. Then, organs with different shapes and positions can be generated by assigning statistically sound weights to the GAD model parameters. Organ contour data from 20 retrospective prostate patient cases were manually extracted and utilized to train the GAD models. As a demonstration, computer-simulated CT images of generated numerical phantoms were calculated and assessed subjectively and objectively for realism. Results: A cohort of numerical phantoms of the male human pelvis was generated. CT images were deemed realistic both subjectively and objectively in terms of image noise power spectrum. Conclusion: A methodology has been developed to generate realistic numerical anthropomorphic phantoms using pre-existing radiation therapy data. The GAD models guarantee that generated organs span the statistical distribution of observed radiation therapy patients, according to the training dataset. The methodology enables radiation therapy treatment assessment with multi-modality imaging and a known ground truth, and without patient-dependent bias.« less

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

DTIC Science & Technology

2015-02-17

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

Hybrid Forecasting of Daily River Discharges Considering Autoregressive Heteroscedasticity

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Community assembly processes underlying phytoplankton and bacterioplankton across a hydrologic change in a human-impacted river.

PubMed

Isabwe, Alain; Yang, Jun R; Wang, Yongming; Liu, Lemian; Chen, Huihuang; Yang, Jun

2018-07-15

Although the influence of microbial community assembly processes on aquatic ecosystem function and biodiversity is well known, the processes that govern planktonic communities in human-impacted rivers remain largely unstudied. Here, we used multivariate statistics and a null model approach to test the hypothesis that environmental conditions and obstructed dispersal opportunities, dictate a deterministic community assembly for phytoplankton and bacterioplankton across contrasting hydrographic conditions in a subtropical mid-sized river (Jiulong River, southeast China). Variation partitioning analysis showed that the explanatory power of local environmental variables was larger than that of the spatial variables for both plankton communities during the dry season. During the wet season, phytoplankton community variation was mainly explained by local environmental variables, whereas the variance in bacterioplankton was explained by both environmental and spatial predictors. The null model based on Raup-Crick coefficients for both planktonic groups suggested little evidences of the stochastic processes involving dispersal and random distribution. Our results showed that hydrological change and landscape structure act together to cause divergence in communities along the river channel, thereby dictating a deterministic assembly and that selection exceeds dispersal limitation during the dry season. Therefore, to protect the ecological integrity of human-impacted rivers, watershed managers should not only consider local environmental conditions but also dispersal routes to account for the effect of regional species pool on local communities. Copyright © 2018 Elsevier B.V. All rights reserved.

Evaluating the Contribution of NASA Remotely-Sensed Data Sets on a Convection-Allowing Forecast Model

NASA Technical Reports Server (NTRS)

Zavodsky, Bradley T.; Case, Jonathan L.; Molthan, Andrew L.

2012-01-01

The Short-term Prediction Research and Transition (SPoRT) Center is a collaborative partnership between NASA and operational forecasting partners, including a number of National Weather Service forecast offices. SPoRT provides real-time NASA products and capabilities to help its partners address specific operational forecast challenges. One challenge that forecasters face is using guidance from local and regional deterministic numerical models configured at convection-allowing resolution to help assess a variety of mesoscale/convective-scale phenomena such as sea-breezes, local wind circulations, and mesoscale convective weather potential on a given day. While guidance from convection-allowing models has proven valuable in many circumstances, the potential exists for model improvements by incorporating more representative land-water surface datasets, and by assimilating retrieved temperature and moisture profiles from hyper-spectral sounders. In order to help increase the accuracy of deterministic convection-allowing models, SPoRT produces real-time, 4-km CONUS forecasts using a configuration of the Weather Research and Forecasting (WRF) model (hereafter SPoRT-WRF) that includes unique NASA products and capabilities including 4-km resolution soil initialization data from the Land Information System (LIS), 2-km resolution SPoRT SST composites over oceans and large water bodies, high-resolution real-time Green Vegetation Fraction (GVF) composites derived from the Moderate-resolution Imaging Spectroradiometer (MODIS) instrument, and retrieved temperature and moisture profiles from the Atmospheric Infrared Sounder (AIRS) and Infrared Atmospheric Sounding Interferometer (IASI). NCAR's Model Evaluation Tools (MET) verification package is used to generate statistics of model performance compared to in situ observations and rainfall analyses for three months during the summer of 2012 (June-August). Detailed analyses of specific severe weather outbreaks during the summer will be presented to assess the potential added-value of the SPoRT datasets and data assimilation methodology compared to a WRF configuration without the unique datasets and data assimilation.

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

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

2006-03-01

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

Modeling disease transmission near eradication: An equation free approach

NASA Astrophysics Data System (ADS)

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

2015-01-01

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

A deterministic model of electron transport for electron probe microanalysis

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

Boyd, Alexander B.; Crutchfield, James P.

2016-05-01

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

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

PubMed Central

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

2003-01-01

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

Multi-dimensional photonic states from a quantum dot

NASA Astrophysics Data System (ADS)

Lee, J. P.; Bennett, A. J.; Stevenson, R. M.; Ellis, D. J. P.; Farrer, I.; Ritchie, D. A.; Shields, A. J.

2018-04-01

Quantum states superposed across multiple particles or degrees of freedom offer an advantage in the development of quantum technologies. Creating these states deterministically and with high efficiency is an ongoing challenge. A promising approach is the repeated excitation of multi-level quantum emitters, which have been shown to naturally generate light with quantum statistics. Here we describe how to create one class of higher dimensional quantum state, a so called W-state, which is superposed across multiple time bins. We do this by repeated Raman scattering of photons from a charged quantum dot in a pillar microcavity. We show this method can be scaled to larger dimensions with no reduction in coherence or single-photon character. We explain how to extend this work to enable the deterministic creation of arbitrary time-bin encoded qudits.

Classification and unification of the microscopic deterministic traffic models.

PubMed

Yang, Bo; Monterola, Christopher

2015-10-01

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

A stochastic model for correlated protein motions

NASA Astrophysics Data System (ADS)

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

2006-06-01

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

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

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

Implicit Sequence Learning in Dyslexia: A Within-Sequence Comparison of First- and Higher-Order Information

ERIC Educational Resources Information Center

Du, Wenchong; Kelly, Steve W.

2013-01-01

The present study examines implicit sequence learning in adult dyslexics with a focus on comparing sequence transitions with different statistical complexities. Learning of a 12-item deterministic sequence was assessed in 12 dyslexic and 12 non-dyslexic university students. Both groups showed equivalent standard reaction time increments when the…

Extraction of process zones and low-dimensional attractive subspaces in stochastic fracture mechanics

PubMed Central

Kerfriden, P.; Schmidt, K.M.; Rabczuk, T.; Bordas, S.P.A.

2013-01-01

We propose to identify process zones in heterogeneous materials by tailored statistical tools. The process zone is redefined as the part of the structure where the random process cannot be correctly approximated in a low-dimensional deterministic space. Such a low-dimensional space is obtained by a spectral analysis performed on pre-computed solution samples. A greedy algorithm is proposed to identify both process zone and low-dimensional representative subspace for the solution in the complementary region. In addition to the novelty of the tools proposed in this paper for the analysis of localised phenomena, we show that the reduced space generated by the method is a valid basis for the construction of a reduced order model. PMID:27069423

Detailed gravity anomalies from GEOS-3 satellite altimetry data

NASA Technical Reports Server (NTRS)

Gopalapillai, G. S.; Mourad, A. G.

1978-01-01

A technique for deriving mean gravity anomalies from dense altimetry data was developed. A combination of both deterministic and statistical techniques was used. The basic mathematical model was based on the Stokes' equation which describes the analytical relationship between mean gravity anomalies and geoid undulations at a point; this undulation is a linear function of the altimetry data at that point. The overdetermined problem resulting from the excessive altimetry data available was solved using Least-Squares principles. These principles enable the simultaneous estimation of the associated standard deviations reflecting the internal consistency based on the accuracy estimates provided for the altimetry data as well as for the terrestrial anomaly data. Several test computations were made of the anomalies and their accuracy estimates using GOES-3 data.

Statics and Dynamics of Selfish Interactions in Distributed Service Systems

PubMed Central

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

2015-01-01

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

Rockslide susceptibility and hazard assessment for mitigation works design along vertical rocky cliffs: workflow proposal based on a real case-study conducted in Sacco (Campania), Italy

NASA Astrophysics Data System (ADS)

Pignalosa, Antonio; Di Crescenzo, Giuseppe; Marino, Ermanno; Terracciano, Rosario; Santo, Antonio

2015-04-01

The work here presented concerns a case study in which a complete multidisciplinary workflow has been applied for an extensive assessment of the rockslide susceptibility and hazard in a common scenario such as a vertical and fractured rocky cliffs. The studied area is located in a high-relief zone in Southern Italy (Sacco, Salerno, Campania), characterized by wide vertical rocky cliffs formed by tectonized thick successions of shallow-water limestones. The study concerned the following phases: a) topographic surveying integrating of 3d laser scanning, photogrammetry and GNSS; b) gelogical surveying, characterization of single instabilities and geomecanichal surveying, conducted by geologists rock climbers; c) processing of 3d data and reconstruction of high resolution geometrical models; d) structural and geomechanical analyses; e) data filing in a GIS-based spatial database; f) geo-statistical and spatial analyses and mapping of the whole set of data; g) 3D rockfall analysis; The main goals of the study have been a) to set-up an investigation method to achieve a complete and thorough characterization of the slope stability conditions and b) to provide a detailed base for an accurate definition of the reinforcement and mitigation systems. For this purposes the most up-to-date methods of field surveying, remote sensing, 3d modelling and geospatial data analysis have been integrated in a systematic workflow, accounting of the economic sustainability of the whole project. A novel integrated approach have been applied both fusing deterministic and statistical surveying methods. This approach enabled to deal with the wide extension of the studied area (near to 200.000 m2), without compromising an high accuracy of the results. The deterministic phase, based on a field characterization of single instabilities and their further analyses on 3d models, has been applied for delineating the peculiarity of each single feature. The statistical approach, based on geostructural field mapping and on punctual geomechanical data from scan-line surveying, allowed the rock mass partitioning in homogeneous geomechanical sectors and data interpolation through bounded geostatistical analyses on 3d models. All data, resulting from both approaches, have been referenced and filed in a single spatial database and considered in global geo-statistical analyses for deriving a fully modelled and comprehensive evaluation of the rockslide susceptibility. The described workflow yielded the following innovative results: a) a detailed census of single potential instabilities, through a spatial database recording the geometrical, geological and mechanical features, along with the expected failure modes; b) an high resolution characterization of the whole slope rockslide susceptibility, based on the partitioning of the area according to the stability and mechanical conditions which can be directly related to specific hazard mitigation systems; c) the exact extension of the area exposed to the rockslide hazard, along with the dynamic parameters of expected phenomena; d) an intervention design for hazard mitigation.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

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

2007-09-15

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

Detecting and disentangling nonlinear structure from solar flux time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.

1992-01-01

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

Nonclassical acoustics

NASA Technical Reports Server (NTRS)

Kentzer, C. P.

1976-01-01

A statistical approach to sound propagation is considered in situations where, due to the presence of large gradients of properties of the medium, the classical (deterministic) treatment of wave motion is inadequate. Mathematical methods for wave motions not restricted to small wavelengths (analogous to known methods of quantum mechanics) are used to formulate a wave theory of sound in nonuniform flows. Nonlinear transport equations for field probabilities are derived for the limiting case of noninteracting sound waves and it is postulated that such transport equations, appropriately generalized, may be used to predict the statistical behavior of sound in arbitrary flows.

Continuum mesoscopic framework for multiple interacting species and processes on multiple site types and/or crystallographic planes.

PubMed

Chatterjee, Abhijit; Vlachos, Dionisios G

2007-07-21

While recently derived continuum mesoscopic equations successfully bridge the gap between microscopic and macroscopic physics, so far they have been derived only for simple lattice models. In this paper, general deterministic continuum mesoscopic equations are derived rigorously via nonequilibrium statistical mechanics to account for multiple interacting surface species and multiple processes on multiple site types and/or different crystallographic planes. Adsorption, desorption, reaction, and surface diffusion are modeled. It is demonstrated that contrary to conventional phenomenological continuum models, microscopic physics, such as the interaction potential, determines the final form of the mesoscopic equation. Models of single component diffusion and binary diffusion of interacting particles on single-type site lattice and of single component diffusion on complex microporous materials' lattices consisting of two types of sites are derived, as illustrations of the mesoscopic framework. Simplification of the diffusion mesoscopic model illustrates the relation to phenomenological models, such as the Fickian and Maxwell-Stefan transport models. It is demonstrated that the mesoscopic equations are in good agreement with lattice kinetic Monte Carlo simulations for several prototype examples studied.

An application of a multi model approach for solar energy prediction in Southern Italy

NASA Astrophysics Data System (ADS)

Avolio, Elenio; Lo Feudo, Teresa; Calidonna, Claudia Roberta; Contini, Daniele; Torcasio, Rosa Claudia; Tiriolo, Luca; Montesanti, Stefania; Transerici, Claudio; Federico, Stefano

2015-04-01

The accuracy of the short and medium range forecast of solar irradiance is very important for solar energy integration into the grid. This issue is particularly important for Southern Italy where a significant availability of solar energy is associated with a poor development of the grid. In this work we analyse the performance of two deterministic models for the prediction of surface temperature and short-wavelength radiance for two sites in southern Italy. Both parameters are needed to forecast the power production from solar power plants, so the performance of the forecast for these meteorological parameters is of paramount importance. The models considered in this work are the RAMS (Regional Atmospheric Modeling System) and the WRF (Weather Research and Forecasting Model) and they were run for the summer 2013 at 4 km horizontal resolution over Italy. The forecast lasts three days. Initial and dynamic boundary conditions are given by the 12 UTC deterministic forecast of the ECMWF-IFS (European Centre for Medium Weather Range Forecast - Integrated Forecasting System) model, and were available every 6 hours. Verification is given against two surface stations located in Southern Italy, Lamezia Terme and Lecce, and are based on hourly output of models forecast. Results for the whole period for temperature show a positive bias for the RAMS model and a negative bias for the WRF model. RMSE is between 1 and 2 °C for both models. Results for the whole period for the short-wavelength radiance show a positive bias for both models (about 30 W/m2 for both models) and a RMSE of 100 W/m2. To reduce the model errors, a statistical post-processing technique, i.e the multi-model, is adopted. In this approach the two model's outputs are weighted with an adequate set of weights computed for a training period. In general, the performance is improved by the application of the technique, and the RMSE is reduced by a sizeable fraction (i.e. larger than 10% of the initial RMSE) depending on the forecasting time and parameter. The performance of the multi model is discussed as a function of the length of the training period and is compared with the performance of the MOS (Model Output Statistics) approach. ACKNOWLEDGMENTS This work is partially supported by projects PON04a2E Sinergreen-ResNovae - "Smart Energy Master for the energetic government of the territory" and PONa3_00363 "High Technology Infrastructure for Climate and Environment Monitoring" (I-AMICA) founded by Italian Ministry of University and Research (MIUR) PON 2007-2013. The ECMWF and CNMCA (Centro Nazionale di Meteorologia e Climatologia Aeronautica) are acknowledged for the use of the MARS (Meteorological Archive and Retrieval System).

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

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

PubMed

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

2016-11-17

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

A new concept in seismic landslide hazard analysis for practical application

NASA Astrophysics Data System (ADS)

Lee, Chyi-Tyi

2017-04-01

A seismic landslide hazard model could be constructed using deterministic approach (Jibson et al., 2000) or statistical approach (Lee, 2014). Both approaches got landslide spatial probability under a certain return-period earthquake. In the statistical approach, our recent study found that there are common patterns among different landslide susceptibility models of the same region. The common susceptibility could reflect relative stability of slopes at a region; higher susceptibility indicates lower stability. Using the common susceptibility together with an earthquake event landslide inventory and a map of topographically corrected Arias intensity, we can build the relationship among probability of failure, Arias intensity and the susceptibility. This relationship can immediately be used to construct a seismic landslide hazard map for the region that the empirical relationship built. If the common susceptibility model is further normalized and the empirical relationship built with normalized susceptibility, then the empirical relationship may be practically applied to different region with similar tectonic environments and climate conditions. This could be feasible, when a region has no existing earthquake-induce landslide data to train the susceptibility model and to build the relationship. It is worth mentioning that a rain-induced landslide susceptibility model has common pattern similar to earthquake-induced landslide susceptibility in the same region, and is usable to build the relationship with an earthquake event landslide inventory and a map of Arias intensity. These will be introduced with examples in the meeting.

A general science-based framework for dynamical spatio-temporal models

USGS Publications Warehouse

Wikle, C.K.; Hooten, M.B.

2010-01-01

Spatio-temporal statistical models are increasingly being used across a wide variety of scientific disciplines to describe and predict spatially-explicit processes that evolve over time. Correspondingly, in recent years there has been a significant amount of research on new statistical methodology for such models. Although descriptive models that approach the problem from the second-order (covariance) perspective are important, and innovative work is being done in this regard, many real-world processes are dynamic, and it can be more efficient in some cases to characterize the associated spatio-temporal dependence by the use of dynamical models. The chief challenge with the specification of such dynamical models has been related to the curse of dimensionality. Even in fairly simple linear, first-order Markovian, Gaussian error settings, statistical models are often over parameterized. Hierarchical models have proven invaluable in their ability to deal to some extent with this issue by allowing dependency among groups of parameters. In addition, this framework has allowed for the specification of science based parameterizations (and associated prior distributions) in which classes of deterministic dynamical models (e. g., partial differential equations (PDEs), integro-difference equations (IDEs), matrix models, and agent-based models) are used to guide specific parameterizations. Most of the focus for the application of such models in statistics has been in the linear case. The problems mentioned above with linear dynamic models are compounded in the case of nonlinear models. In this sense, the need for coherent and sensible model parameterizations is not only helpful, it is essential. Here, we present an overview of a framework for incorporating scientific information to motivate dynamical spatio-temporal models. First, we illustrate the methodology with the linear case. We then develop a general nonlinear spatio-temporal framework that we call general quadratic nonlinearity and demonstrate that it accommodates many different classes of scientific-based parameterizations as special cases. The model is presented in a hierarchical Bayesian framework and is illustrated with examples from ecology and oceanography. ?? 2010 Sociedad de Estad??stica e Investigaci??n Operativa.

A deterministic width function model

NASA Astrophysics Data System (ADS)

Puente, C. E.; Sivakumar, B.

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

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Statistical surrogate models for prediction of high-consequence climate change.

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

Constantine, Paul; Field, Richard V., Jr.; Boslough, Mark Bruce Elrick

2011-09-01

In safety engineering, performance metrics are defined using probabilistic risk assessments focused on the low-probability, high-consequence tail of the distribution of possible events, as opposed to best estimates based on central tendencies. We frame the climate change problem and its associated risks in a similar manner. To properly explore the tails of the distribution requires extensive sampling, which is not possible with existing coupled atmospheric models due to the high computational cost of each simulation. We therefore propose the use of specialized statistical surrogate models (SSMs) for the purpose of exploring the probability law of various climate variables of interest.more » A SSM is different than a deterministic surrogate model in that it represents each climate variable of interest as a space/time random field. The SSM can be calibrated to available spatial and temporal data from existing climate databases, e.g., the Program for Climate Model Diagnosis and Intercomparison (PCMDI), or to a collection of outputs from a General Circulation Model (GCM), e.g., the Community Earth System Model (CESM) and its predecessors. Because of its reduced size and complexity, the realization of a large number of independent model outputs from a SSM becomes computationally straightforward, so that quantifying the risk associated with low-probability, high-consequence climate events becomes feasible. A Bayesian framework is developed to provide quantitative measures of confidence, via Bayesian credible intervals, in the use of the proposed approach to assess these risks.« less

Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

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

Kevrekidis, Ioannis

2017-03-22

The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating themore » scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).« less

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

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

Nanopore Current Oscillations: Nonlinear Dynamics on the Nanoscale.

PubMed

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

2015-05-21

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

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

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

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

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

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

Further steps in the modeling of behavioural crowd dynamics, good news for safe handling. Comment on "Human behaviours in evacuation crowd dynamics: From modelling to "big data" toward crisis management" by Nicola Bellomo et al.

NASA Astrophysics Data System (ADS)

Knopoff, Damián A.

2016-09-01

The recent review paper [4] constitutes a valuable contribution on the understanding, modeling and simulation of crowd dynamics in extreme situations. It provides a very comprehensive revision about the complexity features of the system under consideration, scaling and the consequent justification of the used methods. In particular, macro and microscopic models have so far been used to model crowd dynamics [9] and authors appropriately explain that working at the mesoscale is a good choice to deal with the heterogeneous behaviour of walkers as well as with the difficulty of their deterministic identification. In this way, methods based on the kinetic theory and statistical dynamics are employed, more precisely the so-called kinetic theory for active particles [7]. This approach has successfully been applied in the modeling of several complex dynamics, with recent applications to learning [2,8] that constitutes the key to understand communication and is of great importance in social dynamics and behavioral sciences.

Identification of gene regulation models from single-cell data

NASA Astrophysics Data System (ADS)

Weber, Lisa; Raymond, William; Munsky, Brian

2018-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

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

PubMed Central

Khammash, Mustafa

2014-01-01

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

The Stochastic Modelling of Endemic Diseases

NASA Astrophysics Data System (ADS)

Susvitasari, Kurnia; Siswantining, Titin

2017-01-01

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

Measures of thermodynamic irreversibility in deterministic and stochastic dynamics

NASA Astrophysics Data System (ADS)

Ford, Ian J.

2015-07-01

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

Systematic and fully automated identification of protein sequence patterns.

PubMed

Hart, R K; Royyuru, A K; Stolovitzky, G; Califano, A

2000-01-01

We present an efficient algorithm to systematically and automatically identify patterns in protein sequence families. The procedure is based on the Splash deterministic pattern discovery algorithm and on a framework to assess the statistical significance of patterns. We demonstrate its application to the fully automated discovery of patterns in 974 PROSITE families (the complete subset of PROSITE families which are defined by patterns and contain DR records). Splash generates patterns with better specificity and undiminished sensitivity, or vice versa, in 28% of the families; identical statistics were obtained in 48% of the families, worse statistics in 15%, and mixed behavior in the remaining 9%. In about 75% of the cases, Splash patterns identify sequence sites that overlap more than 50% with the corresponding PROSITE pattern. The procedure is sufficiently rapid to enable its use for daily curation of existing motif and profile databases. Third, our results show that the statistical significance of discovered patterns correlates well with their biological significance. The trypsin subfamily of serine proteases is used to illustrate this method's ability to exhaustively discover all motifs in a family that are statistically and biologically significant. Finally, we discuss applications of sequence patterns to multiple sequence alignment and the training of more sensitive score-based motif models, akin to the procedure used by PSI-BLAST. All results are available at httpl//www.research.ibm.com/spat/.

Design of Critical Components

NASA Technical Reports Server (NTRS)

Hendricks, Robert C.; Zaretsky, Erwin V.

2001-01-01

Critical component design is based on minimizing product failures that results in loss of life. Potential catastrophic failures are reduced to secondary failures where components removed for cause or operating time in the system. Issues of liability and cost of component removal become of paramount importance. Deterministic design with factors of safety and probabilistic design address but lack the essential characteristics for the design of critical components. In deterministic design and fabrication there are heuristic rules and safety factors developed over time for large sets of structural/material components. These factors did not come without cost. Many designs failed and many rules (codes) have standing committees to oversee their proper usage and enforcement. In probabilistic design, not only are failures a given, the failures are calculated; an element of risk is assumed based on empirical failure data for large classes of component operations. Failure of a class of components can be predicted, yet one can not predict when a specific component will fail. The analogy is to the life insurance industry where very careful statistics are book-kept on classes of individuals. For a specific class, life span can be predicted within statistical limits, yet life-span of a specific element of that class can not be predicted.

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

PubMed

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

2013-07-01

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

Deciphering the Landauer-Büttiker Transmission Function from Single Molecule Break Junction Experiments

NASA Astrophysics Data System (ADS)

Reuter, Matthew; Tschudi, Stephen

When investigating the electrical response properties of molecules, experiments often measure conductance whereas computation predicts transmission probabilities. Although the Landauer-Büttiker theory relates the two in the limit of coherent scattering through the molecule, a direct comparison between experiment and computation can still be difficult. Experimental data (specifically that from break junctions) is statistical and computational results are deterministic. Many studies compare the most probable experimental conductance with computation, but such an analysis discards almost all of the experimental statistics. In this work we develop tools to decipher the Landauer-Büttiker transmission function directly from experimental statistics and then apply them to enable a fairer comparison between experimental and computational results.

Some applications of mathematics in golf.

PubMed

Otto, S R

2017-08-01

At its core, like many other sports, golf is a game of integers. The minimization of the number of strokes played is generally what determines the winner, whether each of these are associated with the shortest of putts or the longest of drives. The outcomes of these shots are influenced by very slight changes, but hopefully in a deterministic sense. Understanding the mechanics of golf necessitates the development of models and this is coupled more often than not to the use of statistics. In essence, the individual aspects of the sport can be modelled adequately via fairly simplistic models, but the presence of a human at one end of the kinematic chain has a significant impact on the variability of the entire process. In this paper, we will review some of the ways that mathematics has been used to develop the understanding of the physical processes involved in the sport, including some of the analysis which is exploited within the Equipment Rules. We will also discuss some of the future challenges.

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

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

Panel summary report

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

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

1987-04-01

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

Demographic noise can reverse the direction of deterministic selection

PubMed Central

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

2016-01-01

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

Stochastic oscillations in models of epidemics on a network of cities

NASA Astrophysics Data System (ADS)

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

2011-11-01

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

Convergence studies of deterministic methods for LWR explicit reflector methodology

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

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

2013-07-01

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

Hierarchical cluster-based partial least squares regression (HC-PLSR) is an efficient tool for metamodelling of nonlinear dynamic models.

PubMed

Tøndel, Kristin; Indahl, Ulf G; Gjuvsland, Arne B; Vik, Jon Olav; Hunter, Peter; Omholt, Stig W; Martens, Harald

2011-06-01

Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems.

Hierarchical Cluster-based Partial Least Squares Regression (HC-PLSR) is an efficient tool for metamodelling of nonlinear dynamic models

PubMed Central

2011-01-01

Background Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Results Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops. Conclusions HC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems. PMID:21627852

Simplified methods for real-time prediction of storm surge uncertainty: The city of Venice case study

NASA Astrophysics Data System (ADS)

Mel, Riccardo; Viero, Daniele Pietro; Carniello, Luca; Defina, Andrea; D'Alpaos, Luigi

2014-09-01

Providing reliable and accurate storm surge forecasts is important for a wide range of problems related to coastal environments. In order to adequately support decision-making processes, it also become increasingly important to be able to estimate the uncertainty associated with the storm surge forecast. The procedure commonly adopted to do this uses the results of a hydrodynamic model forced by a set of different meteorological forecasts; however, this approach requires a considerable, if not prohibitive, computational cost for real-time application. In the present paper we present two simplified methods for estimating the uncertainty affecting storm surge prediction with moderate computational effort. In the first approach we use a computationally fast, statistical tidal model instead of a hydrodynamic numerical model to estimate storm surge uncertainty. The second approach is based on the observation that the uncertainty in the sea level forecast mainly stems from the uncertainty affecting the meteorological fields; this has led to the idea to estimate forecast uncertainty via a linear combination of suitable meteorological variances, directly extracted from the meteorological fields. The proposed methods were applied to estimate the uncertainty in the storm surge forecast in the Venice Lagoon. The results clearly show that the uncertainty estimated through a linear combination of suitable meteorological variances nicely matches the one obtained using the deterministic approach and overcomes some intrinsic limitations in the use of a statistical tidal model.

A Bayesian network for modelling blood glucose concentration and exercise in type 1 diabetes.

PubMed

Ewings, Sean M; Sahu, Sujit K; Valletta, John J; Byrne, Christopher D; Chipperfield, Andrew J

2015-06-01

This article presents a new statistical approach to analysing the effects of everyday physical activity on blood glucose concentration in people with type 1 diabetes. A physiologically based model of blood glucose dynamics is developed to cope with frequently sampled data on food, insulin and habitual physical activity; the model is then converted to a Bayesian network to account for measurement error and variability in the physiological processes. A simulation study is conducted to determine the feasibility of using Markov chain Monte Carlo methods for simultaneous estimation of all model parameters and prediction of blood glucose concentration. Although there are problems with parameter identification in a minority of cases, most parameters can be estimated without bias. Predictive performance is unaffected by parameter misspecification and is insensitive to misleading prior distributions. This article highlights important practical and theoretical issues not previously addressed in the quest for an artificial pancreas as treatment for type 1 diabetes. The proposed methods represent a new paradigm for analysis of deterministic mathematical models of blood glucose concentration. © The Author(s) 2014 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

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

PubMed

Pigache, Francois; Messine, Frédéric; Nogarede, Bertrand

2007-07-01

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

Rare event computation in deterministic chaotic systems using genealogical particle analysis

NASA Astrophysics Data System (ADS)

Wouters, J.; Bouchet, F.

2016-09-01

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

Pyrotechnic modeling for the NSI and pin puller

NASA Technical Reports Server (NTRS)

Powers, Joseph M.; Gonthier, Keith A.

1993-01-01

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

Deterministic multi-zone ice accretion modeling

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

PubMed

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

2009-12-20

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

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

Deterministic Stress Modeling of Hot Gas Segregation in a Turbine

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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

Dierauf, Timothy; Kurtz, Sarah; Riley, Evan

This paper provides a recommended method for evaluating the AC capacity of a photovoltaic (PV) generating station. It also presents companion guidance on setting the facilitys capacity guarantee value. This is a principles-based approach that incorporates plant fundamental design parameters such as loss factors, module coefficients, and inverter constraints. This method has been used to prove contract guarantees for over 700 MW of installed projects. The method is transparent, and the results are deterministic. In contrast, current industry practices incorporate statistical regression where the empirical coefficients may only characterize the collected data. Though these methods may work well when extrapolationmore » is not required, there are other situations where the empirical coefficients may not adequately model actual performance.This proposed Fundamentals Approach method provides consistent results even where regression methods start to lose fidelity.« less

Climate change threatens polar bear populations: a stochastic demographic analysis.

PubMed

Hunter, Christine M; Caswell, Hal; Runge, Michael C; Regehr, Eric V; Amstrup, Steve C; Stirling, Ian

2010-10-01

The polar bear (Ursus maritimus) depends on sea ice for feeding, breeding, and movement. Significant reductions in Arctic sea ice are forecast to continue because of climate warming. We evaluated the impacts of climate change on polar bears in the southern Beaufort Sea by means of a demographic analysis, combining deterministic, stochastic, environment-dependent matrix population models with forecasts of future sea ice conditions from IPCC general circulation models (GCMs). The matrix population models classified individuals by age and breeding status; mothers and dependent cubs were treated as units. Parameter estimates were obtained from a capture-recapture study conducted from 2001 to 2006. Candidate statistical models allowed vital rates to vary with time and as functions of a sea ice covariate. Model averaging was used to produce the vital rate estimates, and a parametric bootstrap procedure was used to quantify model selection and parameter estimation uncertainty. Deterministic models projected population growth in years with more extensive ice coverage (2001-2003) and population decline in years with less ice coverage (2004-2005). LTRE (life table response experiment) analysis showed that the reduction in lambda in years with low sea ice was due primarily to reduced adult female survival, and secondarily to reduced breeding. A stochastic model with two environmental states, good and poor sea ice conditions, projected a declining stochastic growth rate, log lambdas, as the frequency of poor ice years increased. The observed frequency of poor ice years since 1979 would imply log lambdas approximately - 0.01, which agrees with available (albeit crude) observations of population size. The stochastic model was linked to a set of 10 GCMs compiled by the IPCC; the models were chosen for their ability to reproduce historical observations of sea ice and were forced with "business as usual" (A1B) greenhouse gas emissions. The resulting stochastic population projections showed drastic declines in the polar bear population by the end of the 21st century. These projections were instrumental in the decision to list the polar bear as a threatened species under the U.S. Endangered Species Act.

Climate change threatens polar bear populations: A stochastic demographic analysis

USGS Publications Warehouse

Hunter, C.M.; Caswell, H.; Runge, M.C.; Regehr, E.V.; Amstrup, Steven C.; Stirling, I.

2010-01-01

The polar bear (Ursus maritimus) depends on sea ice for feeding, breeding, and movement. Significant reductions in Arctic sea ice are forecast to continue because of climate warming. We evaluated the impacts of climate change on polar bears in the southern Beaufort Sea by means of a demographic analysis, combining deterministic, stochastic, environment-dependent matrix population models with forecasts of future sea ice conditions from IPCC general circulation models (GCMs). The matrix population models classified individuals by age and breeding status; mothers and dependent cubs were treated as units. Parameter estimates were obtained from a capture-recapture study conducted from 2001 to 2006. Candidate statistical models allowed vital rates to vary with time and as functions of a sea ice covariate. Model averaging was used to produce the vital rate estimates, and a parametric bootstrap procedure was used to quantify model selection and parameter estimation uncertainty. Deterministic models projected population growth in years with more extensive ice coverage (2001-2003) and population decline in years with less ice coverage (2004-2005). LTRE (life table response experiment) analysis showed that the reduction in ?? in years with low sea ice was due primarily to reduced adult female survival, and secondarily to reduced breeding. A stochastic model with two environmental states, good and poor sea ice conditions, projected a declining stochastic growth rate, log ??s, as the frequency of poor ice years increased. The observed frequency of poor ice years since 1979 would imply log ??s ' - 0.01, which agrees with available (albeit crude) observations of population size. The stochastic model was linked to a set of 10 GCMs compiled by the IPCC; the models were chosen for their ability to reproduce historical observations of sea ice and were forced with "business as usual" (A1B) greenhouse gas emissions. The resulting stochastic population projections showed drastic declines in the polar bear population by the end of the 21st century. These projections were instrumental in the decision to list the polar bear as a threatened species under the U.S. Endangered Species Act. ?? 2010 by the Ecological Society of America.

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

PubMed

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

2017-11-10

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

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

PubMed

Kucza, Witold

2013-07-25

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

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

Deterministic SLIR model for tuberculosis disease mapping

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

PubMed

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

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

Distinguishing humans from computers in the game of go: A complex network approach

NASA Astrophysics Data System (ADS)

Coquidé, C.; Georgeot, B.; Giraud, O.

2017-08-01

We compare complex networks built from the game of go and obtained from databases of human-played games with those obtained from computer-played games. Our investigations show that statistical features of the human-based networks and the computer-based networks differ, and that these differences can be statistically significant on a relatively small number of games using specific estimators. We show that the deterministic or stochastic nature of the computer algorithm playing the game can also be distinguished from these quantities. This can be seen as a tool to implement a Turing-like test for go simulators.

Interactive Reliability Model for Whisker-toughened Ceramics

NASA Technical Reports Server (NTRS)

Palko, Joseph L.

1993-01-01

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

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

PubMed

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

2017-05-17

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

Measurement of psychological disorders using cognitive diagnosis models.

PubMed

Templin, Jonathan L; Henson, Robert A

2006-09-01

Cognitive diagnosis models are constrained (multiple classification) latent class models that characterize the relationship of questionnaire responses to a set of dichotomous latent variables. Having emanated from educational measurement, several aspects of such models seem well suited to use in psychological assessment and diagnosis. This article presents the development of a new cognitive diagnosis model for use in psychological assessment--the DINO (deterministic input; noisy "or" gate) model--which, as an illustrative example, is applied to evaluate and diagnose pathological gamblers. As part of this example, a demonstration of the estimates obtained by cognitive diagnosis models is provided. Such estimates include the probability an individual meets each of a set of dichotomous Diagnostic and Statistical Manual of Mental Disorders (text revision [DSM-IV-TR]; American Psychiatric Association, 2000) criteria, resulting in an estimate of the probability an individual meets the DSM-IV-TR definition for being a pathological gambler. Furthermore, a demonstration of how the hypothesized underlying factors contributing to pathological gambling can be measured with the DINO model is presented, through use of a covariance structure model for the tetrachoric correlation matrix of the dichotomous latent variables representing DSM-IV-TR criteria. Copyright 2006 APA

Cooperativity and modularity in protein folding

PubMed Central

Sasai, Masaki; Chikenji, George; Terada, Tomoki P.

2016-01-01

A simple statistical mechanical model proposed by Wako and Saitô has explained the aspects of protein folding surprisingly well. This model was systematically applied to multiple proteins by Muñoz and Eaton and has since been referred to as the Wako-Saitô-Muñoz-Eaton (WSME) model. The success of the WSME model in explaining the folding of many proteins has verified the hypothesis that the folding is dominated by native interactions, which makes the energy landscape globally biased toward native conformation. Using the WSME and other related models, Saitô emphasized the importance of the hierarchical pathway in protein folding; folding starts with the creation of contiguous segments having a native-like configuration and proceeds as growth and coalescence of these segments. The Φ-values calculated for barnase with the WSME model suggested that segments contributing to the folding nucleus are similar to the structural modules defined by the pattern of native atomic contacts. The WSME model was extended to explain folding of multi-domain proteins having a complex topology, which opened the way to comprehensively understanding the folding process of multi-domain proteins. The WSME model was also extended to describe allosteric transitions, indicating that the allosteric structural movement does not occur as a deterministic sequential change between two conformations but as a stochastic diffusive motion over the dynamically changing energy landscape. Statistical mechanical viewpoint on folding, as highlighted by the WSME model, has been renovated in the context of modern methods and ideas, and will continue to provide insights on equilibrium and dynamical features of proteins. PMID:28409080

A comparative verification of high resolution precipitation forecasts using model output statistics

NASA Astrophysics Data System (ADS)

van der Plas, Emiel; Schmeits, Maurice; Hooijman, Nicolien; Kok, Kees

2017-04-01

Verification of localized events such as precipitation has become even more challenging with the advent of high-resolution meso-scale numerical weather prediction (NWP). The realism of a forecast suggests that it should compare well against precipitation radar imagery with similar resolution, both spatially and temporally. Spatial verification methods solve some of the representativity issues that point verification gives rise to. In this study a verification strategy based on model output statistics is applied that aims to address both double penalty and resolution effects that are inherent to comparisons of NWP models with different resolutions. Using predictors based on spatial precipitation patterns around a set of stations, an extended logistic regression (ELR) equation is deduced, leading to a probability forecast distribution of precipitation for each NWP model, analysis and lead time. The ELR equations are derived for predictands based on areal calibrated radar precipitation and SYNOP observations. The aim is to extract maximum information from a series of precipitation forecasts, like a trained forecaster would. The method is applied to the non-hydrostatic model Harmonie (2.5 km resolution), Hirlam (11 km resolution) and the ECMWF model (16 km resolution), overall yielding similar Brier skill scores for the 3 post-processed models, but larger differences for individual lead times. Besides, the Fractions Skill Score is computed using the 3 deterministic forecasts, showing somewhat better skill for the Harmonie model. In other words, despite the realism of Harmonie precipitation forecasts, they only perform similarly or somewhat better than precipitation forecasts from the 2 lower resolution models, at least in the Netherlands.

Describing the linkages of the immigration, refugees and citizenship Canada permanent resident data and vital statistics death registry to Ontario's administrative health database.

PubMed

Chiu, Maria; Lebenbaum, Michael; Lam, Kelvin; Chong, Nelson; Azimaee, Mahmoud; Iron, Karey; Manuel, Doug; Guttmann, Astrid

2016-10-21

Ontario, the most populous province in Canada, has a universal healthcare system that routinely collects health administrative data on its 13 million legal residents that is used for health research. Record linkage has become a vital tool for this research by enriching this data with the Immigration, Refugees and Citizenship Canada Permanent Resident (IRCC-PR) database and the Office of the Registrar General's Vital Statistics-Death (ORG-VSD) registry. Our objectives were to estimate linkage rates and compare characteristics of individuals in the linked versus unlinked files. We used both deterministic and probabilistic linkage methods to link the IRCC-PR database (1985-2012) and ORG-VSD registry (1990-2012) to the Ontario's Registered Persons Database. Linkage rates were estimated and standardized differences were used to assess differences in socio-demographic and other characteristics between the linked and unlinked records. The overall linkage rates for the IRCC-PR database and ORG-VSD registry were 86.4 and 96.2 %, respectively. The majority (68.2 %) of the record linkages in IRCC-PR were achieved after three deterministic passes, 18.2 % were linked probabilistically, and 13.6 % were unlinked. Similarly the majority (79.8 %) of the record linkages in the ORG-VSD were linked using deterministic record linkage, 16.3 % were linked after probabilistic and manual review, and 3.9 % were unlinked. Unlinked and linked files were similar for most characteristics, such as age and marital status for IRCC-PR and sex and most causes of death for ORG-VSD. However, lower linkage rates were observed among people born in East Asia (78 %) in the IRCC-PR database and certain causes of death in the ORG-VSD registry, namely perinatal conditions (61.3 %) and congenital anomalies (81.3 %). The linkages of immigration and vital statistics data to existing population-based healthcare data in Ontario, Canada will enable many novel cross-sectional and longitudinal studies to be conducted. Analytic techniques to account for sub-optimal linkage rates may be required in studies of certain ethnic groups or certain causes of death among children and infants.

Developing deterioration models for Wyoming bridges.

DOT National Transportation Integrated Search

2016-05-01

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

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.

Short-range solar radiation forecasts over Sweden

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Modelling ecosystem service flows under uncertainty with stochiastic SPAN

USGS Publications Warehouse

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

2012-01-01

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

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

PubMed

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

2016-07-01

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

What controls the maximum magnitude of injection-induced earthquakes?

NASA Astrophysics Data System (ADS)

Eaton, D. W. S.

2017-12-01

Three different approaches for estimation of maximum magnitude are considered here, along with their implications for managing risk. The first approach is based on a deterministic limit for seismic moment proposed by McGarr (1976), which was originally designed for application to mining-induced seismicity. This approach has since been reformulated for earthquakes induced by fluid injection (McGarr, 2014). In essence, this method assumes that the upper limit for seismic moment release is constrained by the pressure-induced stress change. A deterministic limit is given by the product of shear modulus and the net injected fluid volume. This method is based on the assumptions that the medium is fully saturated and in a state of incipient failure. An alternative geometrical approach was proposed by Shapiro et al. (2011), who postulated that the rupture area for an induced earthquake falls entirely within the stimulated volume. This assumption reduces the maximum-magnitude problem to one of estimating the largest potential slip surface area within a given stimulated volume. Finally, van der Elst et al. (2016) proposed that the maximum observed magnitude, statistically speaking, is the expected maximum value for a finite sample drawn from an unbounded Gutenberg-Richter distribution. These three models imply different approaches for risk management. The deterministic method proposed by McGarr (2014) implies that a ceiling on the maximum magnitude can be imposed by limiting the net injected volume, whereas the approach developed by Shapiro et al. (2011) implies that the time-dependent maximum magnitude is governed by the spatial size of the microseismic event cloud. Finally, the sample-size hypothesis of Van der Elst et al. (2016) implies that the best available estimate of the maximum magnitude is based upon observed seismicity rate. The latter two approaches suggest that real-time monitoring is essential for effective management of risk. A reliable estimate of maximum plausible magnitude would clearly be beneficial for quantitative risk assessment of injection-induced seismicity.

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

Hyperchaotic Dynamics for Light Polarization in a Laser Diode

NASA Astrophysics Data System (ADS)

Bonatto, Cristian

2018-04-01

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

Single-photon non-linear optics with a quantum dot in a waveguide

NASA Astrophysics Data System (ADS)

Javadi, A.; Söllner, I.; Arcari, M.; Hansen, S. Lindskov; Midolo, L.; Mahmoodian, S.; Kiršanskė, G.; Pregnolato, T.; Lee, E. H.; Song, J. D.; Stobbe, S.; Lodahl, P.

2015-10-01

Strong non-linear interactions between photons enable logic operations for both classical and quantum-information technology. Unfortunately, non-linear interactions are usually feeble and therefore all-optical logic gates tend to be inefficient. A quantum emitter deterministically coupled to a propagating mode fundamentally changes the situation, since each photon inevitably interacts with the emitter, and highly correlated many-photon states may be created. Here we show that a single quantum dot in a photonic-crystal waveguide can be used as a giant non-linearity sensitive at the single-photon level. The non-linear response is revealed from the intensity and quantum statistics of the scattered photons, and contains contributions from an entangled photon-photon bound state. The quantum non-linearity will find immediate applications for deterministic Bell-state measurements and single-photon transistors and paves the way to scalable waveguide-based photonic quantum-computing architectures.

Simultaneous calibration of ensemble river flow predictions over an entire range of lead times

NASA Astrophysics Data System (ADS)

Hemri, S.; Fundel, F.; Zappa, M.

2013-10-01

Probabilistic estimates of future water levels and river discharge are usually simulated with hydrologic models using ensemble weather forecasts as main inputs. As hydrologic models are imperfect and the meteorological ensembles tend to be biased and underdispersed, the ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, in order to achieve both reliable and sharp predictions statistical postprocessing is required. In this work Bayesian model averaging (BMA) is applied to statistically postprocess ensemble runoff raw forecasts for a catchment in Switzerland, at lead times ranging from 1 to 240 h. The raw forecasts have been obtained using deterministic and ensemble forcing meteorological models with different forecast lead time ranges. First, BMA is applied based on mixtures of univariate normal distributions, subject to the assumption of independence between distinct lead times. Then, the independence assumption is relaxed in order to estimate multivariate runoff forecasts over the entire range of lead times simultaneously, based on a BMA version that uses multivariate normal distributions. Since river runoff is a highly skewed variable, Box-Cox transformations are applied in order to achieve approximate normality. Both univariate and multivariate BMA approaches are able to generate well calibrated probabilistic forecasts that are considerably sharper than climatological forecasts. Additionally, multivariate BMA provides a promising approach for incorporating temporal dependencies into the postprocessed forecasts. Its major advantage against univariate BMA is an increase in reliability when the forecast system is changing due to model availability.

Information-theoretic approach to interactive learning

NASA Astrophysics Data System (ADS)

Still, S.

2009-01-01

The principles of statistical mechanics and information theory play an important role in learning and have inspired both theory and the design of numerous machine learning algorithms. The new aspect in this paper is a focus on integrating feedback from the learner. A quantitative approach to interactive learning and adaptive behavior is proposed, integrating model- and decision-making into one theoretical framework. This paper follows simple principles by requiring that the observer's world model and action policy should result in maximal predictive power at minimal complexity. Classes of optimal action policies and of optimal models are derived from an objective function that reflects this trade-off between prediction and complexity. The resulting optimal models then summarize, at different levels of abstraction, the process's causal organization in the presence of the learner's actions. A fundamental consequence of the proposed principle is that the learner's optimal action policies balance exploration and control as an emerging property. Interestingly, the explorative component is present in the absence of policy randomness, i.e. in the optimal deterministic behavior. This is a direct result of requiring maximal predictive power in the presence of feedback.

Real-time flood forecasting

USGS Publications Warehouse

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

2009-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

PubMed

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

2008-08-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

Statistical Characterization and Classification of Edge-Localized Plasma Instabilities

NASA Astrophysics Data System (ADS)

Webster, A. J.; Dendy, R. O.

2013-04-01

The statistics of edge-localized plasma instabilities (ELMs) in toroidal magnetically confined fusion plasmas are considered. From first principles, standard experimentally motivated assumptions are shown to determine a specific probability distribution for the waiting times between ELMs: the Weibull distribution. This is confirmed empirically by a statistically rigorous comparison with a large data set from the Joint European Torus. The successful characterization of ELM waiting times enables future work to progress in various ways. Here we present a quantitative classification of ELM types, complementary to phenomenological approaches. It also informs us about the nature of ELM processes, such as whether they are random or deterministic. The methods are extremely general and can be applied to numerous other quasiperiodic intermittent phenomena.

Using statistical models to explore ensemble uncertainty in climate impact studies: the example of air pollution in Europe

NASA Astrophysics Data System (ADS)

Lemaire, Vincent E. P.; Colette, Augustin; Menut, Laurent

2016-03-01

Because of its sensitivity to unfavorable weather patterns, air pollution is sensitive to climate change so that, in the future, a climate penalty could jeopardize the expected efficiency of air pollution mitigation measures. A common method to assess the impact of climate on air quality consists in implementing chemistry-transport models forced by climate projections. However, the computing cost of such methods requires optimizing ensemble exploration techniques. By using a training data set from a deterministic projection of climate and air quality over Europe, we identified the main meteorological drivers of air quality for eight regions in Europe and developed statistical models that could be used to predict air pollutant concentrations. The evolution of the key climate variables driving either particulate or gaseous pollution allows selecting the members of the EuroCordex ensemble of regional climate projections that should be used in priority for future air quality projections (CanESM2/RCA4; CNRM-CM5-LR/RCA4 and CSIRO-Mk3-6-0/RCA4 and MPI-ESM-LR/CCLM following the EuroCordex terminology). After having tested the validity of the statistical model in predictive mode, we can provide ranges of uncertainty attributed to the spread of the regional climate projection ensemble by the end of the century (2071-2100) for the RCP8.5. In the three regions where the statistical model of the impact of climate change on PM2.5 offers satisfactory performances, we find a climate benefit (a decrease of PM2.5 concentrations under future climate) of -1.08 (±0.21), -1.03 (±0.32), -0.83 (±0.14) µg m-3, for respectively Eastern Europe, Mid-Europe and Northern Italy. In the British-Irish Isles, Scandinavia, France, the Iberian Peninsula and the Mediterranean, the statistical model is not considered skillful enough to draw any conclusion for PM2.5. In Eastern Europe, France, the Iberian Peninsula, Mid-Europe and Northern Italy, the statistical model of the impact of climate change on ozone was considered satisfactory and it confirms the climate penalty bearing upon ozone of 10.51 (±3.06), 11.70 (±3.63), 11.53 (±1.55), 9.86 (±4.41), 4.82 (±1.79) µg m-3, respectively. In the British-Irish Isles, Scandinavia and the Mediterranean, the skill of the statistical model was not considered robust enough to draw any conclusion for ozone pollution.

Application of constrained k-means clustering in ground motion simulation validation

NASA Astrophysics Data System (ADS)

Khoshnevis, N.; Taborda, R.

2017-12-01

The validation of ground motion synthetics has received increased attention over the last few years due to the advances in physics-based deterministic and hybrid simulation methods. Unlike for low frequency simulations (f ≤ 0.5 Hz), for which it has become reasonable to expect a good match between synthetics and data, in the case of high-frequency simulations (f ≥ 1 Hz) it is not possible to match results on a wiggle-by-wiggle basis. This is mostly due to the various complexities and uncertainties involved in earthquake ground motion modeling. Therefore, in order to compare synthetics with data we turn to different time series metrics, which are used as a means to characterize how the synthetics match the data on qualitative and statistical sense. In general, these metrics provide GOF scores that measure the level of similarity in the time and frequency domains. It is common for these scores to be scaled from 0 to 10, with 10 representing a perfect match. Although using individual metrics for particular applications is considered more adequate, there is no consensus or a unified method to classify the comparison between a set of synthetic and recorded seismograms when the various metrics offer different scores. We study the relationship among these metrics through a constrained k-means clustering approach. We define 4 hypothetical stations with scores 3, 5, 7, and 9 for all metrics. We put these stations in the category of cannot-link constraints. We generate the dataset through the validation of the results from a deterministic (physics-based) ground motion simulation for a moderate magnitude earthquake in the greater Los Angeles basin using three velocity models. The maximum frequency of the simulation is 4 Hz. The dataset involves over 300 stations and 11 metrics, or features, as they are understood in the clustering process, where the metrics form a multi-dimensional space. We address the high-dimensional feature effects with a subspace-clustering analysis, generate a final labeled dataset of stations, and discuss the within-class statistical characteristics of each metric. Labeling these stations is the first step towards developing a unified metric to evaluate ground motion simulations in an application-independent manner.

The slow-scale linear noise approximation: an accurate, reduced stochastic description of biochemical networks under timescale separation conditions

PubMed Central

2012-01-01

Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption). In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA). The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA), as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions. The ssLNA provides a simple and accurate means of performing stochastic model reduction and hence it is expected to be of widespread utility in studying the dynamics of large noisy reaction networks, as is common in computational and systems biology. PMID:22583770

Sensitivity analysis in a Lassa fever deterministic mathematical model

NASA Astrophysics Data System (ADS)

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

2015-05-01

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

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

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

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

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

NASA Technical Reports Server (NTRS)

Smialek, James L.

2002-01-01

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

Population density equations for stochastic processes with memory kernels

NASA Astrophysics Data System (ADS)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

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

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

PubMed

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

2017-04-27

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

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

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

PubMed

Marino, Dale J; Starr, Thomas B

2007-12-01

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

Chaotic sources of noise in machine acoustics

NASA Astrophysics Data System (ADS)

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

1994-05-01

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

Electricity Markets, Smart Grids and Smart Buildings

NASA Astrophysics Data System (ADS)

Falcey, Jonathan M.

A smart grid is an electricity network that accommodates two-way power flows, and utilizes two-way communications and increased measurement, in order to provide more information to customers and aid in the development of a more efficient electricity market. The current electrical network is outdated and has many shortcomings relating to power flows, inefficient electricity markets, generation/supply balance, a lack of information for the consumer and insufficient consumer interaction with electricity markets. Many of these challenges can be addressed with a smart grid, but there remain significant barriers to the implementation of a smart grid. This paper proposes a novel method for the development of a smart grid utilizing a bottom up approach (starting with smart buildings/campuses) with the goal of providing the framework and infrastructure necessary for a smart grid instead of the more traditional approach (installing many smart meters and hoping a smart grid emerges). This novel approach involves combining deterministic and statistical methods in order to accurately estimate building electricity use down to the device level. It provides model users with a cheaper alternative to energy audits and extensive sensor networks (the current methods of quantifying electrical use at this level) which increases their ability to modify energy consumption and respond to price signals The results of this method are promising, but they are still preliminary. As a result, there is still room for improvement. On days when there were no missing or inaccurate data, this approach has R2 of about 0.84, sometimes as high as 0.94 when compared to measured results. However, there were many days where missing data brought overall accuracy down significantly. In addition, the development and implementation of the calibration process is still underway and some functional additions must be made in order to maximize accuracy. The calibration process must be completed before a reliable accuracy can be determined. While this work shows that a combination of a deterministic and statistical methods can accurately forecast building energy usage, the ability to produce accurate results is heavily dependent upon software availability, accurate data and the proper calibration of the model. Creating the software required for a smart building model is time consuming and expensive. Bad or missing data have significant negative impacts on the accuracy of the results and can be caused by a hodgepodge of equipment and communication protocols. Proper calibration of the model is essential to ensure that the device level estimations are sufficiently accurate. Any building model which is to be successful at creating a smart building must be able to overcome these challenges.

Generalized Polynomial Chaos Based Uncertainty Quantification for Planning MRgLITT Procedures

PubMed Central

Fahrenholtz, S.; Stafford, R. J.; Maier, F.; Hazle, J. D.; Fuentes, D.

2014-01-01

Purpose A generalized polynomial chaos (gPC) method is used to incorporate constitutive parameter uncertainties within the Pennes representation of bioheat transfer phenomena. The stochastic temperature predictions of the mathematical model are critically evaluated against MR thermometry data for planning MR-guided Laser Induced Thermal Therapies (MRgLITT). Methods Pennes bioheat transfer model coupled with a diffusion theory approximation of laser tissue interaction was implemented as the underlying deterministic kernel. A probabilistic sensitivity study was used to identify parameters that provide the most variance in temperature output. Confidence intervals of the temperature predictions are compared to MR temperature imaging (MRTI) obtained during phantom and in vivo canine (n=4) MRgLITT experiments. The gPC predictions were quantitatively compared to MRTI data using probabilistic linear and temporal profiles as well as 2-D 60 °C isotherms. Results Within the range of physically meaningful constitutive values relevant to the ablative temperature regime of MRgLITT, the sensitivity study indicated that the optical parameters, particularly the anisotropy factor, created the most variance in the stochastic model's output temperature prediction. Further, within the statistical sense considered, a nonlinear model of the temperature and damage dependent perfusion, absorption, and scattering is captured within the confidence intervals of the linear gPC method. Multivariate stochastic model predictions using parameters with the dominant sensitivities show good agreement with experimental MRTI data. Conclusions Given parameter uncertainties and mathematical modeling approximations of the Pennes bioheat model, the statistical framework demonstrates conservative estimates of the therapeutic heating and has potential for use as a computational prediction tool for thermal therapy planning. PMID:23692295

A new hybrid model for filling gaps and forecast in sea level: application to the eastern English Channel and the North Atlantic Sea (western France)

NASA Astrophysics Data System (ADS)

Turki, Imen; Laignel, Benoit; Kakeh, Nabil; Chevalier, Laetitia; Costa, Stephane

2015-04-01

This research is carried out in the framework of the program Surface Water and Ocean Topography (SWOT) which is a partnership between NASA and CNES. Here, a new hybrid model is implemented for filling gaps and forecasting the hourly sea level variability by combining classical harmonic analyses to high statistical methods to reproduce the deterministic and stochastic processes, respectively. After simulating the mean trend sea level and astronomical tides, the nontidal residual surges are investigated using an autoregressive moving average (ARMA) methods by two ways: (1) applying a purely statistical approach and (2) introducing the SLP in ARMA as a main physical process driving the residual sea level. The new hybrid model is applied to the western Atlantic sea and the eastern English Channel. Using ARMA model and considering the SLP, results show that the hourly sea level observations of gauges with are well reproduced with a root mean square error (RMSE) ranging between 4.5 and 7 cm for 1 to 30 days of gaps and an explained variance more than 80 %. For larger gaps of months, the RMSE reaches 9 cm. The negative and the positive extreme values of sea levels are also well reproduced with a mean explained variance between 70 and 85 %. The statistical behavior of 1-year modeled residual components shows good agreements with observations. The frequency analysis using the discrete wavelet transform illustrate strong correlations between observed and modeled energy spectrum and the bands of variability. Accordingly, the proposed model presents a coherent, simple, and easy tool to estimate the total sea level at timescales from days to months. The ARMA model seems to be more promising for filling gaps and estimating the sea level at larger scales of years by introducing more physical processes driving its stochastic variability.

Secure and scalable deduplication of horizontally partitioned health data for privacy-preserving distributed statistical computation.

PubMed

Yigzaw, Kassaye Yitbarek; Michalas, Antonis; Bellika, Johan Gustav

2017-01-03

Techniques have been developed to compute statistics on distributed datasets without revealing private information except the statistical results. However, duplicate records in a distributed dataset may lead to incorrect statistical results. Therefore, to increase the accuracy of the statistical analysis of a distributed dataset, secure deduplication is an important preprocessing step. We designed a secure protocol for the deduplication of horizontally partitioned datasets with deterministic record linkage algorithms. We provided a formal security analysis of the protocol in the presence of semi-honest adversaries. The protocol was implemented and deployed across three microbiology laboratories located in Norway, and we ran experiments on the datasets in which the number of records for each laboratory varied. Experiments were also performed on simulated microbiology datasets and data custodians connected through a local area network. The security analysis demonstrated that the protocol protects the privacy of individuals and data custodians under a semi-honest adversarial model. More precisely, the protocol remains secure with the collusion of up to N - 2 corrupt data custodians. The total runtime for the protocol scales linearly with the addition of data custodians and records. One million simulated records distributed across 20 data custodians were deduplicated within 45 s. The experimental results showed that the protocol is more efficient and scalable than previous protocols for the same problem. The proposed deduplication protocol is efficient and scalable for practical uses while protecting the privacy of patients and data custodians.

DIETARY EXPOSURES OF YOUNG CHILDREN, PART 3: MODELLING

EPA Science Inventory

A deterministic model was used to model dietary exposure of young children. Parameters included pesticide residue on food before handling, surface pesticide loading, transfer efficiencies and children's activity patterns. Three components of dietary pesticide exposure were includ...

Mesoscopic and continuum modelling of angiogenesis

PubMed Central

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

2016-01-01

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

Selection vector filter framework

NASA Astrophysics Data System (ADS)

Lukac, Rastislav; Plataniotis, Konstantinos N.; Smolka, Bogdan; Venetsanopoulos, Anastasios N.

2003-10-01

We provide a unified framework of nonlinear vector techniques outputting the lowest ranked vector. The proposed framework constitutes a generalized filter class for multichannel signal processing. A new class of nonlinear selection filters are based on the robust order-statistic theory and the minimization of the weighted distance function to other input samples. The proposed method can be designed to perform a variety of filtering operations including previously developed filtering techniques such as vector median, basic vector directional filter, directional distance filter, weighted vector median filters and weighted directional filters. A wide range of filtering operations is guaranteed by the filter structure with two independent weight vectors for angular and distance domains of the vector space. In order to adapt the filter parameters to varying signal and noise statistics, we provide also the generalized optimization algorithms taking the advantage of the weighted median filters and the relationship between standard median filter and vector median filter. Thus, we can deal with both statistical and deterministic aspects of the filter design process. It will be shown that the proposed method holds the required properties such as the capability of modelling the underlying system in the application at hand, the robustness with respect to errors in the model of underlying system, the availability of the training procedure and finally, the simplicity of filter representation, analysis, design and implementation. Simulation studies also indicate that the new filters are computationally attractive and have excellent performance in environments corrupted by bit errors and impulsive noise.

Statistical Physics of Complex Substitutive Systems

NASA Astrophysics Data System (ADS)

Jin, Qing

Diffusion processes are central to human interactions. Despite extensive studies that span multiple disciplines, our knowledge is limited to spreading processes in non-substitutive systems. Yet, a considerable number of ideas, products, and behaviors spread by substitution; to adopt a new one, agents must give up an existing one. This captures the spread of scientific constructs--forcing scientists to choose, for example, a deterministic or probabilistic worldview, as well as the adoption of durable items, such as mobile phones, cars, or homes. In this dissertation, I develop a statistical physics framework to describe, quantify, and understand substitutive systems. By empirically exploring three collected high-resolution datasets pertaining to such systems, I build a mechanistic model describing substitutions, which not only analytically predicts the universal macroscopic phenomenon discovered in the collected datasets, but also accurately captures the trajectories of individual items in a complex substitutive system, demonstrating a high degree of regularity and universality in substitutive systems. I also discuss the origins and insights of the parameters in the substitution model and possible generalization form of the mathematical framework. The systematical study of substitutive systems presented in this dissertation could potentially guide the understanding and prediction of all spreading phenomena driven by substitutions, from electric cars to scientific paradigms, and from renewable energy to new healthy habits.

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

NASA Astrophysics Data System (ADS)

Castaneda-Lopez, Homero

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

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

PubMed

Kumar, Jagadish; Ciccotti, M; Ananthakrishna, G

2008-04-01

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

ON JOINT DETERMINISTIC GRID MODELING AND SUB-GRID VARIABILITY CONCEPTUAL FRAMEWORK FOR MODEL EVALUATION

EPA Science Inventory

The general situation, (but exemplified in urban areas), where a significant degree of sub-grid variability (SGV) exists in grid models poses problems when comparing gridbased air quality modeling results with observations. Typically, grid models ignore or parameterize processes ...

A New Bayesian Approach for Estimating the Presence of a Suspected Compound in Routine Screening Analysis.

PubMed

Woldegebriel, Michael; Vivó-Truyols, Gabriel

2016-10-04

A novel method for compound identification in liquid chromatography-high resolution mass spectrometry (LC-HRMS) is proposed. The method, based on Bayesian statistics, accommodates all possible uncertainties involved, from instrumentation up to data analysis into a single model yielding the probability of the compound of interest being present/absent in the sample. This approach differs from the classical methods in two ways. First, it is probabilistic (instead of deterministic); hence, it computes the probability that the compound is (or is not) present in a sample. Second, it answers the hypothesis "the compound is present", opposed to answering the question "the compound feature is present". This second difference implies a shift in the way data analysis is tackled, since the probability of interfering compounds (i.e., isomers and isobaric compounds) is also taken into account.

Potential Impacts of Accelerated Climate Change

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

Leung, L. R.; Vail, L. W.

2016-05-31

This research project is part of the U.S. Nuclear Regulatory Commission’s (NRC’s) Probabilistic Flood Hazard Assessment (PFHA) Research plan in support of developing a risk-informed licensing framework for flood hazards and design standards at proposed new facilities and significance determination tools for evaluating potential deficiencies related to flood protection at operating facilities. The PFHA plan aims to build upon recent advances in deterministic, probabilistic, and statistical modeling of extreme precipitation events to develop regulatory tools and guidance for NRC staff with regard to PFHA for nuclear facilities. The tools and guidance developed under the PFHA plan will support and enhancemore » NRC’s capacity to perform thorough and efficient reviews of license applications and license amendment requests. They will also support risk-informed significance determination of inspection findings, unusual events, and other oversight activities.« less

Comparative interpretations of renormalization inversion technique for reconstructing unknown emissions from measured atmospheric concentrations

NASA Astrophysics Data System (ADS)

Singh, Sarvesh Kumar; Kumar, Pramod; Rani, Raj; Turbelin, Grégory

2017-04-01

The study highlights a theoretical comparison and various interpretations of a recent inversion technique, called renormalization, developed for the reconstruction of unknown tracer emissions from their measured concentrations. The comparative interpretations are presented in relation to the other inversion techniques based on principle of regularization, Bayesian, minimum norm, maximum entropy on mean, and model resolution optimization. It is shown that the renormalization technique can be interpreted in a similar manner to other techniques, with a practical choice of a priori information and error statistics, while eliminating the need of additional constraints. The study shows that the proposed weight matrix and weighted Gram matrix offer a suitable deterministic choice to the background error and measurement covariance matrices, respectively, in the absence of statistical knowledge about background and measurement errors. The technique is advantageous since it (i) utilizes weights representing a priori information apparent to the monitoring network, (ii) avoids dependence on background source estimates, (iii) improves on alternative choices for the error statistics, (iv) overcomes the colocalization problem in a natural manner, and (v) provides an optimally resolved source reconstruction. A comparative illustration of source retrieval is made by using the real measurements from a continuous point release conducted in Fusion Field Trials, Dugway Proving Ground, Utah.

Learning Kriging by an instructive program.

NASA Astrophysics Data System (ADS)

Cuador, José

2016-04-01

There are three types of problem classification: the deterministic, the approximated and the stochastic problems. First, in the deterministic problems the law of the phenomenon and the data are known in the entire domain and for each instant of time. In the approximated problems, the law of the phenomenon behavior is unknown but the data can be known in the entire domain and for each instant of time. In the stochastic problems much of the law and the data are unknown in the domain, so in this case the spatial behavior of the data can only be explained with probabilistic laws. This is the most important reason why the students of geo-sciences careers and others related careers need to take courses in advance estimation methods. A good example of this situation is the estimation grades in ore mineral deposit for which the Geostatistics was formalized by G. Matheron in 1962 [6]. Geostatistics is defined as the application of the theory of Random Function to the recognition and estimation of natural phenomenon [4]. Nowadays, Geostatistics is widely used in several fields of earth sciences, for example: Mining, Oil exploration, Environment, Agricultural, Forest and others [3]. It provides a wide variety of tools for spatial data analysis and allows analysing models which are subjected to degrees of uncertainty with the rigor of mathematics and formal statistical analysis [9]. Adequate models for the Kriging interpolator has been developed according to the data behavior; however there are two key steps in applying this interpolator properly: the semivariogram determination and the Kriging neighborhood selection. The main objective of this paper is to present these two elements using an instructive program.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2018-07-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-11-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Spatial and temporal variation of precipitation trends in Andhra Pradesh, India

NASA Astrophysics Data System (ADS)

Sivajothi, R.; Karthikeyan, K.

2017-11-01

Long-term samples of meteorological data are periodically necessary to assess the long standing effects of future hydrological changes. The evaluations are repeatedly undertaken using deterministic statistical analyze which requires daily weather data as input. Andhra Pradesh had experienced frequent disasters like cyclones, floods, droughts etc. The frequency and intensity of the hazardous events has been significantly increasing in there cent decades due to climatic changes and global warming. This model is being applied to all the districts of the state to evaluate the results of abnormally low rainfall and to evaluate possible adjustment polices. The final results shows that the lack of rainfall has larger influence on the living society and the major adaptation sustained by irrigation and the ecosystem which illustrates the potential of hydrological modelling for multiple dimensions of water resources. No significant trend has been detected for annual and seasonal precipitation in the entire state, some of the district’s annual and monsoon precipitation has decreased, and has increased during post monsoon and winter seasons.

Fuzzy membership functions for analysis of high-resolution CT images of diffuse pulmonary diseases.

PubMed

Almeida, Eliana; Rangayyan, Rangaraj M; Azevedo-Marques, Paulo M

2015-08-01

We propose the use of fuzzy membership functions to analyze images of diffuse pulmonary diseases (DPDs) based on fractal and texture features. The features were extracted from preprocessed regions of interest (ROIs) selected from high-resolution computed tomography images. The ROIs represent five different patterns of DPDs and normal lung tissue. A Gaussian mixture model (GMM) was constructed for each feature, with six Gaussians modeling the six patterns. Feature selection was performed and the GMMs of the five significant features were used. From the GMMs, fuzzy membership functions were obtained by a probability-possibility transformation and further statistical analysis was performed. An average classification accuracy of 63.5% was obtained for the six classes. For four of the six classes, the classification accuracy was superior to 65%, and the best classification accuracy was 75.5% for one class. The use of fuzzy membership functions to assist in pattern classification is an alternative to deterministic approaches to explore strategies for medical diagnosis.

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

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; MacLaurin, James

2018-06-01

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

Effects of Noise on Ecological Invasion Processes: Bacteriophage-mediated Competition in Bacteria

NASA Astrophysics Data System (ADS)

Joo, Jaewook; Eric, Harvill; Albert, Reka

2007-03-01

Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to a more vulnerable resident species, is one of the principle driving forces influencing biodiversity in nature. Using an experimental system of bacteriophage-mediated competition in bacterial populations and a deterministic model, we have shown in [Joo et al 2005] that the competitive advantage conferred by the phage depends only on the relative phage pathology and is independent of the initial phage concentration and other phage and host parameters such as the infection-causing contact rate, the spontaneous and infection-induced lysis rates, and the phage burst size. Here we investigate the effects of stochastic fluctuations on bacterial invasion facilitated by bacteriophage, and examine the validity of the deterministic approach. We use both numerical and analytical methods of stochastic processes to identify the source of noise and assess its magnitude. We show that the conclusions obtained from the deterministic model are robust against stochastic fluctuations, yet deviations become prominently large when the phage are more pathological to the invading bacterial strain.

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Modelling the interaction between flooding events and economic growth

NASA Astrophysics Data System (ADS)

Grames, J.; Prskawetz, A.; Grass, D.; Blöschl, G.

2015-06-01

Socio-hydrology describes the interaction between the socio-economy and water. Recent models analyze the interplay of community risk-coping culture, flooding damage and economic growth (Di Baldassarre et al., 2013; Viglione et al., 2014). These models descriptively explain the feedbacks between socio-economic development and natural disasters like floods. Contrary to these descriptive models, our approach develops an optimization model, where the intertemporal decision of an economic agent interacts with the hydrological system. In order to build this first economic growth model describing the interaction between the consumption and investment decisions of an economic agent and the occurrence of flooding events, we transform an existing descriptive stochastic model into an optimal deterministic model. The intermediate step is to formulate and simulate a descriptive deterministic model. We develop a periodic water function to approximate the former discrete stochastic time series of rainfall events. Due to the non-autonomous exogenous periodic rainfall function the long-term path of consumption and investment will be periodic.

Foundations of modelling of nonequilibrium low-temperature plasmas

NASA Astrophysics Data System (ADS)

Alves, L. L.; Bogaerts, A.; Guerra, V.; Turner, M. M.

2018-02-01

This work explains the need for plasma models, introduces arguments for choosing the type of model that better fits the purpose of each study, and presents the basics of the most common nonequilibrium low-temperature plasma models and the information available from each one, along with an extensive list of references for complementary in-depth reading. The paper presents the following models, organised according to the level of multi-dimensional description of the plasma: kinetic models, based on either a statistical particle-in-cell/Monte-Carlo approach or the solution to the Boltzmann equation (in the latter case, special focus is given to the description of the electron kinetics); multi-fluid models, based on the solution to the hydrodynamic equations; global (spatially-average) models, based on the solution to the particle and energy rate-balance equations for the main plasma species, usually including a very complete reaction chemistry; mesoscopic models for plasma-surface interaction, adopting either a deterministic approach or a stochastic dynamical Monte-Carlo approach. For each plasma model, the paper puts forward the physics context, introduces the fundamental equations, presents advantages and limitations, also from a numerical perspective, and illustrates its application with some examples. Whenever pertinent, the interconnection between models is also discussed, in view of multi-scale hybrid approaches.

Automated Calibration For Numerical Models Of Riverflow

NASA Astrophysics Data System (ADS)

Fernandez, Betsaida; Kopmann, Rebekka; Oladyshkin, Sergey

2017-04-01

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

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

PubMed

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

2018-05-25

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

MIMICKING COUNTERFACTUAL OUTCOMES TO ESTIMATE CAUSAL EFFECTS.

PubMed

Lok, Judith J

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Probabilistic volcanic hazard assessments of Pyroclastic Density Currents: ongoing practices and future perspectives

NASA Astrophysics Data System (ADS)

Tierz, Pablo; Sandri, Laura; Ramona Stefanescu, Elena; Patra, Abani; Marzocchi, Warner; Costa, Antonio; Sulpizio, Roberto

2014-05-01

Explosive volcanoes and, especially, Pyroclastic Density Currents (PDCs) pose an enormous threat to populations living in the surroundings of volcanic areas. Difficulties in the modeling of PDCs are related to (i) very complex and stochastic physical processes, intrinsic to their occurrence, and (ii) to a lack of knowledge about how these processes actually form and evolve. This means that there are deep uncertainties (namely, of aleatory nature due to point (i) above, and of epistemic nature due to point (ii) above) associated to the study and forecast of PDCs. Consequently, the assessment of their hazard is better described in terms of probabilistic approaches rather than by deterministic ones. What is actually done to assess probabilistic hazard from PDCs is to couple deterministic simulators with statistical techniques that can, eventually, supply probabilities and inform about the uncertainties involved. In this work, some examples of both PDC numerical simulators (Energy Cone and TITAN2D) and uncertainty quantification techniques (Monte Carlo sampling -MC-, Polynomial Chaos Quadrature -PCQ- and Bayesian Linear Emulation -BLE-) are presented, and their advantages, limitations and future potential are underlined. The key point in choosing a specific method leans on the balance between its related computational cost, the physical reliability of the simulator and the pursued target of the hazard analysis (type of PDCs considered, time-scale selected for the analysis, particular guidelines received from decision-making agencies, etc.). Although current numerical and statistical techniques have brought important advances in probabilistic volcanic hazard assessment from PDCs, some of them may be further applicable to more sophisticated simulators. In addition, forthcoming improvements could be focused on three main multidisciplinary directions: 1) Validate the simulators frequently used (through comparison with PDC deposits and other simulators), 2) Decrease simulator runtimes (whether by increasing the knowledge about the physical processes or by doing more efficient programming, parallelization, ...) and 3) Improve uncertainty quantification techniques.

Hydrologic Design in the Anthropocene

NASA Astrophysics Data System (ADS)

Vogel, R. M.; Farmer, W. H.; Read, L.

2014-12-01

In an era dubbed the Anthropocene, the natural world is being transformed by a myriad of human influences. As anthropogenic impacts permeate hydrologic systems, hydrologists are challenged to fully account for such changes and develop new methods of hydrologic design. Deterministic watershed models (DWM), which can account for the impacts of changes in land use, climate and infrastructure, are becoming increasing popular for the design of flood and/or drought protection measures. As with all models that are calibrated to existing datasets, DWMs are subject to model error or uncertainty. In practice, the model error component of DWM predictions is typically ignored yet DWM simulations which ignore model error produce model output which cannot reproduce the statistical properties of the observations they are intended to replicate. In the context of hydrologic design, we demonstrate how ignoring model error can lead to systematic downward bias in flood quantiles, upward bias in drought quantiles and upward bias in water supply yields. By reincorporating model error, we document how DWM models can be used to generate results that mimic actual observations and preserve their statistical behavior. In addition to use of DWM for improved predictions in a changing world, improved communication of the risk and reliability is also needed. Traditional statements of risk and reliability in hydrologic design have been characterized by return periods, but such statements often assume that the annual probability of experiencing a design event remains constant throughout the project horizon. We document the general impact of nonstationarity on the average return period and reliability in the context of hydrologic design. Our analyses reveal that return periods do not provide meaningful expressions of the likelihood of future hydrologic events. Instead, knowledge of system reliability over future planning horizons can more effectively prepare society and communicate the likelihood of future hydrologic events of interest.

Reliability approach to rotating-component design. [fatigue life and stress concentration

NASA Technical Reports Server (NTRS)

Kececioglu, D. B.; Lalli, V. R.

1975-01-01

A probabilistic methodology for designing rotating mechanical components using reliability to relate stress to strength is explained. The experimental test machines and data obtained for steel to verify this methodology are described. A sample mechanical rotating component design problem is solved by comparing a deterministic design method with the new design-by reliability approach. The new method shows that a smaller size and weight can be obtained for specified rotating shaft life and reliability, and uses the statistical distortion-energy theory with statistical fatigue diagrams for optimum shaft design. Statistical methods are presented for (1) determining strength distributions for steel experimentally, (2) determining a failure theory for stress variations in a rotating shaft subjected to reversed bending and steady torque, and (3) relating strength to stress by reliability.

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.

Uniqueness of Nash equilibrium in vaccination games.

PubMed

Bai, Fan

2016-12-01

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

Automated Assume-Guarantee Reasoning by Abstraction Refinement

NASA Technical Reports Server (NTRS)

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

2008-01-01

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

The Constitutive Modeling of Thin Films with Randon Material Wrinkles

NASA Technical Reports Server (NTRS)

Murphey, Thomas W.; Mikulas, Martin M.

2001-01-01

Material wrinkles drastically alter the structural constitutive properties of thin films. Normally linear elastic materials, when wrinkled, become highly nonlinear and initially inelastic. Stiffness' reduced by 99% and negative Poisson's ratios are typically observed. This paper presents an effective continuum constitutive model for the elastic effects of material wrinkles in thin films. The model considers general two-dimensional stress and strain states (simultaneous bi-axial and shear stress/strain) and neglects out of plane bending. The constitutive model is derived from a traditional mechanics analysis of an idealized physical model of random material wrinkles. Model parameters are the directly measurable wrinkle characteristics of amplitude and wavelength. For these reasons, the equations are mechanistic and deterministic. The model is compared with bi-axial tensile test data for wrinkled Kaptong(Registered Trademark) HN and is shown to deterministically predict strain as a function of stress with an average RMS error of 22%. On average, fitting the model to test data yields an RMS error of 1.2%

INTEGRATED PLANNING MODEL - EPA APPLICATIONS

EPA Science Inventory

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

On the applicability of low-dimensional models for convective flow reversals at extreme Prandtl numbers

NASA Astrophysics Data System (ADS)

Mannattil, Manu; Pandey, Ambrish; Verma, Mahendra K.; Chakraborty, Sagar

2017-12-01

Constructing simpler models, either stochastic or deterministic, for exploring the phenomenon of flow reversals in fluid systems is in vogue across disciplines. Using direct numerical simulations and nonlinear time series analysis, we illustrate that the basic nature of flow reversals in convecting fluids can depend on the dimensionless parameters describing the system. Specifically, we find evidence of low-dimensional behavior in flow reversals occurring at zero Prandtl number, whereas we fail to find such signatures for reversals at infinite Prandtl number. Thus, even in a single system, as one varies the system parameters, one can encounter reversals that are fundamentally different in nature. Consequently, we conclude that a single general low-dimensional deterministic model cannot faithfully characterize flow reversals for every set of parameter values.

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

PubMed

Dinov, Martin; Leech, Robert

2017-01-01

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

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

PubMed Central

Dinov, Martin; Leech, Robert

2017-01-01

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

A top-down approach to projecting market impacts of climate change

NASA Astrophysics Data System (ADS)

Lemoine, Derek; Kapnick, Sarah

2016-01-01

To evaluate policies to reduce greenhouse-gas emissions, economic models require estimates of how future climate change will affect well-being. So far, nearly all estimates of the economic impacts of future warming have been developed by combining estimates of impacts in individual sectors of the economy. Recent work has used variation in warming over time and space to produce top-down estimates of how past climate and weather shocks have affected economic output. Here we propose a statistical framework for converting these top-down estimates of past economic costs of regional warming into projections of the economic cost of future global warming. Combining the latest physical climate models, socioeconomic projections, and economic estimates of past impacts, we find that future warming could raise the expected rate of economic growth in richer countries, reduce the expected rate of economic growth in poorer countries, and increase the variability of growth by increasing the climate's variability. This study suggests we should rethink the focus on global impacts and the use of deterministic frameworks for modelling impacts and policy.

The ARPAL operational high resolution Poor Man's Ensemble, description and validation

NASA Astrophysics Data System (ADS)

Corazza, Matteo; Sacchetti, Davide; Antonelli, Marta; Drofa, Oxana

2018-05-01

The Meteo Hydrological Functional Center for Civil Protection of the Environmental Protection Agency of the Liguria Region is responsible for issuing forecasts primarily aimed at the Civil Protection needs. Several deterministic high resolution models, run every 6 or 12 h, are regularly used in the Center to elaborate weather forecasts at short to medium range. The Region is frequently affected by severe flash floods over its very small basins, characterized by a steep orography close to the sea. These conditions led the Center in the past years to pay particular attention to the use and development of high resolution model chains for explicit simulation of convective phenomena. For years, the availability of several models has been used by the forecasters for subjective analyses of the potential evolution of the atmosphere and of its uncertainty. More recently, an Interactive Poor Man's Ensemble has been developed, aimed at providing statistical ensemble variables to help forecaster's evaluations. In this paper the structure of this system is described and results are validated using the regional dense ground observational network.

Technical note: Combining quantile forecasts and predictive distributions of streamflows

NASA Astrophysics Data System (ADS)

Bogner, Konrad; Liechti, Katharina; Zappa, Massimiliano

2017-11-01

The enhanced availability of many different hydro-meteorological modelling and forecasting systems raises the issue of how to optimally combine this great deal of information. Especially the usage of deterministic and probabilistic forecasts with sometimes widely divergent predicted future streamflow values makes it even more complicated for decision makers to sift out the relevant information. In this study multiple streamflow forecast information will be aggregated based on several different predictive distributions, and quantile forecasts. For this combination the Bayesian model averaging (BMA) approach, the non-homogeneous Gaussian regression (NGR), also known as the ensemble model output statistic (EMOS) techniques, and a novel method called Beta-transformed linear pooling (BLP) will be applied. By the help of the quantile score (QS) and the continuous ranked probability score (CRPS), the combination results for the Sihl River in Switzerland with about 5 years of forecast data will be compared and the differences between the raw and optimally combined forecasts will be highlighted. The results demonstrate the importance of applying proper forecast combination methods for decision makers in the field of flood and water resource management.

Effects of vertical shear in modelling horizontal oceanic dispersion

NASA Astrophysics Data System (ADS)

Lanotte, A. S.; Corrado, R.; Palatella, L.; Pizzigalli, C.; Schipa, I.; Santoleri, R.

2016-02-01

The effect of vertical shear on the horizontal dispersion properties of passive tracer particles on the continental shelf of the South Mediterranean is investigated by means of observation and model data. In situ current measurements reveal that vertical gradients of horizontal velocities in the upper mixing layer decorrelate quite fast ( ˜ 1 day), whereas an eddy-permitting ocean model, such as the Mediterranean Forecasting System, tends to overestimate such decorrelation time because of finite resolution effects. Horizontal dispersion, simulated by the Mediterranean sea Forecasting System, is mostly affected by: (1) unresolved scale motions, and mesoscale motions that are largely smoothed out at scales close to the grid spacing; (2) poorly resolved time variability in the profiles of the horizontal velocities in the upper layer. For the case study we have analysed, we show that a suitable use of deterministic kinematic parametrizations is helpful to implement realistic statistical features of tracer dispersion in two and three dimensions. The approach here suggested provides a functional tool to control the horizontal spreading of small organisms or substance concentrations, and is thus relevant for marine biology, pollutant dispersion as well as oil spill applications.

Nested sparse grid collocation method with delay and transformation for subsurface flow and transport problems

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-06-01

In numerical modeling of subsurface flow and transport problems, formation properties may not be deterministically characterized, which leads to uncertainty in simulation results. In this study, we propose a sparse grid collocation method, which adopts nested quadrature rules with delay and transformation to quantify the uncertainty of model solutions. We show that the nested Kronrod-Patterson-Hermite quadrature is more efficient than the unnested Gauss-Hermite quadrature. We compare the convergence rates of various quadrature rules including the domain truncation and domain mapping approaches. To further improve accuracy and efficiency, we present a delayed process in selecting quadrature nodes and a transformed process for approximating unsmooth or discontinuous solutions. The proposed method is tested by an analytical function and in one-dimensional single-phase and two-phase flow problems with different spatial variances and correlation lengths. An additional example is given to demonstrate its applicability to three-dimensional black-oil models. It is found from these examples that the proposed method provides a promising approach for obtaining satisfactory estimation of the solution statistics and is much more efficient than the Monte-Carlo simulations.

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

Topology optimization under stochastic stiffness

NASA Astrophysics Data System (ADS)

Asadpoure, Alireza

Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations for the response quantities allow for efficient and accurate calculation of sensitivities of response statistics with respect to the design variables. The proposed methods are shown to be successful at generating robust optimal topologies. Examples from topology optimization in continuum and discrete domains (truss structures) under uncertainty are presented. It is also shown that proposed methods lead to significant computational savings when compared to Monte Carlo-based optimization which involve multiple formations and inversions of the global stiffness matrix and that results obtained from the proposed method are in excellent agreement with those obtained from a Monte Carlo-based optimization algorithm.

Atomic clocks and the continuous-time random-walk

NASA Astrophysics Data System (ADS)

Formichella, Valerio; Camparo, James; Tavella, Patrizia

2017-11-01

Atomic clocks play a fundamental role in many fields, most notably they generate Universal Coordinated Time and are at the heart of all global navigation satellite systems. Notwithstanding their excellent timekeeping performance, their output frequency does vary: it can display deterministic frequency drift; diverse continuous noise processes result in nonstationary clock noise (e.g., random-walk frequency noise, modelled as a Wiener process), and the clock frequency may display sudden changes (i.e., "jumps"). Typically, the clock's frequency instability is evaluated by the Allan or Hadamard variances, whose functional forms can identify the different operative noise processes. Here, we show that the Allan and Hadamard variances of a particular continuous-time random-walk, the compound Poisson process, have the same functional form as for a Wiener process with drift. The compound Poisson process, introduced as a model for observed frequency jumps, is an alternative to the Wiener process for modelling random walk frequency noise. This alternate model fits well the behavior of the rubidium clocks flying on GPS Block-IIR satellites. Further, starting from jump statistics, the model can be improved by considering a more general form of continuous-time random-walk, and this could bring new insights into the physics of atomic clocks.

An Evaluation Tool for CONUS-Scale Estimates of Components of the Water Balance

NASA Astrophysics Data System (ADS)

Saxe, S.; Hay, L.; Farmer, W. H.; Markstrom, S. L.; Kiang, J. E.

2016-12-01

Numerous research groups are independently developing data products to represent various components of the water balance (e.g. runoff, evapotranspiration, recharge, snow water equivalent, soil moisture, and climate) at the scale of the conterminous United States. These data products are derived from a range of sources, including direct measurement, remotely-sensed measurement, and statistical and deterministic model simulations. An evaluation tool is needed to compare these data products and the components of the water balance they contain in order to identify the gaps in the understanding and representation of continental-scale hydrologic processes. An ideal tool will be an objective, universally agreed upon, framework to address questions related to closing the water balance. This type of generic, model agnostic evaluation tool would facilitate collaboration amongst different hydrologic research groups and improve modeling capabilities with respect to continental-scale water resources. By adopting a comprehensive framework to consider hydrologic modeling in the context of a complete water balance, it is possible to identify weaknesses in process modeling, data product representation and regional hydrologic variation. As part of its National Water Census initiative, the U.S. Geological survey is facilitating this dialogue to developing prototype evaluation tools.

Climatology and Predictability of Cool-Season High Wind Events in the New York City Metropolitan and Surrounding Area

NASA Astrophysics Data System (ADS)

Layer, Michael

Damaging wind events not associated with severe convective storms or tropical cyclones can occur over the Northeast U.S. during the cool season and can cause significant problems with transportation, infrastructure, and public safety. These non-convective wind events (NCWEs) events are difficult for operational forecasters to predict in the NYC region as revealed by relatively poor verification statistics in recent years. This study investigates the climatology of NCWEs occurring between 15 September and 15 May over 13 seasons from 2000-2001 through 2012-2013. The events are broken down into three distinct types commonly observed in the region: pre-cold frontal (PRF), post-cold frontal (POF), and nor'easter/coastal storm (NEC) cases. Relationships between observed winds and some atmospheric parameters such as 900 hPa height gradient, 3-hour MSLP tendency, low-level wind profile, and stability are also studied. Overall, PRF and NEC events exhibit stronger height gradients, stronger low-level winds, and stronger low-level stability than POF events. Model verification is also conducted over the 2009-2014 time period using the Short Range Ensemble Forecast system (SREF) from the National Centers for Environmental Prediction (NCEP). Both deterministic and probabilistic verification metrics are used to evaluate the performance of the ensemble during NCWEs. Although the SREF has better forecast skill than most of the deterministic SREF control members, it is rather poorly calibrated, and exhibits a significant overforecasting, or positive wind speed bias in the lower atmosphere.

An analytical framework to assist decision makers in the use of forest ecosystem model predictions

USDA-ARS?s Scientific Manuscript database

The predictions of most terrestrial ecosystem models originate from deterministic simulations. Relatively few uncertainty evaluation exercises in model outputs are performed by either model developers or users. This issue has important consequences for decision makers who rely on models to develop n...

A data-driven multi-model methodology with deep feature selection for short-term wind forecasting

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

Feng, Cong; Cui, Mingjian; Hodge, Bri-Mathias

With the growing wind penetration into the power system worldwide, improving wind power forecasting accuracy is becoming increasingly important to ensure continued economic and reliable power system operations. In this paper, a data-driven multi-model wind forecasting methodology is developed with a two-layer ensemble machine learning technique. The first layer is composed of multiple machine learning models that generate individual forecasts. A deep feature selection framework is developed to determine the most suitable inputs to the first layer machine learning models. Then, a blending algorithm is applied in the second layer to create an ensemble of the forecasts produced by firstmore » layer models and generate both deterministic and probabilistic forecasts. This two-layer model seeks to utilize the statistically different characteristics of each machine learning algorithm. A number of machine learning algorithms are selected and compared in both layers. This developed multi-model wind forecasting methodology is compared to several benchmarks. The effectiveness of the proposed methodology is evaluated to provide 1-hour-ahead wind speed forecasting at seven locations of the Surface Radiation network. Numerical results show that comparing to the single-algorithm models, the developed multi-model framework with deep feature selection procedure has improved the forecasting accuracy by up to 30%.« less

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

USGS Publications Warehouse

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

2008-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Robust Planning for Effects-Based Operations

DTIC Science & Technology

2006-06-01

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

Application of Wavelet Filters in an Evaluation of Photochemical Model Performance

EPA Science Inventory

Air quality model evaluation can be enhanced with time-scale specific comparisons of outputs and observations. For example, high-frequency (hours to one day) time scale information in observed ozone is not well captured by deterministic models and its incorporation into model pe...

FACTORS INFLUENCING TOTAL DIETARY EXPOSURES OF YOUNG CHILDREN

EPA Science Inventory

A deterministic model was developed to identify the critical input parameters needed to assess dietary intakes of young children. The model was used as a framework for understanding the important factors in data collection and data analysis. Factors incorporated into the model i...

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

PubMed

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

2017-05-03

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

Deterministic generation of remote entanglement with active quantum feedback

DOE PAGES

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

2015-12-10

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

Application of deterministic deconvolution of ground-penetrating radar data in a study of carbonate strata

USGS Publications Warehouse

Xia, J.; Franseen, E.K.; Miller, R.D.; Weis, T.V.

2004-01-01

We successfully applied deterministic deconvolution to real ground-penetrating radar (GPR) data by using the source wavelet that was generated in and transmitted through air as the operator. The GPR data were collected with 400-MHz antennas on a bench adjacent to a cleanly exposed quarry face. The quarry site is characterized by horizontally bedded carbonate strata with shale partings. In order to provide groundtruth for this deconvolution approach, 23 conductive rods were drilled into the quarry face at key locations. The steel rods provided critical information for: (1) correlation between reflections on GPR data and geologic features exposed in the quarry face, (2) GPR resolution limits, (3) accuracy of velocities calculated from common midpoint data and (4) identifying any multiples. Comparing the results of deconvolved data with non-deconvolved data demonstrates the effectiveness of deterministic deconvolution in low dielectric-loss media for increased accuracy of velocity models (improved at least 10-15% in our study after deterministic deconvolution), increased vertical and horizontal resolution of specific geologic features and more accurate representation of geologic features as confirmed from detailed study of the adjacent quarry wall. ?? 2004 Elsevier B.V. All rights reserved.

Exploiting the atmosphere's memory for monthly, seasonal and interannual temperature forecasting using Scaling LInear Macroweather Model (SLIMM)

NASA Astrophysics Data System (ADS)

Del Rio Amador, Lenin; Lovejoy, Shaun

2016-04-01

Traditionally, most of the models for prediction of the atmosphere behavior in the macroweather and climate regimes follow a deterministic approach. However, modern ensemble forecasting systems using stochastic parameterizations are in fact deterministic/ stochastic hybrids that combine both elements to yield a statistical distribution of future atmospheric states. Nevertheless, the result is both highly complex (both numerically and theoretically) as well as being theoretically eclectic. In principle, it should be advantageous to exploit higher level turbulence type scaling laws. Concretely, in the case for the Global Circulation Models (GCM's), due to sensitive dependence on initial conditions, there is a deterministic predictability limit of the order of 10 days. When these models are coupled with ocean, cryosphere and other process models to make long range, climate forecasts, the high frequency "weather" is treated as a driving noise in the integration of the modelling equations. Following Hasselman, 1976, this has led to stochastic models that directly generate the noise, and model the low frequencies using systems of integer ordered linear ordinary differential equations, the most well-known are the Linear Inverse Models (LIM). For annual global scale forecasts, they are somewhat superior to the GCM's and have been presented as a benchmark for surface temperature forecasts with horizons up to decades. A key limitation for the LIM approach is that it assumes that the temperature has only short range (exponential) decorrelations. In contrast, an increasing body of evidence shows that - as with the models - the atmosphere respects a scale invariance symmetry leading to power laws with potentially enormous memories so that LIM greatly underestimates the memory of the system. In this talk we show that, due to the relatively low macroweather intermittency, the simplest scaling models - fractional Gaussian noise - can be used for making greatly improved forecasts. The corresponding space-time model (the ScaLIng Macroweather Model (SLIMM) is thus only multifractal in space where the spatial intermittency is associated with different climate zones. SLIMM exploits the power law (scaling) behavior in time of the temperature field and uses the long historical memory of the temperature series to improve the skill. The only model parameter is the fluctuation scaling exponent, H (usually in the range -0.5 - 0), which is directly related to the skill and can be obtained from the data. The results predicted analytically by the model have been tested by performing actual hindcasts in different 5° x 5° regions covering the planet using ERA-Interim, 20CRv2 and NCEP/NCAR reanalysis as reference datasets. We report maps of theoretical skill predicted by the model and we compare it with actual skill based on hindcasts for monthly, seasonal and annual resolutions. We also present maps of calibrated probability hindcasts with their respective validations. Comparisons between our results using SLIMM, some other stochastic autoregressive model, and hindcasts from the Canadian Seasonal to Interannual Prediction System (CanSIPS) and the National Centers for Environmental Prediction (NCEP)'s model CFSv2, are also shown. For seasonal temperature forecasts, SLIMM outperforms the GCM based forecasts in over 90% of the earth's surface. SLIMM forecasts can be accessed online through the site: http://www.to_be_announced.mcgill.ca.

Probabilistic properties of the Curve Number

NASA Astrophysics Data System (ADS)

Rutkowska, Agnieszka; Banasik, Kazimierz; Kohnova, Silvia; Karabova, Beata

2013-04-01

The determination of the Curve Number (CN) is fundamental for the hydrological rainfall-runoff SCS-CN method which assesses the runoff volume in small catchments. The CN depends on geomorphologic and physiographic properties of the catchment and traditionally it is assumed to be constant for each catchment. Many practitioners and researchers observe, however, that the parameter is characterized by a variability. This sometimes causes inconsistency in the river discharge prediction using the SCS-CN model. Hence probabilistic and statistical methods are advisable to investigate the CN as a random variable and to complement and improve the deterministic model. The results that will be presented contain determination of the probabilistic properties of the CNs for various Slovakian and Polish catchments using statistical methods. The detailed study concerns the description of empirical distributions (characteristics, QQ-plots and coefficients of goodness of fit, histograms), testing of the statistical hypotheses about some theoretical distributions (Kolmogorov-Smirnow, Anderson-Darling, Cramer-von Mises, χ2, Shapiro-Wilk), construction of confidence intervals and comparisons among catchments. The relationship between confidence intervals and the ARC soil classification will also be performed. The comparison between the border values of the confidence intervals and the ARC I and ARC III conditions is crucial for further modeling. The study of the response of the catchment to the stormy rainfall depth when the variability of the CN arises is also of special interest. ACKNOWLEDGMENTS The investigation described in the contribution has been initiated by first Author research visit to Technical University of Bratislava in 2012 within a STSM of the COST Action ES0901. Data used here have been provided by research project no. N N305 396238 founded by PL-Ministry of Science and Higher Education. The support provided by the organizations is gratefully acknowledged.

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

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

PubMed

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

1999-01-01

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

The Stochastic Parcel Model: A deterministic parameterization of stochastically entraining convection

DOE PAGES

Romps, David M.

2016-03-01

Convective entrainment is a process that is poorly represented in existing convective parameterizations. By many estimates, convective entrainment is the leading source of error in global climate models. As a potential remedy, an Eulerian implementation of the Stochastic Parcel Model (SPM) is presented here as a convective parameterization that treats entrainment in a physically realistic and computationally efficient way. Drawing on evidence that convecting clouds comprise air parcels subject to Poisson-process entrainment events, the SPM calculates the deterministic limit of an infinite number of such parcels. For computational efficiency, the SPM groups parcels at each height by their purity, whichmore » is a measure of their total entrainment up to that height. This reduces the calculation of convective fluxes to a sequence of matrix multiplications. The SPM is implemented in a single-column model and compared with a large-eddy simulation of deep convection.« less

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

USGS Publications Warehouse

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

2015-01-01

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

Production scheduling and rescheduling with genetic algorithms.

PubMed

Bierwirth, C; Mattfeld, D C

1999-01-01

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

Scaling relationships of channel networks at large scales: Examples from two large-magnitude watersheds in Brittany, France

NASA Astrophysics Data System (ADS)

Crave, A.; Davy, P.

1997-01-01

We present a statistical analysis on two watersheds in French Brittany whose drainage areas are about 10,000 and 2000 km2. The channel system was analysed from the digitised blue lines of the 1:100,000 map and from a 250-m DEM. Link lengths follow an exponential distribution, consistent with the Markovian model of channel branching proposed by Smart (1968). The departure from the exponential distribution for small lengths, that has been extensively discussed before, results from a statistical effect due to the finite number of channels and junctions. The Strahler topology applied on channels defines a self-similar organisation whose similarity dimension is about 1.7, that is clearly smaller than the value of 2 expected for a random organisation. The similarity dimension is consistent with an independent measurement of the Horton ratios of stream numbers and lengths. The variables defined by an upstream integral (drainage area, mainstream length, upstream length) follow power-law distributions limited at large scales by a finite size effect, due to the finite area of the watersheds. A special emphasis is given to the exponent of the drainage area, aA, that has been previously discussed in the context of different aggregation models relevant to channel network growth. We show that aA is consistent with 4/3, a value that was obtained and analytically demonstrated from directed random walk aggregating models, inspired by the model of Scheidegger (1967). The drainage density and mainstream length present no simple scaling with area, except at large areas where they tend to trivial values: constant density and square root of drainage area, respectively. These asymptotic limits necessarily imply that the space dimension of channel networks is 2, equal to the embedding space. The limits are reached for drainage areas larger than 100 km2. For smaller areas, the asymptotic limit represents either a lower bound (drainage density) or an upper bound (mainstream length) of the distributions. Because the fluctuations of the drainage density slowly converge to a finite limit, the system could be adequately described as a fat fractal, where the average drainage density is the sum of a constant plus a fluctuation decreasing as a power law with integrating area. A fat fractal hypothesis could explain why the similarity dimension is not equal to the fractal capacity dimension, as it is for thin fractals. The physical consequences are not yet really understood, but we draw an analogy with a directed aggregating system where the growth process involves both stochastic and deterministic growth. These models are known to be fat fractals, and the deterministic growth, which constitutes a fundamental ingredient of these models, could be attributed in river systems to the role of terrestrial gravity.