First-Principles Modeling Of Electromagnetic Scattering By Discrete and Discretely Heterogeneous Random Media

NASA Technical Reports Server (NTRS)

Mishchenko, Michael I.; Dlugach, Janna M.; Yurkin, Maxim A.; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R. Lee; Travis, Larry D.; Yang, Ping; Zakharova, Nadezhda T.

2016-01-01

A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ, or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell's equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell- Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell-Lorentz equations, we trace the development of the first principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies.

First-principles modeling of electromagnetic scattering by discrete and discretely heterogeneous random media.

PubMed

Mishchenko, Michael I; Dlugach, Janna M; Yurkin, Maxim A; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R Lee; Travis, Larry D; Yang, Ping; Zakharova, Nadezhda T

2016-05-16

A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ , or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell's equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell-Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell-Lorentz equations, we trace the development of the first-principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies.

First-principles modeling of electromagnetic scattering by discrete and discretely heterogeneous random media

PubMed Central

Mishchenko, Michael I.; Dlugach, Janna M.; Yurkin, Maxim A.; Bi, Lei; Cairns, Brian; Liu, Li; Panetta, R. Lee; Travis, Larry D.; Yang, Ping; Zakharova, Nadezhda T.

2018-01-01

A discrete random medium is an object in the form of a finite volume of a vacuum or a homogeneous material medium filled with quasi-randomly and quasi-uniformly distributed discrete macroscopic impurities called small particles. Such objects are ubiquitous in natural and artificial environments. They are often characterized by analyzing theoretically the results of laboratory, in situ, or remote-sensing measurements of the scattering of light and other electromagnetic radiation. Electromagnetic scattering and absorption by particles can also affect the energy budget of a discrete random medium and hence various ambient physical and chemical processes. In either case electromagnetic scattering must be modeled in terms of appropriate optical observables, i.e., quadratic or bilinear forms in the field that quantify the reading of a relevant optical instrument or the electromagnetic energy budget. It is generally believed that time-harmonic Maxwell’s equations can accurately describe elastic electromagnetic scattering by macroscopic particulate media that change in time much more slowly than the incident electromagnetic field. However, direct solutions of these equations for discrete random media had been impracticable until quite recently. This has led to a widespread use of various phenomenological approaches in situations when their very applicability can be questioned. Recently, however, a new branch of physical optics has emerged wherein electromagnetic scattering by discrete and discretely heterogeneous random media is modeled directly by using analytical or numerically exact computer solutions of the Maxwell equations. Therefore, the main objective of this Report is to formulate the general theoretical framework of electromagnetic scattering by discrete random media rooted in the Maxwell–Lorentz electromagnetics and discuss its immediate analytical and numerical consequences. Starting from the microscopic Maxwell–Lorentz equations, we trace the development of the first-principles formalism enabling accurate calculations of monochromatic and quasi-monochromatic scattering by static and randomly varying multiparticle groups. We illustrate how this general framework can be coupled with state-of-the-art computer solvers of the Maxwell equations and applied to direct modeling of electromagnetic scattering by representative random multi-particle groups with arbitrary packing densities. This first-principles modeling yields general physical insights unavailable with phenomenological approaches. We discuss how the first-order-scattering approximation, the radiative transfer theory, and the theory of weak localization of electromagnetic waves can be derived as immediate corollaries of the Maxwell equations for very specific and well-defined kinds of particulate medium. These recent developments confirm the mesoscopic origin of the radiative transfer, weak localization, and effective-medium regimes and help evaluate the numerical accuracy of widely used approximate modeling methodologies. PMID:29657355

Power-law Exponent in Multiplicative Langevin Equation with Temporally Correlated Noise

NASA Astrophysics Data System (ADS)

Morita, Satoru

2018-05-01

Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. For discrete-time systems, the power-law exponent is known to decrease as the autocorrelation time of the multiplier increases. However, for continuous-time systems, it is not yet clear how the temporal correlation affects the power-law behavior. Herein, we analytically investigated a multiplicative Langevin equation with colored noise. We show that the power-law exponent depends on the details of the multiplicative noise, in contrast to the case of discrete-time systems.

Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle.

PubMed

Shalymov, Dmitry S; Fradkov, Alexander L

2016-01-01

We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined.

Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle

PubMed Central

2016-01-01

We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined. PMID:26997886

A Spectral Analysis of Discrete-Time Quantum Walks Related to the Birth and Death Chains

NASA Astrophysics Data System (ADS)

Ho, Choon-Lin; Ide, Yusuke; Konno, Norio; Segawa, Etsuo; Takumi, Kentaro

2018-04-01

In this paper, we consider a spectral analysis of discrete time quantum walks on the path. For isospectral coin cases, we show that the time averaged distribution and stationary distributions of the quantum walks are described by the pair of eigenvalues of the coins as well as the eigenvalues and eigenvectors of the corresponding random walks which are usually referred as the birth and death chains. As an example of the results, we derive the time averaged distribution of so-called Szegedy's walk which is related to the Ehrenfest model. It is represented by Krawtchouk polynomials which is the eigenvectors of the model and includes the arcsine law.

Localization on Quantum Graphs with Random Vertex Couplings

NASA Astrophysics Data System (ADS)

Klopp, Frédéric; Pankrashkin, Konstantin

2008-05-01

We consider Schrödinger operators on a class of periodic quantum graphs with randomly distributed Kirchhoff coupling constants at all vertices. We obtain necessary conditions for localization on quantum graphs in terms of finite volume criteria for some energy-dependent discrete Hamiltonians. These conditions hold in the strong disorder limit and at the spectral edges.

Influence of the random walk finite step on the first-passage probability

NASA Astrophysics Data System (ADS)

Klimenkova, Olga; Menshutin, Anton; Shchur, Lev

2018-01-01

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius R in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.

Price percolation model

NASA Astrophysics Data System (ADS)

Kanai, Yasuhiro; Abe, Keiji; Seki, Yoichi

2015-06-01

We propose a price percolation model to reproduce the price distribution of components used in industrial finished goods. The intent is to show, using the price percolation model and a component category as an example, that percolation behaviors, which exist in the matter system, the ecosystem, and human society, also exist in abstract, random phenomena satisfying the power law. First, we discretize the total potential demand for a component category, considering it a random field. Second, we assume that the discretized potential demand corresponding to a function of a finished good turns into actual demand if the difficulty of function realization is less than the maximum difficulty of the realization. The simulations using this model suggest that changes in a component category's price distribution are due to changes in the total potential demand corresponding to the lattice size and the maximum difficulty of realization, which is an occupation probability. The results are verified using electronic components' sales data.

Stochastic space interval as a link between quantum randomness and macroscopic randomness?

NASA Astrophysics Data System (ADS)

Haug, Espen Gaarder; Hoff, Harald

2018-03-01

For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).

Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

NASA Astrophysics Data System (ADS)

Naine, Tarun Bharath; Gundawar, Manoj Kumar

2017-09-01

We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

Dynamical Localization for Discrete Anderson Dirac Operators

NASA Astrophysics Data System (ADS)

Prado, Roberto A.; de Oliveira, César R.; Carvalho, Silas L.

2017-04-01

We establish dynamical localization for random Dirac operators on the d-dimensional lattice, with d\\in { 1, 2, 3} , in the three usual regimes: large disorder, band edge and 1D. These operators are discrete versions of the continuous Dirac operators and consist in the sum of a discrete free Dirac operator with a random potential. The potential is a diagonal matrix formed by different scalar potentials, which are sequences of independent and identically distributed random variables according to an absolutely continuous probability measure with bounded density and of compact support. We prove the exponential decay of fractional moments of the Green function for such models in each of the above regimes, i.e., (j) throughout the spectrum at larger disorder, (jj) for energies near the band edges at arbitrary disorder and (jjj) in dimension one, for all energies in the spectrum and arbitrary disorder. Dynamical localization in theses regimes follows from the fractional moments method. The result in the one-dimensional regime contrast with one that was previously obtained for 1D Dirac model with Bernoulli potential.

A Random Forest Approach to Predict the Spatial Distribution ...

EPA Pesticide Factsheets

Modeling the magnitude and distribution of sediment-bound pollutants in estuaries is often limited by incomplete knowledge of the site and inadequate sample density. To address these modeling limitations, a decision-support tool framework was conceived that predicts sediment contamination from the sub-estuary to broader estuary extent. For this study, a Random Forest (RF) model was implemented to predict the distribution of a model contaminant, triclosan (5-chloro-2-(2,4-dichlorophenoxy)phenol) (TCS), in Narragansett Bay, Rhode Island, USA. TCS is an unregulated contaminant used in many personal care products. The RF explanatory variables were associated with TCS transport and fate (proxies) and direct and indirect environmental entry. The continuous RF TCS concentration predictions were discretized into three levels of contamination (low, medium, and high) for three different quantile thresholds. The RF model explained 63% of the variance with a minimum number of variables. Total organic carbon (TOC) (transport and fate proxy) was a strong predictor of TCS contamination causing a mean squared error increase of 59% when compared to permutations of randomized values of TOC. Additionally, combined sewer overflow discharge (environmental entry) and sand (transport and fate proxy) were strong predictors. The discretization models identified a TCS area of greatest concern in the northern reach of Narragansett Bay (Providence River sub-estuary), which was validated wi

Exploration properties of biased evanescent random walkers on a one-dimensional lattice

NASA Astrophysics Data System (ADS)

Esguerra, Jose Perico; Reyes, Jelian

2017-08-01

We investigate the combined effects of bias and evanescence on the characteristics of random walks on a one-dimensional lattice. We calculate the time-dependent return probability, eventual return probability, conditional mean return time, and the time-dependent mean number of visited sites of biased immortal and evanescent discrete-time random walkers on a one-dimensional lattice. We then extend the calculations to the case of a continuous-time step-coupled biased evanescent random walk on a one-dimensional lattice with an exponential waiting time distribution.

THE DISTRIBUTION OF ROUNDS FIRED IN STOCHASTIC DUELS

DTIC Science & Technology

This paper continues the development of the theory of Stochastic Duels to include the distribution of the number of rounds fired. Most generally...the duel between two contestants who fire at each other with constant kill probabilities per round is considered. The time between rounds fired may be...at the beginning of the duel may be limited and is a discrete random variable. Besides the distribution of rounds fired, its first two moments and

Spatial effects in discrete generation population models.

PubMed

Carrillo, C; Fife, P

2005-02-01

A framework is developed for constructing a large class of discrete generation, continuous space models of evolving single species populations and finding their bifurcating patterned spatial distributions. Our models involve, in separate stages, the spatial redistribution (through movement laws) and local regulation of the population; and the fundamental properties of these events in a homogeneous environment are found. Emphasis is placed on the interaction of migrating individuals with the existing population through conspecific attraction (or repulsion), as well as on random dispersion. The nature of the competition of these two effects in a linearized scenario is clarified. The bifurcation of stationary spatially patterned population distributions is studied, with special attention given to the role played by that competition.

Anomalous transport in disordered fracture networks: Spatial Markov model for dispersion with variable injection modes

NASA Astrophysics Data System (ADS)

Kang, Peter K.; Dentz, Marco; Le Borgne, Tanguy; Lee, Seunghak; Juanes, Ruben

2017-08-01

We investigate tracer transport on random discrete fracture networks that are characterized by the statistics of the fracture geometry and hydraulic conductivity. While it is well known that tracer transport through fractured media can be anomalous and particle injection modes can have major impact on dispersion, the incorporation of injection modes into effective transport modeling has remained an open issue. The fundamental reason behind this challenge is that-even if the Eulerian fluid velocity is steady-the Lagrangian velocity distribution experienced by tracer particles evolves with time from its initial distribution, which is dictated by the injection mode, to a stationary velocity distribution. We quantify this evolution by a Markov model for particle velocities that are equidistantly sampled along trajectories. This stochastic approach allows for the systematic incorporation of the initial velocity distribution and quantifies the interplay between velocity distribution and spatial and temporal correlation. The proposed spatial Markov model is characterized by the initial velocity distribution, which is determined by the particle injection mode, the stationary Lagrangian velocity distribution, which is derived from the Eulerian velocity distribution, and the spatial velocity correlation length, which is related to the characteristic fracture length. This effective model leads to a time-domain random walk for the evolution of particle positions and velocities, whose joint distribution follows a Boltzmann equation. Finally, we demonstrate that the proposed model can successfully predict anomalous transport through discrete fracture networks with different levels of heterogeneity and arbitrary tracer injection modes.

Critical thresholds for eventual extinction in randomly disturbed population growth models.

PubMed

Peckham, Scott D; Waymire, Edward C; De Leenheer, Patrick

2018-02-16

This paper considers several single species growth models featuring a carrying capacity, which are subject to random disturbances that lead to instantaneous population reduction at the disturbance times. This is motivated in part by growing concerns about the impacts of climate change. Our main goal is to understand whether or not the species can persist in the long run. We consider the discrete-time stochastic process obtained by sampling the system immediately after the disturbances, and find various thresholds for several modes of convergence of this discrete process, including thresholds for the absence or existence of a positively supported invariant distribution. These thresholds are given explicitly in terms of the intensity and frequency of the disturbances on the one hand, and the population's growth characteristics on the other. We also perform a similar threshold analysis for the original continuous-time stochastic process, and obtain a formula that allows us to express the invariant distribution for this continuous-time process in terms of the invariant distribution of the discrete-time process, and vice versa. Examples illustrate that these distributions can differ, and this sends a cautionary message to practitioners who wish to parameterize these and related models using field data. Our analysis relies heavily on a particular feature shared by all the deterministic growth models considered here, namely that their solutions exhibit an exponentially weighted averaging property between a function of the initial condition, and the same function applied to the carrying capacity. This property is due to the fact that these systems can be transformed into affine systems.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1978-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Stochastic resetting in backtrack recovery by RNA polymerases

NASA Astrophysics Data System (ADS)

Roldán, Édgar; Lisica, Ana; Sánchez-Taltavull, Daniel; Grill, Stephan W.

2016-06-01

Transcription is a key process in gene expression, in which RNA polymerases produce a complementary RNA copy from a DNA template. RNA polymerization is frequently interrupted by backtracking, a process in which polymerases perform a random walk along the DNA template. Recovery of polymerases from the transcriptionally inactive backtracked state is determined by a kinetic competition between one-dimensional diffusion and RNA cleavage. Here we describe backtrack recovery as a continuous-time random walk, where the time for a polymerase to recover from a backtrack of a given depth is described as a first-passage time of a random walker to reach an absorbing state. We represent RNA cleavage as a stochastic resetting process and derive exact expressions for the recovery time distributions and mean recovery times from a given initial backtrack depth for both continuous and discrete-lattice descriptions of the random walk. We show that recovery time statistics do not depend on the discreteness of the DNA lattice when the rate of one-dimensional diffusion is large compared to the rate of cleavage.

Inference for the Bivariate and Multivariate Hidden Truncated Pareto(type II) and Pareto(type IV) Distribution and Some Measures of Divergence Related to Incompatibility of Probability Distribution

ERIC Educational Resources Information Center

Ghosh, Indranil

2011-01-01

Consider a discrete bivariate random variable (X, Y) with possible values x[subscript 1], x[subscript 2],..., x[subscript I] for X and y[subscript 1], y[subscript 2],..., y[subscript J] for Y. Further suppose that the corresponding families of conditional distributions, for X given values of Y and of Y for given values of X are available. We…

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

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

PubMed

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

2016-03-01

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

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

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

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

2016-03-15

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

Estimation of Parameters from Discrete Random Nonstationary Time Series

NASA Astrophysics Data System (ADS)

Takayasu, H.; Nakamura, T.

For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.

Retention capacity of correlated surfaces.

PubMed

Schrenk, K J; Araújo, N A M; Ziff, R M; Herrmann, H J

2014-06-01

We extend the water retention model [C. L. Knecht et al., Phys. Rev. Lett. 108, 045703 (2012)] to correlated random surfaces. We find that the retention capacity of discrete random landscapes is strongly affected by spatial correlations among the heights. This phenomenon is related to the emergence of power-law scaling in the lake volume distribution. We also solve the uncorrelated case exactly for a small lattice and present bounds on the retention of uncorrelated landscapes.

The relationship between multilevel models and non-parametric multilevel mixture models: Discrete approximation of intraclass correlation, random coefficient distributions, and residual heteroscedasticity.

PubMed

Rights, Jason D; Sterba, Sonya K

2016-11-01

Multilevel data structures are common in the social sciences. Often, such nested data are analysed with multilevel models (MLMs) in which heterogeneity between clusters is modelled by continuously distributed random intercepts and/or slopes. Alternatively, the non-parametric multilevel regression mixture model (NPMM) can accommodate the same nested data structures through discrete latent class variation. The purpose of this article is to delineate analytic relationships between NPMM and MLM parameters that are useful for understanding the indirect interpretation of the NPMM as a non-parametric approximation of the MLM, with relaxed distributional assumptions. We define how seven standard and non-standard MLM specifications can be indirectly approximated by particular NPMM specifications. We provide formulas showing how the NPMM can serve as an approximation of the MLM in terms of intraclass correlation, random coefficient means and (co)variances, heteroscedasticity of residuals at level 1, and heteroscedasticity of residuals at level 2. Further, we discuss how these relationships can be useful in practice. The specific relationships are illustrated with simulated graphical demonstrations, and direct and indirect interpretations of NPMM classes are contrasted. We provide an R function to aid in implementing and visualizing an indirect interpretation of NPMM classes. An empirical example is presented and future directions are discussed. © 2016 The British Psychological Society.

Phenomenological picture of fluctuations in branching random walks

NASA Astrophysics Data System (ADS)

Mueller, A. H.; Munier, S.

2014-10-01

We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the 1 /√{t } correction to the average position of the rightmost particle of a branching random walk for large times t ≫1 , computed by Ebert and Van Saarloos, as fluctuations on top of the mean-field approximation of this process with a Brunet-Derrida cutoff at the tip that simulates discreteness. Our analytical formulas successfully compare to numerical simulations of a particular model of a branching random walk.

Logistic quantile regression provides improved estimates for bounded avian counts: a case study of California Spotted Owl fledgling production

Treesearch

Brian S. Cade; Barry R. Noon; Rick D. Scherer; John J. Keane

2017-01-01

Counts of avian fledglings, nestlings, or clutch size that are bounded below by zero and above by some small integer form a discrete random variable distribution that is not approximated well by conventional parametric count distributions such as the Poisson or negative binomial. We developed a logistic quantile regression model to provide estimates of the empirical...

Probability Distributions of Minkowski Distances between Discrete Random Variables.

ERIC Educational Resources Information Center

Schroger, Erich; And Others

1993-01-01

Minkowski distances are used to indicate similarity of two vectors in an N-dimensional space. How to compute the probability function, the expectation, and the variance for Minkowski distances and the special cases City-block distance and Euclidean distance. Critical values for tests of significance are presented in tables. (SLD)

Statistical analysis of multivariate atmospheric variables. [cloud cover

NASA Technical Reports Server (NTRS)

Tubbs, J. D.

1979-01-01

Topics covered include: (1) estimation in discrete multivariate distributions; (2) a procedure to predict cloud cover frequencies in the bivariate case; (3) a program to compute conditional bivariate normal parameters; (4) the transformation of nonnormal multivariate to near-normal; (5) test of fit for the extreme value distribution based upon the generalized minimum chi-square; (6) test of fit for continuous distributions based upon the generalized minimum chi-square; (7) effect of correlated observations on confidence sets based upon chi-square statistics; and (8) generation of random variates from specified distributions.

Short-Term Memory in Orthogonal Neural Networks

NASA Astrophysics Data System (ADS)

White, Olivia L.; Lee, Daniel D.; Sompolinsky, Haim

2004-04-01

We study the ability of linear recurrent networks obeying discrete time dynamics to store long temporal sequences that are retrievable from the instantaneous state of the network. We calculate this temporal memory capacity for both distributed shift register and random orthogonal connectivity matrices. We show that the memory capacity of these networks scales with system size.

Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

NASA Astrophysics Data System (ADS)

Cao, Yu; Lin, Ling; Zhou, Xiang

2016-06-01

We consider the noise-induced transitions from a linearly stable periodic orbit consisting of T periodic points in randomly perturbed discrete logistic map. Traditional large deviation theory and asymptotic analysis at small noise limit cannot distinguish the quantitative difference in noise-induced stochastic instabilities among the T periodic points. To attack this problem, we generalize the transition path theory to the discrete-time continuous-space stochastic process. In our first criterion to quantify the relative instability among T periodic points, we use the distribution of the last passage location related to the transitions from the whole periodic orbit to a prescribed disjoint set. This distribution is related to individual contributions to the transition rate from each periodic points. The second criterion is based on the competency of the transition paths associated with each periodic point. Both criteria utilize the reactive probability current in the transition path theory. Our numerical results for the logistic map reveal the transition mechanism of escaping from the stable periodic orbit and identify which periodic point is more prone to lose stability so as to make successful transitions under random perturbations.

Role of conviction in nonequilibrium models of opinion formation

NASA Astrophysics Data System (ADS)

Crokidakis, Nuno; Anteneodo, Celia

2012-12-01

We analyze the critical behavior of a class of discrete opinion models in the presence of disorder. Within this class, each agent opinion takes a discrete value (±1 or 0) and its time evolution is ruled by two terms, one representing agent-agent interactions and the other the degree of conviction or persuasion (a self-interaction). The mean-field limit, where each agent can interact evenly with any other, is considered. Disorder is introduced in the strength of both interactions, with either quenched or annealed random variables. With probability p (1-p), a pairwise interaction reflects a negative (positive) coupling, while the degree of conviction also follows a binary probability distribution (two different discrete probability distributions are considered). Numerical simulations show that a nonequilibrium continuous phase transition, from a disordered state to a state with a prevailing opinion, occurs at a critical point pc that depends on the distribution of the convictions, with the transition being spoiled in some cases. We also show how the critical line, for each model, is affected by the update scheme (either parallel or sequential) as well as by the kind of disorder (either quenched or annealed).

Ridit Analysis for Cooper-Harper and Other Ordinal Ratings for Sparse Data - A Distance-based Approach

DTIC Science & Technology

2016-09-01

is to fit empirical Beta distributions to observed data, and then to use a randomization approach to make inferences on the difference between...a Ridit analysis on the often sparse data sets in many Flying Qualities applicationsi. The method of this paper is to fit empirical Beta ...One such measure is the discrete- probability-distribution version of the (squared) ‘Hellinger Distance’ (Yang & Le Cam , 2000) 2(, ) = 1

Using a Betabinomial distribution to estimate the prevalence of adherence to physical activity guidelines among children and youth.

PubMed

Garriguet, Didier

2016-04-01

Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.

Imaging Through Random Discrete-Scatterer Dispersive Media

DTIC Science & Technology

2015-08-27

to that of a conventional, continuous, linear - frequency-modulated chirped signal [3]. Chirped train signals are a particular realization of a class of...continuous chirp signals, characterized by linear frequency modulation [3], we assume the time instances tn to be given by 1 tn = τg ( 1− βg n 2Ng ) n...kernel Dn(z) [9] by sincN (z) = (N + 1)−1DN/2(2πz/N). DISTRIBUTION A: Distribution approved for public release. 4 We use the elementary identity5 π sin

A Local-Realistic Model of Quantum Mechanics Based on a Discrete Spacetime

NASA Astrophysics Data System (ADS)

Sciarretta, Antonio

2018-01-01

This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on probabilities, in particular assuming a discrete spacetime under the form of a Euclidean lattice. Individual (spinless) particle trajectories are described as random walks. Transition probabilities are simple functions of a few quantities that are either randomly associated to the particles during their preparation, or stored in the lattice nodes they visit during the walk. QM predictions are retrieved as probability distributions of similarly-prepared ensembles of particles. The scenarios considered to assess the model comprise of free particle, constant external force, harmonic oscillator, particle in a box, the Delta potential, particle on a ring, particle on a sphere and include quantization of energy levels and angular momentum, as well as momentum entanglement.

Image compression-encryption algorithms by combining hyper-chaotic system with discrete fractional random transform

NASA Astrophysics Data System (ADS)

Gong, Lihua; Deng, Chengzhi; Pan, Shumin; Zhou, Nanrun

2018-07-01

Based on hyper-chaotic system and discrete fractional random transform, an image compression-encryption algorithm is designed. The original image is first transformed into a spectrum by the discrete cosine transform and the resulting spectrum is compressed according to the method of spectrum cutting. The random matrix of the discrete fractional random transform is controlled by a chaotic sequence originated from the high dimensional hyper-chaotic system. Then the compressed spectrum is encrypted by the discrete fractional random transform. The order of DFrRT and the parameters of the hyper-chaotic system are the main keys of this image compression and encryption algorithm. The proposed algorithm can compress and encrypt image signal, especially can encrypt multiple images once. To achieve the compression of multiple images, the images are transformed into spectra by the discrete cosine transform, and then the spectra are incised and spliced into a composite spectrum by Zigzag scanning. Simulation results demonstrate that the proposed image compression and encryption algorithm is of high security and good compression performance.

Equilibrium structure of δ-Bi(2)O(3) from first principles.

PubMed

Music, Denis; Konstantinidis, Stephanos; Schneider, Jochen M

2009-04-29

Using ab initio calculations, we have systematically studied the structure of δ-Bi(2)O(3) (fluorite prototype, 25% oxygen vacancies) probing [Formula: see text] and combined [Formula: see text] and [Formula: see text] oxygen vacancy ordering, random distribution of oxygen vacancies with two different statistical descriptions as well as local relaxations. We observe that the combined [Formula: see text] and [Formula: see text] oxygen vacancy ordering is the most stable configuration. Radial distribution functions for these configurations can be classified as discrete (ordered configurations) and continuous (random configurations). This classification can be understood on the basis of local structural relaxations. Up to 28.6% local relaxation of the oxygen sublattice is present in the random configurations, giving rise to continuous distribution functions. The phase stability obtained may be explained with the bonding analysis. Electron lone-pair charges in the predominantly ionic Bi-O matrix may stabilize the combined [Formula: see text] and [Formula: see text] oxygen vacancy ordering.

A Fast Numerical Method for Max-Convolution and the Application to Efficient Max-Product Inference in Bayesian Networks.

PubMed

Serang, Oliver

2015-08-01

Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to max-product inference is the max-convolution problem (sometimes presented in log-transformed form and denoted as "infimal convolution," "min-convolution," or "convolution on the tropical semiring"), for which no O(k log(k)) method is currently known. Presented here is an O(k log(k)) numerical method for estimating the max-convolution of two nonnegative vectors (e.g., two probability mass functions), where k is the length of the larger vector. This numerical max-convolution method is then demonstrated by performing fast max-product inference on a convolution tree, a data structure for performing fast inference given information on the sum of n discrete random variables in O(nk log(nk)log(n)) steps (where each random variable has an arbitrary prior distribution on k contiguous possible states). The numerical max-convolution method can be applied to specialized classes of hidden Markov models to reduce the runtime of computing the Viterbi path from nk(2) to nk log(k), and has potential application to the all-pairs shortest paths problem.

A Random Forest approach to predict the spatial distribution of sediment pollution in an estuarine system

PubMed Central

Kreakie, Betty J.; Cantwell, Mark G.; Nacci, Diane

2017-01-01

Modeling the magnitude and distribution of sediment-bound pollutants in estuaries is often limited by incomplete knowledge of the site and inadequate sample density. To address these modeling limitations, a decision-support tool framework was conceived that predicts sediment contamination from the sub-estuary to broader estuary extent. For this study, a Random Forest (RF) model was implemented to predict the distribution of a model contaminant, triclosan (5-chloro-2-(2,4-dichlorophenoxy)phenol) (TCS), in Narragansett Bay, Rhode Island, USA. TCS is an unregulated contaminant used in many personal care products. The RF explanatory variables were associated with TCS transport and fate (proxies) and direct and indirect environmental entry. The continuous RF TCS concentration predictions were discretized into three levels of contamination (low, medium, and high) for three different quantile thresholds. The RF model explained 63% of the variance with a minimum number of variables. Total organic carbon (TOC) (transport and fate proxy) was a strong predictor of TCS contamination causing a mean squared error increase of 59% when compared to permutations of randomized values of TOC. Additionally, combined sewer overflow discharge (environmental entry) and sand (transport and fate proxy) were strong predictors. The discretization models identified a TCS area of greatest concern in the northern reach of Narragansett Bay (Providence River sub-estuary), which was validated with independent test samples. This decision-support tool performed well at the sub-estuary extent and provided the means to identify areas of concern and prioritize bay-wide sampling. PMID:28738089

The discrete regime of flame propagation

NASA Astrophysics Data System (ADS)

Tang, Francois-David; Goroshin, Samuel; Higgins, Andrew

The propagation of laminar dust flames in iron dust clouds was studied in a low-gravity envi-ronment on-board a parabolic flight aircraft. The elimination of buoyancy-induced convection and particle settling permitted measurements of fundamental combustion parameters such as the burning velocity and the flame quenching distance over a wide range of particle sizes and in different gaseous mixtures. The discrete regime of flame propagation was observed by substitut-ing nitrogen present in air with xenon, an inert gas with a significantly lower heat conductivity. Flame propagation in the discrete regime is controlled by the heat transfer between neighbor-ing particles, rather than by the particle burning rate used by traditional continuum models of heterogeneous flames. The propagation mechanism of discrete flames depends on the spa-tial distribution of particles, and thus such flames are strongly influenced by local fluctuations in the fuel concentration. Constant pressure laminar dust flames were observed inside 70 cm long, 5 cm diameter Pyrex tubes. Equally-spaced plate assemblies forming rectangular chan-nels were placed inside each tube to determine the quenching distance defined as the minimum channel width through which a flame can successfully propagate. High-speed video cameras were used to measure the flame speed and a fiber optic spectrometer was used to measure the flame temperature. Experimental results were compared with predictions obtained from a numerical model of a three-dimensional flame developed to capture both the discrete nature and the random distribution of particles in the flame. Though good qualitative agreement was obtained between model predictions and experimental observations, residual g-jitters and the short reduced-gravity periods prevented further investigations of propagation limits in the dis-crete regime. The full exploration of the discrete flame phenomenon would require high-quality, long duration reduced gravity environment available only on orbital platforms.

Accounting for stimulus-specific variation in precision reveals a discrete capacity limit in visual working memory

PubMed Central

Pratte, Michael S.; Park, Young Eun; Rademaker, Rosanne L.; Tong, Frank

2016-01-01

If we view a visual scene that contains many objects, then momentarily close our eyes, some details persist while others seem to fade. Discrete models of visual working memory (VWM) assume that only a few items can be actively maintained in memory, beyond which pure guessing will emerge. Alternatively, continuous resource models assume that all items in a visual scene can be stored with some precision. Distinguishing between these competing models is challenging, however, as resource models that allow for stochastically variable precision (across items and trials) can produce error distributions that resemble random guessing behavior. Here, we evaluated the hypothesis that a major source of variability in VWM performance arises from systematic variation in precision across the stimuli themselves; such stimulus-specific variability can be incorporated into both discrete-capacity and variable-precision resource models. Participants viewed multiple oriented gratings, and then reported the orientation of a cued grating from memory. When modeling the overall distribution of VWM errors, we found that the variable-precision resource model outperformed the discrete model. However, VWM errors revealed a pronounced “oblique effect”, with larger errors for oblique than cardinal orientations. After this source of variability was incorporated into both models, we found that the discrete model provided a better account of VWM errors. Our results demonstrate that variable precision across the stimulus space can lead to an unwarranted advantage for resource models that assume stochastically variable precision. When these deterministic sources are adequately modeled, human working memory performance reveals evidence of a discrete capacity limit. PMID:28004957

Accounting for stimulus-specific variation in precision reveals a discrete capacity limit in visual working memory.

PubMed

Pratte, Michael S; Park, Young Eun; Rademaker, Rosanne L; Tong, Frank

2017-01-01

If we view a visual scene that contains many objects, then momentarily close our eyes, some details persist while others seem to fade. Discrete models of visual working memory (VWM) assume that only a few items can be actively maintained in memory, beyond which pure guessing will emerge. Alternatively, continuous resource models assume that all items in a visual scene can be stored with some precision. Distinguishing between these competing models is challenging, however, as resource models that allow for stochastically variable precision (across items and trials) can produce error distributions that resemble random guessing behavior. Here, we evaluated the hypothesis that a major source of variability in VWM performance arises from systematic variation in precision across the stimuli themselves; such stimulus-specific variability can be incorporated into both discrete-capacity and variable-precision resource models. Participants viewed multiple oriented gratings, and then reported the orientation of a cued grating from memory. When modeling the overall distribution of VWM errors, we found that the variable-precision resource model outperformed the discrete model. However, VWM errors revealed a pronounced "oblique effect," with larger errors for oblique than cardinal orientations. After this source of variability was incorporated into both models, we found that the discrete model provided a better account of VWM errors. Our results demonstrate that variable precision across the stimulus space can lead to an unwarranted advantage for resource models that assume stochastically variable precision. When these deterministic sources are adequately modeled, human working memory performance reveals evidence of a discrete capacity limit. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Electromagnetic backscattering from a random distribution of lossy dielectric scatterers

NASA Technical Reports Server (NTRS)

Lang, R. H.

1980-01-01

Electromagnetic backscattering from a sparse distribution of discrete lossy dielectric scatterers occupying a region 5 was studied. The scatterers are assumed to have random position and orientation. Scattered fields are calculated by first finding the mean field and then by using it to define an equivalent medium within the volume 5. The scatterers are then viewed as being embedded in the equivalent medium; the distorted Born approximation is then used to find the scattered fields. This technique represents an improvement over the standard Born approximation since it takes into account the attenuation of the incident and scattered waves in the equivalent medium. The method is used to model a leaf canopy when the leaves are modeled by lossy dielectric discs.

Non-equilibrium Green's functions study of discrete dopants variability on an ultra-scaled FinFET

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

Valin, R., E-mail: r.valinferreiro@swansea.ac.uk; Martinez, A., E-mail: a.e.Martinez@swansea.ac.uk; Barker, J. R., E-mail: john.barker@glasgow.ac.uk

In this paper, we study the effect of random discrete dopants on the performance of a 6.6 nm channel length silicon FinFET. The discrete dopants have been distributed randomly in the source/drain region of the device. Due to the small dimensions of the FinFET, a quantum transport formalism based on the non-equilibrium Green's functions has been deployed. The transfer characteristics for several devices that differ in location and number of dopants have been calculated. Our results demonstrate that discrete dopants modify the effective channel length and the height of the source/drain barrier, consequently changing the channel control of the charge. Thismore » effect becomes more significant at high drain bias. As a consequence, there is a strong effect on the variability of the on-current, off-current, sub-threshold slope, and threshold voltage. Finally, we have also calculated the mean and standard deviation of these parameters to quantify their variability. The obtained results show that the variability at high drain bias is 1.75 larger than at low drain bias. However, the variability of the on-current, off-current, and sub-threshold slope remains independent of the drain bias. In addition, we have found that a large source to drain current by tunnelling current occurs at low gate bias.« less

Narrow log-periodic modulations in non-Markovian random walks

NASA Astrophysics Data System (ADS)

Diniz, R. M. B.; Cressoni, J. C.; da Silva, M. A. A.; Mariz, A. M.; de Araújo, J. M.

2017-12-01

What are the necessary ingredients for log-periodicity to appear in the dynamics of a random walk model? Can they be subtle enough to be overlooked? Previous studies suggest that long-range damaged memory and negative feedback together are necessary conditions for the emergence of log-periodic oscillations. The role of negative feedback would then be crucial, forcing the system to change direction. In this paper we show that small-amplitude log-periodic oscillations can emerge when the system is driven by positive feedback. Due to their very small amplitude, these oscillations can easily be mistaken for numerical finite-size effects. The models we use consist of discrete-time random walks with strong memory correlations where the decision process is taken from memory profiles based either on a binomial distribution or on a delta distribution. Anomalous superdiffusive behavior and log-periodic modulations are shown to arise in the large time limit for convenient choices of the models parameters.

Path statistics, memory, and coarse-graining of continuous-time random walks on networks

PubMed Central

Kion-Crosby, Willow; Morozov, Alexandre V.

2015-01-01

Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs. PMID:26646868

Generic emergence of power law distributions and Lévy-Stable intermittent fluctuations in discrete logistic systems

NASA Astrophysics Data System (ADS)

Biham, Ofer; Malcai, Ofer; Levy, Moshe; Solomon, Sorin

1998-08-01

The dynamics of generic stochastic Lotka-Volterra (discrete logistic) systems of the form wi(t+1)=λ(t)wi(t)+aw¯(t)-bwi(t)w¯(t) is studied by computer simulations. The variables wi, i=1,...,N, are the individual system components and w¯(t)=(1/N)∑iwi(t) is their average. The parameters a and b are constants, while λ(t) is randomly chosen at each time step from a given distribution. Models of this type describe the temporal evolution of a large variety of systems such as stock markets and city populations. These systems are characterized by a large number of interacting objects and the dynamics is dominated by multiplicative processes. The instantaneous probability distribution P(w,t) of the system components wi turns out to fulfill a Pareto power law P(w,t)~w-1-α. The time evolution of w¯(t) presents intermittent fluctuations parametrized by a Lévy-stable distribution with the same index α, showing an intricate relation between the distribution of the wi's at a given time and the temporal fluctuations of their average.

Delineating Facies Spatial Distribution by Integrating Ensemble Data Assimilation and Indicator Geostatistics with Level Set Transformation.

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

Hammond, Glenn Edward; Song, Xuehang; Ye, Ming

A new approach is developed to delineate the spatial distribution of discrete facies (geological units that have unique distributions of hydraulic, physical, and/or chemical properties) conditioned not only on direct data (measurements directly related to facies properties, e.g., grain size distribution obtained from borehole samples) but also on indirect data (observations indirectly related to facies distribution, e.g., hydraulic head and tracer concentration). Our method integrates for the first time ensemble data assimilation with traditional transition probability-based geostatistics. The concept of level set is introduced to build shape parameterization that allows transformation between discrete facies indicators and continuous random variables. Themore » spatial structure of different facies is simulated by indicator models using conditioning points selected adaptively during the iterative process of data assimilation. To evaluate the new method, a two-dimensional semi-synthetic example is designed to estimate the spatial distribution and permeability of two distinct facies from transient head data induced by pumping tests. The example demonstrates that our new method adequately captures the spatial pattern of facies distribution by imposing spatial continuity through conditioning points. The new method also reproduces the overall response in hydraulic head field with better accuracy compared to data assimilation with no constraints on spatial continuity on facies.« less

Box-Cox Mixed Logit Model for Travel Behavior Analysis

NASA Astrophysics Data System (ADS)

Orro, Alfonso; Novales, Margarita; Benitez, Francisco G.

2010-09-01

To represent the behavior of travelers when they are deciding how they are going to get to their destination, discrete choice models, based on the random utility theory, have become one of the most widely used tools. The field in which these models were developed was halfway between econometrics and transport engineering, although the latter now constitutes one of their principal areas of application. In the transport field, they have mainly been applied to mode choice, but also to the selection of destination, route, and other important decisions such as the vehicle ownership. In usual practice, the most frequently employed discrete choice models implement a fixed coefficient utility function that is linear in the parameters. The principal aim of this paper is to present the viability of specifying utility functions with random coefficients that are nonlinear in the parameters, in applications of discrete choice models to transport. Nonlinear specifications in the parameters were present in discrete choice theory at its outset, although they have seldom been used in practice until recently. The specification of random coefficients, however, began with the probit and the hedonic models in the 1970s, and, after a period of apparent little practical interest, has burgeoned into a field of intense activity in recent years with the new generation of mixed logit models. In this communication, we present a Box-Cox mixed logit model, original of the authors. It includes the estimation of the Box-Cox exponents in addition to the parameters of the random coefficients distribution. Probability of choose an alternative is an integral that will be calculated by simulation. The estimation of the model is carried out by maximizing the simulated log-likelihood of a sample of observed individual choices between alternatives. The differences between the predictions yielded by models that are inconsistent with real behavior have been studied with simulation experiments.

The correlation function for density perturbations in an expanding universe. III The three-point and predictions of the four-point and higher order correlation functions

NASA Technical Reports Server (NTRS)

Mcclelland, J.; Silk, J.

1978-01-01

Higher-order correlation functions for the large-scale distribution of galaxies in space are investigated. It is demonstrated that the three-point correlation function observed by Peebles and Groth (1975) is not consistent with a distribution of perturbations that at present are randomly distributed in space. The two-point correlation function is shown to be independent of how the perturbations are distributed spatially, and a model of clustered perturbations is developed which incorporates a nonuniform perturbation distribution and which explains the three-point correlation function. A model with hierarchical perturbations incorporating the same nonuniform distribution is also constructed; it is found that this model also explains the three-point correlation function, but predicts different results for the four-point and higher-order correlation functions than does the model with clustered perturbations. It is suggested that the model of hierarchical perturbations might be explained by the single assumption of having density fluctuations or discrete objects all of the same mass randomly placed at some initial epoch.

Random-growth urban model with geographical fitness

NASA Astrophysics Data System (ADS)

Kii, Masanobu; Akimoto, Keigo; Doi, Kenji

2012-12-01

This paper formulates a random-growth urban model with a notion of geographical fitness. Using techniques of complex-network theory, we study our system as a type of preferential-attachment model with fitness, and we analyze its macro behavior to clarify the properties of the city-size distributions it predicts. First, restricting the geographical fitness to take positive values and using a continuum approach, we show that the city-size distributions predicted by our model asymptotically approach Pareto distributions with coefficients greater than unity. Then, allowing the geographical fitness to take negative values, we perform local coefficient analysis to show that the predicted city-size distributions can deviate from Pareto distributions, as is often observed in actual city-size distributions. As a result, the model we propose can generate a generic class of city-size distributions, including but not limited to Pareto distributions. For applications to city-population projections, our simple model requires randomness only when new cities are created, not during their subsequent growth. This property leads to smooth trajectories of city population growth, in contrast to other models using Gibrat’s law. In addition, a discrete form of our dynamical equations can be used to estimate past city populations based on present-day data; this fact allows quantitative assessment of the performance of our model. Further study is needed to determine appropriate formulas for the geographical fitness.

Improved Results for Route Planning in Stochastic Transportation Networks

NASA Technical Reports Server (NTRS)

Boyan, Justin; Mitzenmacher, Michael

2000-01-01

In the bus network problem, the goal is to generate a plan for getting from point X to point Y within a city using buses in the smallest expected time. Because bus arrival times are not determined by a fixed schedule but instead may be random. the problem requires more than standard shortest path techniques. In recent work, Datar and Ranade provide algorithms in the case where bus arrivals are assumed to be independent and exponentially distributed. We offer solutions to two important generalizations of the problem, answering open questions posed by Datar and Ranade. First, we provide a polynomial time algorithm for a much wider class of arrival distributions, namely those with increasing failure rate. This class includes not only exponential distributions but also uniform, normal, and gamma distributions. Second, in the case where bus arrival times are independent and geometric discrete random variable,. we provide an algorithm for transportation networks of buses and trains, where trains run according to a fixed schedule.

Discrete random distribution of source dopants in nanowire tunnel transistors (TFETs)

NASA Astrophysics Data System (ADS)

Sylvia, Somaia; Abul Khayer, M.; Alam, Khairul; Park, Hong-Hyun; Klimeck, Gerhard; Lake, Roger

2013-03-01

InAs and InSb nanowire (NW) tunnel field effect transistors (TFETs) require highly degenerate source doping to support the high electric fields in the tunnel region. For a target on-current of 1 μA , the doping requirement may be as high as 1 . 5 ×1020cm-3 in a NW with diameter as low as 4 nm. The small size of these devices demand that the dopants near tunneling region be treated discretely. Therefore, the effects resulting from the random distribution of dopant atoms in the source of a TFET are studied for 30 test devices. Comparing with the transfer characteristics of the same device simulated with a continuum doping model, our results show (1) a spread of I - V toward the positive gate voltage axis, (2) the same average threshold voltage, (3) an average 62% reduction in the on current, and (4) a slight degradation of the subthreshold slope. Random fluctuations in both the number and placement of dopants will be discussed. Also, as the channel length is scaled down, direct tunneling through the channel starts limiting the device performance. Therefore, a comparison of materials is also performed, showing their ability to block direct tunneling for sub-10 nm channel FETs and TFETs. This work was supported in part by the Center on Functional Engineered Nano Architectonics and the Materials, Structures and Devices Focus Center, under the Focus Center Research Program, and by the National Science Foundation under Grant OCI-0749140

Dynamical Localization for Unitary Anderson Models

NASA Astrophysics Data System (ADS)

Hamza, Eman; Joye, Alain; Stolz, Günter

2009-11-01

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

Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data

NASA Astrophysics Data System (ADS)

Žukovič, Milan; Hristopulos, Dionissios T.

2009-02-01

A current problem of practical significance is how to analyze large, spatially distributed, environmental data sets. The problem is more challenging for variables that follow non-Gaussian distributions. We show by means of numerical simulations that the spatial correlations between variables can be captured by interactions between 'spins'. The spins represent multilevel discretizations of environmental variables with respect to a number of pre-defined thresholds. The spatial dependence between the 'spins' is imposed by means of short-range interactions. We present two approaches, inspired by the Ising and Potts models, that generate conditional simulations of spatially distributed variables from samples with missing data. Currently, the sampling and simulation points are assumed to be at the nodes of a regular grid. The conditional simulations of the 'spin system' are forced to respect locally the sample values and the system statistics globally. The second constraint is enforced by minimizing a cost function representing the deviation between normalized correlation energies of the simulated and the sample distributions. In the approach based on the Nc-state Potts model, each point is assigned to one of Nc classes. The interactions involve all the points simultaneously. In the Ising model approach, a sequential simulation scheme is used: the discretization at each simulation level is binomial (i.e., ± 1). Information propagates from lower to higher levels as the simulation proceeds. We compare the two approaches in terms of their ability to reproduce the target statistics (e.g., the histogram and the variogram of the sample distribution), to predict data at unsampled locations, as well as in terms of their computational complexity. The comparison is based on a non-Gaussian data set (derived from a digital elevation model of the Walker Lake area, Nevada, USA). We discuss the impact of relevant simulation parameters, such as the domain size, the number of discretization levels, and the initial conditions.

A study of MRI gradient echo signals from discrete magnetic particles with considerations of several parameters in simulations.

PubMed

Kokeny, Paul; Cheng, Yu-Chung N; Xie, He

2018-05-01

Modeling MRI signal behaviors in the presence of discrete magnetic particles is important, as magnetic particles appear in nanoparticle labeled cells, contrast agents, and other biological forms of iron. Currently, many models that take into account the discrete particle nature in a system have been used to predict magnitude signal decays in the form of R2* or R2' from one single voxel. Little work has been done for predicting phase signals. In addition, most calculations of phase signals rely on the assumption that a system containing discrete particles behaves as a continuous medium. In this work, numerical simulations are used to investigate MRI magnitude and phase signals from discrete particles, without diffusion effects. Factors such as particle size, number density, susceptibility, volume fraction, particle arrangements for their randomness, and field of view have been considered in simulations. The results are compared to either a ground truth model, theoretical work based on continuous mediums, or previous literature. Suitable parameters used to model particles in several voxels that lead to acceptable magnetic field distributions around particle surfaces and accurate MR signals are identified. The phase values as a function of echo time from a central voxel filled by particles can be significantly different from those of a continuous cubic medium. However, a completely random distribution of particles can lead to an R2' value which agrees with the prediction from the static dephasing theory. A sphere with a radius of at least 4 grid points used in simulations is found to be acceptable to generate MR signals equivalent from a larger sphere. Increasing number of particles with a fixed volume fraction in simulations reduces the resulting variance in the phase behavior, and converges to almost the same phase value for different particle numbers at each echo time. The variance of phase values is also reduced when increasing the number of particles in a fixed voxel. These results indicate that MRI signals from voxels containing discrete particles, even with a sufficient number of particles per voxel, cannot be properly modeled by a continuous medium with an equivalent susceptibility value in the voxel. Copyright © 2017 Elsevier Inc. All rights reserved.

Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model

NASA Astrophysics Data System (ADS)

Jurlewicz, A.; Wyłomańska, A.; Żebrowski, P.

2008-09-01

We adapt the continuous-time random walk formalism to describe asset price evolution. We expand the idea proposed by Rachev and Rűschendorf who analyzed the binomial pricing model in the discrete time with randomization of the number of price changes. As a result, in the framework of the proposed model we obtain a mixture of the Gaussian and a generalized arcsine laws as the limiting distribution of log-returns. Moreover, we derive an European-call-option price that is an extension of the Black-Scholes formula. We apply the obtained theoretical results to model actual financial data and try to show that the continuous-time random walk offers alternative tools to deal with several complex issues of financial markets.

Ensemble-type numerical uncertainty information from single model integrations

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

Rauser, Florian, E-mail: florian.rauser@mpimet.mpg.de; Marotzke, Jochem; Korn, Peter

2015-07-01

We suggest an algorithm that quantifies the discretization error of time-dependent physical quantities of interest (goals) for numerical models of geophysical fluid dynamics. The goal discretization error is estimated using a sum of weighted local discretization errors. The key feature of our algorithm is that these local discretization errors are interpreted as realizations of a random process. The random process is determined by the model and the flow state. From a class of local error random processes we select a suitable specific random process by integrating the model over a short time interval at different resolutions. The weights of themore » influences of the local discretization errors on the goal are modeled as goal sensitivities, which are calculated via automatic differentiation. The integration of the weighted realizations of local error random processes yields a posterior ensemble of goal approximations from a single run of the numerical model. From the posterior ensemble we derive the uncertainty information of the goal discretization error. This algorithm bypasses the requirement of detailed knowledge about the models discretization to generate numerical error estimates. The algorithm is evaluated for the spherical shallow-water equations. For two standard test cases we successfully estimate the error of regional potential energy, track its evolution, and compare it to standard ensemble techniques. The posterior ensemble shares linear-error-growth properties with ensembles of multiple model integrations when comparably perturbed. The posterior ensemble numerical error estimates are of comparable size as those of a stochastic physics ensemble.« less

A Generalization Strategy for Discrete Area Feature by Using Stroke Grouping and Polarization Transportation Selection

NASA Astrophysics Data System (ADS)

Wang, Xiao; Burghardt, Dirk

2018-05-01

This paper presents a new strategy for the generalization of discrete area features by using stroke grouping method and polarization transportation selection. The mentioned stroke is constructed on derive of the refined proximity graph of area features, and the refinement is under the control of four constraints to meet different grouping requirements. The area features which belong to the same stroke are detected into the same group. The stroke-based strategy decomposes the generalization process into two sub-processes by judging whether the area features related to strokes or not. For the area features which belong to the same one stroke, they normally present a linear like pat-tern, and in order to preserve this kind of pattern, typification is chosen as the operator to implement the generalization work. For the remaining area features which are not related by strokes, they are still distributed randomly and discretely, and the selection is chosen to conduct the generalization operation. For the purpose of retaining their original distribution characteristic, a Polarization Transportation (PT) method is introduced to implement the selection operation. Buildings and lakes are selected as the representatives of artificial area feature and natural area feature respectively to take the experiments. The generalized results indicate that by adopting this proposed strategy, the original distribution characteristics of building and lake data can be preserved, and the visual perception is pre-served as before.

Stationary Random Metrics on Hierarchical Graphs Via {(min,+)}-type Recursive Distributional Equations

NASA Astrophysics Data System (ADS)

Khristoforov, Mikhail; Kleptsyn, Victor; Triestino, Michele

2016-07-01

This paper is inspired by the problem of understanding in a mathematical sense the Liouville quantum gravity on surfaces. Here we show how to define a stationary random metric on self-similar spaces which are the limit of nice finite graphs: these are the so-called hierarchical graphs. They possess a well-defined level structure and any level is built using a simple recursion. Stopping the construction at any finite level, we have a discrete random metric space when we set the edges to have random length (using a multiplicative cascade with fixed law {m}). We introduce a tool, the cut-off process, by means of which one finds that renormalizing the sequence of metrics by an exponential factor, they converge in law to a non-trivial metric on the limit space. Such limit law is stationary, in the sense that glueing together a certain number of copies of the random limit space, according to the combinatorics of the brick graph, the obtained random metric has the same law when rescaled by a random factor of law {m} . In other words, the stationary random metric is the solution of a distributional equation. When the measure m has continuous positive density on {mathbf{R}+}, the stationary law is unique up to rescaling and any other distribution tends to a rescaled stationary law under the iterations of the hierarchical transformation. We also investigate topological and geometric properties of the random space when m is log-normal, detecting a phase transition influenced by the branching random walk associated to the multiplicative cascade.

Random discrete linear canonical transform.

PubMed

Wei, Deyun; Wang, Ruikui; Li, Yuan-Min

2016-12-01

Linear canonical transforms (LCTs) are a family of integral transforms with wide applications in optical, acoustical, electromagnetic, and other wave propagation problems. In this paper, we propose the random discrete linear canonical transform (RDLCT) by randomizing the kernel transform matrix of the discrete linear canonical transform (DLCT). The RDLCT inherits excellent mathematical properties from the DLCT along with some fantastic features of its own. It has a greater degree of randomness because of the randomization in terms of both eigenvectors and eigenvalues. Numerical simulations demonstrate that the RDLCT has an important feature that the magnitude and phase of its output are both random. As an important application of the RDLCT, it can be used for image encryption. The simulation results demonstrate that the proposed encryption method is a security-enhanced image encryption scheme.

A phase screen model for simulating numerically the propagation of a laser beam in rain

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

Lukin, I P; Rychkov, D S; Falits, A V

2009-09-30

The method based on the generalisation of the phase screen method for a continuous random medium is proposed for simulating numerically the propagation of laser radiation in a turbulent atmosphere with precipitation. In the phase screen model for a discrete component of a heterogeneous 'air-rain droplet' medium, the amplitude screen describing the scattering of an optical field by discrete particles of the medium is replaced by an equivalent phase screen with a spectrum of the correlation function of the effective dielectric constant fluctuations that is similar to the spectrum of a discrete scattering component - water droplets in air. Themore » 'turbulent' phase screen is constructed on the basis of the Kolmogorov model, while the 'rain' screen model utiises the exponential distribution of the number of rain drops with respect to their radii as a function of the rain intensity. Theresults of the numerical simulation are compared with the known theoretical estimates for a large-scale discrete scattering medium. (propagation of laser radiation in matter)« less

High Productivity Computing Systems Analysis and Performance

DTIC Science & Technology

2005-07-01

cubic grid Discrete Math Global Updates per second (GUP/S) RandomAccess Paper & Pencil Contact Bob Lucas (ISI) Multiple Precision none...can be found at the web site. One of the HPCchallenge codes, RandomAccess, is derived from the HPCS discrete math benchmarks that we released, and...Kernels Discrete Math … Graph Analysis … Linear Solvers … Signal Processi ng Execution Bounds Execution Indicators 6 Scalable Compact

Optimum random and age replacement policies for customer-demand multi-state system reliability under imperfect maintenance

NASA Astrophysics Data System (ADS)

Chen, Yen-Luan; Chang, Chin-Chih; Sheu, Dwan-Fang

2016-04-01

This paper proposes the generalised random and age replacement policies for a multi-state system composed of multi-state elements. The degradation of the multi-state element is assumed to follow the non-homogeneous continuous time Markov process which is a continuous time and discrete state process. A recursive approach is presented to efficiently compute the time-dependent state probability distribution of the multi-state element. The state and performance distribution of the entire multi-state system is evaluated via the combination of the stochastic process and the Lz-transform method. The concept of customer-centred reliability measure is developed based on the system performance and the customer demand. We develop the random and age replacement policies for an aging multi-state system subject to imperfect maintenance in a failure (or unacceptable) state. For each policy, the optimum replacement schedule which minimises the mean cost rate is derived analytically and discussed numerically.

Random Matrix Theory and Elliptic Curves

DTIC Science & Technology

2014-11-24

distribution is unlimited. 1 ELLIPTIC CURVES AND THEIR L-FUNCTIONS 2 points on that curve. Counting rational points on curves is a field with a rich ...deficiency of zeros near the origin of the histograms in Figure 1. While as d becomes large this discretization becomes smaller and has less and less effect...order of 30), the regular oscillations seen at the origin become dominated by fluctuations of an arithmetic origin, influenced by zeros of the Riemann

Pinning time statistics for vortex lines in disordered environments.

PubMed

Dobramysl, Ulrich; Pleimling, Michel; Täuber, Uwe C

2014-12-01

We study the pinning dynamics of magnetic flux (vortex) lines in a disordered type-II superconductor. Using numerical simulations of a directed elastic line model, we extract the pinning time distributions of vortex line segments. We compare different model implementations for the disorder in the surrounding medium: discrete, localized pinning potential wells that are either attractive and repulsive or purely attractive, and whose strengths are drawn from a Gaussian distribution; as well as continuous Gaussian random potential landscapes. We find that both schemes yield power-law distributions in the pinned phase as predicted by extreme-event statistics, yet they differ significantly in their effective scaling exponents and their short-time behavior.

Practical, microfabrication-free device for single-cell isolation.

PubMed

Lin, Liang-I; Chao, Shih-Hui; Meldrum, Deirdre R

2009-08-21

Microfabricated devices have great potential in cell-level studies, but are not easily accessible for the broad biology community. This paper introduces the Microscale Oil-Covered Cell Array (MOCCA) as a low-cost device for high throughput single-cell analysis that can be easily produced by researchers without microengineering knowledge. Instead of using microfabricated structures to capture cells, MOCCA isolates cells in discrete aqueous droplets that are separated by oil on patterned hydrophilic areas across a relatively more hydrophobic substrate. The number of randomly seeded Escherichia coli bacteria in each discrete droplet approaches single-cell levels. The cell distribution on MOCCA is well-fit with Poisson distribution. In this pioneer study, we created an array of 900-picoliter droplets. The total time needed to seed cells in approximately 3000 droplets was less than 10 minutes. Compared to traditional microfabrication techniques, MOCCA dramatically lowers the cost of microscale cell arrays, yet enhances the fabrication and operational efficiency for single-cell analysis.

Human X-chromosome inactivation pattern distributions fit a model of genetically influenced choice better than models of completely random choice

PubMed Central

Renault, Nisa K E; Pritchett, Sonja M; Howell, Robin E; Greer, Wenda L; Sapienza, Carmen; Ørstavik, Karen Helene; Hamilton, David C

2013-01-01

In eutherian mammals, one X-chromosome in every XX somatic cell is transcriptionally silenced through the process of X-chromosome inactivation (XCI). Females are thus functional mosaics, where some cells express genes from the paternal X, and the others from the maternal X. The relative abundance of the two cell populations (X-inactivation pattern, XIP) can have significant medical implications for some females. In mice, the ‘choice' of which X to inactivate, maternal or paternal, in each cell of the early embryo is genetically influenced. In humans, the timing of XCI choice and whether choice occurs completely randomly or under a genetic influence is debated. Here, we explore these questions by analysing the distribution of XIPs in large populations of normal females. Models were generated to predict XIP distributions resulting from completely random or genetically influenced choice. Each model describes the discrete primary distribution at the onset of XCI, and the continuous secondary distribution accounting for changes to the XIP as a result of development and ageing. Statistical methods are used to compare models with empirical data from Danish and Utah populations. A rigorous data treatment strategy maximises information content and allows for unbiased use of unphased XIP data. The Anderson–Darling goodness-of-fit statistics and likelihood ratio tests indicate that a model of genetically influenced XCI choice better fits the empirical data than models of completely random choice. PMID:23652377

Random Walks on Cartesian Products of Certain Nonamenable Groups and Integer Lattices

NASA Astrophysics Data System (ADS)

Vishnepolsky, Rachel

A random walk on a discrete group satisfies a local limit theorem with power law exponent \\alpha if the return probabilities follow the asymptotic law. P{ return to starting point after n steps } ˜ Crhonn-alpha.. A group has a universal local limit theorem if all random walks on the group with finitely supported step distributions obey a local limit theorem with the same power law exponent. Given two groups that obey universal local limit theorems, it is not known whether their cartesian product also has a universal local limit theorem. We settle the question affirmatively in one case, by considering a random walk on the cartesian product of a nonamenable group whose Cayley graph is a tree, and the integer lattice. As corollaries, we derive large deviations estimates and a central limit theorem.

[Correlative analysis of the diversity patterns of regional surface water, NDVI and thermal environment].

PubMed

Duan, Jin-Long; Zhang, Xue-Lei

2012-10-01

Taking Zhengzhou City, the capital of Henan Province in Central China, as the study area, and by using the theories and methodologies of diversity, a discreteness evaluation on the regional surface water, normalized difference vegetation index (NDVI), and land surface temperature (LST) distribution was conducted in a 2 km x 2 km grid scale. Both the NDVI and the LST were divided into 4 levels, their spatial distribution diversity indices were calculated, and their connections were explored. The results showed that it was of operability and practical significance to use the theories and methodologies of diversity in the discreteness evaluation of the spatial distribution of regional thermal environment. There was a higher overlap of location between the distributions of surface water and the lowest temperature region, and the high vegetation coverage was often accompanied by low land surface temperature. In 1988-2009, the discreteness of the surface water distribution in the City had an obvious decreasing trend. The discreteness of the surface water distribution had a close correlation with the discreteness of the temperature region distribution, while the discreteness of the NDVI classification distribution had a more complicated correlation with the discreteness of the temperature region distribution. Therefore, more environmental factors were needed to be included for a better evaluation.

Numerically Exact Computer Simulations of Light Scattering by Densely Packed, Random Particulate Media

NASA Technical Reports Server (NTRS)

Dlugach, Janna M.; Mishchenko, Michael I.; Liu, Li; Mackowski, Daniel W.

2011-01-01

Direct computer simulations of electromagnetic scattering by discrete random media have become an active area of research. In this progress review, we summarize and analyze our main results obtained by means of numerically exact computer solutions of the macroscopic Maxwell equations. We consider finite scattering volumes with size parameters in the range, composed of varying numbers of randomly distributed particles with different refractive indices. The main objective of our analysis is to examine whether all backscattering effects predicted by the low-density theory of coherent backscattering (CB) also take place in the case of densely packed media. Based on our extensive numerical data we arrive at the following conclusions: (i) all backscattering effects predicted by the asymptotic theory of CB can also take place in the case of densely packed media; (ii) in the case of very large particle packing density, scattering characteristics of discrete random media can exhibit behavior not predicted by the low-density theories of CB and radiative transfer; (iii) increasing the absorptivity of the constituent particles can either enhance or suppress typical manifestations of CB depending on the particle packing density and the real part of the refractive index. Our numerical data strongly suggest that spectacular backscattering effects identified in laboratory experiments and observed for a class of high-albedo Solar System objects are caused by CB.

Coupling of in-situ X-ray Microtomography Observations with Discrete Element Simulations-Application to Powder Sintering

NASA Astrophysics Data System (ADS)

Olmos, L.; Bouvard, D.; Martin, C. L.; Bellet, D.; Di Michiel, M.

2009-06-01

The sintering of both a powder with a wide particle size distribution (0-63 μm) and of a powder with artificially created pores is investigated by coupling in situ X-ray microtomography observations with Discrete Element simulations. The micro structure evolution of the copper particles is observed by microtomography all along a typical sintering cycle at 1050° C at the European Synchrotron Research Facilities (ESRF, Grenoble, France). A quantitative analysis of the 3D images provides original data on interparticle indentation, coordination and particle displacements throughout sintering. In parallel, the sintering of similar powder systems has been simulated with a discrete element code which incorporates appropriate sintering contact laws from the literature. The initial numerical packing is generated directly from the 3D microtomography images or alternatively from a random set of particles with the same size distribution. The comparison between the information drawn from the simulations and the one obtained by tomography leads to the conclusion that the first method is not satisfactory because real particles are not perfectly spherical as the numerical ones. On the opposite the packings built with the second method show sintering behaviors close to the behaviors of real materials, although particle rearrangement is underestimated by DEM simulations.

Mouth asymmetry in the textbook example of scale-eating cichlid fish is not a discrete dimorphism after all

PubMed Central

Kusche, Henrik; Lee, Hyuk Je; Meyer, Axel

2012-01-01

Individuals of the scale-eating cichlid fish, Perissodus microlepis, from Lake Tanganyika tend to have remarkably asymmetric heads that are either left-bending or right-bending. The ‘left’ morph opens its mouth markedly towards the left and preferentially feeds on the scales from the right-hand side of its victim fish, and the ‘right’ morph bites scales from the victims’ left-hand side. This striking dimorphism made these fish a textbook example of their astonishing degree of ecological specialization and as one of the few known incidences of negative frequency-dependent selection acting on an asymmetric morphological trait, where left and right forms are equally frequent within a species. We investigated the degree and the shape of the frequency distribution of head asymmetry in P. microlepis to test whether the variation conforms to a discrete dimorphism, as generally assumed. In both adult and juvenile fish, mouth asymmetry appeared to be continuously and unimodally distributed with no clear evidence for a discrete dimorphism. Mixture analyses did not reveal evidence of a discrete or even strong dimorphism. These results raise doubts about previous claims, as reported in textbooks, that head variation in P. microlepis represents a discrete dimorphism of left- and right-bending forms. Based on extensive field sampling that excluded ambiguous (i.e. symmetric or weakly asymmetric) individual adults, we found that left and right morphs occur in equal abundance in five populations. Moreover, mate pairing for 51 wild-caught pairs was random with regard to head laterality, calling into question reports that this laterality is maintained through disassortative mating. PMID:23055070

Properties of plane discrete Poisson-Voronoi tessellations on triangular tiling formed by the Kolmogorov-Johnson-Mehl-Avrami growth of triangular islands

NASA Astrophysics Data System (ADS)

Korobov, A.

2011-08-01

Discrete uniform Poisson-Voronoi tessellations of two-dimensional triangular tilings resulting from the Kolmogorov-Johnson-Mehl-Avrami (KJMA) growth of triangular islands have been studied. This shape of tiles and islands, rarely considered in the field of random tessellations, is prompted by the birth-growth process of Ir(210) faceting. The growth mode determines a triangular metric different from the Euclidean metric. Kinetic characteristics of tessellations appear to be metric sensitive, in contrast to area distributions. The latter have been studied for the variant of nuclei growth to the first impingement in addition to the conventional case of complete growth. Kiang conjecture works in both cases. The averaged number of neighbors is six for all studied densities of random tessellations, but neighbors appear to be mainly different in triangular and Euclidean metrics. Also, the applicability of the obtained results for simulating birth-growth processes when the 2D nucleation and impingements are combined with the 3D growth in the particular case of similar shape and the same orientation of growing nuclei is briefly discussed.

Properties of plane discrete Poisson-Voronoi tessellations on triangular tiling formed by the Kolmogorov-Johnson-Mehl-Avrami growth of triangular islands.

PubMed

Korobov, A

2011-08-01

Discrete uniform Poisson-Voronoi tessellations of two-dimensional triangular tilings resulting from the Kolmogorov-Johnson-Mehl-Avrami (KJMA) growth of triangular islands have been studied. This shape of tiles and islands, rarely considered in the field of random tessellations, is prompted by the birth-growth process of Ir(210) faceting. The growth mode determines a triangular metric different from the Euclidean metric. Kinetic characteristics of tessellations appear to be metric sensitive, in contrast to area distributions. The latter have been studied for the variant of nuclei growth to the first impingement in addition to the conventional case of complete growth. Kiang conjecture works in both cases. The averaged number of neighbors is six for all studied densities of random tessellations, but neighbors appear to be mainly different in triangular and Euclidean metrics. Also, the applicability of the obtained results for simulating birth-growth processes when the 2D nucleation and impingements are combined with the 3D growth in the particular case of similar shape and the same orientation of growing nuclei is briefly discussed.

A geometric exploration of stress in deformed liquid foams

NASA Astrophysics Data System (ADS)

Evans, Myfanwy E.; Schröder-Turk, Gerd E.; Kraynik, Andrew M.

2017-03-01

We explore an alternate way of looking at the rheological response of a yield stress fluid: using discrete geometry to probe the heterogeneous distribution of stress in soap froth. We present quasi-static, uniaxial, isochoric compression and extension of three-dimensional random monodisperse soap froth in periodic boundary conditions and examine the stress and geometry that result. The stress and shape anisotropy of individual cells is quantified by Q, a scalar measure derived from the interface tensor that gauges each cell’s contribution to the global stress. Cumulatively, the spatial distribution of highly deformed cells allows us to examine how stress is internally distributed. The topology of highly deformed cells, how they arrange relative to one another in space, gives insight into the heterogeneous distribution of stress.

Comparing Algorithms for Graph Isomorphism Using Discrete- and Continuous-Time Quantum Random Walks

DOE PAGES

Rudinger, Kenneth; Gamble, John King; Bach, Eric; ...

2013-07-01

Berry and Wang [Phys. Rev. A 83, 042317 (2011)] show numerically that a discrete-time quan- tum random walk of two noninteracting particles is able to distinguish some non-isomorphic strongly regular graphs from the same family. Here we analytically demonstrate how it is possible for these walks to distinguish such graphs, while continuous-time quantum walks of two noninteracting parti- cles cannot. We show analytically and numerically that even single-particle discrete-time quantum random walks can distinguish some strongly regular graphs, though not as many as two-particle noninteracting discrete-time walks. Additionally, we demonstrate how, given the same quantum random walk, subtle di erencesmore » in the graph certi cate construction algorithm can nontrivially im- pact the walk's distinguishing power. We also show that no continuous-time walk of a xed number of particles can distinguish all strongly regular graphs when used in conjunction with any of the graph certi cates we consider. We extend this constraint to discrete-time walks of xed numbers of noninteracting particles for one kind of graph certi cate; it remains an open question as to whether or not this constraint applies to the other graph certi cates we consider.« less

Methods for assessing long-term mean pathogen count in drinking water and risk management implications.

PubMed

Englehardt, James D; Ashbolt, Nicholas J; Loewenstine, Chad; Gadzinski, Erik R; Ayenu-Prah, Albert Y

2012-06-01

Recently pathogen counts in drinking and source waters were shown theoretically to have the discrete Weibull (DW) or closely related discrete growth distribution (DGD). The result was demonstrated versus nine short-term and three simulated long-term water quality datasets. These distributions are highly skewed such that available datasets seldom represent the rare but important high-count events, making estimation of the long-term mean difficult. In the current work the methods, and data record length, required to assess long-term mean microbial count were evaluated by simulation of representative DW and DGD waterborne pathogen count distributions. Also, microbial count data were analyzed spectrally for correlation and cycles. In general, longer data records were required for more highly skewed distributions, conceptually associated with more highly treated water. In particular, 500-1,000 random samples were required for reliable assessment of the population mean ±10%, though 50-100 samples produced an estimate within one log (45%) below. A simple correlated first order model was shown to produce count series with 1/f signal, and such periodicity over many scales was shown in empirical microbial count data, for consideration in sampling. A tiered management strategy is recommended, including a plan for rapid response to unusual levels of routinely-monitored water quality indicators.

Covalent heterogenization of discrete bis(8-quinolinolato)dioxomolybdenum(VI) and dioxotungsten(VI) complexes by a metal-template/metal-exchange method: Cyclooctene epoxidation catalysts with enhanced performances

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

Yang, Ying; Chattopadhyay, Soma; Shibata, Tomohiro

A metal-template/metal-exchange method was used to imprint covalently attached bis(8- quinolinolato)dioxomolybdenum(VI) and dioxotungsten(VI) complexes onto large surface-area, mesoporous SBA-15 silica to obtain discrete MoO2 VIT and WO2 VIT catalysts bearing different metal loadings, respectively. Homogeneous counterparts, MoO2 VIN and WO2 VIN, as well as randomly ligandgrafted heterogeneous analogues, MoO2 VIG and WO2 VIG, were also prepared for comparison. X-ray absorption fine structure (XAFS), pair distribution function (PDF) and UV–vis data demonstrate that MoO2 VIT and WO2 VIT adopt a more solution-like bis(8-quinolinol) coordination environment than MoO2 VIG and WO2 VIG, respectively. Correspondingly, the templated MoVI and WVI catalysts show superiormore » performances to their randomly grafted counterparts and neat analogues in the epoxidation of cyclooctene. It is found that the representative MoO2 VIT-10% catalyst can be recycled up to five times without significant loss of reactivity, and heterogeneity test confirms the high stability of MoO2 VIT-10% catalyst against leaching of active species into solution. The homogeneity of the discrete bis(8-quinolinol) metal spheres templated on SBA-15 should be responsible for the superior performances.« less

Splash detail due to a single grain incident on a granular bed.

PubMed

Tanabe, Takahiro; Shimada, Takashi; Ito, Nobuyasu; Nishimori, Hiraku

2017-02-01

Using the discrete element method, we study the splash processes induced by the impact of a grain on a randomly packed bed. Good correspondence is obtained between our numerical results and the findings of previous experiments for the movement of ejected grains. Furthermore, the distributions of the ejection angle and ejection speed for individual grains vary depending on the relative timing at which the grains are ejected after the initial impact. Obvious differences are observed between the distributions of grains ejected during the earlier and later splash periods: the form of the vertical ejection-speed distribution varies from a power-law form to a lognormal form with time; this difference may determine grain trajectory after ejection.

Distributed Secure Coordinated Control for Multiagent Systems Under Strategic Attacks.

PubMed

Feng, Zhi; Wen, Guanghui; Hu, Guoqiang

2017-05-01

This paper studies a distributed secure consensus tracking control problem for multiagent systems subject to strategic cyber attacks modeled by a random Markov process. A hybrid stochastic secure control framework is established for designing a distributed secure control law such that mean-square exponential consensus tracking is achieved. A connectivity restoration mechanism is considered and the properties on attack frequency and attack length rate are investigated, respectively. Based on the solutions of an algebraic Riccati equation and an algebraic Riccati inequality, a procedure to select the control gains is provided and stability analysis is studied by using Lyapunov's method.. The effect of strategic attacks on discrete-time systems is also investigated. Finally, numerical examples are provided to illustrate the effectiveness of theoretical analysis.

Scenario generation for stochastic optimization problems via the sparse grid method

DOE PAGES

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid methodmore » can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.« less

Enabling the extended compact genetic algorithm for real-parameter optimization by using adaptive discretization.

PubMed

Chen, Ying-ping; Chen, Chao-Hong

2010-01-01

An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence.

Distribution of breakage events in random packings of rodlike particles.

PubMed

Grof, Zdeněk; Štěpánek, František

2013-07-01

Uniaxial compaction and breakage of rodlike particle packing has been studied using a discrete element method simulation. A scaling relationship between the applied stress, the number of breakage events, and the number-mean particle length has been derived and compared with computational experiments. Based on results for a wide range of intrinsic particle strengths and initial particle lengths, it seems that a single universal relation can be used to describe the incidence of breakage events during compaction of rodlike particle layers.

Fast and Accurate Learning When Making Discrete Numerical Estimates.

PubMed

Sanborn, Adam N; Beierholm, Ulrik R

2016-04-01

Many everyday estimation tasks have an inherently discrete nature, whether the task is counting objects (e.g., a number of paint buckets) or estimating discretized continuous variables (e.g., the number of paint buckets needed to paint a room). While Bayesian inference is often used for modeling estimates made along continuous scales, discrete numerical estimates have not received as much attention, despite their common everyday occurrence. Using two tasks, a numerosity task and an area estimation task, we invoke Bayesian decision theory to characterize how people learn discrete numerical distributions and make numerical estimates. Across three experiments with novel stimulus distributions we found that participants fell between two common decision functions for converting their uncertain representation into a response: drawing a sample from their posterior distribution and taking the maximum of their posterior distribution. While this was consistent with the decision function found in previous work using continuous estimation tasks, surprisingly the prior distributions learned by participants in our experiments were much more adaptive: When making continuous estimates, participants have required thousands of trials to learn bimodal priors, but in our tasks participants learned discrete bimodal and even discrete quadrimodal priors within a few hundred trials. This makes discrete numerical estimation tasks good testbeds for investigating how people learn and make estimates.

Fast and Accurate Learning When Making Discrete Numerical Estimates

PubMed Central

Sanborn, Adam N.; Beierholm, Ulrik R.

2016-01-01

Many everyday estimation tasks have an inherently discrete nature, whether the task is counting objects (e.g., a number of paint buckets) or estimating discretized continuous variables (e.g., the number of paint buckets needed to paint a room). While Bayesian inference is often used for modeling estimates made along continuous scales, discrete numerical estimates have not received as much attention, despite their common everyday occurrence. Using two tasks, a numerosity task and an area estimation task, we invoke Bayesian decision theory to characterize how people learn discrete numerical distributions and make numerical estimates. Across three experiments with novel stimulus distributions we found that participants fell between two common decision functions for converting their uncertain representation into a response: drawing a sample from their posterior distribution and taking the maximum of their posterior distribution. While this was consistent with the decision function found in previous work using continuous estimation tasks, surprisingly the prior distributions learned by participants in our experiments were much more adaptive: When making continuous estimates, participants have required thousands of trials to learn bimodal priors, but in our tasks participants learned discrete bimodal and even discrete quadrimodal priors within a few hundred trials. This makes discrete numerical estimation tasks good testbeds for investigating how people learn and make estimates. PMID:27070155

Rényi continuous entropy of DNA sequences.

PubMed

Vinga, Susana; Almeida, Jonas S

2004-12-07

Entropy measures of DNA sequences estimate their randomness or, inversely, their repeatability. L-block Shannon discrete entropy accounts for the empirical distribution of all length-L words and has convergence problems for finite sequences. A new entropy measure that extends Shannon's formalism is proposed. Renyi's quadratic entropy calculated with Parzen window density estimation method applied to CGR/USM continuous maps of DNA sequences constitute a novel technique to evaluate sequence global randomness without some of the former method drawbacks. The asymptotic behaviour of this new measure was analytically deduced and the calculation of entropies for several synthetic and experimental biological sequences was performed. The results obtained were compared with the distributions of the null model of randomness obtained by simulation. The biological sequences have shown a different p-value according to the kernel resolution of Parzen's method, which might indicate an unknown level of organization of their patterns. This new technique can be very useful in the study of DNA sequence complexity and provide additional tools for DNA entropy estimation. The main MATLAB applications developed and additional material are available at the webpage . Specialized functions can be obtained from the authors.

Implementation Strategies for Large-Scale Transport Simulations Using Time Domain Particle Tracking

NASA Astrophysics Data System (ADS)

Painter, S.; Cvetkovic, V.; Mancillas, J.; Selroos, J.

2008-12-01

Time domain particle tracking is an emerging alternative to the conventional random walk particle tracking algorithm. With time domain particle tracking, particles are moved from node to node on one-dimensional pathways defined by streamlines of the groundwater flow field or by discrete subsurface features. The time to complete each deterministic segment is sampled from residence time distributions that include the effects of advection, longitudinal dispersion, a variety of kinetically controlled retention (sorption) processes, linear transformation, and temporal changes in groundwater velocities and sorption parameters. The simulation results in a set of arrival times at a monitoring location that can be post-processed with a kernel method to construct mass discharge (breakthrough) versus time. Implementation strategies differ for discrete flow (fractured media) systems and continuous porous media systems. The implementation strategy also depends on the scale at which hydraulic property heterogeneity is represented in the supporting flow model. For flow models that explicitly represent discrete features (e.g., discrete fracture networks), the sampling of residence times along segments is conceptually straightforward. For continuous porous media, such sampling needs to be related to the Lagrangian velocity field. Analytical or semi-analytical methods may be used to approximate the Lagrangian segment velocity distributions in aquifers with low-to-moderate variability, thereby capturing transport effects of subgrid velocity variability. If variability in hydraulic properties is large, however, Lagrangian velocity distributions are difficult to characterize and numerical simulations are required; in particular, numerical simulations are likely to be required for estimating the velocity integral scale as a basis for advective segment distributions. Aquifers with evolving heterogeneity scales present additional challenges. Large-scale simulations of radionuclide transport at two potential repository sites for high-level radioactive waste will be used to demonstrate the potential of the method. The simulations considered approximately 1000 source locations, multiple radionuclides with contrasting sorption properties, and abrupt changes in groundwater velocity associated with future glacial scenarios. Transport pathways linking the source locations to the accessible environment were extracted from discrete feature flow models that include detailed representations of the repository construction (tunnels, shafts, and emplacement boreholes) embedded in stochastically generated fracture networks. Acknowledgment The authors are grateful to SwRI Advisory Committee for Research, the Swedish Nuclear Fuel and Waste Management Company, and Posiva Oy for financial support.

Hybrid Markov-mass action law model for cell activation by rare binding events: Application to calcium induced vesicular release at neuronal synapses.

PubMed

Guerrier, Claire; Holcman, David

2016-10-18

Binding of molecules, ions or proteins to small target sites is a generic step of cell activation. This process relies on rare stochastic events where a particle located in a large bulk has to find small and often hidden targets. We present here a hybrid discrete-continuum model that takes into account a stochastic regime governed by rare events and a continuous regime in the bulk. The rare discrete binding events are modeled by a Markov chain for the encounter of small targets by few Brownian particles, for which the arrival time is Poissonian. The large ensemble of particles is described by mass action laws. We use this novel model to predict the time distribution of vesicular release at neuronal synapses. Vesicular release is triggered by the binding of few calcium ions that can originate either from the synaptic bulk or from the entry through calcium channels. We report here that the distribution of release time is bimodal although it is triggered by a single fast action potential. While the first peak follows a stimulation, the second corresponds to the random arrival over much longer time of ions located in the synaptic terminal to small binding vesicular targets. To conclude, the present multiscale stochastic modeling approach allows studying cellular events based on integrating discrete molecular events over several time scales.

Applying Multivariate Discrete Distributions to Genetically Informative Count Data.

PubMed

Kirkpatrick, Robert M; Neale, Michael C

2016-03-01

We present a novel method of conducting biometric analysis of twin data when the phenotypes are integer-valued counts, which often show an L-shaped distribution. Monte Carlo simulation is used to compare five likelihood-based approaches to modeling: our multivariate discrete method, when its distributional assumptions are correct, when they are incorrect, and three other methods in common use. With data simulated from a skewed discrete distribution, recovery of twin correlations and proportions of additive genetic and common environment variance was generally poor for the Normal, Lognormal and Ordinal models, but good for the two discrete models. Sex-separate applications to substance-use data from twins in the Minnesota Twin Family Study showed superior performance of two discrete models. The new methods are implemented using R and OpenMx and are freely available.

Conceptual Modeling of a Quantum Key Distribution Simulation Framework Using the Discrete Event System Specification

DTIC Science & Technology

2014-09-18

and full/scale experimental verifications towards ground/ satellite quantum key distribution0 Oat Qhotonics 4235>9+7,=5;9!អ \\58^ Zin K. Dao Z. Miu T...Conceptual Modeling of a Quantum Key Distribution Simulation Framework Using the Discrete Event System Specification DISSERTATION Jeffrey D. Morris... QUANTUM KEY DISTRIBUTION SIMULATION FRAMEWORK USING THE DISCRETE EVENT SYSTEM SPECIFICATION DISSERTATION Presented to the Faculty Department of Systems

Noise deconvolution based on the L1-metric and decomposition of discrete distributions of postsynaptic responses.

PubMed

Astrelin, A V; Sokolov, M V; Behnisch, T; Reymann, K G; Voronin, L L

1997-04-25

A statistical approach to analysis of amplitude fluctuations of postsynaptic responses is described. This includes (1) using a L1-metric in the space of distribution functions for minimisation with application of linear programming methods to decompose amplitude distributions into a convolution of Gaussian and discrete distributions; (2) deconvolution of the resulting discrete distribution with determination of the release probabilities and the quantal amplitude for cases with a small number (< 5) of discrete components. The methods were tested against simulated data over a range of sample sizes and signal-to-noise ratios which mimicked those observed in physiological experiments. In computer simulation experiments, comparisons were made with other methods of 'unconstrained' (generalized) and constrained reconstruction of discrete components from convolutions. The simulation results provided additional criteria for improving the solutions to overcome 'over-fitting phenomena' and to constrain the number of components with small probabilities. Application of the programme to recordings from hippocampal neurones demonstrated its usefulness for the analysis of amplitude distributions of postsynaptic responses.

ReSTART: A Novel Framework for Resource-Based Triage in Mass-Casualty Events.

PubMed

Mills, Alex F; Argon, Nilay T; Ziya, Serhan; Hiestand, Brian; Winslow, James

2014-01-01

Current guidelines for mass-casualty triage do not explicitly use information about resource availability. Even though this limitation has been widely recognized, how it should be addressed remains largely unexplored. The authors present a novel framework developed using operations research methods to account for resource limitations when determining priorities for transportation of critically injured patients. To illustrate how this framework can be used, they also develop two specific example methods, named ReSTART and Simple-ReSTART, both of which extend the widely adopted triage protocol Simple Triage and Rapid Treatment (START) by using a simple calculation to determine priorities based on the relative scarcity of transportation resources. The framework is supported by three techniques from operations research: mathematical analysis, optimization, and discrete-event simulation. The authors? algorithms were developed using mathematical analysis and optimization and then extensively tested using 9,000 discrete-event simulations on three distributions of patient severity (representing low, random, and high acuity). For each incident, the expected number of survivors was calculated under START, ReSTART, and Simple-ReSTART. A web-based decision support tool was constructed to help providers make prioritization decisions in the aftermath of mass-casualty incidents based on ReSTART. In simulations, ReSTART resulted in significantly lower mortality than START regardless of which severity distribution was used (paired t test, p<.01). Mean decrease in critical mortality, the percentage of immediate and delayed patients who die, was 8.5% for low-acuity distribution (range ?2.2% to 21.1%), 9.3% for random distribution (range ?0.2% to 21.2%), and 9.1% for high-acuity distribution (range ?0.7% to 21.1%). Although the critical mortality improvement due to ReSTART was different for each of the three severity distributions, the variation was less than 1 percentage point, indicating that the ReSTART policy is relatively robust to different severity distributions. Taking resource limitations into account in mass-casualty situations, triage has the potential to increase the expected number of survivors. Further validation is required before field implementation; however, the framework proposed in here can serve as the foundation for future work in this area. 2014.

Variable Weight Fractional Collisions for Multiple Species Mixtures

DTIC Science & Technology

2017-08-28

DISTRIBUTION A: APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED; PA #17517 6 / 21 VARIABLE WEIGHTS FOR DYNAMIC RANGE Continuum to Discrete ...Representation: Many Particles →̃ Continuous Distribution Discretized VDF Yields Vlasov But Collision Integral Still a Problem Particle Methods VDF to Delta...Function Set Collisions between Discrete Velocities But Poorly Resolved Tail (Tail Critical to Inelastic Collisions) Variable Weights Permit Extra DOF in

Modelling road accident blackspots data with the discrete generalized Pareto distribution.

PubMed

Prieto, Faustino; Gómez-Déniz, Emilio; Sarabia, José María

2014-10-01

This study shows how road traffic networks events, in particular road accidents on blackspots, can be modelled with simple probabilistic distributions. We considered the number of crashes and the number of fatalities on Spanish blackspots in the period 2003-2007, from Spanish General Directorate of Traffic (DGT). We modelled those datasets, respectively, with the discrete generalized Pareto distribution (a discrete parametric model with three parameters) and with the discrete Lomax distribution (a discrete parametric model with two parameters, and particular case of the previous model). For that, we analyzed the basic properties of both parametric models: cumulative distribution, survival, probability mass, quantile and hazard functions, genesis and rth-order moments; applied two estimation methods of their parameters: the μ and (μ+1) frequency method and the maximum likelihood method; used two goodness-of-fit tests: Chi-square test and discrete Kolmogorov-Smirnov test based on bootstrap resampling; and compared them with the classical negative binomial distribution in terms of absolute probabilities and in models including covariates. We found that those probabilistic models can be useful to describe the road accident blackspots datasets analyzed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Numerical Error Estimation with UQ

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Korn, Peter; Marotzke, Jochem

2014-05-01

Ocean models are still in need of means to quantify model errors, which are inevitably made when running numerical experiments. The total model error can formally be decomposed into two parts, the formulation error and the discretization error. The formulation error arises from the continuous formulation of the model not fully describing the studied physical process. The discretization error arises from having to solve a discretized model instead of the continuously formulated model. Our work on error estimation is concerned with the discretization error. Given a solution of a discretized model, our general problem statement is to find a way to quantify the uncertainties due to discretization in physical quantities of interest (diagnostics), which are frequently used in Geophysical Fluid Dynamics. The approach we use to tackle this problem is called the "Goal Error Ensemble method". The basic idea of the Goal Error Ensemble method is that errors in diagnostics can be translated into a weighted sum of local model errors, which makes it conceptually based on the Dual Weighted Residual method from Computational Fluid Dynamics. In contrast to the Dual Weighted Residual method these local model errors are not considered deterministically but interpreted as local model uncertainty and described stochastically by a random process. The parameters for the random process are tuned with high-resolution near-initial model information. However, the original Goal Error Ensemble method, introduced in [1], was successfully evaluated only in the case of inviscid flows without lateral boundaries in a shallow-water framework and is hence only of limited use in a numerical ocean model. Our work consists in extending the method to bounded, viscous flows in a shallow-water framework. As our numerical model, we use the ICON-Shallow-Water model. In viscous flows our high-resolution information is dependent on the viscosity parameter, making our uncertainty measures viscosity-dependent. We will show that we can choose a sensible parameter by using the Reynolds-number as a criteria. Another topic, we will discuss is the choice of the underlying distribution of the random process. This is especially of importance in the scope of lateral boundaries. We will present resulting error estimates for different height- and velocity-based diagnostics applied to the Munk gyre experiment. References [1] F. RAUSER: Error Estimation in Geophysical Fluid Dynamics through Learning; PhD Thesis, IMPRS-ESM, Hamburg, 2010 [2] F. RAUSER, J. MAROTZKE, P. KORN: Ensemble-type numerical uncertainty quantification from single model integrations; SIAM/ASA Journal on Uncertainty Quantification, submitted

The modelling of carbon-based supercapacitors: Distributions of time constants and Pascal Equivalent Circuits

NASA Astrophysics Data System (ADS)

Fletcher, Stephen; Kirkpatrick, Iain; Dring, Roderick; Puttock, Robert; Thring, Rob; Howroyd, Simon

2017-03-01

Supercapacitors are an emerging technology with applications in pulse power, motive power, and energy storage. However, their carbon electrodes show a variety of non-ideal behaviours that have so far eluded explanation. These include Voltage Decay after charging, Voltage Rebound after discharging, and Dispersed Kinetics at long times. In the present work, we establish that a vertical ladder network of RC components can reproduce all these puzzling phenomena. Both software and hardware realizations of the network are described. In general, porous carbon electrodes contain random distributions of resistance R and capacitance C, with a wider spread of log R values than log C values. To understand what this implies, a simplified model is developed in which log R is treated as a Gaussian random variable while log C is treated as a constant. From this model, a new family of equivalent circuits is developed in which the continuous distribution of log R values is replaced by a discrete set of log R values drawn from a geometric series. We call these Pascal Equivalent Circuits. Their behaviour is shown to resemble closely that of real supercapacitors. The results confirm that distributions of RC time constants dominate the behaviour of real supercapacitors.

Weak scattering of scalar and electromagnetic random fields

NASA Astrophysics Data System (ADS)

Tong, Zhisong

This dissertation encompasses several studies relating to the theory of weak potential scattering of scalar and electromagnetic random, wide-sense statistically stationary fields from various types of deterministic or random linear media. The proposed theory is largely based on the first Born approximation for potential scattering and on the angular spectrum representation of fields. The main focus of the scalar counterpart of the theory is made on calculation of the second-order statistics of scattered light fields in cases when the scattering medium consists of several types of discrete particles with deterministic or random potentials. It is shown that the knowledge of the correlation properties for the particles of the same and different types, described with the newly introduced pair-scattering matrix, is crucial for determining the spectral and coherence states of the scattered radiation. The approach based on the pair-scattering matrix is then used for solving an inverse problem of determining the location of an "alien" particle within the scattering collection of "normal" particles, from several measurements of the spectral density of scattered light. Weak scalar scattering of light from a particulate medium in the presence of optical turbulence existing between the scattering centers is then approached using the combination of the Born's theory for treating the light interaction with discrete particles and the Rytov's theory for light propagation in extended turbulent medium. It is demonstrated how the statistics of scattered radiation depend on scattering potentials of particles and the power spectra of the refractive index fluctuations of turbulence. This theory is of utmost importance for applications involving atmospheric and oceanic light transmission. The second part of the dissertation includes the theoretical procedure developed for predicting the second-order statistics of the electromagnetic random fields, such as polarization and linear momentum, scattered from static media. The spatial distribution of these properties of scattered fields is shown to be substantially dependent on the correlation and polarization properties of incident fields and on the statistics of the refractive index distribution within the scatterers. Further, an example is considered which illustrates the usefulness of the electromagnetic scattering theory of random fields in the case when the scattering medium is a thin bio-tissue layer with the prescribed power spectrum of the refractive index fluctuations. The polarization state of the scattered light is shown to be influenced by correlation and polarization states of the illumination as well as by the particle size distribution of the tissue slice.

Electromagnetic Scattering by Fully Ordered and Quasi-Random Rigid Particulate Samples

NASA Technical Reports Server (NTRS)

Mishchenko, Michael I.; Dlugach, Janna M.; Mackowski, Daniel W.

2016-01-01

In this paper we have analyzed circumstances under which a rigid particulate sample can behave optically as a true discrete random medium consisting of particles randomly moving relative to each other during measurement. To this end, we applied the numerically exact superposition T-matrix method to model far-field scattering characteristics of fully ordered and quasi-randomly arranged rigid multiparticle groups in fixed and random orientations. We have shown that, in and of itself, averaging optical observables over movements of a rigid sample as a whole is insufficient unless it is combined with a quasi-random arrangement of the constituent particles in the sample. Otherwise, certain scattering effects typical of discrete random media (including some manifestations of coherent backscattering) may not be accurately replicated.

Modeling Invasion Dynamics with Spatial Random-Fitness Due to Micro-Environment

PubMed Central

Manem, V. S. K.; Kaveh, K.; Kohandel, M.; Sivaloganathan, S.

2015-01-01

Numerous experimental studies have demonstrated that the microenvironment is a key regulator influencing the proliferative and migrative potentials of species. Spatial and temporal disturbances lead to adverse and hazardous microenvironments for cellular systems that is reflected in the phenotypic heterogeneity within the system. In this paper, we study the effect of microenvironment on the invasive capability of species, or mutants, on structured grids (in particular, square lattices) under the influence of site-dependent random proliferation in addition to a migration potential. We discuss both continuous and discrete fitness distributions. Our results suggest that the invasion probability is negatively correlated with the variance of fitness distribution of mutants (for both advantageous and neutral mutants) in the absence of migration of both types of cells. A similar behaviour is observed even in the presence of a random fitness distribution of host cells in the system with neutral fitness rate. In the case of a bimodal distribution, we observe zero invasion probability until the system reaches a (specific) proportion of advantageous phenotypes. Also, we find that the migrative potential amplifies the invasion probability as the variance of fitness of mutants increases in the system, which is the exact opposite in the absence of migration. Our computational framework captures the harsh microenvironmental conditions through quenched random fitness distributions and migration of cells, and our analysis shows that they play an important role in the invasion dynamics of several biological systems such as bacterial micro-habitats, epithelial dysplasia, and metastasis. We believe that our results may lead to more experimental studies, which can in turn provide further insights into the role and impact of heterogeneous environments on invasion dynamics. PMID:26509572

Time domain simulation of the response of geometrically nonlinear panels subjected to random loading

NASA Technical Reports Server (NTRS)

Moyer, E. Thomas, Jr.

1988-01-01

The response of composite panels subjected to random pressure loads large enough to cause geometrically nonlinear responses is studied. A time domain simulation is employed to solve the equations of motion. An adaptive time stepping algorithm is employed to minimize intermittent transients. A modified algorithm for the prediction of response spectral density is presented which predicts smooth spectral peaks for discrete time histories. Results are presented for a number of input pressure levels and damping coefficients. Response distributions are calculated and compared with the analytical solution of the Fokker-Planck equations. RMS response is reported as a function of input pressure level and damping coefficient. Spectral densities are calculated for a number of examples.

Discrete Sparse Coding.

PubMed

Exarchakis, Georgios; Lücke, Jörg

2017-11-01

Sparse coding algorithms with continuous latent variables have been the subject of a large number of studies. However, discrete latent spaces for sparse coding have been largely ignored. In this work, we study sparse coding with latents described by discrete instead of continuous prior distributions. We consider the general case in which the latents (while being sparse) can take on any value of a finite set of possible values and in which we learn the prior probability of any value from data. This approach can be applied to any data generated by discrete causes, and it can be applied as an approximation of continuous causes. As the prior probabilities are learned, the approach then allows for estimating the prior shape without assuming specific functional forms. To efficiently train the parameters of our probabilistic generative model, we apply a truncated expectation-maximization approach (expectation truncation) that we modify to work with a general discrete prior. We evaluate the performance of the algorithm by applying it to a variety of tasks: (1) we use artificial data to verify that the algorithm can recover the generating parameters from a random initialization, (2) use image patches of natural images and discuss the role of the prior for the extraction of image components, (3) use extracellular recordings of neurons to present a novel method of analysis for spiking neurons that includes an intuitive discretization strategy, and (4) apply the algorithm on the task of encoding audio waveforms of human speech. The diverse set of numerical experiments presented in this letter suggests that discrete sparse coding algorithms can scale efficiently to work with realistic data sets and provide novel statistical quantities to describe the structure of the data.

Risk management for sulfur dioxide abatement under multiple uncertainties

NASA Astrophysics Data System (ADS)

Dai, C.; Sun, W.; Tan, Q.; Liu, Y.; Lu, W. T.; Guo, H. C.

2016-03-01

In this study, interval-parameter programming, two-stage stochastic programming (TSP), and conditional value-at-risk (CVaR) were incorporated into a general optimization framework, leading to an interval-parameter CVaR-based two-stage programming (ICTP) method. The ICTP method had several advantages: (i) its objective function simultaneously took expected cost and risk cost into consideration, and also used discrete random variables and discrete intervals to reflect uncertain properties; (ii) it quantitatively evaluated the right tail of distributions of random variables which could better calculate the risk of violated environmental standards; (iii) it was useful for helping decision makers to analyze the trade-offs between cost and risk; and (iv) it was effective to penalize the second-stage costs, as well as to capture the notion of risk in stochastic programming. The developed model was applied to sulfur dioxide abatement in an air quality management system. The results indicated that the ICTP method could be used for generating a series of air quality management schemes under different risk-aversion levels, for identifying desired air quality management strategies for decision makers, and for considering a proper balance between system economy and environmental quality.

Dynamical and statistical behavior of discrete combustion waves: a theoretical and numerical study.

PubMed

Bharath, Naine Tarun; Rashkovskiy, Sergey A; Tewari, Surya P; Gundawar, Manoj Kumar

2013-04-01

We present a detailed theoretical and numerical study of combustion waves in a discrete one-dimensional disordered system. The distances between neighboring reaction cells were modeled with a gamma distribution. The results show that the random structure of the microheterogeneous system plays a crucial role in the dynamical and statistical behavior of the system. This is a consequence of the nonlinear interaction of the random structure of the system with the thermal wave. An analysis of the experimental data on the combustion of a gasless system (Ti + xSi) and a wide range of thermite systems was performed in view of the developed model. We have shown that the burning rate of the powder system sensitively depends on its internal structure. The present model allows for reproducing theoretically the experimental data for a wide range of pyrotechnic mixtures. We show that Arrhenius' macrokinetics at combustion of disperse systems can take place even in the absence of Arrhenius' microkinetics; it can have a purely thermal nature and be related to their heterogeneity and to the existence of threshold temperature. It is also observed that the combustion of disperse systems always occurs in the microheterogeneous mode according to the relay-race mechanism.

Dynamical and statistical behavior of discrete combustion waves: A theoretical and numerical study

NASA Astrophysics Data System (ADS)

Bharath, Naine Tarun; Rashkovskiy, Sergey A.; Tewari, Surya P.; Gundawar, Manoj Kumar

2013-04-01

We present a detailed theoretical and numerical study of combustion waves in a discrete one-dimensional disordered system. The distances between neighboring reaction cells were modeled with a gamma distribution. The results show that the random structure of the microheterogeneous system plays a crucial role in the dynamical and statistical behavior of the system. This is a consequence of the nonlinear interaction of the random structure of the system with the thermal wave. An analysis of the experimental data on the combustion of a gasless system (Ti + xSi) and a wide range of thermite systems was performed in view of the developed model. We have shown that the burning rate of the powder system sensitively depends on its internal structure. The present model allows for reproducing theoretically the experimental data for a wide range of pyrotechnic mixtures. We show that Arrhenius’ macrokinetics at combustion of disperse systems can take place even in the absence of Arrhenius’ microkinetics; it can have a purely thermal nature and be related to their heterogeneity and to the existence of threshold temperature. It is also observed that the combustion of disperse systems always occurs in the microheterogeneous mode according to the relay-race mechanism.

A priori discretization quality metrics for distributed hydrologic modeling applications

NASA Astrophysics Data System (ADS)

Liu, Hongli; Tolson, Bryan; Craig, James; Shafii, Mahyar; Basu, Nandita

2016-04-01

In distributed hydrologic modelling, a watershed is treated as a set of small homogeneous units that address the spatial heterogeneity of the watershed being simulated. The ability of models to reproduce observed spatial patterns firstly depends on the spatial discretization, which is the process of defining homogeneous units in the form of grid cells, subwatersheds, or hydrologic response units etc. It is common for hydrologic modelling studies to simply adopt a nominal or default discretization strategy without formally assessing alternative discretization levels. This approach lacks formal justifications and is thus problematic. More formalized discretization strategies are either a priori or a posteriori with respect to building and running a hydrologic simulation model. A posteriori approaches tend to be ad-hoc and compare model calibration and/or validation performance under various watershed discretizations. The construction and calibration of multiple versions of a distributed model can become a seriously limiting computational burden. Current a priori approaches are more formalized and compare overall heterogeneity statistics of dominant variables between candidate discretization schemes and input data or reference zones. While a priori approaches are efficient and do not require running a hydrologic model, they do not fully investigate the internal spatial pattern changes of variables of interest. Furthermore, the existing a priori approaches focus on landscape and soil data and do not assess impacts of discretization on stream channel definition even though its significance has been noted by numerous studies. The primary goals of this study are to (1) introduce new a priori discretization quality metrics considering the spatial pattern changes of model input data; (2) introduce a two-step discretization decision-making approach to compress extreme errors and meet user-specified discretization expectations through non-uniform discretization threshold modification. The metrics for the first time provides quantification of the routing relevant information loss due to discretization according to the relationship between in-channel routing length and flow velocity. Moreover, it identifies and counts the spatial pattern changes of dominant hydrological variables by overlaying candidate discretization schemes upon input data and accumulating variable changes in area-weighted way. The metrics are straightforward and applicable to any semi-distributed or fully distributed hydrological model with grid scales are greater than input data resolutions. The discretization metrics and decision-making approach are applied to the Grand River watershed located in southwestern Ontario, Canada where discretization decisions are required for a semi-distributed modelling application. Results show that discretization induced information loss monotonically increases as discretization gets rougher. With regards to routing information loss in subbasin discretization, multiple interesting points rather than just the watershed outlet should be considered. Moreover, subbasin and HRU discretization decisions should not be considered independently since subbasin input significantly influences the complexity of HRU discretization result. Finally, results show that the common and convenient approach of making uniform discretization decisions across the watershed domain performs worse compared to a metric informed non-uniform discretization approach as the later since is able to conserve more watershed heterogeneity under the same model complexity (number of computational units).

Record statistics of a strongly correlated time series: random walks and Lévy flights

NASA Astrophysics Data System (ADS)

Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory

2017-08-01

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.

Stochastic analysis of a pulse-type prey-predator model

NASA Astrophysics Data System (ADS)

Wu, Y.; Zhu, W. Q.

2008-04-01

A stochastic Lotka-Volterra model, a so-called pulse-type model, for the interaction between two species and their random natural environment is investigated. The effect of a random environment is modeled as random pulse trains in the birth rate of the prey and the death rate of the predator. The generalized cell mapping method is applied to calculate the probability distributions of the species populations at a state of statistical quasistationarity. The time evolution of the population densities is studied, and the probability of the near extinction time, from an initial state to a critical state, is obtained. The effects on the ecosystem behaviors of the prey self-competition term and of the pulse mean arrival rate are also discussed. Our results indicate that the proposed pulse-type model shows obviously distinguishable characteristics from a Gaussian-type model, and may confer a significant advantage for modeling the prey-predator system under discrete environmental fluctuations.

Stochastic analysis of a pulse-type prey-predator model.

PubMed

Wu, Y; Zhu, W Q

2008-04-01

A stochastic Lotka-Volterra model, a so-called pulse-type model, for the interaction between two species and their random natural environment is investigated. The effect of a random environment is modeled as random pulse trains in the birth rate of the prey and the death rate of the predator. The generalized cell mapping method is applied to calculate the probability distributions of the species populations at a state of statistical quasistationarity. The time evolution of the population densities is studied, and the probability of the near extinction time, from an initial state to a critical state, is obtained. The effects on the ecosystem behaviors of the prey self-competition term and of the pulse mean arrival rate are also discussed. Our results indicate that the proposed pulse-type model shows obviously distinguishable characteristics from a Gaussian-type model, and may confer a significant advantage for modeling the prey-predator system under discrete environmental fluctuations.

Discrete Latent Markov Models for Normally Distributed Response Data

ERIC Educational Resources Information Center

Schmittmann, Verena D.; Dolan, Conor V.; van der Maas, Han L. J.; Neale, Michael C.

2005-01-01

Van de Pol and Langeheine (1990) presented a general framework for Markov modeling of repeatedly measured discrete data. We discuss analogical single indicator models for normally distributed responses. In contrast to discrete models, which have been studied extensively, analogical continuous response models have hardly been considered. These…

Exact Solutions of Burnt-Bridge Models for Molecular Motor Transport

NASA Astrophysics Data System (ADS)

Morozov, Alexander; Pronina, Ekaterina; Kolomeisky, Anatoly; Artyomov, Maxim

2007-03-01

Transport of molecular motors, stimulated by interactions with specific links between consecutive binding sites (called ``bridges''), is investigated theoretically by analyzing discrete-state stochastic ``burnt-bridge'' models. When an unbiased diffusing particle crosses the bridge, the link can be destroyed (``burned'') with a probability p, creating a biased directed motion for the particle. It is shown that for probability of burning p=1 the system can be mapped into one-dimensional single-particle hopping model along the periodic infinite lattice that allows one to calculate exactly all dynamic properties. For general case of p<1 a new theoretical method is developed, and dynamic properties are computed explicitly. Discrete-time and continuous-time dynamics, periodic and random distribution of bridges and different burning dynamics are analyzed and compared. Theoretical predictions are supported by extensive Monte Carlo computer simulations. Theoretical results are applied for analysis of the experiments on collagenase motor proteins.

Evaluating sample allocation and effort in detecting population differentiation for discrete and continuously distributed individuals

Treesearch

Erin L. Landguth; Michael K. Schwartz

2014-01-01

One of the most pressing issues in spatial genetics concerns sampling. Traditionally, substructure and gene flow are estimated for individuals sampled within discrete populations. Because many species may be continuously distributed across a landscape without discrete boundaries, understanding sampling issues becomes paramount. Given large-scale, geographically broad...

The First Order Correction to the Exit Distribution for Some Random Walks

NASA Astrophysics Data System (ADS)

Kennedy, Tom

2016-07-01

We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The final model is the smart kinetic walk. For all three of these models the distribution of the point where the walk exits a simply connected domain D in the plane converges weakly to harmonic measure on partial D as the lattice spacing δ → 0. Let ω (0,\\cdot ;D) be harmonic measure for D, and let ω _δ (0,\\cdot ;D) be the discrete harmonic measure for one of the random walk models. Our definition of the random walk models is unusual in that we average over the orientation of the lattice with respect to the domain. We are interested in the limit of (ω _δ (0,\\cdot ;D)- ω (0,\\cdot ;D))/δ . Our Monte Carlo simulations of the three models lead to the conjecture that this limit equals c_{M,L} ρ _D(z) times Lebesgue measure with respect to arc length along the boundary, where the function ρ _D(z) depends on the domain, but not on the model or lattice, and the constant c_{M,L} depends on the model and on the lattice, but not on the domain. So there is a form of universality for this first order correction. We also give an explicit formula for the conjectured density ρ _D.

Distributed Relaxation for Conservative Discretizations

NASA Technical Reports Server (NTRS)

Diskin, Boris; Thomas, James L.

2001-01-01

A multigrid method is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work that is a small (less than 10) multiple of the operation count in one target-grid residual evaluation. The way to achieve this efficiency is the distributed relaxation approach. TME solvers employing distributed relaxation have already been demonstrated for nonconservative formulations of high-Reynolds-number viscous incompressible and subsonic compressible flow regimes. The purpose of this paper is to provide foundations for applications of distributed relaxation to conservative discretizations. A direct correspondence between the primitive variable interpolations for calculating fluxes in conservative finite-volume discretizations and stencils of the discretized derivatives in the nonconservative formulation has been established. Based on this correspondence, one can arrive at a conservative discretization which is very efficiently solved with a nonconservative relaxation scheme and this is demonstrated for conservative discretization of the quasi one-dimensional Euler equations. Formulations for both staggered and collocated grid arrangements are considered and extensions of the general procedure to multiple dimensions are discussed.

Rank distributions: a panoramic macroscopic outlook.

PubMed

Eliazar, Iddo I; Cohen, Morrel H

2014-01-01

This paper presents a panoramic macroscopic outlook of rank distributions. We establish a general framework for the analysis of rank distributions, which classifies them into five macroscopic "socioeconomic" states: monarchy, oligarchy-feudalism, criticality, socialism-capitalism, and communism. Oligarchy-feudalism is shown to be characterized by discrete macroscopic rank distributions, and socialism-capitalism is shown to be characterized by continuous macroscopic size distributions. Criticality is a transition state between oligarchy-feudalism and socialism-capitalism, which can manifest allometric scaling with multifractal spectra. Monarchy and communism are extreme forms of oligarchy-feudalism and socialism-capitalism, respectively, in which the intrinsic randomness vanishes. The general framework is applied to three different models of rank distributions-top-down, bottom-up, and global-and unveils each model's macroscopic universality and versatility. The global model yields a macroscopic classification of the generalized Zipf law, an omnipresent form of rank distributions observed across the sciences. An amalgamation of the three models establishes a universal rank-distribution explanation for the macroscopic emergence of a prevalent class of continuous size distributions, ones governed by unimodal densities with both Pareto and inverse-Pareto power-law tails.

Modeling and 2-D discrete simulation of dislocation dynamics for plastic deformation of metal

NASA Astrophysics Data System (ADS)

Liu, Juan; Cui, Zhenshan; Ou, Hengan; Ruan, Liqun

2013-05-01

Two methods are employed in this paper to investigate the dislocation evolution during plastic deformation of metal. One method is dislocation dynamic simulation of two-dimensional discrete dislocation dynamics (2D-DDD), and the other is dislocation dynamics modeling by means of nonlinear analysis. As screw dislocation is prone to disappear by cross-slip, only edge dislocation is taken into account in simulation. First, an approach of 2D-DDD is used to graphically simulate and exhibit the collective motion of a large number of discrete dislocations. In the beginning, initial grains are generated in the simulation cells according to the mechanism of grain growth and the initial dislocation is randomly distributed in grains and relaxed under the internal stress. During the simulation process, the externally imposed stress, the long range stress contribution of all dislocations and the short range stress caused by the grain boundaries are calculated. Under the action of these forces, dislocations begin to glide, climb, multiply, annihilate and react with each other. Besides, thermal activation process is included. Through the simulation, the distribution of dislocation and the stress-strain curves can be obtained. On the other hand, based on the classic dislocation theory, the variation of the dislocation density with time is described by nonlinear differential equations. Finite difference method (FDM) is used to solve the built differential equations. The dislocation evolution at a constant strain rate is taken as an example to verify the rationality of the model.

Random Telegraph Signal Amplitudes in Sub 100 nm (Decanano) MOSFETs: A 3D 'Atomistic' Simulation Study

NASA Technical Reports Server (NTRS)

Asenov, Asen; Balasubramaniam, R.; Brown, A. R.; Davies, J. H.; Saini, Subhash

2000-01-01

In this paper we use 3D simulations to study the amplitudes of random telegraph signals (RTS) associated with the trapping of a single carrier in interface states in the channel of sub 100 nm (decanano) MOSFETs. Both simulations using continuous doping charge and random discrete dopants in the active region of the MOSFETs are presented. We have studied the dependence of the RTS amplitudes on the position of the trapped charge in the channel and on the device design parameters. We have observed a significant increase in the maximum RTS amplitude when discrete random dopants are employed in the simulations.

Exact Asymptotics of the Freezing Transition of a Logarithmically Correlated Random Energy Model

NASA Astrophysics Data System (ADS)

Webb, Christian

2011-12-01

We consider a logarithmically correlated random energy model, namely a model for directed polymers on a Cayley tree, which was introduced by Derrida and Spohn. We prove asymptotic properties of a generating function of the partition function of the model by studying a discrete time analogy of the KPP-equation—thus translating Bramson's work on the KPP-equation into a discrete time case. We also discuss connections to extreme value statistics of a branching random walk and a rescaled multiplicative cascade measure beyond the critical point.

Estimation of rates-across-sites distributions in phylogenetic substitution models.

PubMed

Susko, Edward; Field, Chris; Blouin, Christian; Roger, Andrew J

2003-10-01

Previous work has shown that it is often essential to account for the variation in rates at different sites in phylogenetic models in order to avoid phylogenetic artifacts such as long branch attraction. In most current models, the gamma distribution is used for the rates-across-sites distributions and is implemented as an equal-probability discrete gamma. In this article, we introduce discrete distribution estimates with large numbers of equally spaced rate categories allowing us to investigate the appropriateness of the gamma model. With large numbers of rate categories, these discrete estimates are flexible enough to approximate the shape of almost any distribution. Likelihood ratio statistical tests and a nonparametric bootstrap confidence-bound estimation procedure based on the discrete estimates are presented that can be used to test the fit of a parametric family. We applied the methodology to several different protein data sets, and found that although the gamma model often provides a good parametric model for this type of data, rate estimates from an equal-probability discrete gamma model with a small number of categories will tend to underestimate the largest rates. In cases when the gamma model assumption is in doubt, rate estimates coming from the discrete rate distribution estimate with a large number of rate categories provide a robust alternative to gamma estimates. An alternative implementation of the gamma distribution is proposed that, for equal numbers of rate categories, is computationally more efficient during optimization than the standard gamma implementation and can provide more accurate estimates of site rates.

A comparison of three random effects approaches to analyze repeated bounded outcome scores with an application in a stroke revalidation study.

PubMed

Molas, Marek; Lesaffre, Emmanuel

2008-12-30

Discrete bounded outcome scores (BOS), i.e. discrete measurements that are restricted on a finite interval, often occur in practice. Examples are compliance measures, quality of life measures, etc. In this paper we examine three related random effects approaches to analyze longitudinal studies with a BOS as response: (1) a linear mixed effects (LM) model applied to a logistic transformed modified BOS; (2) a model assuming that the discrete BOS is a coarsened version of a latent random variable, which after a logistic-normal transformation, satisfies an LM model; and (3) a random effects probit model. We consider also the extension whereby the variability of the BOS is allowed to depend on covariates. The methods are contrasted using a simulation study and on a longitudinal project, which documents stroke rehabilitation in four European countries using measures of motor and functional recovery. Copyright 2008 John Wiley & Sons, Ltd.

Spectrum of the Wilson Dirac operator at finite lattice spacings

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

Akemann, G.; Damgaard, P. H.; Splittorff, K.

2011-04-15

We consider the effect of discretization errors on the microscopic spectrum of the Wilson Dirac operator using both chiral perturbation theory and chiral random matrix theory. A graded chiral Lagrangian is used to evaluate the microscopic spectral density of the Hermitian Wilson Dirac operator as well as the distribution of the chirality over the real eigenvalues of the Wilson Dirac operator. It is shown that a chiral random matrix theory for the Wilson Dirac operator reproduces the leading zero-momentum terms of Wilson chiral perturbation theory. All results are obtained for a fixed index of the Wilson Dirac operator. The low-energymore » constants of Wilson chiral perturbation theory are shown to be constrained by the Hermiticity properties of the Wilson Dirac operator.« less

Rank distributions: A panoramic macroscopic outlook

NASA Astrophysics Data System (ADS)

Eliazar, Iddo I.; Cohen, Morrel H.

2014-01-01

This paper presents a panoramic macroscopic outlook of rank distributions. We establish a general framework for the analysis of rank distributions, which classifies them into five macroscopic "socioeconomic" states: monarchy, oligarchy-feudalism, criticality, socialism-capitalism, and communism. Oligarchy-feudalism is shown to be characterized by discrete macroscopic rank distributions, and socialism-capitalism is shown to be characterized by continuous macroscopic size distributions. Criticality is a transition state between oligarchy-feudalism and socialism-capitalism, which can manifest allometric scaling with multifractal spectra. Monarchy and communism are extreme forms of oligarchy-feudalism and socialism-capitalism, respectively, in which the intrinsic randomness vanishes. The general framework is applied to three different models of rank distributions—top-down, bottom-up, and global—and unveils each model's macroscopic universality and versatility. The global model yields a macroscopic classification of the generalized Zipf law, an omnipresent form of rank distributions observed across the sciences. An amalgamation of the three models establishes a universal rank-distribution explanation for the macroscopic emergence of a prevalent class of continuous size distributions, ones governed by unimodal densities with both Pareto and inverse-Pareto power-law tails.

A Geostatistical Scaling Approach for the Generation of Non Gaussian Random Variables and Increments

NASA Astrophysics Data System (ADS)

Guadagnini, Alberto; Neuman, Shlomo P.; Riva, Monica; Panzeri, Marco

2016-04-01

We address manifestations of non-Gaussian statistical scaling displayed by many variables, Y, and their (spatial or temporal) increments. Evidence of such behavior includes symmetry of increment distributions at all separation distances (or lags) with sharp peaks and heavy tails which tend to decay asymptotically as lag increases. Variables reported to exhibit such distributions include quantities of direct relevance to hydrogeological sciences, e.g. porosity, log permeability, electrical resistivity, soil and sediment texture, sediment transport rate, rainfall, measured and simulated turbulent fluid velocity, and other. No model known to us captures all of the documented statistical scaling behaviors in a unique and consistent manner. We recently proposed a generalized sub-Gaussian model (GSG) which reconciles within a unique theoretical framework the probability distributions of a target variable and its increments. We presented an algorithm to generate unconditional random realizations of statistically isotropic or anisotropic GSG functions and illustrated it in two dimensions. In this context, we demonstrated the feasibility of estimating all key parameters of a GSG model underlying a single realization of Y by analyzing jointly spatial moments of Y data and corresponding increments. Here, we extend our GSG model to account for noisy measurements of Y at a discrete set of points in space (or time), present an algorithm to generate conditional realizations of corresponding isotropic or anisotropic random field, and explore them on one- and two-dimensional synthetic test cases.

Digital simulation of an arbitrary stationary stochastic process by spectral representation.

PubMed

Yura, Harold T; Hanson, Steen G

2011-04-01

In this paper we present a straightforward, efficient, and computationally fast method for creating a large number of discrete samples with an arbitrary given probability density function and a specified spectral content. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In contrast to previous work, where the analyses were limited to auto regressive and or iterative techniques to obtain satisfactory results, we find that a single application of the inverse transform method yields satisfactory results for a wide class of arbitrary probability distributions. Although a single application of the inverse transform technique does not conserve the power spectra exactly, it yields highly accurate numerical results for a wide range of probability distributions and target power spectra that are sufficient for system simulation purposes and can thus be regarded as an accurate engineering approximation, which can be used for wide range of practical applications. A sufficiency condition is presented regarding the range of parameter values where a single application of the inverse transform method yields satisfactory agreement between the simulated and target power spectra, and a series of examples relevant for the optics community are presented and discussed. Outside this parameter range the agreement gracefully degrades but does not distort in shape. Although we demonstrate the method here focusing on stationary random processes, we see no reason why the method could not be extended to simulate non-stationary random processes. © 2011 Optical Society of America

Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

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

Dall-Anese, Emiliano; Zhou, Xinyang; Liu, Zhiyuan

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together withmore » pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.« less

Assessing the importance of self-regulating mechanisms in diamondback moth population dynamics: application of discrete mathematical models.

PubMed

Nedorezov, Lev V; Löhr, Bernhard L; Sadykova, Dinara L

2008-10-07

The applicability of discrete mathematical models for the description of diamondback moth (DBM) (Plutella xylostella L.) population dynamics was investigated. The parameter values for several well-known discrete time models (Skellam, Moran-Ricker, Hassell, Maynard Smith-Slatkin, and discrete logistic models) were estimated for an experimental time series from a highland cabbage-growing area in eastern Kenya. For all sets of parameters, boundaries of confidence domains were determined. Maximum calculated birth rates varied between 1.086 and 1.359 when empirical values were used for parameter estimation. After fitting of the models to the empirical trajectory, all birth rate values resulted considerably higher (1.742-3.526). The carrying capacity was determined between 13.0 and 39.9DBM/plant, after fitting of the models these values declined to 6.48-9.3, all values well within the range encountered empirically. The application of the Durbin-Watson criteria for comparison of theoretical and experimental population trajectories produced negative correlations with all models. A test of residual value groupings for randomness showed that their distribution is non-stochastic. In consequence, we conclude that DBM dynamics cannot be explained as a result of intra-population self-regulative mechanisms only (=by any of the models tested) and that more comprehensive models are required for the explanation of DBM population dynamics.

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

NASA Astrophysics Data System (ADS)

Frem, Bassam

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

Estimating the proportion of true null hypotheses when the statistics are discrete.

PubMed

Dialsingh, Isaac; Austin, Stefanie R; Altman, Naomi S

2015-07-15

In high-dimensional testing problems π0, the proportion of null hypotheses that are true is an important parameter. For discrete test statistics, the P values come from a discrete distribution with finite support and the null distribution may depend on an ancillary statistic such as a table margin that varies among the test statistics. Methods for estimating π0 developed for continuous test statistics, which depend on a uniform or identical null distribution of P values, may not perform well when applied to discrete testing problems. This article introduces a number of π0 estimators, the regression and 'T' methods that perform well with discrete test statistics and also assesses how well methods developed for or adapted from continuous tests perform with discrete tests. We demonstrate the usefulness of these estimators in the analysis of high-throughput biological RNA-seq and single-nucleotide polymorphism data. implemented in R. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Navigability of Random Geometric Graphs in the Universe and Other Spacetimes.

PubMed

Cunningham, William; Zuev, Konstantin; Krioukov, Dmitri

2017-08-18

Random geometric graphs in hyperbolic spaces explain many common structural and dynamical properties of real networks, yet they fail to predict the correct values of the exponents of power-law degree distributions observed in real networks. In that respect, random geometric graphs in asymptotically de Sitter spacetimes, such as the Lorentzian spacetime of our accelerating universe, are more attractive as their predictions are more consistent with observations in real networks. Yet another important property of hyperbolic graphs is their navigability, and it remains unclear if de Sitter graphs are as navigable as hyperbolic ones. Here we study the navigability of random geometric graphs in three Lorentzian manifolds corresponding to universes filled only with dark energy (de Sitter spacetime), only with matter, and with a mixture of dark energy and matter. We find these graphs are navigable only in the manifolds with dark energy. This result implies that, in terms of navigability, random geometric graphs in asymptotically de Sitter spacetimes are as good as random hyperbolic graphs. It also establishes a connection between the presence of dark energy and navigability of the discretized causal structure of spacetime, which provides a basis for a different approach to the dark energy problem in cosmology.

Electrostatic coupling of ion pumps.

PubMed

Nieto-Frausto, J; Lüger, P; Apell, H J

1992-01-01

In this paper the electrostatic interactions between membrane-embedded ion-pumps and their consequences for the kinetics of pump-mediated transport processes have been examined. We show that the time course of an intrinsically monomolecular transport reaction can become distinctly nonexponential, if the reaction is associated with charge translocation and takes place in an aggregate of pump molecules. First we consider the electrostatic coupling of a single dimer of ion-pumps embedded in the membrane. Then we apply the treatment to the kinetic analysis of light-driven proton transport by bacteriorhodopsin which forms two-dimensional hexagonal lattices. Finally, for the case of nonordered molecules, we also consider a model in which the pumps are randomly distributed over the nodes of a lattice. Here the average distance is equal to that deduced experimentally and the elemental size of the lattice is the effective diameter of one single pump. This latter model is applied to an aggregate of membrane-embedded Na, K- and Ca-pumps. In all these cases the electrostatic potential considered is the exact solution calculated from the method of electrical images for a plane membrane of finite thickness immersed in an infinite aqueous solution environment. The distributions of charges (ions or charged binding sites) are considered homogeneous or discrete in the membrane and/or in the external solution. In the case of discrete distributions we compare the results from a mean field approximation and a stochastic simulation.

The discrete Laplace exponential family and estimation of Y-STR haplotype frequencies.

PubMed

Andersen, Mikkel Meyer; Eriksen, Poul Svante; Morling, Niels

2013-07-21

Estimating haplotype frequencies is important in e.g. forensic genetics, where the frequencies are needed to calculate the likelihood ratio for the evidential weight of a DNA profile found at a crime scene. Estimation is naturally based on a population model, motivating the investigation of the Fisher-Wright model of evolution for haploid lineage DNA markers. An exponential family (a class of probability distributions that is well understood in probability theory such that inference is easily made by using existing software) called the 'discrete Laplace distribution' is described. We illustrate how well the discrete Laplace distribution approximates a more complicated distribution that arises by investigating the well-known population genetic Fisher-Wright model of evolution by a single-step mutation process. It was shown how the discrete Laplace distribution can be used to estimate haplotype frequencies for haploid lineage DNA markers (such as Y-chromosomal short tandem repeats), which in turn can be used to assess the evidential weight of a DNA profile found at a crime scene. This was done by making inference in a mixture of multivariate, marginally independent, discrete Laplace distributions using the EM algorithm to estimate the probabilities of membership of a set of unobserved subpopulations. The discrete Laplace distribution can be used to estimate haplotype frequencies with lower prediction error than other existing estimators. Furthermore, the calculations could be performed on a normal computer. This method was implemented in the freely available open source software R that is supported on Linux, MacOS and MS Windows. Copyright © 2013 Elsevier Ltd. All rights reserved.

Continuous-time quantum random walks require discrete space

NASA Astrophysics Data System (ADS)

Manouchehri, K.; Wang, J. B.

2007-11-01

Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

Calibration of Discrete Random Walk (DRW) Model via G.I Taylor's Dispersion Theory

NASA Astrophysics Data System (ADS)

Javaherchi, Teymour; Aliseda, Alberto

2012-11-01

Prediction of particle dispersion in turbulent flows is still an important challenge with many applications to environmental, as well as industrial, fluid mechanics. Several models of dispersion have been developed to predict particle trajectories and their relative velocities, in combination with a RANS-based simulation of the background flow. The interaction of the particles with the velocity fluctuations at different turbulent scales represents a significant difficulty in generalizing the models to the wide range of flows where they are used. We focus our attention on the Discrete Random Walk (DRW) model applied to flow in a channel, particularly to the selection of eddies lifetimes as realizations of a Poisson distribution with a mean value proportional to κ / ɛ . We present a general method to determine the constant of this proportionality by matching the DRW model dispersion predictions for fluid element and particle dispersion to G.I Taylor's classical dispersion theory. This model parameter is critical to the magnitude of predicted dispersion. A case study of its influence on sedimentation of suspended particles in a tidal channel with an array of Marine Hydrokinetic (MHK) turbines highlights the dependency of results on this time scale parameter. Support from US DOE through the Northwest National Marine Renewable Energy Center, a UW-OSU partnership.

Discrete gravity on random tensor network and holographic Rényi entropy

NASA Astrophysics Data System (ADS)

Han, Muxin; Huang, Shilin

2017-11-01

In this paper we apply the discrete gravity and Regge calculus to tensor networks and Anti-de Sitter/conformal field theory (AdS/CFT) correspondence. We construct the boundary many-body quantum state |Ψ〉 using random tensor networks as the holographic mapping, applied to the Wheeler-deWitt wave function of bulk Euclidean discrete gravity in 3 dimensions. The entanglement Rényi entropy of |Ψ〉 is shown to holographically relate to the on-shell action of Einstein gravity on a branch cover bulk manifold. The resulting Rényi entropy S n of |Ψ〉 approximates with high precision the Rényi entropy of ground state in 2-dimensional conformal field theory (CFT). In particular it reproduces the correct n dependence. Our results develop the framework of realizing the AdS3/CFT2 correspondence on random tensor networks, and provide a new proposal to approximate the CFT ground state.

Novel image encryption algorithm based on multiple-parameter discrete fractional random transform

NASA Astrophysics Data System (ADS)

Zhou, Nanrun; Dong, Taiji; Wu, Jianhua

2010-08-01

A new method of digital image encryption is presented by utilizing a new multiple-parameter discrete fractional random transform. Image encryption and decryption are performed based on the index additivity and multiple parameters of the multiple-parameter fractional random transform. The plaintext and ciphertext are respectively in the spatial domain and in the fractional domain determined by the encryption keys. The proposed algorithm can resist statistic analyses effectively. The computer simulation results show that the proposed encryption algorithm is sensitive to the multiple keys, and that it has considerable robustness, noise immunity and security.

Univariate and Bivariate Loglinear Models for Discrete Test Score Distributions.

ERIC Educational Resources Information Center

Holland, Paul W.; Thayer, Dorothy T.

2000-01-01

Applied the theory of exponential families of distributions to the problem of fitting the univariate histograms and discrete bivariate frequency distributions that often arise in the analysis of test scores. Considers efficient computation of the maximum likelihood estimates of the parameters using Newton's Method and computationally efficient…

When fast and slow interfaces grow together: Connection to the half-space problem of the Kardar-Parisi-Zhang class

NASA Astrophysics Data System (ADS)

Ito, Yasufumi; Takeuchi, Kazumasa A.

2018-04-01

We study height fluctuations of interfaces in the (1 +1 ) -dimensional Kardar-Parisi-Zhang (KPZ) class, growing at different speeds in the left half and the right half of space. Carrying out simulations of the discrete polynuclear growth model with two different growth rates, combined with the standard setting for the droplet, flat, and stationary geometries, we find that the fluctuation properties at and near the boundary are described by the KPZ half-space problem developed in the theoretical literature. In particular, in the droplet case, the distribution at the boundary is given by the largest-eigenvalue distribution of random matrices in the Gaussian symplectic ensemble, often called the GSE Tracy-Widom distribution. We also characterize crossover from the full-space statistics to the half-space one, which arises when the difference between the two growth speeds is small.

Method for distributed agent-based non-expert simulation of manufacturing process behavior

DOEpatents

Ivezic, Nenad; Potok, Thomas E.

2004-11-30

A method for distributed agent based non-expert simulation of manufacturing process behavior on a single-processor computer comprises the steps of: object modeling a manufacturing technique having a plurality of processes; associating a distributed agent with each the process; and, programming each the agent to respond to discrete events corresponding to the manufacturing technique, wherein each discrete event triggers a programmed response. The method can further comprise the step of transmitting the discrete events to each agent in a message loop. In addition, the programming step comprises the step of conditioning each agent to respond to a discrete event selected from the group consisting of a clock tick message, a resources received message, and a request for output production message.

Chemical Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Aquino, T.; Dentz, M.

2017-12-01

Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

Unconditional security proof of long-distance continuous-variable quantum key distribution with discrete modulation.

PubMed

Leverrier, Anthony; Grangier, Philippe

2009-05-08

We present a continuous-variable quantum key distribution protocol combining a discrete modulation and reverse reconciliation. This protocol is proven unconditionally secure and allows the distribution of secret keys over long distances, thanks to a reverse reconciliation scheme efficient at very low signal-to-noise ratio.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Probabilistic inference in discrete spaces can be implemented into networks of LIF neurons.

PubMed

Probst, Dimitri; Petrovici, Mihai A; Bytschok, Ilja; Bill, Johannes; Pecevski, Dejan; Schemmel, Johannes; Meier, Karlheinz

2015-01-01

The means by which cortical neural networks are able to efficiently solve inference problems remains an open question in computational neuroscience. Recently, abstract models of Bayesian computation in neural circuits have been proposed, but they lack a mechanistic interpretation at the single-cell level. In this article, we describe a complete theoretical framework for building networks of leaky integrate-and-fire neurons that can sample from arbitrary probability distributions over binary random variables. We test our framework for a model inference task based on a psychophysical phenomenon (the Knill-Kersten optical illusion) and further assess its performance when applied to randomly generated distributions. As the local computations performed by the network strongly depend on the interaction between neurons, we compare several types of couplings mediated by either single synapses or interneuron chains. Due to its robustness to substrate imperfections such as parameter noise and background noise correlations, our model is particularly interesting for implementation on novel, neuro-inspired computing architectures, which can thereby serve as a fast, low-power substrate for solving real-world inference problems.

Continuous operation of four-state continuous-variable quantum key distribution system

NASA Astrophysics Data System (ADS)

Matsubara, Takuto; Ono, Motoharu; Oguri, Yusuke; Ichikawa, Tsubasa; Hirano, Takuya; Kasai, Kenta; Matsumoto, Ryutaroh; Tsurumaru, Toyohiro

2016-10-01

We report on the development of continuous-variable quantum key distribution (CV-QKD) system that are based on discrete quadrature amplitude modulation (QAM) and homodyne detection of coherent states of light. We use a pulsed light source whose wavelength is 1550 nm and repetition rate is 10 MHz. The CV-QKD system can continuously generate secret key which is secure against entangling cloner attack. Key generation rate is 50 kbps when the quantum channel is a 10 km optical fiber. The CV-QKD system we have developed utilizes the four-state and post-selection protocol [T. Hirano, et al., Phys. Rev. A 68, 042331 (2003).]; Alice randomly sends one of four states {|+/-α⟩,|+/-𝑖α⟩}, and Bob randomly performs x- or p- measurement by homodyne detection. A commercially available balanced receiver is used to realize shot-noise-limited pulsed homodyne detection. GPU cards are used to accelerate the software-based post-processing. We use a non-binary LDPC code for error correction (reverse reconciliation) and the Toeplitz matrix multiplication for privacy amplification.

On the optimal identification of tag sets in time-constrained RFID configurations.

PubMed

Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel

2011-01-01

In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.

Probabilistic inference in discrete spaces can be implemented into networks of LIF neurons

PubMed Central

Probst, Dimitri; Petrovici, Mihai A.; Bytschok, Ilja; Bill, Johannes; Pecevski, Dejan; Schemmel, Johannes; Meier, Karlheinz

2015-01-01

The means by which cortical neural networks are able to efficiently solve inference problems remains an open question in computational neuroscience. Recently, abstract models of Bayesian computation in neural circuits have been proposed, but they lack a mechanistic interpretation at the single-cell level. In this article, we describe a complete theoretical framework for building networks of leaky integrate-and-fire neurons that can sample from arbitrary probability distributions over binary random variables. We test our framework for a model inference task based on a psychophysical phenomenon (the Knill-Kersten optical illusion) and further assess its performance when applied to randomly generated distributions. As the local computations performed by the network strongly depend on the interaction between neurons, we compare several types of couplings mediated by either single synapses or interneuron chains. Due to its robustness to substrate imperfections such as parameter noise and background noise correlations, our model is particularly interesting for implementation on novel, neuro-inspired computing architectures, which can thereby serve as a fast, low-power substrate for solving real-world inference problems. PMID:25729361

Mapping of uncertainty relations between continuous and discrete time

NASA Astrophysics Data System (ADS)

Chiuchiú, Davide; Pigolotti, Simone

2018-03-01

Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

Mapping of uncertainty relations between continuous and discrete time.

PubMed

Chiuchiù, Davide; Pigolotti, Simone

2018-03-01

Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.

Parallel discrete-event simulation schemes with heterogeneous processing elements.

PubMed

Kim, Yup; Kwon, Ikhyun; Chae, Huiseung; Yook, Soon-Hyung

2014-07-01

To understand the effects of nonidentical processing elements (PEs) on parallel discrete-event simulation (PDES) schemes, two stochastic growth models, the restricted solid-on-solid (RSOS) model and the Family model, are investigated by simulations. The RSOS model is the model for the PDES scheme governed by the Kardar-Parisi-Zhang equation (KPZ scheme). The Family model is the model for the scheme governed by the Edwards-Wilkinson equation (EW scheme). Two kinds of distributions for nonidentical PEs are considered. In the first kind computing capacities of PEs are not much different, whereas in the second kind the capacities are extremely widespread. The KPZ scheme on the complex networks shows the synchronizability and scalability regardless of the kinds of PEs. The EW scheme never shows the synchronizability for the random configuration of PEs of the first kind. However, by regularizing the arrangement of PEs of the first kind, the EW scheme is made to show the synchronizability. In contrast, EW scheme never shows the synchronizability for any configuration of PEs of the second kind.

Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

PubMed

Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

2018-06-01

This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

Multiple testing with discrete data: Proportion of true null hypotheses and two adaptive FDR procedures.

PubMed

Chen, Xiongzhi; Doerge, Rebecca W; Heyse, Joseph F

2018-05-11

We consider multiple testing with false discovery rate (FDR) control when p values have discrete and heterogeneous null distributions. We propose a new estimator of the proportion of true null hypotheses and demonstrate that it is less upwardly biased than Storey's estimator and two other estimators. The new estimator induces two adaptive procedures, that is, an adaptive Benjamini-Hochberg (BH) procedure and an adaptive Benjamini-Hochberg-Heyse (BHH) procedure. We prove that the adaptive BH (aBH) procedure is conservative nonasymptotically. Through simulation studies, we show that these procedures are usually more powerful than their nonadaptive counterparts and that the adaptive BHH procedure is usually more powerful than the aBH procedure and a procedure based on randomized p-value. The adaptive procedures are applied to a study of HIV vaccine efficacy, where they identify more differentially polymorphic positions than the BH procedure at the same FDR level. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Counting and classifying attractors in high dimensional dynamical systems.

PubMed

Bagley, R J; Glass, L

1996-12-07

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

On Connected Diagrams and Cumulants of Erdős-Rényi Matrix Models

NASA Astrophysics Data System (ADS)

Khorunzhiy, O.

2008-08-01

Regarding the adjacency matrices of n-vertex graphs and related graph Laplacian we introduce two families of discrete matrix models constructed both with the help of the Erdős-Rényi ensemble of random graphs. Corresponding matrix sums represent the characteristic functions of the average number of walks and closed walks over the random graph. These sums can be considered as discrete analogues of the matrix integrals of random matrix theory. We study the diagram structure of the cumulant expansions of logarithms of these matrix sums and analyze the limiting expressions as n → ∞ in the cases of constant and vanishing edge probabilities.

Discrete Time Rescaling Theorem: Determining Goodness of Fit for Discrete Time Statistical Models of Neural Spiking

PubMed Central

Haslinger, Robert; Pipa, Gordon; Brown, Emery

2010-01-01

One approach for understanding the encoding of information by spike trains is to fit statistical models and then test their goodness of fit. The time rescaling theorem provides a goodness of fit test consistent with the point process nature of spike trains. The interspike intervals (ISIs) are rescaled (as a function of the model’s spike probability) to be independent and exponentially distributed if the model is accurate. A Kolmogorov Smirnov (KS) test between the rescaled ISIs and the exponential distribution is then used to check goodness of fit. This rescaling relies upon assumptions of continuously defined time and instantaneous events. However spikes have finite width and statistical models of spike trains almost always discretize time into bins. Here we demonstrate that finite temporal resolution of discrete time models prevents their rescaled ISIs from being exponentially distributed. Poor goodness of fit may be erroneously indicated even if the model is exactly correct. We present two adaptations of the time rescaling theorem to discrete time models. In the first we propose that instead of assuming the rescaled times to be exponential, the reference distribution be estimated through direct simulation by the fitted model. In the second, we prove a discrete time version of the time rescaling theorem which analytically corrects for the effects of finite resolution. This allows us to define a rescaled time which is exponentially distributed, even at arbitrary temporal discretizations. We demonstrate the efficacy of both techniques by fitting Generalized Linear Models (GLMs) to both simulated spike trains and spike trains recorded experimentally in monkey V1 cortex. Both techniques give nearly identical results, reducing the false positive rate of the KS test and greatly increasing the reliability of model evaluation based upon the time rescaling theorem. PMID:20608868

Discrete time rescaling theorem: determining goodness of fit for discrete time statistical models of neural spiking.

PubMed

Haslinger, Robert; Pipa, Gordon; Brown, Emery

2010-10-01

One approach for understanding the encoding of information by spike trains is to fit statistical models and then test their goodness of fit. The time-rescaling theorem provides a goodness-of-fit test consistent with the point process nature of spike trains. The interspike intervals (ISIs) are rescaled (as a function of the model's spike probability) to be independent and exponentially distributed if the model is accurate. A Kolmogorov-Smirnov (KS) test between the rescaled ISIs and the exponential distribution is then used to check goodness of fit. This rescaling relies on assumptions of continuously defined time and instantaneous events. However, spikes have finite width, and statistical models of spike trains almost always discretize time into bins. Here we demonstrate that finite temporal resolution of discrete time models prevents their rescaled ISIs from being exponentially distributed. Poor goodness of fit may be erroneously indicated even if the model is exactly correct. We present two adaptations of the time-rescaling theorem to discrete time models. In the first we propose that instead of assuming the rescaled times to be exponential, the reference distribution be estimated through direct simulation by the fitted model. In the second, we prove a discrete time version of the time-rescaling theorem that analytically corrects for the effects of finite resolution. This allows us to define a rescaled time that is exponentially distributed, even at arbitrary temporal discretizations. We demonstrate the efficacy of both techniques by fitting generalized linear models to both simulated spike trains and spike trains recorded experimentally in monkey V1 cortex. Both techniques give nearly identical results, reducing the false-positive rate of the KS test and greatly increasing the reliability of model evaluation based on the time-rescaling theorem.

Distribution of Practice and Metacognition in Learning and Long-Term Retention of a Discrete Motor Task

ERIC Educational Resources Information Center

Dail, Teresa K.; Christina, Robert W.

2004-01-01

This study examined judgments of learning and the long-term retention of a discrete motor task (golf putting) as a function of practice distribution. The results indicated that participants in the distributed practice group performed more proficiently than those in the massed practice group during both acquisition and retention phases. No…

Among-character rate variation distributions in phylogenetic analysis of discrete morphological characters.

PubMed

Harrison, Luke B; Larsson, Hans C E

2015-03-01

Likelihood-based methods are commonplace in phylogenetic systematics. Although much effort has been directed toward likelihood-based models for molecular data, comparatively less work has addressed models for discrete morphological character (DMC) data. Among-character rate variation (ACRV) may confound phylogenetic analysis, but there have been few analyses of the magnitude and distribution of rate heterogeneity among DMCs. Using 76 data sets covering a range of plants, invertebrate, and vertebrate animals, we used a modified version of MrBayes to test equal, gamma-distributed and lognormally distributed models of ACRV, integrating across phylogenetic uncertainty using Bayesian model selection. We found that in approximately 80% of data sets, unequal-rates models outperformed equal-rates models, especially among larger data sets. Moreover, although most data sets were equivocal, more data sets favored the lognormal rate distribution relative to the gamma rate distribution, lending some support for more complex character correlations than in molecular data. Parsimony estimation of the underlying rate distributions in several data sets suggests that the lognormal distribution is preferred when there are many slowly evolving characters and fewer quickly evolving characters. The commonly adopted four rate category discrete approximation used for molecular data was found to be sufficient to approximate a gamma rate distribution with discrete characters. However, among the two data sets tested that favored a lognormal rate distribution, the continuous distribution was better approximated with at least eight discrete rate categories. Although the effect of rate model on the estimation of topology was difficult to assess across all data sets, it appeared relatively minor between the unequal-rates models for the one data set examined carefully. As in molecular analyses, we argue that researchers should test and adopt the most appropriate model of rate variation for the data set in question. As discrete characters are increasingly used in more sophisticated likelihood-based phylogenetic analyses, it is important that these studies be built on the most appropriate and carefully selected underlying models of evolution. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Chord-length and free-path distribution functions for many-body systems

NASA Astrophysics Data System (ADS)

Lu, Binglin; Torquato, S.

1993-04-01

We study fundamental morphological descriptors of disordered media (e.g., heterogeneous materials, liquids, and amorphous solids): the chord-length distribution function p(z) and the free-path distribution function p(z,a). For concreteness, we will speak in the language of heterogeneous materials composed of two different materials or ``phases.'' The probability density function p(z) describes the distribution of chord lengths in the sample and is of great interest in stereology. For example, the first moment of p(z) is the ``mean intercept length'' or ``mean chord length.'' The chord-length distribution function is of importance in transport phenomena and problems involving ``discrete free paths'' of point particles (e.g., Knudsen diffusion and radiative transport). The free-path distribution function p(z,a) takes into account the finite size of a simple particle of radius a undergoing discrete free-path motion in the heterogeneous material and we show that it is actually the chord-length distribution function for the system in which the ``pore space'' is the space available to a finite-sized particle of radius a. Thus it is shown that p(z)=p(z,0). We demonstrate that the functions p(z) and p(z,a) are related to another fundamentally important morphological descriptor of disordered media, namely, the so-called lineal-path function L(z) studied by us in previous work [Phys. Rev. A 45, 922 (1992)]. The lineal path function gives the probability of finding a line segment of length z wholly in one of the ``phases'' when randomly thrown into the sample. We derive exact series representations of the chord-length and free-path distribution functions for systems of spheres with a polydispersivity in size in arbitrary dimension D. For the special case of spatially uncorrelated spheres (i.e., fully penetrable spheres) we evaluate exactly the aforementioned functions, the mean chord length, and the mean free path. We also obtain corresponding analytical formulas for the case of mutually impenetrable (i.e., spatially correlated) polydispersed spheres.

Effect of the surface charge discretization on electric double layers: a Monte Carlo simulation study.

PubMed

Madurga, Sergio; Martín-Molina, Alberto; Vilaseca, Eudald; Mas, Francesc; Quesada-Pérez, Manuel

2007-06-21

The structure of the electric double layer in contact with discrete and continuously charged planar surfaces is studied within the framework of the primitive model through Monte Carlo simulations. Three different discretization models are considered together with the case of uniform distribution. The effect of discreteness is analyzed in terms of charge density profiles. For point surface groups, a complete equivalence with the situation of uniformly distributed charge is found if profiles are exclusively analyzed as a function of the distance to the charged surface. However, some differences are observed moving parallel to the surface. Significant discrepancies with approaches that do not account for discreteness are reported if charge sites of finite size placed on the surface are considered.

Using discrete choice modeling to generate resource selection functions for female polar bears in the Beaufort Sea

USGS Publications Warehouse

Durner, George M.; Amstrup, Steven C.; Nielson, Ryan M.; McDonald, Trent; Huzurbazar, Snehalata

2004-01-01

Polar bears (Ursus maritimus) depend on ice-covered seas to satisfy life history requirements. Modern threats to polar bears include oil spills in the marine environment and changes in ice composition resulting from climate change. Managers need practical models that explain the distribution of bears in order to assess the impacts of these threats. We explored the use of discrete choice models to describe habitat selection by female polar bears in the Beaufort Sea. Using stepwise procedures we generated resource selection models of habitat use. Sea ice characteristics and ocean depths at known polar bear locations were compared to the same features at randomly selected locations. Models generated for each of four seasons confirmed complexities of habitat use by polar bears and their response to numerous factors. Bears preferred shallow water areas where different ice types intersected. Variation among seasons was reflected mainly in differential selection of total ice concentration, ice stages, floe sizes, and their interactions. Distance to the nearest ice interface was a significant term in models for three seasons. Water depth was selected as a significant term in all seasons, possibly reflecting higher productivity in shallow water areas. Preliminary tests indicate seasonal models can predict polar bear distribution based on prior sea ice data.

An agent-based model of dialect evolution in killer whales.

PubMed

Filatova, Olga A; Miller, Patrick J O

2015-05-21

The killer whale is one of the few animal species with vocal dialects that arise from socially learned group-specific call repertoires. We describe a new agent-based model of killer whale populations and test a set of vocal-learning rules to assess which mechanisms may lead to the formation of dialect groupings observed in the wild. We tested a null model with genetic transmission and no learning, and ten models with learning rules that differ by template source (mother or matriline), variation type (random errors or innovations) and type of call change (no divergence from kin vs. divergence from kin). The null model without vocal learning did not produce the pattern of group-specific call repertoires we observe in nature. Learning from either mother alone or the entire matriline with calls changing by random errors produced a graded distribution of the call phenotype, without the discrete call types observed in nature. Introducing occasional innovation or random error proportional to matriline variance yielded more or less discrete and stable call types. A tendency to diverge from the calls of related matrilines provided fast divergence of loose call clusters. A pattern resembling the dialect diversity observed in the wild arose only when rules were applied in combinations and similar outputs could arise from different learning rules and their combinations. Our results emphasize the lack of information on quantitative features of wild killer whale dialects and reveal a set of testable questions that can draw insights into the cultural evolution of killer whale dialects. Copyright © 2015 Elsevier Ltd. All rights reserved.

Discrete shear-transformation-zone plasticity modeling of notched bars

NASA Astrophysics Data System (ADS)

Kondori, Babak; Amine Benzerga, A.; Needleman, Alan

2018-02-01

Plane strain tension analyses of un-notched and notched bars are carried out using discrete shear transformation zone plasticity. In this framework, the carriers of plastic deformation are shear transformation zones (STZs) which are modeled as Eshelby inclusions. Superposition is used to represent a boundary value problem solution in terms of discretely modeled Eshelby inclusions, given analytically for an infinite elastic medium, and an image solution that enforces the prescribed boundary conditions. The image problem is a standard linear elastic boundary value problem that is solved by the finite element method. Potential STZ activation sites are randomly distributed in the bars and constitutive relations are specified for their evolution. Results are presented for un-notched bars, for bars with blunt notches and for bars with sharp notches. The computed stress-strain curves are serrated with the magnitude of the associated stress-drops depending on bar size, notch acuity and STZ evolution. Cooperative deformation bands (shear bands) emerge upon straining and, in some cases, high stress levels occur within the bands. Effects of specimen geometry and size on the stress-strain curves are explored. Depending on STZ kinetics, notch strengthening, notch insensitivity or notch weakening are obtained. The analyses provide a rationale for some conflicting findings regarding notch effects on the mechanical response of metallic glasses.

The Physical Mechanism for Retinal Discrete Dark Noise: Thermal Activation or Cellular Ultraweak Photon Emission?

PubMed

Salari, Vahid; Scholkmann, Felix; Bokkon, Istvan; Shahbazi, Farhad; Tuszynski, Jack

2016-01-01

For several decades the physical mechanism underlying discrete dark noise of photoreceptors in the eye has remained highly controversial and poorly understood. It is known that the Arrhenius equation, which is based on the Boltzmann distribution for thermal activation, can model only a part (e.g. half of the activation energy) of the retinal dark noise experimentally observed for vertebrate rod and cone pigments. Using the Hinshelwood distribution instead of the Boltzmann distribution in the Arrhenius equation has been proposed as a solution to the problem. Here, we show that the using the Hinshelwood distribution does not solve the problem completely. As the discrete components of noise are indistinguishable in shape and duration from those produced by real photon induced photo-isomerization, the retinal discrete dark noise is most likely due to 'internal photons' inside cells and not due to thermal activation of visual pigments. Indeed, all living cells exhibit spontaneous ultraweak photon emission (UPE), mainly in the optical wavelength range, i.e., 350-700 nm. We show here that the retinal discrete dark noise has a similar rate as UPE and therefore dark noise is most likely due to spontaneous cellular UPE and not due to thermal activation.

X-33 Hypersonic Boundary Layer Transition

NASA Technical Reports Server (NTRS)

Berry, Scott A.; Horvath, Thomas J.; Hollis, Brian R.; Thompson, Richard A.; Hamilton, H. Harris, II

1999-01-01

Boundary layer and aeroheating characteristics of several X-33 configurations have been experimentally examined in the Langley 20-Inch Mach 6 Air Tunnel. Global surface heat transfer distributions, surface streamline patterns, and shock shapes were measured on 0.013-scale models at Mach 6 in air. Parametric variations include angles-of-attack of 20-deg, 30-deg, and 40-deg; Reynolds numbers based on model length of 0.9 to 6.6 million; and body-flap deflections of 0, 10 and 20-deg. The effects of discrete and distributed roughness elements on boundary layer transition, which included trip height, size, location, and distribution, both on and off the windward centerline, were investigated. The discrete roughness results on centerline were used to provide a transition correlation for the X-33 flight vehicle that was applicable across the range of reentry angles of attack. The attachment line discrete roughness results were shown to be consistent with the centerline results, as no increased sensitivity to roughness along the attachment line was identified. The effect of bowed panels was qualitatively shown to be less effective than the discrete trips; however, the distributed nature of the bowed panels affected a larger percent of the aft-body windward surface than a single discrete trip.

Event-Based Variance-Constrained ${\\mathcal {H}}_{\\infty }$ Filtering for Stochastic Parameter Systems Over Sensor Networks With Successive Missing Measurements.

PubMed

Wang, Licheng; Wang, Zidong; Han, Qing-Long; Wei, Guoliang

2018-03-01

This paper is concerned with the distributed filtering problem for a class of discrete time-varying stochastic parameter systems with error variance constraints over a sensor network where the sensor outputs are subject to successive missing measurements. The phenomenon of the successive missing measurements for each sensor is modeled via a sequence of mutually independent random variables obeying the Bernoulli binary distribution law. To reduce the frequency of unnecessary data transmission and alleviate the communication burden, an event-triggered mechanism is introduced for the sensor node such that only some vitally important data is transmitted to its neighboring sensors when specific events occur. The objective of the problem addressed is to design a time-varying filter such that both the requirements and the variance constraints are guaranteed over a given finite-horizon against the random parameter matrices, successive missing measurements, and stochastic noises. By recurring to stochastic analysis techniques, sufficient conditions are established to ensure the existence of the time-varying filters whose gain matrices are then explicitly characterized in term of the solutions to a series of recursive matrix inequalities. A numerical simulation example is provided to illustrate the effectiveness of the developed event-triggered distributed filter design strategy.

Multi-Aperture Digital Coherent Combining for Free-Space Optical Communication Receivers

DTIC Science & Technology

2016-04-21

Distribution A: Public Release; unlimited distribution 2016 Optical Society of America OCIS codes: (060.1660) Coherent communications; (070.2025) Discrete ...Coherent combining algorithm Multi-aperture coherent combining enables using many discrete apertures together to create a large effective aperture. A

A fuzzy discrete harmony search algorithm applied to annual cost reduction in radial distribution systems

NASA Astrophysics Data System (ADS)

Ameli, Kazem; Alfi, Alireza; Aghaebrahimi, Mohammadreza

2016-09-01

Similarly to other optimization algorithms, harmony search (HS) is quite sensitive to the tuning parameters. Several variants of the HS algorithm have been developed to decrease the parameter-dependency character of HS. This article proposes a novel version of the discrete harmony search (DHS) algorithm, namely fuzzy discrete harmony search (FDHS), for optimizing capacitor placement in distribution systems. In the FDHS, a fuzzy system is employed to dynamically adjust two parameter values, i.e. harmony memory considering rate and pitch adjusting rate, with respect to normalized mean fitness of the harmony memory. The key aspect of FDHS is that it needs substantially fewer iterations to reach convergence in comparison with classical discrete harmony search (CDHS). To the authors' knowledge, this is the first application of DHS to specify appropriate capacitor locations and their best amounts in the distribution systems. Simulations are provided for 10-, 34-, 85- and 141-bus distribution systems using CDHS and FDHS. The results show the effectiveness of FDHS over previous related studies.

On the design of henon and logistic map-based random number generator

NASA Astrophysics Data System (ADS)

Magfirawaty; Suryadi, M. T.; Ramli, Kalamullah

2017-10-01

The key sequence is one of the main elements in the cryptosystem. True Random Number Generators (TRNG) method is one of the approaches to generating the key sequence. The randomness source of the TRNG divided into three main groups, i.e. electrical noise based, jitter based and chaos based. The chaos based utilizes a non-linear dynamic system (continuous time or discrete time) as an entropy source. In this study, a new design of TRNG based on discrete time chaotic system is proposed, which is then simulated in LabVIEW. The principle of the design consists of combining 2D and 1D chaotic systems. A mathematical model is implemented for numerical simulations. We used comparator process as a harvester method to obtain the series of random bits. Without any post processing, the proposed design generated random bit sequence with high entropy value and passed all NIST 800.22 statistical tests.

Students' Misconceptions about Random Variables

ERIC Educational Resources Information Center

Kachapova, Farida; Kachapov, Ilias

2012-01-01

This article describes some misconceptions about random variables and related counter-examples, and makes suggestions about teaching initial topics on random variables in general form instead of doing it separately for discrete and continuous cases. The focus is on post-calculus probability courses. (Contains 2 figures.)

Quantum cryptography: a view from classical cryptography

NASA Astrophysics Data System (ADS)

Buchmann, Johannes; Braun, Johannes; Demirel, Denise; Geihs, Matthias

2017-06-01

Much of digital data requires long-term protection of confidentiality, for example, medical health records. Cryptography provides such protection. However, currently used cryptographic techniques such as Diffe-Hellman key exchange may not provide long-term security. Such techniques rely on certain computational assumptions, such as the hardness of the discrete logarithm problem that may turn out to be incorrect. On the other hand, quantum cryptography---in particular quantum random number generation and quantum key distribution---offers information theoretic protection. In this paper, we explore the challenge of providing long-term confidentiality and we argue that a combination of quantum cryptography and classical cryptography can provide such protection.

A model for characterizing residential ground current and magnetic field fluctuations.

PubMed

Mader, D L; Peralta, S B; Sherar, M D

1994-01-01

The current through the residential grounding circuit is an important source for magnetic fields; field variations near the grounding circuit accurately track fluctuations in this ground current. In this paper, a model is presented which permits calculation of the range of these fluctuations. A discrete network model is used to simulate a local distribution system for a single street, and a statistical model to simulate unbalanced currents in the system. Simulations of three-house and ten-house networks show that random appliance operation leads to ground current fluctuations which can be quite large, on the order of 600%. This is consistent with measured fluctuations in an actual house.

Computer simulation of the probability that endangered whales will interact with oil spills, Final report

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

Reed, M.; Jayko, K.; Bowles, A.

1986-10-01

A numerical model system was developed to assess quantitatively the probability that endangered bowhead and gray whales will encounter spilled oil in Alaskan waters. Bowhead and gray whale migration diving-surfacing models, and an oil-spill-trajectory model comprise the system. The migration models were developed from conceptual considerations, then calibrated with and tested against observations. The distribution of animals is represented in space and time by discrete points, each of which may represent one or more whales. The movement of a whale point is governed by a random-walk algorithm which stochastically follows a migratory pathway.

Root location in random trees: a polarity property of all sampling consistent phylogenetic models except one.

PubMed

Steel, Mike

2012-10-01

Neutral macroevolutionary models, such as the Yule model, give rise to a probability distribution on the set of discrete rooted binary trees over a given leaf set. Such models can provide a signal as to the approximate location of the root when only the unrooted phylogenetic tree is known, and this signal becomes relatively more significant as the number of leaves grows. In this short note, we show that among models that treat all taxa equally, and are sampling consistent (i.e. the distribution on trees is not affected by taxa yet to be included), all such models, except one (the so-called PDA model), convey some information as to the location of the ancestral root in an unrooted tree. Copyright © 2012 Elsevier Inc. All rights reserved.

Modelling heat transfer during flow through a random packed bed of spheres

NASA Astrophysics Data System (ADS)

Burström, Per E. C.; Frishfelds, Vilnis; Ljung, Anna-Lena; Lundström, T. Staffan; Marjavaara, B. Daniel

2018-04-01

Heat transfer in a random packed bed of monosized iron ore pellets is modelled with both a discrete three-dimensional system of spheres and a continuous Computational Fluid Dynamics (CFD) model. Results show a good agreement between the two models for average values over a cross section of the bed for an even temperature profiles at the inlet. The advantage with the discrete model is that it captures local effects such as decreased heat transfer in sections with low speed. The disadvantage is that it is computationally heavy for larger systems of pellets. If averaged values are sufficient, the CFD model is an attractive alternative that is easy to couple to the physics up- and downstream the packed bed. The good agreement between the discrete and continuous model furthermore indicates that the discrete model may be used also on non-Stokian flow in the transitional region between laminar and turbulent flow, as turbulent effects show little influence of the overall heat transfer rates in the continuous model.

Group delay spread analysis of coupled-multicore fibers: A comparison between weak and tight bending conditions

NASA Astrophysics Data System (ADS)

Fujisawa, Takeshi; Saitoh, Kunimasa

2017-06-01

Group delay spread of coupled three-core fiber is investigated based on coupled-wave theory. The differences between supermode and discrete core mode models are thoroughly investigated to reveal applicability of both models for specific fiber bending condition. A macrobending with random twisting is taken into account for random modal mixing in the fiber. It is found that for weakly bent condition, both supermode and discrete core mode models are applicable. On the other hand, for strongly bent condition, the discrete core mode model should be used to account for increased differential modal group delay for the fiber without twisting and short correlation length, which were experimentally observed recently. Results presented in this paper indicate the discrete core mode model is superior to the supermode model for the analysis of coupled-multicore fibers for various bent condition. Also, for estimating GDS of coupled-multicore fiber, it is critically important to take into account the fiber bending condition.

Failure of self-consistency in the discrete resource model of visual working memory.

PubMed

Bays, Paul M

2018-06-03

The discrete resource model of working memory proposes that each individual has a fixed upper limit on the number of items they can store at one time, due to division of memory into a few independent "slots". According to this model, responses on short-term memory tasks consist of a mixture of noisy recall (when the tested item is in memory) and random guessing (when the item is not in memory). This provides two opportunities to estimate capacity for each observer: first, based on their frequency of random guesses, and second, based on the set size at which the variability of stored items reaches a plateau. The discrete resource model makes the simple prediction that these two estimates will coincide. Data from eight published visual working memory experiments provide strong evidence against such a correspondence. These results present a challenge for discrete models of working memory that impose a fixed capacity limit. Copyright © 2018 The Author. Published by Elsevier Inc. All rights reserved.

Dynamical Localization for Discrete and Continuous Random Schrödinger Operators

NASA Astrophysics Data System (ADS)

Germinet, F.; De Bièvre, S.

We show for a large class of random Schrödinger operators Ho on and on that dynamical localization holds, i.e. that, with probability one, for a suitable energy interval I and for q a positive real, Here ψ is a function of sufficiently rapid decrease, and PI(Ho) is the spectral projector of Ho corresponding to the interval I. The result is obtained through the control of the decay of the eigenfunctions of Ho and covers, in the discrete case, the Anderson tight-binding model with Bernoulli potential (dimension ν = 1) or singular potential (ν > 1), and in the continuous case Anderson as well as random Landau Hamiltonians.

Assessment of the mechanical properties of sisal fiber-reinforced silty clay using triaxial shear tests.

PubMed

Wu, Yankai; Li, Yanbin; Niu, Bin

2014-01-01

Fiber reinforcement is widely used in construction engineering to improve the mechanical properties of soil because it increases the soil's strength and improves the soil's mechanical properties. However, the mechanical properties of fiber-reinforced soils remain controversial. The present study investigated the mechanical properties of silty clay reinforced with discrete, randomly distributed sisal fibers using triaxial shear tests. The sisal fibers were cut to different lengths, randomly mixed with silty clay in varying percentages, and compacted to the maximum dry density at the optimum moisture content. The results indicate that with a fiber length of 10 mm and content of 1.0%, sisal fiber-reinforced silty clay is 20% stronger than nonreinforced silty clay. The fiber-reinforced silty clay exhibited crack fracture and surface shear fracture failure modes, implying that sisal fiber is a good earth reinforcement material with potential applications in civil engineering, dam foundation, roadbed engineering, and ground treatment.

Monotonic entropy growth for a nonlinear model of random exchanges.

PubMed

Apenko, S M

2013-02-01

We present a proof of the monotonic entropy growth for a nonlinear discrete-time model of a random market. This model, based on binary collisions, also may be viewed as a particular case of Ulam's redistribution of energy problem. We represent each step of this dynamics as a combination of two processes. The first one is a linear energy-conserving evolution of the two-particle distribution, for which the entropy growth can be easily verified. The original nonlinear process is actually a result of a specific "coarse graining" of this linear evolution, when after the collision one variable is integrated away. This coarse graining is of the same type as the real space renormalization group transformation and leads to an additional entropy growth. The combination of these two factors produces the required result which is obtained only by means of information theory inequalities.

Maxima of two random walks: Universal statistics of lead changes

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

Ben-Naim, E.; Krapivsky, P. L.; Randon-Furling, J.

2016-04-18

In this study, we investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows asmore » $${\\pi }^{-1}\\mathrm{ln}t$$ in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution: the same asymptotic underlies standard Brownian motion and symmetric Lévy flights. We also show that the probability to have at most n lead changes behaves as $${t}^{-1/4}{(\\mathrm{ln}t)}^{n}$$ for Brownian motion and as $${t}^{-\\beta (\\mu )}{(\\mathrm{ln}t)}^{n}$$ for symmetric Lévy flights with index μ. The decay exponent $$\\beta \\equiv \\beta (\\mu )$$ varies continuously with the Lévy index when $$0\\lt \\mu \\lt 2$$, and remains constant $$\\beta =1/4$$ for $$\\mu \\gt 2$$.« less

Monotonic entropy growth for a nonlinear model of random exchanges

NASA Astrophysics Data System (ADS)

Apenko, S. M.

2013-02-01

We present a proof of the monotonic entropy growth for a nonlinear discrete-time model of a random market. This model, based on binary collisions, also may be viewed as a particular case of Ulam's redistribution of energy problem. We represent each step of this dynamics as a combination of two processes. The first one is a linear energy-conserving evolution of the two-particle distribution, for which the entropy growth can be easily verified. The original nonlinear process is actually a result of a specific “coarse graining” of this linear evolution, when after the collision one variable is integrated away. This coarse graining is of the same type as the real space renormalization group transformation and leads to an additional entropy growth. The combination of these two factors produces the required result which is obtained only by means of information theory inequalities.

Real time visualization of quantum walk

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

Miyazaki, Akihide; Hamada, Shinji; Sekino, Hideo

2014-02-20

Time evolution of quantum particles like electrons is described by time-dependent Schrödinger equation (TDSE). The TDSE is regarded as the diffusion equation of electrons with imaginary diffusion coefficients. And the TDSE is solved by quantum walk (QW) which is regarded as a quantum version of a classical random walk. The diffusion equation is solved in discretized space/time as in the case of classical random walk with additional unitary transformation of internal degree of freedom typical for quantum particles. We call the QW for solution of the TDSE a Schrödinger walk (SW). For observation of one quantum particle evolution under amore » given potential in atto-second scale, we attempt a successive computation and visualization of the SW. Using Pure Data programming, we observe the correct behavior of a probability distribution under the given potential in real time for observers of atto-second scale.« less

Donders revisited: Discrete or continuous temporal processing underlying reaction time distributions?

PubMed

Bao, Yan; Yang, Taoxi; Lin, Xiaoxiong; Pöppel, Ernst

2016-09-01

Differences of reaction times to specific stimulus configurations are used as indicators of cognitive processing stages. In this classical experimental paradigm, continuous temporal processing is implicitly assumed. Multimodal response distributions indicate, however, discrete time sampling, which is often masked by experimental conditions. Differences in reaction times reflect discrete temporal mechanisms that are pre-semantically implemented and suggested to be based on entrained neural oscillations. © 2016 The Institute of Psychology, Chinese Academy of Sciences and John Wiley & Sons Australia, Ltd.

Retaining both discrete and smooth features in 1D and 2D NMR relaxation and diffusion experiments

NASA Astrophysics Data System (ADS)

Reci, A.; Sederman, A. J.; Gladden, L. F.

2017-11-01

A new method of regularization of 1D and 2D NMR relaxation and diffusion experiments is proposed and a robust algorithm for its implementation is introduced. The new form of regularization, termed the Modified Total Generalized Variation (MTGV) regularization, offers a compromise between distinguishing discrete and smooth features in the reconstructed distributions. The method is compared to the conventional method of Tikhonov regularization and the recently proposed method of L1 regularization, when applied to simulated data of 1D spin-lattice relaxation, T1, 1D spin-spin relaxation, T2, and 2D T1-T2 NMR experiments. A range of simulated distributions composed of two lognormally distributed peaks were studied. The distributions differed with regard to the variance of the peaks, which were designed to investigate a range of distributions containing only discrete, only smooth or both features in the same distribution. Three different signal-to-noise ratios were studied: 2000, 200 and 20. A new metric is proposed to compare the distributions reconstructed from the different regularization methods with the true distributions. The metric is designed to penalise reconstructed distributions which show artefact peaks. Based on this metric, MTGV regularization performs better than Tikhonov and L1 regularization in all cases except when the distribution is known to only comprise of discrete peaks, in which case L1 regularization is slightly more accurate than MTGV regularization.

Broadband Time-Frequency Analysis Using a Multicomputer

DTIC Science & Technology

2004-09-30

FFT 512 pt Waterfall WVD display 8© 2004 Mercury Computer Systems, Inc. Smoothed Pseudo Wigner - Ville Distribution One of many interference reduction...The Wigner - Ville distribution , the scalogram, and the discrete Gabor transform are among the most well-known of these methods. Due to specific...based upon FFT Accumulation Method • Continuous Wavelet Transform (Scalogram) • Discrete Wigner - Ville Distribution with a selected set of interference

A priori discretization error metrics for distributed hydrologic modeling applications

NASA Astrophysics Data System (ADS)

Liu, Hongli; Tolson, Bryan A.; Craig, James R.; Shafii, Mahyar

2016-12-01

Watershed spatial discretization is an important step in developing a distributed hydrologic model. A key difficulty in the spatial discretization process is maintaining a balance between the aggregation-induced information loss and the increase in computational burden caused by the inclusion of additional computational units. Objective identification of an appropriate discretization scheme still remains a challenge, in part because of the lack of quantitative measures for assessing discretization quality, particularly prior to simulation. This study proposes a priori discretization error metrics to quantify the information loss of any candidate discretization scheme without having to run and calibrate a hydrologic model. These error metrics are applicable to multi-variable and multi-site discretization evaluation and provide directly interpretable information to the hydrologic modeler about discretization quality. The first metric, a subbasin error metric, quantifies the routing information loss from discretization, and the second, a hydrological response unit (HRU) error metric, improves upon existing a priori metrics by quantifying the information loss due to changes in land cover or soil type property aggregation. The metrics are straightforward to understand and easy to recode. Informed by the error metrics, a two-step discretization decision-making approach is proposed with the advantage of reducing extreme errors and meeting the user-specified discretization error targets. The metrics and decision-making approach are applied to the discretization of the Grand River watershed in Ontario, Canada. Results show that information loss increases as discretization gets coarser. Moreover, results help to explain the modeling difficulties associated with smaller upstream subbasins since the worst discretization errors and highest error variability appear in smaller upstream areas instead of larger downstream drainage areas. Hydrologic modeling experiments under candidate discretization schemes validate the strong correlation between the proposed discretization error metrics and hydrologic simulation responses. Discretization decision-making results show that the common and convenient approach of making uniform discretization decisions across the watershed performs worse than the proposed non-uniform discretization approach in terms of preserving spatial heterogeneity under the same computational cost.

Gaussian quadrature and lattice discretization of the Fermi-Dirac distribution for graphene.

PubMed

Oettinger, D; Mendoza, M; Herrmann, H J

2013-07-01

We construct a lattice kinetic scheme to study electronic flow in graphene. For this purpose, we first derive a basis of orthogonal polynomials, using as the weight function the ultrarelativistic Fermi-Dirac distribution at rest. Later, we use these polynomials to expand the respective distribution in a moving frame, for both cases, undoped and doped graphene. In order to discretize the Boltzmann equation and make feasible the numerical implementation, we reduce the number of discrete points in momentum space to 18 by applying a Gaussian quadrature, finding that the family of representative wave (2+1)-vectors, which satisfies the quadrature, reconstructs a honeycomb lattice. The procedure and discrete model are validated by solving the Riemann problem, finding excellent agreement with other numerical models. In addition, we have extended the Riemann problem to the case of different dopings, finding that by increasing the chemical potential the electronic fluid behaves as if it increases its effective viscosity.

Optimization and quantization in gradient symbol systems: a framework for integrating the continuous and the discrete in cognition.

PubMed

Smolensky, Paul; Goldrick, Matthew; Mathis, Donald

2014-08-01

Mental representations have continuous as well as discrete, combinatorial properties. For example, while predominantly discrete, phonological representations also vary continuously; this is reflected by gradient effects in instrumental studies of speech production. Can an integrated theoretical framework address both aspects of structure? The framework we introduce here, Gradient Symbol Processing, characterizes the emergence of grammatical macrostructure from the Parallel Distributed Processing microstructure (McClelland, Rumelhart, & The PDP Research Group, 1986) of language processing. The mental representations that emerge, Distributed Symbol Systems, have both combinatorial and gradient structure. They are processed through Subsymbolic Optimization-Quantization, in which an optimization process favoring representations that satisfy well-formedness constraints operates in parallel with a distributed quantization process favoring discrete symbolic structures. We apply a particular instantiation of this framework, λ-Diffusion Theory, to phonological production. Simulations of the resulting model suggest that Gradient Symbol Processing offers a way to unify accounts of grammatical competence with both discrete and continuous patterns in language performance. Copyright © 2013 Cognitive Science Society, Inc.

Discrete photon statistics from continuous microwave measurements

NASA Astrophysics Data System (ADS)

Virally, Stéphane; Simoneau, Jean Olivier; Lupien, Christian; Reulet, Bertrand

2016-04-01

Photocount statistics are an important tool for the characterization of electromagnetic fields, especially for fields with an irrelevant phase. In the microwave domain, continuous rather than discrete measurements are the norm. Using a different approach, we recover discrete photon statistics from the cumulants of a continuous distribution of field quadrature measurements. The use of cumulants allows the separation between the signal of interest and experimental noise. Using a parametric amplifier as the first stage of the amplification chain, we extract useful data from up to the sixth cumulant of the continuous distribution of a coherent field, hence recovering up to the third moment of the discrete statistics associated with a signal with much less than one average photon.

The Physical Mechanism for Retinal Discrete Dark Noise: Thermal Activation or Cellular Ultraweak Photon Emission?

PubMed Central

Salari, Vahid; Scholkmann, Felix; Bokkon, Istvan; Shahbazi, Farhad; Tuszynski, Jack

2016-01-01

For several decades the physical mechanism underlying discrete dark noise of photoreceptors in the eye has remained highly controversial and poorly understood. It is known that the Arrhenius equation, which is based on the Boltzmann distribution for thermal activation, can model only a part (e.g. half of the activation energy) of the retinal dark noise experimentally observed for vertebrate rod and cone pigments. Using the Hinshelwood distribution instead of the Boltzmann distribution in the Arrhenius equation has been proposed as a solution to the problem. Here, we show that the using the Hinshelwood distribution does not solve the problem completely. As the discrete components of noise are indistinguishable in shape and duration from those produced by real photon induced photo-isomerization, the retinal discrete dark noise is most likely due to ‘internal photons’ inside cells and not due to thermal activation of visual pigments. Indeed, all living cells exhibit spontaneous ultraweak photon emission (UPE), mainly in the optical wavelength range, i.e., 350–700 nm. We show here that the retinal discrete dark noise has a similar rate as UPE and therefore dark noise is most likely due to spontaneous cellular UPE and not due to thermal activation. PMID:26950936

Boundaries, kinetic properties, and final domain structure of plane discrete uniform Poisson-Voronoi tessellations with von Neumann neighborhoods.

PubMed

Korobov, A

2009-03-01

Discrete random tessellations appear not infrequently in describing nucleation and growth transformations. Generally, several non-Euclidean metrics are possible in this case. Previously [A. Korobov, Phys. Rev. B 76, 085430 (2007)] continual analogs of such tessellations have been studied. Here one of the simplest discrete varieties of the Kolmogorov-Johnson-Mehl-Avrami model, namely, the model with von Neumann neighborhoods, has been examined per se, i.e., without continualization. The tessellation is uniform in the sense that domain boundaries consist of tiles. Similarities and distinctions between discrete and continual models are discussed.

Quantifying evenly distributed states in exclusion and nonexclusion processes

NASA Astrophysics Data System (ADS)

Binder, Benjamin J.; Landman, Kerry A.

2011-04-01

Spatial-point data sets, generated from a wide range of physical systems and mathematical models, can be analyzed by counting the number of objects in equally sized bins. We find that the bin counts are related to the Pólya distribution. New measures are developed which indicate whether or not a spatial data set, generated from an exclusion process, is at its most evenly distributed state, the complete spatial randomness (CSR) state. To this end, we define an index in terms of the variance between the bin counts. Limiting values of the index are determined when objects have access to the entire domain and when there are subregions of the domain that are inaccessible to objects. Using three case studies (Lagrangian fluid particles in chaotic laminar flows, cellular automata agents in discrete models, and biological cells within colonies), we calculate the indexes and verify that our theoretical CSR limit accurately predicts the state of the system. These measures should prove useful in many biological applications.

Base stock system for patient vs impatient customers with varying demand distribution

NASA Astrophysics Data System (ADS)

Fathima, Dowlath; Uduman, P. Sheik

2013-09-01

An optimal Base-Stock inventory policy for Patient and Impatient Customers using finite-horizon models is examined. The Base stock system for Patient and Impatient customers is a different type of inventory policy. In case of the model I, Base stock for Patient customer case is evaluated using the Truncated Exponential Distribution. The model II involves the study of Base-stock inventory policies for Impatient customer. A study on these systems reveals that the Customers wait until the arrival of the next order or the customers leaves the system which leads to lost sale. In both the models demand during the period [0, t] is taken to be a random variable. In this paper, Truncated Exponential Distribution satisfies the Base stock policy for the patient customer as a continuous model. So far the Base stock for Impatient Customers leaded to a discrete case but, in this paper we have modeled this condition into a continuous case. We justify this approach mathematically and also numerically.

USMC Inventory Control Using Optimization Modeling and Discrete Event Simulation

DTIC Science & Technology

2016-09-01

release. Distribution is unlimited. USMC INVENTORY CONTROL USING OPTIMIZATION MODELING AND DISCRETE EVENT SIMULATION by Timothy A. Curling...USING OPTIMIZATION MODELING AND DISCRETE EVENT SIMULATION 5. FUNDING NUMBERS 6. AUTHOR(S) Timothy A. Curling 7. PERFORMING ORGANIZATION NAME(S...optimization and discrete -event simulation. This construct can potentially provide an effective means in improving order management decisions. However

On the Biogeography of Centipeda: A Species-Tree Diffusion Approach

PubMed Central

Nylinder, Stephan; Lemey, Philippe; De Bruyn, Mark; Suchard, Marc A.; Pfeil, Bernard E.; Walsh, Neville; Anderberg, Arne A.

2014-01-01

Reconstructing the biogeographic history of groups present in continuous arid landscapes is challenging due to the difficulties in defining discrete areas for analyses, and even more so when species largely overlap both in terms of geography and habitat preference. In this study, we use a novel approach to estimate ancestral areas for the small plant genus Centipeda. We apply continuous diffusion of geography by a relaxed random walk where each species is sampled from its extant distribution on an empirical distribution of time-calibrated species-trees. Using a distribution of previously published substitution rates of the internal transcribed spacer (ITS) for Asteraceae, we show how the evolution of Centipeda correlates with the temporal increase of aridity in the arid zone since the Pliocene. Geographic estimates of ancestral species show a consistent pattern of speciation of early lineages in the Lake Eyre region, with a division in more northerly and southerly groups since ∼840 ka. Summarizing the geographic slices of species-trees at the time of the latest speciation event (∼20 ka), indicates no presence of the genus in Australia west of the combined desert belt of the Nullabor Plain, the Great Victoria Desert, the Gibson Desert, and the Great Sandy Desert, or beyond the main continental shelf of Australia. The result indicates all western occurrences of the genus to be a result of recent dispersal rather than ancient vicariance. This study contributes to our understanding of the spatiotemporal processes shaping the flora of the arid zone, and offers a significant improvement in inference of ancestral areas for any organismal group distributed where it remains difficult to describe geography in terms of discrete areas. PMID:24335493

Discrete stochastic analogs of Erlang epidemic models.

PubMed

Getz, Wayne M; Dougherty, Eric R

2018-12-01

Erlang differential equation models of epidemic processes provide more realistic disease-class transition dynamics from susceptible (S) to exposed (E) to infectious (I) and removed (R) categories than the ubiquitous SEIR model. The latter is itself is at one end of the spectrum of Erlang SE[Formula: see text]I[Formula: see text]R models with [Formula: see text] concatenated E compartments and [Formula: see text] concatenated I compartments. Discrete-time models, however, are computationally much simpler to simulate and fit to epidemic outbreak data than continuous-time differential equations, and are also much more readily extended to include demographic and other types of stochasticity. Here we formulate discrete-time deterministic analogs of the Erlang models, and their stochastic extension, based on a time-to-go distributional principle. Depending on which distributions are used (e.g. discretized Erlang, Gamma, Beta, or Uniform distributions), we demonstrate that our formulation represents both a discretization of Erlang epidemic models and generalizations thereof. We consider the challenges of fitting SE[Formula: see text]I[Formula: see text]R models and our discrete-time analog to data (the recent outbreak of Ebola in Liberia). We demonstrate that the latter performs much better than the former; although confining fits to strict SEIR formulations reduces the numerical challenges, but sacrifices best-fit likelihood scores by at least 7%.

Role of streams in myxobacteria aggregate formation

NASA Astrophysics Data System (ADS)

Kiskowski, Maria A.; Jiang, Yi; Alber, Mark S.

2004-10-01

Cell contact, movement and directionality are important factors in biological development (morphogenesis), and myxobacteria are a model system for studying cell-cell interaction and cell organization preceding differentiation. When starved, thousands of myxobacteria cells align, stream and form aggregates which later develop into round, non-motile spores. Canonically, cell aggregation has been attributed to attractive chemotaxis, a long range interaction, but there is growing evidence that myxobacteria organization depends on contact-mediated cell-cell communication. We present a discrete stochastic model based on contact-mediated signaling that suggests an explanation for the initialization of early aggregates, aggregation dynamics and final aggregate distribution. Our model qualitatively reproduces the unique structures of myxobacteria aggregates and detailed stages which occur during myxobacteria aggregation: first, aggregates initialize in random positions and cells join aggregates by random walk; second, cells redistribute by moving within transient streams connecting aggregates. Streams play a critical role in final aggregate size distribution by redistributing cells among fewer, larger aggregates. The mechanism by which streams redistribute cells depends on aggregate sizes and is enhanced by noise. Our model predicts that with increased internal noise, more streams would form and streams would last longer. Simulation results suggest a series of new experiments.

The effect of sampling rate on observed statistics in a correlated random walk

PubMed Central

Rosser, G.; Fletcher, A. G.; Maini, P. K.; Baker, R. E.

2013-01-01

Tracking the movement of individual cells or animals can provide important information about their motile behaviour, with key examples including migrating birds, foraging mammals and bacterial chemotaxis. In many experimental protocols, observations are recorded with a fixed sampling interval and the continuous underlying motion is approximated as a series of discrete steps. The size of the sampling interval significantly affects the tracking measurements, the statistics computed from observed trajectories, and the inferences drawn. Despite the widespread use of tracking data to investigate motile behaviour, many open questions remain about these effects. We use a correlated random walk model to study the variation with sampling interval of two key quantities of interest: apparent speed and angle change. Two variants of the model are considered, in which reorientations occur instantaneously and with a stationary pause, respectively. We employ stochastic simulations to study the effect of sampling on the distributions of apparent speeds and angle changes, and present novel mathematical analysis in the case of rapid sampling. Our investigation elucidates the complex nature of sampling effects for sampling intervals ranging over many orders of magnitude. Results show that inclusion of a stationary phase significantly alters the observed distributions of both quantities. PMID:23740484

Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

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

Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.

2008-11-06

This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use,more » a filtering algorithm based on linear approximations of the real observations is proposed.« less

Simulating Fragmentation and Fluid-Induced Fracture in Disordered Media Using Random Finite-Element Meshes

DOE PAGES

Bishop, Joseph E.; Martinez, Mario J.; Newell, Pania

2016-11-08

Fracture and fragmentation are extremely nonlinear multiscale processes in which microscale damage mechanisms emerge at the macroscale as new fracture surfaces. Numerous numerical methods have been developed for simulating fracture initiation, propagation, and coalescence. In this paper, we present a computational approach for modeling pervasive fracture in quasi-brittle materials based on random close-packed Voronoi tessellations. Each Voronoi cell is formulated as a polyhedral finite element containing an arbitrary number of vertices and faces. Fracture surfaces are allowed to nucleate only at the intercell faces. Cohesive softening tractions are applied to new fracture surfaces in order to model the energy dissipatedmore » during fracture growth. The randomly seeded Voronoi cells provide a regularized discrete random network for representing fracture surfaces. The potential crack paths within the random network are viewed as instances of realizable crack paths within the continuum material. Mesh convergence of fracture simulations is viewed in a weak, or distributional, sense. The explicit facet representation of fractures within this approach is advantageous for modeling contact on new fracture surfaces and fluid flow within the evolving fracture network. Finally, applications of interest include fracture and fragmentation in quasi-brittle materials and geomechanical applications such as hydraulic fracturing, engineered geothermal systems, compressed-air energy storage, and carbon sequestration.« less

Simulating Fragmentation and Fluid-Induced Fracture in Disordered Media Using Random Finite-Element Meshes

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

Bishop, Joseph E.; Martinez, Mario J.; Newell, Pania

Fracture and fragmentation are extremely nonlinear multiscale processes in which microscale damage mechanisms emerge at the macroscale as new fracture surfaces. Numerous numerical methods have been developed for simulating fracture initiation, propagation, and coalescence. In this paper, we present a computational approach for modeling pervasive fracture in quasi-brittle materials based on random close-packed Voronoi tessellations. Each Voronoi cell is formulated as a polyhedral finite element containing an arbitrary number of vertices and faces. Fracture surfaces are allowed to nucleate only at the intercell faces. Cohesive softening tractions are applied to new fracture surfaces in order to model the energy dissipatedmore » during fracture growth. The randomly seeded Voronoi cells provide a regularized discrete random network for representing fracture surfaces. The potential crack paths within the random network are viewed as instances of realizable crack paths within the continuum material. Mesh convergence of fracture simulations is viewed in a weak, or distributional, sense. The explicit facet representation of fractures within this approach is advantageous for modeling contact on new fracture surfaces and fluid flow within the evolving fracture network. Finally, applications of interest include fracture and fragmentation in quasi-brittle materials and geomechanical applications such as hydraulic fracturing, engineered geothermal systems, compressed-air energy storage, and carbon sequestration.« less

Singular unlocking transition in the Winfree model of coupled oscillators.

PubMed

Quinn, D Dane; Rand, Richard H; Strogatz, Steven H

2007-03-01

The Winfree model consists of a population of globally coupled phase oscillators with randomly distributed natural frequencies. As the coupling strength and the spread of natural frequencies are varied, the various stable states of the model can undergo bifurcations, nearly all of which have been characterized previously. The one exception is the unlocking transition, in which the frequency-locked state disappears abruptly as the spread of natural frequencies exceeds a critical width. Viewed as a function of the coupling strength, this critical width defines a bifurcation curve in parameter space. For the special case where the frequency distribution is uniform, earlier work had uncovered a puzzling singularity in this bifurcation curve. Here we seek to understand what causes the singularity. Using the Poincaré-Lindstedt method of perturbation theory, we analyze the locked state and its associated unlocking transition, first for an arbitrary distribution of natural frequencies, and then for discrete systems of N oscillators. We confirm that the bifurcation curve becomes singular for a continuum uniform distribution, yet find that it remains well behaved for any finite N , suggesting that the continuum limit is responsible for the singularity.

Multiscale Path Metrics for the Analysis of Discrete Geometric Structures

DTIC Science & Technology

2017-11-30

Report: Multiscale Path Metrics for the Analysis of Discrete Geometric Structures The views, opinions and/or findings contained in this report are those...Analysis of Discrete Geometric Structures Report Term: 0-Other Email: tomasi@cs.duke.edu Distribution Statement: 1-Approved for public release

Structural characterization of the packings of granular regular polygons.

PubMed

Wang, Chuncheng; Dong, Kejun; Yu, Aibing

2015-12-01

By using a recently developed method for discrete modeling of nonspherical particles, we simulate the random packings of granular regular polygons with three to 11 edges under gravity. The effects of shape and friction on the packing structures are investigated by various structural parameters, including packing fraction, the radial distribution function, coordination number, Voronoi tessellation, and bond-orientational order. We find that packing fraction is generally higher for geometrically nonfrustrated regular polygons, and can be increased by the increase of edge number and decrease of friction. The changes of packing fraction are linked with those of the microstructures, such as the variations of the translational and orientational orders and local configurations. In particular, the free areas of Voronoi tessellations (which are related to local packing fractions) can be described by log-normal distributions for all polygons. The quantitative analyses establish a clearer picture for the packings of regular polygons.

Reflectance of topologically disordered photonic-crystal films

NASA Astrophysics Data System (ADS)

Vigneron, Jean-Pol; Lousse, Virginie M.; Biro, Laszlo P.; Vertesy, Zofia; Balint, Zolt

2005-04-01

Periodicity implies the creation of discretely diffracted beams while various departures from periodicity lead to broadened scattering angles. This effect is investigated for disturbed lattices exhibiting randomly varying periods. In the Born approximation, the diffused reflection is shown to be related to a pair correlation function constructed from the distribution of the film scattering power. The technique is first applied to a natural photonic crystal found on the ventral side of the wings of the butterfly Cyanophrys remus, where scanning electron microscopy reveals the formation of polycrystalline photonic structures. Second, the disorder in the distribution of the cross-ribs on the scales another butterfly, Lycaena virgaureae, is investigated. The irregular arrangement of scatterers found in chitin structure of this insect produces light reflection in the long-wavelength part of the visible range, with a quite unusual broad directionality. The use of the pair correlation function allows to propose estimates of the diffusive spreading in these very different systems.

General simulation algorithm for autocorrelated binary processes.

PubMed

Serinaldi, Francesco; Lombardo, Federico

2017-02-01

The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral techniques problematic. We show that such methods can effectively be used if we focus on the parent continuous process of beta distributed transition probabilities rather than on the target binary process. This change of paradigm results in a simulation procedure effectively embedding a spectrum-based iterative amplitude-adjusted Fourier transform method devised for continuous processes. The proposed algorithm is fully general, requires minimal assumptions, and can easily simulate binary signals with power-law and exponentially decaying autocorrelation functions corresponding, for instance, to Hurst-Kolmogorov and Markov processes. An application to rainfall intermittency shows that the proposed algorithm can also simulate surrogate data preserving the empirical autocorrelation.

Beyond Cassie equation: Local structure of heterogeneous surfaces determines the contact angles of microdroplets

PubMed Central

Zhang, Bo; Wang, Jianjun; Liu, Zhiping; Zhang, Xianren

2014-01-01

The application of Cassie equation to microscopic droplets is recently under intense debate because the microdroplet dimension is often of the same order of magnitude as the characteristic size of substrate heterogeneities, and the mechanism to describe the contact angle of microdroplets is not clear. By representing real surfaces statistically as an ensemble of patterned surfaces with randomly or regularly distributed heterogeneities (patches), lattice Boltzmann simulations here show that the contact angle of microdroplets has a wide distribution, either continuous or discrete, depending on the patch size. The origin of multiple contact angles observed is ascribed to the contact line pinning effect induced by substrate heterogeneities. We demonstrate that the local feature of substrate structure near the contact line determines the range of contact angles that can be stabilized, while the certain contact angle observed is closely related to the contact line width. PMID:25059292

Approximation of discrete-time LQG compensators for distributed systems with boundary input and unbounded measurement

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1987-01-01

The approximation of optimal discrete-time linear quadratic Gaussian (LQG) compensators for distributed parameter control systems with boundary input and unbounded measurement is considered. The approach applies to a wide range of problems that can be formulated in a state space on which both the discrete-time input and output operators are continuous. Approximating compensators are obtained via application of the LQG theory and associated approximation results for infinite dimensional discrete-time control systems with bounded input and output. Numerical results for spline and modal based approximation schemes used to compute optimal compensators for a one dimensional heat equation with either Neumann or Dirichlet boundary control and pointwise measurement of temperature are presented and discussed.

Digital double random amplitude image encryption method based on the symmetry property of the parametric discrete Fourier transform

NASA Astrophysics Data System (ADS)

Bekkouche, Toufik; Bouguezel, Saad

2018-03-01

We propose a real-to-real image encryption method. It is a double random amplitude encryption method based on the parametric discrete Fourier transform coupled with chaotic maps to perform the scrambling. The main idea behind this method is the introduction of a complex-to-real conversion by exploiting the inherent symmetry property of the transform in the case of real-valued sequences. This conversion allows the encrypted image to be real-valued instead of being a complex-valued image as in all existing double random phase encryption methods. The advantage is to store or transmit only one image instead of two images (real and imaginary parts). Computer simulation results and comparisons with the existing double random amplitude encryption methods are provided for peak signal-to-noise ratio, correlation coefficient, histogram analysis, and key sensitivity.

Regularization of the big bang singularity with random perturbations

NASA Astrophysics Data System (ADS)

Belbruno, Edward; Xue, BingKan

2018-03-01

We show how to regularize the big bang singularity in the presence of random perturbations modeled by Brownian motion using stochastic methods. We prove that the physical variables in a contracting universe dominated by a scalar field can be continuously and uniquely extended through the big bang as a function of time to an expanding universe only for a discrete set of values of the equation of state satisfying special co-prime number conditions. This result significantly generalizes a previous result (Xue and Belbruno 2014 Class. Quantum Grav. 31 165002) that did not model random perturbations. This result implies that the extension from a contracting to an expanding universe for the discrete set of co-prime equation of state is robust, which is a surprising result. Implications for a purely expanding universe are discussed, such as a non-smooth, randomly varying scale factor near the big bang.

Progress on Discrete Fracture Network models with implications on the predictions of permeability and flow channeling structure

NASA Astrophysics Data System (ADS)

Darcel, C.; Davy, P.; Le Goc, R.; Maillot, J.; Selroos, J. O.

2017-12-01

We present progress on Discrete Fracture Network (DFN) flow modeling, including realistic advanced DFN spatial structures and local fracture transmissivity properties, through an application to the Forsmark site in Sweden. DFN models are a framework to combine fracture datasets from different sources and scales and to interpolate them in combining statistical distributions and stereological relations. The resulting DFN upscaling function - size density distribution - is a model component key to extrapolating fracture size densities between data gaps, from borehole core up to site scale. Another important feature of DFN models lays in the spatial correlations between fractures, with still unevaluated consequences on flow predictions. Indeed, although common Poisson (i.e. spatially random) models are widely used, they do not reflect these geological evidences for more complex structures. To model them, we define a DFN growth process from kinematic rules for nucleation, growth and stopping conditions. It mimics in a simplified way the geological fracturing processes and produces DFN characteristics -both upscaling function and spatial correlations- fully consistent with field observations. DFN structures are first compared for constant transmissivities. Flow simulations for the kinematic and equivalent Poisson DFN models show striking differences: with the kinematic DFN, connectivity and permeability are significantly smaller, down to a difference of one order of magnitude, and flow is much more channelized. Further flow analyses are performed with more realistic transmissivity distribution conditions (sealed parts, relations to fracture sizes, orientations and in-situ stress field). The relative importance of the overall DFN structure in the final flow predictions is discussed.

Cluster analysis of European Y-chromosomal STR haplotypes using the discrete Laplace method.

PubMed

Andersen, Mikkel Meyer; Eriksen, Poul Svante; Morling, Niels

2014-07-01

The European Y-chromosomal short tandem repeat (STR) haplotype distribution has previously been analysed in various ways. Here, we introduce a new way of analysing population substructure using a new method based on clustering within the discrete Laplace exponential family that models the probability distribution of the Y-STR haplotypes. Creating a consistent statistical model of the haplotypes enables us to perform a wide range of analyses. Previously, haplotype frequency estimation using the discrete Laplace method has been validated. In this paper we investigate how the discrete Laplace method can be used for cluster analysis to further validate the discrete Laplace method. A very important practical fact is that the calculations can be performed on a normal computer. We identified two sub-clusters of the Eastern and Western European Y-STR haplotypes similar to results of previous studies. We also compared pairwise distances (between geographically separated samples) with those obtained using the AMOVA method and found good agreement. Further analyses that are impossible with AMOVA were made using the discrete Laplace method: analysis of the homogeneity in two different ways and calculating marginal STR distributions. We found that the Y-STR haplotypes from e.g. Finland were relatively homogeneous as opposed to the relatively heterogeneous Y-STR haplotypes from e.g. Lublin, Eastern Poland and Berlin, Germany. We demonstrated that the observed distributions of alleles at each locus were similar to the expected ones. We also compared pairwise distances between geographically separated samples from Africa with those obtained using the AMOVA method and found good agreement. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

Directional Migration of Recirculating Lymphocytes through Lymph Nodes via Random Walks

PubMed Central

Thomas, Niclas; Matejovicova, Lenka; Srikusalanukul, Wichat; Shawe-Taylor, John; Chain, Benny

2012-01-01

Naive T lymphocytes exhibit extensive antigen-independent recirculation between blood and lymph nodes, where they may encounter dendritic cells carrying cognate antigen. We examine how long different T cells may spend in an individual lymph node by examining data from long term cannulation of blood and efferent lymphatics of a single lymph node in the sheep. We determine empirically the distribution of transit times of migrating T cells by applying the Least Absolute Shrinkage & Selection Operator () or regularised to fit experimental data describing the proportion of labelled infused cells in blood and efferent lymphatics over time. The optimal inferred solution reveals a distribution with high variance and strong skew. The mode transit time is typically between 10 and 20 hours, but a significant number of cells spend more than 70 hours before exiting. We complement the empirical machine learning based approach by modelling lymphocyte passage through the lymph node . On the basis of previous two photon analysis of lymphocyte movement, we optimised distributions which describe the transit times (first passage times) of discrete one dimensional and continuous (Brownian) three dimensional random walks with drift. The optimal fit is obtained when drift is small, i.e. the ratio of probabilities of migrating forward and backward within the node is close to one. These distributions are qualitatively similar to the inferred empirical distribution, with high variance and strong skew. In contrast, an optimised normal distribution of transit times (symmetrical around mean) fitted the data poorly. The results demonstrate that the rapid recirculation of lymphocytes observed at a macro level is compatible with predominantly randomised movement within lymph nodes, and significant probabilities of long transit times. We discuss how this pattern of migration may contribute to facilitating interactions between low frequency T cells and antigen presenting cells carrying cognate antigen. PMID:23028891

Robustness of quantum key distribution with discrete and continuous variables to channel noise

NASA Astrophysics Data System (ADS)

Lasota, Mikołaj; Filip, Radim; Usenko, Vladyslav C.

2017-06-01

We study the robustness of quantum key distribution protocols using discrete or continuous variables to the channel noise. We introduce the model of such noise based on coupling of the signal to a thermal reservoir, typical for continuous-variable quantum key distribution, to the discrete-variable case. Then we perform a comparison of the bounds on the tolerable channel noise between these two kinds of protocols using the same noise parametrization, in the case of implementation which is perfect otherwise. Obtained results show that continuous-variable protocols can exhibit similar robustness to the channel noise when the transmittance of the channel is relatively high. However, for strong loss discrete-variable protocols are superior and can overcome even the infinite-squeezing continuous-variable protocol while using limited nonclassical resources. The requirement on the probability of a single-photon production which would have to be fulfilled by a practical source of photons in order to demonstrate such superiority is feasible thanks to the recent rapid development in this field.

Modeling of Electromagnetic Scattering by Discrete and Discretely Heterogeneous Random Media by Using Numerically Exact Solutions of the Maxwell Equations

NASA Technical Reports Server (NTRS)

Dlugach, Janna M.; Mishchenko, Michael I.

2017-01-01

In this paper, we discuss some aspects of numerical modeling of electromagnetic scattering by discrete random medium by using numerically exact solutions of the macroscopic Maxwell equations. Typical examples of such media are clouds of interstellar dust, clouds of interplanetary dust in the Solar system, dusty atmospheres of comets, particulate planetary rings, clouds in planetary atmospheres, aerosol particles with numerous inclusions and so on. Our study is based on the results of extensive computations of different characteristics of electromagnetic scattering obtained by using the superposition T-matrix method which represents a direct computer solver of the macroscopic Maxwell equations for an arbitrary multisphere configuration. As a result, in particular, we clarify the range of applicability of the low-density theories of radiative transfer and coherent backscattering as well as of widely used effective-medium approximations.

Novel formulation of the ℳ model through the Generalized-K distribution for atmospheric optical channels.

PubMed

Garrido-Balsells, José María; Jurado-Navas, Antonio; Paris, José Francisco; Castillo-Vazquez, Miguel; Puerta-Notario, Antonio

2015-03-09

In this paper, a novel and deeper physical interpretation on the recently published Málaga or ℳ statistical distribution is provided. This distribution, which is having a wide acceptance by the scientific community, models the optical irradiance scintillation induced by the atmospheric turbulence. Here, the analytical expressions previously published are modified in order to express them by a mixture of the known Generalized-K and discrete Binomial and Negative Binomial distributions. In particular, the probability density function (pdf) of the ℳ model is now obtained as a linear combination of these Generalized-K pdf, in which the coefficients depend directly on the parameters of the ℳ distribution. In this way, the Málaga model can be physically interpreted as a superposition of different optical sub-channels each of them described by the corresponding Generalized-K fading model and weighted by the ℳ dependent coefficients. The expressions here proposed are simpler than the equations of the original ℳ model and are validated by means of numerical simulations by generating ℳ -distributed random sequences and their associated histogram. This novel interpretation of the Málaga statistical distribution provides a valuable tool for analyzing the performance of atmospheric optical channels for every turbulence condition.

Stability and bifurcation analysis for the Kaldor-Kalecki model with a discrete delay and a distributed delay

NASA Astrophysics Data System (ADS)

Yu, Jinchen; Peng, Mingshu

2016-10-01

In this paper, a Kaldor-Kalecki model of business cycle with both discrete and distributed delays is considered. With the corresponding characteristic equation analyzed, the local stability of the positive equilibrium is investigated. It is found that there exist Hopf bifurcations when the discrete time delay passes a sequence of critical values. By applying the method of multiple scales, the explicit formulae which determine the direction of Hopf bifurcation and the stability of bifurcating periodic solutions are derived. Finally, numerical simulations are carried out to illustrate our main results.

A unified approach for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties

NASA Astrophysics Data System (ADS)

Lü, Hui; Shangguan, Wen-Bin; Yu, Dejie

2017-09-01

Automotive brake systems are always subjected to various types of uncertainties and two types of random-fuzzy uncertainties may exist in the brakes. In this paper, a unified approach is proposed for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties. In the proposed approach, two uncertainty analysis models with mixed variables are introduced to model the random-fuzzy uncertainties. The first one is the random and fuzzy model, in which random variables and fuzzy variables exist simultaneously and independently. The second one is the fuzzy random model, in which uncertain parameters are all treated as random variables while their distribution parameters are expressed as fuzzy numbers. Firstly, the fuzziness is discretized by using α-cut technique and the two uncertainty analysis models are simplified into random-interval models. Afterwards, by temporarily neglecting interval uncertainties, the random-interval models are degraded into random models, in which the expectations, variances, reliability indexes and reliability probabilities of system stability functions are calculated. And then, by reconsidering the interval uncertainties, the bounds of the expectations, variances, reliability indexes and reliability probabilities are computed based on Taylor series expansion. Finally, by recomposing the analysis results at each α-cut level, the fuzzy reliability indexes and probabilities can be obtained, by which the brake squeal instability can be evaluated. The proposed approach gives a general framework to deal with both types of random-fuzzy uncertainties that may exist in the brakes and its effectiveness is demonstrated by numerical examples. It will be a valuable supplement to the systematic study of brake squeal considering uncertainty.

Electrolytic plating apparatus for discrete microsized particles

DOEpatents

Mayer, Anton

1976-11-30

Method and apparatus are disclosed for electrolytically producing very uniform coatings of a desired material on discrete microsized particles. Agglomeration or bridging of the particles during the deposition process is prevented by imparting a sufficiently random motion to the particles that they are not in contact with a powered cathode for a time sufficient for such to occur.

Electroless plating apparatus for discrete microsized particles

DOEpatents

Mayer, Anton

1978-01-01

Method and apparatus are disclosed for producing very uniform coatings of a desired material on discrete microsized particles by electroless techniques. Agglomeration or bridging of the particles during the deposition process is prevented by imparting a sufficiently random motion to the particles that they are not in contact with each other for a time sufficient for such to occur.

Log-gamma directed polymer with fixed endpoints via the replica Bethe Ansatz

NASA Astrophysics Data System (ADS)

Thiery, Thimothée; Le Doussal, Pierre

2014-10-01

We study the model of a discrete directed polymer (DP) on a square lattice with homogeneous inverse gamma distribution of site random Boltzmann weights, introduced by Seppalainen (2012 Ann. Probab. 40 19-73). The integer moments of the partition sum, \\overline{Z^n} , are studied using a transfer matrix formulation, which appears as a generalization of the Lieb-Liniger quantum mechanics of bosons to discrete time and space. In the present case of the inverse gamma distribution the model is integrable in terms of a coordinate Bethe Ansatz, as discovered by Brunet. Using the Brunet-Bethe eigenstates we obtain an exact expression for the integer moments of \\overline{Z^n} for polymers of arbitrary lengths and fixed endpoint positions. Although these moments do not exist for all integer n, we are nevertheless able to construct a generating function which reproduces all existing integer moments and which takes the form of a Fredholm determinant (FD). This suggests an analytic continuation via a Mellin-Barnes transform and we thereby propose a FD ansatz representation for the probability distribution function (PDF) of Z and its Laplace transform. In the limit of a very long DP, this ansatz yields that the distribution of the free energy converges to the Gaussian unitary ensemble (GUE) Tracy-Widom distribution up to a non-trivial average and variance that we calculate. Our asymptotic predictions coincide with a result by Borodin et al (2013 Commun. Math. Phys. 324 215-32) based on a formula obtained by Corwin et al (2011 arXiv:1110.3489) using the geometric Robinson-Schensted-Knuth (gRSK) correspondence. In addition we obtain the dependence on the endpoint position and the exact elastic coefficient at a large time. We argue the equivalence between our formula and that of Borodin et al. As we will discuss, this provides a connection between quantum integrability and tropical combinatorics.

Coherent Backscattering in the Cross-Polarized Channel

NASA Technical Reports Server (NTRS)

Mischenko, Michael I.; Mackowski, Daniel W.

2011-01-01

We analyze the asymptotic behavior of the cross-polarized enhancement factor in the framework of the standard low-packing-density theory of coherent backscattering by discrete random media composed of spherically symmetric particles. It is shown that if the particles are strongly absorbing or if the smallest optical dimension of the particulate medium (i.e., the optical thickness of a plane-parallel slab or the optical diameter of a spherically symmetric volume) approaches zero, then the cross-polarized enhancement factor tends to its upper-limit value 2. This theoretical prediction is illustrated using direct computer solutions of the Maxwell equations for spherical volumes of discrete random medium.

Coherent Backscattering by Polydisperse Discrete Random Media: Exact T-Matrix Results

NASA Technical Reports Server (NTRS)

Mishchenko, Michael I.; Dlugach, Janna M.; Mackowski, Daniel W.

2011-01-01

The numerically exact superposition T-matrix method is used to compute, for the first time to our knowledge, electromagnetic scattering by finite spherical volumes composed of polydisperse mixtures of spherical particles with different size parameters or different refractive indices. The backscattering patterns calculated in the far-field zone of the polydisperse multiparticle volumes reveal unequivocally the classical manifestations of the effect of weak localization of electromagnetic waves in discrete random media, thereby corroborating the universal interference nature of coherent backscattering. The polarization opposition effect is shown to be the least robust manifestation of weak localization fading away with increasing particle size parameter.

Cramer-Rao Bound for Gaussian Random Processes and Applications to Radar Processing of Atmospheric Signals

NASA Technical Reports Server (NTRS)

Frehlich, Rod

1993-01-01

Calculations of the exact Cramer-Rao Bound (CRB) for unbiased estimates of the mean frequency, signal power, and spectral width of Doppler radar/lidar signals (a Gaussian random process) are presented. Approximate CRB's are derived using the Discrete Fourier Transform (DFT). These approximate results are equal to the exact CRB when the DFT coefficients are mutually uncorrelated. Previous high SNR limits for CRB's are shown to be inaccurate because the discrete summations cannot be approximated with integration. The performance of an approximate maximum likelihood estimator for mean frequency approaches the exact CRB for moderate signal to noise ratio and moderate spectral width.

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

Discrete ellipsoidal statistical BGK model and Burnett equations

NASA Astrophysics Data System (ADS)

Zhang, Yu-Dong; Xu, Ai-Guo; Zhang, Guang-Cai; Chen, Zhi-Hua; Wang, Pei

2018-06-01

A new discrete Boltzmann model, the discrete ellipsoidal statistical Bhatnagar-Gross-Krook (ESBGK) model, is proposed to simulate nonequilibrium compressible flows. Compared with the original discrete BGK model, the discrete ES-BGK has a flexible Prandtl number. For the discrete ES-BGK model in the Burnett level, two kinds of discrete velocity model are introduced and the relations between nonequilibrium quantities and the viscous stress and heat flux in the Burnett level are established. The model is verified via four benchmark tests. In addition, a new idea is introduced to recover the actual distribution function through the macroscopic quantities and their space derivatives. The recovery scheme works not only for discrete Boltzmann simulation but also for hydrodynamic ones, for example, those based on the Navier-Stokes or the Burnett equations.

Effect of source tampering in the security of quantum cryptography

NASA Astrophysics Data System (ADS)

Sun, Shi-Hai; Xu, Feihu; Jiang, Mu-Sheng; Ma, Xiang-Chun; Lo, Hoi-Kwong; Liang, Lin-Mei

2015-08-01

The security of source has become an increasingly important issue in quantum cryptography. Based on the framework of measurement-device-independent quantum key distribution (MDI-QKD), the source becomes the only region exploitable by a potential eavesdropper (Eve). Phase randomization is a cornerstone assumption in most discrete-variable (DV) quantum communication protocols (e.g., QKD, quantum coin tossing, weak-coherent-state blind quantum computing, and so on), and the violation of such an assumption is thus fatal to the security of those protocols. In this paper, we show a simple quantum hacking strategy, with commercial and homemade pulsed lasers, by Eve that allows her to actively tamper with the source and violate such an assumption, without leaving a trace afterwards. Furthermore, our attack may also be valid for continuous-variable (CV) QKD, which is another main class of QKD protocol, since, excepting the phase random assumption, other parameters (e.g., intensity) could also be changed, which directly determine the security of CV-QKD.

Assessment of the Mechanical Properties of Sisal Fiber-Reinforced Silty Clay Using Triaxial Shear Tests

PubMed Central

Wu, Yankai; Li, Yanbin; Niu, Bin

2014-01-01

Fiber reinforcement is widely used in construction engineering to improve the mechanical properties of soil because it increases the soil's strength and improves the soil's mechanical properties. However, the mechanical properties of fiber-reinforced soils remain controversial. The present study investigated the mechanical properties of silty clay reinforced with discrete, randomly distributed sisal fibers using triaxial shear tests. The sisal fibers were cut to different lengths, randomly mixed with silty clay in varying percentages, and compacted to the maximum dry density at the optimum moisture content. The results indicate that with a fiber length of 10 mm and content of 1.0%, sisal fiber-reinforced silty clay is 20% stronger than nonreinforced silty clay. The fiber-reinforced silty clay exhibited crack fracture and surface shear fracture failure modes, implying that sisal fiber is a good earth reinforcement material with potential applications in civil engineering, dam foundation, roadbed engineering, and ground treatment. PMID:24982951

A characterization of horizontal visibility graphs and combinatorics on words

NASA Astrophysics Data System (ADS)

Gutin, Gregory; Mansour, Toufik; Severini, Simone

2011-06-01

A Horizontal Visibility Graph (HVG) is defined in association with an ordered set of non-negative reals. HVGs realize a methodology in the analysis of time series, their degree distribution being a good discriminator between randomness and chaos Luque et al. [B. Luque, L. Lacasa, F. Ballesteros, J. Luque, Horizontal visibility graphs: exact results for random time series, Phys. Rev. E 80 (2009), 046103]. We prove that a graph is an HVG if and only if it is outerplanar and has a Hamilton path. Therefore, an HVG is a noncrossing graph, as defined in algebraic combinatorics Flajolet and Noy [P. Flajolet, M. Noy, Analytic combinatorics of noncrossing configurations, Discrete Math., 204 (1999) 203-229]. Our characterization of HVGs implies a linear time recognition algorithm. Treating ordered sets as words, we characterize subfamilies of HVGs highlighting various connections with combinatorial statistics and introducing the notion of a visible pair. With this technique, we determine asymptotically the average number of edges of HVGs.

Dependent scattering and absorption by densely packed discrete spherical particles: Effects of complex refractive index

NASA Astrophysics Data System (ADS)

Ma, L. X.; Tan, J. Y.; Zhao, J. M.; Wang, F. Q.; Wang, C. A.; Wang, Y. Y.

2017-07-01

Due to the dependent scattering and absorption effects, the radiative transfer equation (RTE) may not be suitable for dealing with radiative transfer in dense discrete random media. This paper continues previous research on multiple and dependent scattering in densely packed discrete particle systems, and puts emphasis on the effects of particle complex refractive index. The Mueller matrix elements of the scattering system with different complex refractive indexes are obtained by both electromagnetic method and radiative transfer method. The Maxwell equations are directly solved based on the superposition T-matrix method, while the RTE is solved by the Monte Carlo method combined with the hard sphere model in the Percus-Yevick approximation (HSPYA) to consider the dependent scattering effects. The results show that for densely packed discrete random media composed of medium size parameter particles (equals 6.964 in this study), the demarcation line between independent and dependent scattering has remarkable connections with the particle complex refractive index. With the particle volume fraction increase to a certain value, densely packed discrete particles with higher refractive index contrasts between the particles and host medium and higher particle absorption indexes are more likely to show stronger dependent characteristics. Due to the failure of the extended Rayleigh-Debye scattering condition, the HSPYA has weak effect on the dependent scattering correction at large phase shift parameters.

Stability and Hopf bifurcation for a regulated logistic growth model with discrete and distributed delays

NASA Astrophysics Data System (ADS)

Fang, Shengle; Jiang, Minghui

2009-12-01

In this paper, we investigate the stability and Hopf bifurcation of a new regulated logistic growth with discrete and distributed delays. By choosing the discrete delay τ as a bifurcation parameter, we prove that the system is locally asymptotically stable in a range of the delay and Hopf bifurcation occurs as τ crosses a critical value. Furthermore, explicit algorithm for determining the direction of the Hopf bifurcation and the stability of the bifurcating periodic solutions is derived by normal form theorem and center manifold argument. Finally, an illustrative example is also given to support the theoretical results.

Discrete shaped strain sensors for intelligent structures

NASA Technical Reports Server (NTRS)

Andersson, Mark S.; Crawley, Edward F.

1992-01-01

Design of discrete, highly distributed sensor systems for intelligent structures has been studied. Data obtained indicate that discrete strain-averaging sensors satisfy the functional requirements for distributed sensing of intelligent structures. Bartlett and Gauss-Hanning sensors, in particular, provide good wavenumber characteristics while meeting the functional requirements. They are characterized by good rolloff rates and positive Fourier transforms for all wavenumbers. For the numerical integration schemes, Simpson's rule is considered to be very simple to implement and consistently provides accurate results for five sensors or more. It is shown that a sensor system that satisfies the functional requirements can be applied to a structure that supports mode shapes with purely sinusoidal curvature.

Distributed-observer-based cooperative control for synchronization of linear discrete-time multi-agent systems.

PubMed

Liang, Hongjing; Zhang, Huaguang; Wang, Zhanshan

2015-11-01

This paper considers output synchronization of discrete-time multi-agent systems with directed communication topologies. The directed communication graph contains a spanning tree and the exosystem as its root. Distributed observer-based consensus protocols are proposed, based on the relative outputs of neighboring agents. A multi-step algorithm is presented to construct the observer-based protocols. In light of the discrete-time algebraic Riccati equation and internal model principle, synchronization problem is completed. At last, numerical simulation is provided to verify the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Discrete Deterministic and Stochastic Petri Nets

NASA Technical Reports Server (NTRS)

Zijal, Robert; Ciardo, Gianfranco

1996-01-01

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

Discrete-Slots Models of Visual Working-Memory Response Times

PubMed Central

Donkin, Christopher; Nosofsky, Robert M.; Gold, Jason M.; Shiffrin, Richard M.

2014-01-01

Much recent research has aimed to establish whether visual working memory (WM) is better characterized by a limited number of discrete all-or-none slots or by a continuous sharing of memory resources. To date, however, researchers have not considered the response-time (RT) predictions of discrete-slots versus shared-resources models. To complement the past research in this field, we formalize a family of mixed-state, discrete-slots models for explaining choice and RTs in tasks of visual WM change detection. In the tasks under investigation, a small set of visual items is presented, followed by a test item in 1 of the studied positions for which a change judgment must be made. According to the models, if the studied item in that position is retained in 1 of the discrete slots, then a memory-based evidence-accumulation process determines the choice and the RT; if the studied item in that position is missing, then a guessing-based accumulation process operates. Observed RT distributions are therefore theorized to arise as probabilistic mixtures of the memory-based and guessing distributions. We formalize an analogous set of continuous shared-resources models. The model classes are tested on individual subjects with both qualitative contrasts and quantitative fits to RT-distribution data. The discrete-slots models provide much better qualitative and quantitative accounts of the RT and choice data than do the shared-resources models, although there is some evidence for “slots plus resources” when memory set size is very small. PMID:24015956

Stochastic dynamics of time correlation in complex systems with discrete time

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail

2000-11-01

In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short- and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.

Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra

NASA Astrophysics Data System (ADS)

Rezakhah, Saeid; Maleki, Yasaman

2016-07-01

Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a second continuous time DSI process which provides a proper approximation of the first one. This enables us to provide a bilateral relation between covariance functions of the subsidiary process and the new continuous time processes. The time varying spectral representation of such continuous time DSI process is characterized, and its spectrum is estimated. Also, a new method for estimation time dependent Hurst parameter of such processes is provided which gives a more accurate estimation. The performance of this estimation method is studied via simulation. Finally this method is applied to the real data of S & P500 and Dow Jones indices for some special periods.

Optimal Operation of Energy Storage in Power Transmission and Distribution

NASA Astrophysics Data System (ADS)

Akhavan Hejazi, Seyed Hossein

In this thesis, we investigate optimal operation of energy storage units in power transmission and distribution grids. At transmission level, we investigate the problem where an investor-owned independently-operated energy storage system seeks to offer energy and ancillary services in the day-ahead and real-time markets. We specifically consider the case where a significant portion of the power generated in the grid is from renewable energy resources and there exists significant uncertainty in system operation. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units that takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. At distribution level, we develop a comprehensive data set to model various stochastic factors on power distribution networks, with focus on networks that have high penetration of electric vehicle charging load and distributed renewable generation. Furthermore, we develop a data-driven stochastic model for energy storage operation at distribution level, where the distribution of nodal voltage and line power flow are modelled as stochastic functions of the energy storage unit's charge and discharge schedules. In particular, we develop new closed-form stochastic models for such key operational parameters in the system. Our approach is analytical and allows formulating tractable optimization problems. Yet, it does not involve any restricting assumption on the distribution of random parameters, hence, it results in accurate modeling of uncertainties. By considering the specific characteristics of random variables, such as their statistical dependencies and often irregularly-shaped probability distributions, we propose a non-parametric chance-constrained optimization approach to operate and plan energy storage units in power distribution girds. In the proposed stochastic optimization, we consider uncertainty from various elements, such as solar photovoltaic , electric vehicle chargers, and residential baseloads, in the form of discrete probability functions. In the last part of this thesis we address some other resources and concepts for enhancing the operation of power distribution and transmission systems. In particular, we proposed a new framework to determine the best sites, sizes, and optimal payment incentives under special contracts for committed-type DG projects to offset distribution network investment costs. In this framework, the aim is to allocate DGs such that the profit gained by the distribution company is maximized while each DG unit's individual profit is also taken into account to assure that private DG investment remains economical.

Statistical self-similarity of width function maxima with implications to floods

USGS Publications Warehouse

Veitzer, S.A.; Gupta, V.K.

2001-01-01

Recently a new theory of random self-similar river networks, called the RSN model, was introduced to explain empirical observations regarding the scaling properties of distributions of various topologic and geometric variables in natural basins. The RSN model predicts that such variables exhibit statistical simple scaling, when indexed by Horton-Strahler order. The average side tributary structure of RSN networks also exhibits Tokunaga-type self-similarity which is widely observed in nature. We examine the scaling structure of distributions of the maximum of the width function for RSNs for nested, complete Strahler basins by performing ensemble simulations. The maximum of the width function exhibits distributional simple scaling, when indexed by Horton-Strahler order, for both RSNs and natural river networks extracted from digital elevation models (DEMs). We also test a powerlaw relationship between Horton ratios for the maximum of the width function and drainage areas. These results represent first steps in formulating a comprehensive physical statistical theory of floods at multiple space-time scales for RSNs as discrete hierarchical branching structures. ?? 2001 Published by Elsevier Science Ltd.

Cell responses to single pheromone molecules may reflect the activation kinetics of olfactory receptor molecules.

PubMed

Minor, A V; Kaissling, K-E

2003-03-01

Olfactory receptor cells of the silkmoth Bombyx mori respond to single pheromone molecules with "elementary" electrical events that appear as discrete "bumps" a few milliseconds in duration, or bursts of bumps. As revealed by simulation, one bump may result from a series of random openings of one or several ion channels, producing an average inward membrane current of 1.5 pA. The distributions of durations of bumps and of gaps between bumps in a burst can be fitted by single exponentials with time constants of 10.2 ms and 40.5 ms, respectively. The distribution of burst durations is a sum of two exponentials; the number of bumps per burst obeyed a geometric distribution (mean 3.2 bumps per burst). Accordingly the elementary events could reflect transitions among three states of the pheromone receptor molecule: the vacant receptor (state 1), the pheromone-receptor complex (state 2), and the activated complex (state 3). The calculated rate constants of the transitions between states are k(21)=7.7 s(-1), k(23)=16.8 s(-1), and k(32)=98 s(-1).

Ductile alloy and process for preparing composite superconducting wire

DOEpatents

Verhoeven, John D.; Finnemore, Douglas K.; Gibson, Edwin D.; Ostenson, Jerome E.

1983-03-29

An alloy for the commercial production of ductile superconducting wire is prepared by melting together copper and at least 15 weight percent niobium under non-oxygen-contaminating conditions, and rapidly cooling the melt to form a ductile composite consisting of discrete, randomly distributed and orientated dendritic-shaped particles of niobium in a copper matrix. As the wire is worked, the dendritric particles are realigned parallel to the longitudinal axis and when drawn form a plurality of very fine ductile superconductors in a ductile copper matrix. The drawn wire may be tin coated and wound into magnets or the like before diffusing the tin into the wire to react with the niobium. Impurities such as aluminum or gallium may be added to improve upper critical field characteristics.

Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets

NASA Astrophysics Data System (ADS)

Lim, Gyuchang; Kim, SooYong; Kim, Kyungsik; Lee, Dong-In; Scalas, Enrico

2008-05-01

A recently discovered feature of financial markets, the two-phase phenomenon, is utilized to categorize a financial time series into two phases, namely equilibrium and out-of-equilibrium states. For out-of-equilibrium states, we analyze the time intervals at which the state is revisited. The power-law distribution of inter-out-of-equilibrium state intervals is shown and we present an analogy with discrete-time heat bath dynamics, similar to random Ising systems. In the mean-field approximation, this model reduces to a one-dimensional multiplicative process. By varying global and local model parameters, the relevance between volatilities in financial markets and the interaction strengths between agents in the Ising model are investigated and discussed.

Ductile alloy and process for preparing composite superconducting wire

DOEpatents

Verhoeven, J.D.; Finnemore, D.K.; Gibson, E.D.; Ostenson, J.E.

An alloy for the commercial production of ductile superconducting wire is prepared by melting together copper and at least 15 weight percent niobium under non-oxygen-contaminating conditions, and rapidly cooling the melt to form a ductile composite consisting of discrete, randomly distributed and oriented dendritic-shaped particles of niobium in a copper matrix. As the wire is worked, the dendritic particles are realigned parallel to the longitudinal axis and when drawn form a plurality of very fine ductile superconductors in a ductile copper matrix. The drawn wire may be tin coated and wound into magnets or the like before diffusing the tin into the wire to react with the niobium. Impurities such as aluminum or gallium may be added to improve upper critical field characteristics.

Statistical analysis of secondary particle distributions in relativistic nucleus-nucleus collisions

NASA Technical Reports Server (NTRS)

Mcguire, Stephen C.

1987-01-01

The use is described of several statistical techniques to characterize structure in the angular distributions of secondary particles from nucleus-nucleus collisions in the energy range 24 to 61 GeV/nucleon. The objective of this work was to determine whether there are correlations between emitted particle intensity and angle that may be used to support the existence of the quark gluon plasma. The techniques include chi-square null hypothesis tests, the method of discrete Fourier transform analysis, and fluctuation analysis. We have also used the method of composite unit vectors to test for azimuthal asymmetry in a data set of 63 JACEE-3 events. Each method is presented in a manner that provides the reader with some practical detail regarding its application. Of those events with relatively high statistics, Fe approaches 0 at 55 GeV/nucleon was found to possess an azimuthal distribution with a highly non-random structure. No evidence of non-statistical fluctuations was found in the pseudo-rapidity distributions of the events studied. It is seen that the most effective application of these methods relies upon the availability of many events or single events that possess very high multiplicities.

Stochastic Evolution Equations Driven by Fractional Noises

DTIC Science & Technology

2016-11-28

rate of convergence to zero or the error and the limit in distribution of the error fluctuations. We have studied time discrete numerical schemes...error fluctuations. We have studied time discrete numerical schemes based on Taylor expansions for rough differential equations and for stochastic...variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian

Full-wave modeling of the time domain reflectometry signal in wetted sandy soils using a random microstructure discretization: Comparison with experiments

NASA Astrophysics Data System (ADS)

Rejiba, F.; Sagnard, F.; Schamper, C.

2011-07-01

Time domain reflectometry (TDR) is a proven, nondestructive method for the measurement of the permittivity and electrical conductivity of soils, using electromagnetic (EM) waves. Standard interpretation of TDR data leads to the estimation of the soil's equivalent electromagnetic properties since the wavelengths associated with the source signal are considerably greater than the microstructure of the soil. The aforementioned approximation tends to hide an important issue: the influence of the microstructure and phase configuration in the generation of a polarized electric field, which is complicated because of the presence of numerous length scales. In this paper, the influence of the microstructural distribution of each phase on the TDR signal has been studied. We propose a two-step EM modeling technique at a microscale range (?): first, we define an equivalent grain including a thin shell of free water, and second, we solve Maxwell's equations over the discretized, statistically distributed triphasic porous medium. Modeling of the TDR probe with the soil sample was performed using a three-dimensional finite difference time domain scheme. The effectiveness of this hybrid homogenization approach is tested on unsaturated Nemours sand with narrow granulometric fractions. The comparisons made between numerical and experimental results are promising, despite significant assumptions concerning (1) the TDR probe head and the coaxial cable and (2) the assumed effective medium theory homogenization associated with the electromagnetic processes arising locally between the liquid and solid phases at the grain scale.

Performance of a Discrete Wavelet Transform for Compressing Plasma Count Data and its Application to the Fast Plasma Investigation on NASA's Magnetospheric Multiscale Mission

NASA Technical Reports Server (NTRS)

Barrie, Alexander C.; Yeh, Penshu; Dorelli, John C.; Clark, George B.; Paterson, William R.; Adrian, Mark L.; Holland, Matthew P.; Lobell, James V.; Simpson, David G.; Pollock, Craig J.;

Finite element generation of arbitrary 3-D fracture networks for flow analysis in complicated discrete fracture networks

NASA Astrophysics Data System (ADS)

Zhang, Qi-Hua

2015-10-01

Finite element generation of complicated fracture networks is the core issue and source of technical difficulty in three-dimensional (3-D) discrete fracture network (DFN) flow models. Due to the randomness and uncertainty in the configuration of a DFN, the intersection lines (traces) are arbitrarily distributed in each face (fracture and other surfaces). Hence, subdivision of the fractures is an issue relating to subdivision of two-dimensional (2-D) domains with arbitrarily-distributed constraints. When the DFN configuration is very complicated, the well-known approaches (e.g. Voronoi Delaunay-based methods and advancing-front techniques) cannot operate properly. This paper proposes an algorithm to implement end-to-end connection between traces to subdivide 2-D domains into closed loops. The compositions of the vertices in the common edges between adjacent loops (which may belong to a single fracture or two connected fractures) are thus ensured to be topologically identical. The paper then proposes an approach for triangulating arbitrary loops which does not add any nodes to ensure consistency of the meshes at the common edges. In addition, several techniques relating to tolerance control and improving code robustness are discussed. Finally, the equivalent permeability of the rock mass is calculated for some very complicated DFNs (the DFN may contain 1272 fractures, 633 connected fractures, and 16,270 closed loops). The results are compared with other approaches to demonstrate the veracity and efficiency of the approach proposed in this paper.

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

Arakawa, Akio; Konor, C.S.

Two types of vertical grids are used for atmospheric models: The Lorenz (L grid) and the Charney-Phillips grid (CP grid). In this paper, problems with the L grid are pointed out that are due to the existence of an extra degree of freedom in the vertical distribution of the temperature (and the potential temperature). Then a vertical differencing of the primitive equations based on the CP grid is presented, while most of the advantages of the L grid in a hybrid {sigma}-p vetical coordinate are maintained. The discrete hydrostatic equation is constructed in such a way that it is freemore » from the vertical computational mode in the thermal field. Also, the vertical advection of the potential temperature in the discrete thermodynamic equation is constructed in such a way that it reduces to the standard (and most straightforward) vertical differencing of the quasigeostrophic equations based on the CP grid. Simulations of standing oscillations superposed on a resting atmosphere are presented using two vertically discrete models, one based on the L grid and the other on the CP grid. The comparison of the simulations shows that with the L grid a stationary vertically zigzag pattern dominates in the thermal field, while with the CP grid no such pattern is evident. Simulations of the growth of an extrapolated cyclone in a cyclic channel on a {beta} plan are also presented using two different {sigma}-coordinate models, again one with the L grid and the other with the CP grid, starting from random disturbances. 17 refs., 8 figs.« less

Category representations in the brain are both discretely localized and widely distributed.

PubMed

Shehzad, Zarrar; McCarthy, Gregory

2018-06-01

Whether category information is discretely localized or represented widely in the brain remains a contentious issue. Initial functional MRI studies supported the localizationist perspective that category information is represented in discrete brain regions. More recent fMRI studies using machine learning pattern classification techniques provide evidence for widespread distributed representations. However, these latter studies have not typically accounted for shared information. Here, we find strong support for distributed representations when brain regions are considered separately. However, localized representations are revealed by using analytical methods that separate unique from shared information among brain regions. The distributed nature of shared information and the localized nature of unique information suggest that brain connectivity may encourage spreading of information but category-specific computations are carried out in distinct domain-specific regions. NEW & NOTEWORTHY Whether visual category information is localized in unique domain-specific brain regions or distributed in many domain-general brain regions is hotly contested. We resolve this debate by using multivariate analyses to parse functional MRI signals from different brain regions into unique and shared variance. Our findings support elements of both models and show information is initially localized and then shared among other regions leading to distributed representations being observed.

Boundary-layer receptivity due to distributed surface imperfections of a deterministic or random nature

NASA Technical Reports Server (NTRS)

Choudhari, Meelan

1992-01-01

Acoustic receptivity of a Blasius boundary layer in the presence of distributed surface irregularities is investigated analytically. It is shown that, out of the entire spatial spectrum of the surface irregularities, only a small band of Fourier components can lead to an efficient conversion of the acoustic input at any given frequency to an unstable eigenmode of the boundary layer flow. The location, and width, of this most receptive band of wavenumbers corresponds to a relative detuning of O(R sub l.b.(exp -3/8)) with respect to the lower-neutral instability wavenumber at the frequency under consideration, R sub l.b. being the Reynolds number based on a typical boundary-layer thickness at the lower branch of the neutral stability curve. Surface imperfections in the form of discrete mode waviness in this range of wavenumbers lead to initial instability amplitudes which are O(R sub l.b.(exp 3/8)) larger than those caused by a single, isolated roughness element. In contrast, irregularities with a continuous spatial spectrum produce much smaller instability amplitudes, even compared to the isolated case, since the increase due to the resonant nature of the response is more than that compensated for by the asymptotically small band-width of the receptivity process. Analytical expressions for the maximum possible instability amplitudes, as well as their expectation for an ensemble of statistically irregular surfaces with random phase distributions, are also presented.

Electromagnetic Scattering by Spheroidal Volumes of Discrete Random Medium

NASA Technical Reports Server (NTRS)

Dlugach, Janna M.; Mishchenko, Michael I.

2017-01-01

We use the superposition T-matrix method to compare the far-field scattering matrices generated by spheroidal and spherical volumes of discrete random medium having the same volume and populated by identical spherical particles. Our results fully confirm the robustness of the previously identified coherent and diffuse scattering regimes and associated optical phenomena exhibited by spherical particulate volumes and support their explanation in terms of the interference phenomenon coupled with the order-of-scattering expansion of the far-field Foldy equations. We also show that increasing non-sphericity of particulate volumes causes discernible (albeit less pronounced) optical effects in forward and backscattering directions and explain them in terms of the same interference/multiple-scattering phenomenon.

Effects of Mesh Irregularities on Accuracy of Finite-Volume Discretization Schemes

NASA Technical Reports Server (NTRS)

Diskin, Boris; Thomas, James L.

2012-01-01

The effects of mesh irregularities on accuracy of unstructured node-centered finite-volume discretizations are considered. The focus is on an edge-based approach that uses unweighted least-squares gradient reconstruction with a quadratic fit. For inviscid fluxes, the discretization is nominally third order accurate on general triangular meshes. For viscous fluxes, the scheme is an average-least-squares formulation that is nominally second order accurate and contrasted with a common Green-Gauss discretization scheme. Gradient errors, truncation errors, and discretization errors are separately studied according to a previously introduced comprehensive methodology. The methodology considers three classes of grids: isotropic grids in a rectangular geometry, anisotropic grids typical of adapted grids, and anisotropic grids over a curved surface typical of advancing layer grids. The meshes within the classes range from regular to extremely irregular including meshes with random perturbation of nodes. Recommendations are made concerning the discretization schemes that are expected to be least sensitive to mesh irregularities in applications to turbulent flows in complex geometries.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1977-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Requirements analysis for a hardware, discrete-event, simulation engine accelerator

NASA Astrophysics Data System (ADS)

Taylor, Paul J., Jr.

1991-12-01

An analysis of a general Discrete Event Simulation (DES), executing on the distributed architecture of an eight mode Intel PSC/2 hypercube, was performed. The most time consuming portions of the general DES algorithm were determined to be the functions associated with message passing of required simulation data between processing nodes of the hypercube architecture. A behavioral description, using the IEEE standard VHSIC Hardware Description and Design Language (VHDL), for a general DES hardware accelerator is presented. The behavioral description specifies the operational requirements for a DES coprocessor to augment the hypercube's execution of DES simulations. The DES coprocessor design implements the functions necessary to perform distributed discrete event simulations using a conservative time synchronization protocol.

Size-distribution analysis of macromolecules by sedimentation velocity ultracentrifugation and lamm equation modeling.

PubMed

Schuck, P

2000-03-01

A new method for the size-distribution analysis of polymers by sedimentation velocity analytical ultracentrifugation is described. It exploits the ability of Lamm equation modeling to discriminate between the spreading of the sedimentation boundary arising from sample heterogeneity and from diffusion. Finite element solutions of the Lamm equation for a large number of discrete noninteracting species are combined with maximum entropy regularization to represent a continuous size-distribution. As in the program CONTIN, the parameter governing the regularization constraint is adjusted by variance analysis to a predefined confidence level. Estimates of the partial specific volume and the frictional ratio of the macromolecules are used to calculate the diffusion coefficients, resulting in relatively high-resolution sedimentation coefficient distributions c(s) or molar mass distributions c(M). It can be applied to interference optical data that exhibit systematic noise components, and it does not require solution or solvent plateaus to be established. More details on the size-distribution can be obtained than from van Holde-Weischet analysis. The sensitivity to the values of the regularization parameter and to the shape parameters is explored with the help of simulated sedimentation data of discrete and continuous model size distributions, and by applications to experimental data of continuous and discrete protein mixtures.

Bayesian estimation of the discrete coefficient of determination.

PubMed

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

On multiple orthogonal polynomials for discrete Meixner measures

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

Sorokin, Vladimir N

2010-12-07

The paper examines two examples of multiple orthogonal polynomials generalizing orthogonal polynomials of a discrete variable, meaning thereby the Meixner polynomials. One example is bound up with a discrete Nikishin system, and the other leads to essentially new effects. The limit distribution of the zeros of polynomials is obtained in terms of logarithmic equilibrium potentials and in terms of algebraic curves. Bibliography: 9 titles.

A PLUG-AND-PLAY ARCHITECTURE FOR PROBABILISTIC PROGRAMMING

DTIC Science & Technology

2017-04-01

programs that use discrete numerical distributions, but even then, the space of possible outcomes may be uncountable (as a solution can be infinite...also identify conditions guaranteeing that all possible outcomes are finite (and then the probability space is discrete ). 2.2.2 The PlogiQL...and not determined at runtime. Nevertheless, the PRAiSE team plans to extend their solution to support numerical (continuous or discrete

Security of a discretely signaled continuous variable quantum key distribution protocol for high rate systems.

PubMed

Zhang, Zheshen; Voss, Paul L

2009-07-06

We propose a continuous variable based quantum key distribution protocol that makes use of discretely signaled coherent light and reverse error reconciliation. We present a rigorous security proof against collective attacks with realistic lossy, noisy quantum channels, imperfect detector efficiency, and detector electronic noise. This protocol is promising for convenient, high-speed operation at link distances up to 50 km with the use of post-selection.

A discrete random walk on the hypercube

NASA Astrophysics Data System (ADS)

Zhang, Jingyuan; Xiang, Yonghong; Sun, Weigang

2018-03-01

In this paper, we study the scaling for mean first-passage time (MFPT) of random walks on the hypercube and obtain a closed-form formula for the MFPT over all node pairs. We also determine the exponent of scaling efficiency characterizing the random walks and compare it with those of the existing networks. Finally we study the random walks on the hypercube with a located trap and provide a solution of the Kirchhoff index of the hypercube.

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

PubMed

Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

2010-01-21

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

Last Passage Percolation and Traveling Fronts

NASA Astrophysics Data System (ADS)

Comets, Francis; Quastel, Jeremy; Ramírez, Alejandro F.

2013-08-01

We consider a system of N particles with a stochastic dynamics introduced by Brunet and Derrida (Phys. Rev. E 70:016106, 2004). The particles can be interpreted as last passage times in directed percolation on {1,…, N} of mean-field type. The particles remain grouped and move like a traveling front, subject to discretization and driven by a random noise. As N increases, we obtain estimates for the speed of the front and its profile, for different laws of the driving noise. As shown in Brunet and Derrida (Phys. Rev. E 70:016106, 2004), the model with Gumbel distributed jumps has a simple structure. We establish that the scaling limit is a Lévy process in this case. We study other jump distributions. We prove a result showing that the limit for large N is stable under small perturbations of the Gumbel. In the opposite case of bounded jumps, a completely different behavior is found, where finite-size corrections are extremely small.

Practical secure quantum communications

NASA Astrophysics Data System (ADS)

Diamanti, Eleni

2015-05-01

We review recent advances in the field of quantum cryptography, focusing in particular on practical implementations of two central protocols for quantum network applications, namely key distribution and coin flipping. The former allows two parties to share secret messages with information-theoretic security, even in the presence of a malicious eavesdropper in the communication channel, which is impossible with classical resources alone. The latter enables two distrustful parties to agree on a random bit, again with information-theoretic security, and with a cheating probability lower than the one that can be reached in a classical scenario. Our implementations rely on continuous-variable technology for quantum key distribution and on a plug and play discrete-variable system for coin flipping, and necessitate a rigorous security analysis adapted to the experimental schemes and their imperfections. In both cases, we demonstrate the protocols with provable security over record long distances in optical fibers and assess the performance of our systems as well as their limitations. The reported advances offer a powerful toolbox for practical applications of secure communications within future quantum networks.

Undesirable Choice Biases with Small Differences in the Spatial Structure of Chance Stimulus Sequences.

PubMed

Herrera, David; Treviño, Mario

2015-01-01

In two-alternative discrimination tasks, experimenters usually randomize the location of the rewarded stimulus so that systematic behavior with respect to irrelevant stimuli can only produce chance performance on the learning curves. One way to achieve this is to use random numbers derived from a discrete binomial distribution to create a 'full random training schedule' (FRS). When using FRS, however, sporadic but long laterally-biased training sequences occur by chance and such 'input biases' are thought to promote the generation of laterally-biased choices (i.e., 'output biases'). As an alternative, a 'Gellerman-like training schedule' (GLS) can be used. It removes most input biases by prohibiting the reward from appearing on the same location for more than three consecutive trials. The sequence of past rewards obtained from choosing a particular discriminative stimulus influences the probability of choosing that same stimulus on subsequent trials. Assuming that the long-term average ratio of choices matches the long-term average ratio of reinforcers, we hypothesized that a reduced amount of input biases in GLS compared to FRS should lead to a reduced production of output biases. We compared the choice patterns produced by a 'Rational Decision Maker' (RDM) in response to computer-generated FRS and GLS training sequences. To create a virtual RDM, we implemented an algorithm that generated choices based on past rewards. Our simulations revealed that, although the GLS presented fewer input biases than the FRS, the virtual RDM produced more output biases with GLS than with FRS under a variety of test conditions. Our results reveal that the statistical and temporal properties of training sequences interacted with the RDM to influence the production of output biases. Thus, discrete changes in the training paradigms did not translate linearly into modifications in the pattern of choices generated by a RDM. Virtual RDMs could be further employed to guide the selection of proper training schedules for perceptual decision-making studies.

Pattern formations and optimal packing.

PubMed

Mityushev, Vladimir

2016-04-01

Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary value problems. We demonstrate an intimate connection between pattern formations and optimal random packing on the plane. The main study is based on the following two points. First, the diffusive flux in reaction-diffusion systems is approximated by piecewise linear functions in the framework of structural approximations. This leads to a discrete network approximation of the considered continuous problem. Second, the discrete energy minimization yields optimal random packing of the domains (disks) in the representative cell. Therefore, the general problem of pattern formations based on the reaction-diffusion equations is reduced to the geometric problem of random packing. It is demonstrated that all random packings can be divided onto classes associated with classes of isomorphic graphs obtained from the Delaunay triangulation. The unique optimal solution is constructed in each class of the random packings. If the number of disks per representative cell is finite, the number of classes of isomorphic graphs, hence, the number of optimal packings is also finite. Copyright © 2016 Elsevier Inc. All rights reserved.

DISCRETE COMPOUND POISSON PROCESSES AND TABLES OF THE GEOMETRIC POISSON DISTRIBUTION.

DTIC Science & Technology

A concise summary of the salient properties of discrete Poisson processes , with emphasis on comparing the geometric and logarithmic Poisson processes . The...the geometric Poisson process are given for 176 sets of parameter values. New discrete compound Poisson processes are also introduced. These...processes have properties that are particularly relevant when the summation of several different Poisson processes is to be analyzed. This study provides the

Discretized Streams: A Fault-Tolerant Model for Scalable Stream Processing

DTIC Science & Technology

2012-12-14

Discretized Streams: A Fault-Tolerant Model for Scalable Stream Processing Matei Zaharia Tathagata Das Haoyuan Li Timothy Hunter Scott Shenker Ion...SUBTITLE Discretized Streams: A Fault-Tolerant Model for Scalable Stream Processing 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER...time. However, current programming models for distributed stream processing are relatively low-level often leaving the user to worry about consistency of

Parallel and Distributed Computing Combinatorial Algorithms

DTIC Science & Technology

1993-10-01

Discrete Math , 1991. In press. [551 L. Finkelstein, D. Kleitman, and T. Leighton. Applying the classification theorem for finite simple groups to minimize...Mathematics (in press). [741 L. Heath, T. Leighton, and A. Rosenberg. Comparing queue and stack layouts. SIAM J Discrete Math , 5(3):398-412, August 1992...line can meet only a few. DIMA CS Series in Discrete Math and Theoretical Computer Science, 9, 1993. Publications, Presentations and Theses Supported

Random lasing in dye-doped polymer dispersed liquid crystal film

NASA Astrophysics Data System (ADS)

Wu, Rina; Shi, Rui-xin; Wu, Xiaojiao; Wu, Jie; Dai, Qin

2016-09-01

A dye-doped polymer-dispersed liquid crystal film was designed and fabricated, and random lasing action was studied. A mixture of laser dye, nematic liquid crystal, chiral dopant, and PVA was used to prepare the dye-doped polymer-dispersed liquid crystal film by means of microcapsules. Scanning electron microscopy analysis showed that most liquid crystal droplets in the polymer matrix ranged from 30 μm to 40 μm, the size of the liquid crystal droplets was small. Under frequency doubled 532 nm Nd:YAG laser-pumped optical excitation, a plurality of discrete and sharp random laser radiation peaks could be measured in the range of 575-590 nm. The line-width of the lasing peak was 0.2 nm and the threshold of the random lasing was 9 mJ. Under heating, the emission peaks of random lasing disappeared. By detecting the emission light spot energy distribution, the mechanism of radiation was found to be random lasing. The random lasing radiation mechanism was then analyzed and discussed. Experimental results indicated that the size of the liquid crystal droplets is the decisive factor that influences the lasing mechanism. The surface anchor role can be ignored when the size of the liquid crystal droplets in the polymer matrix is small, which is beneficial to form multiple scattering. The transmission path of photons is similar to that in a ring cavity, providing feedback to obtain random lasing output. Project supported by the National Natural Science Foundation of China (Grant No. 61378042), the Colleges and Universities in Liaoning Province Outstanding Young Scholars Growth Plans, China (Grant No. LJQ2015093), and Shenyang Ligong University Laser and Optical Information of Liaoning Province Key Laboratory Open Funds, China.

Discrete Pathophysiology is Uncommon in Patients with Nonspecific Arm Pain.

PubMed

Kortlever, Joost T P; Janssen, Stein J; Molleman, Jeroen; Hageman, Michiel G J S; Ring, David

2016-06-01

Nonspecific symptoms are common in all areas of medicine. Patients and caregivers can be frustrated when an illness cannot be reduced to a discrete pathophysiological process that corresponds with the symptoms. We therefore asked the following questions: 1) Which demographic factors and psychological comorbidities are associated with change from an initial diagnosis of nonspecific arm pain to eventual identification of discrete pathophysiology that corresponds with symptoms? 2) What is the percentage of patients eventually diagnosed with discrete pathophysiology, what are those pathologies, and do they account for the symptoms? We evaluated 634 patients with an isolated diagnosis of nonspecific upper extremity pain to see if discrete pathophysiology was diagnosed on subsequent visits to the same hand surgeon, a different hand surgeon, or any physician within our health system for the same pain. There were too few patients with discrete pathophysiology at follow-up to address the primary study question. Definite discrete pathophysiology that corresponded with the symptoms was identified in subsequent evaluations by the index surgeon in one patient (0.16% of all patients) and cured with surgery (nodular fasciitis). Subsequent doctors identified possible discrete pathophysiology in one patient and speculative pathophysiology in four patients and the index surgeon identified possible discrete pathophysiology in four patients, but the five discrete diagnoses accounted for only a fraction of the symptoms. Nonspecific diagnoses are not harmful. Prospective randomized research is merited to determine if nonspecific, descriptive diagnoses are better for patients than specific diagnoses that imply pathophysiology in the absence of discrete verifiable pathophysiology.

Analysis of discrete and continuous distributions of ventilatory time constants from dynamic computed tomography

NASA Astrophysics Data System (ADS)

Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G.

2005-04-01

In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs.

Inhomogeneity Based Characterization of Distribution Patterns on the Plasma Membrane

PubMed Central

Paparelli, Laura; Corthout, Nikky; Wakefield, Devin L.; Sannerud, Ragna; Jovanovic-Talisman, Tijana; Annaert, Wim; Munck, Sebastian

2016-01-01

Cell surface protein and lipid molecules are organized in various patterns: randomly, along gradients, or clustered when segregated into discrete micro- and nano-domains. Their distribution is tightly coupled to events such as polarization, endocytosis, and intracellular signaling, but challenging to quantify using traditional techniques. Here we present a novel approach to quantify the distribution of plasma membrane proteins and lipids. This approach describes spatial patterns in degrees of inhomogeneity and incorporates an intensity-based correction to analyze images with a wide range of resolutions; we have termed it Quantitative Analysis of the Spatial distributions in Images using Mosaic segmentation and Dual parameter Optimization in Histograms (QuASIMoDOH). We tested its applicability using simulated microscopy images and images acquired by widefield microscopy, total internal reflection microscopy, structured illumination microscopy, and photoactivated localization microscopy. We validated QuASIMoDOH, successfully quantifying the distribution of protein and lipid molecules detected with several labeling techniques, in different cell model systems. We also used this method to characterize the reorganization of cell surface lipids in response to disrupted endosomal trafficking and to detect dynamic changes in the global and local organization of epidermal growth factor receptors across the cell surface. Our findings demonstrate that QuASIMoDOH can be used to assess protein and lipid patterns, quantifying distribution changes and spatial reorganization at the cell surface. An ImageJ/Fiji plugin of this analysis tool is provided. PMID:27603951

Metastability of Reversible Random Walks in Potential Fields

NASA Astrophysics Data System (ADS)

Landim, C.; Misturini, R.; Tsunoda, K.

2015-09-01

Let be an open and bounded subset of , and let be a twice continuously differentiable function. Denote by the discretization of , , and denote by the continuous-time, nearest-neighbor, random walk on which jumps from to at rate . We examine in this article the metastable behavior of among the wells of the potential F.

A two-level stochastic collocation method for semilinear elliptic equations with random coefficients

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

Chen, Luoping; Zheng, Bin; Lin, Guang

In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse meshmore » $$\\mathcal{T}_H$$ with a low level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_{P}$$) and solve linearized equations on a fine mesh $$\\mathcal{T}_h$$ using high level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_p$$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $$\\mathcal{T}_h$$ and $$\\mathcal{P}_p$$. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.« less

Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

NASA Astrophysics Data System (ADS)

Mahdi Alavi, S. M.; Saif, Mehrdad

2013-12-01

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Structure of random discrete spacetime

NASA Technical Reports Server (NTRS)

Brightwell, Graham; Gregory, Ruth

1991-01-01

The usual picture of spacetime consists of a continuous manifold, together with a metric of Lorentzian signature which imposes a causal structure on the spacetime. A model, first suggested by Bombelli et al., is considered in which spacetime consists of a discrete set of points taken at random from a manifold, with only the causal structure on this set remaining. This structure constitutes a partially ordered set (or poset). Working from the poset alone, it is shown how to construct a metric on the space which closely approximates the metric on the original spacetime manifold, how to define the effective dimension of the spacetime, and how such quantities may depend on the scale of measurement. Possible desirable features of the model are discussed.

The structure of random discrete spacetime

NASA Technical Reports Server (NTRS)

Brightwell, Graham; Gregory, Ruth

1990-01-01

The usual picture of spacetime consists of a continuous manifold, together with a metric of Lorentzian signature which imposes a causal structure on the spacetime. A model, first suggested by Bombelli et al., is considered in which spacetime consists of a discrete set of points taken at random from a manifold, with only the causal structure on this set remaining. This structure constitutes a partially ordered set (or poset). Working from the poset alone, it is shown how to construct a metric on the space which closely approximates the metric on the original spacetime manifold, how to define the effective dimension of the spacetime, and how such quantities may depend on the scale of measurement. Possible desirable features of the model are discussed.

Exact Lyapunov exponent of the harmonic magnon modes of one-dimensional Heisenberg-Mattis spin glasses

NASA Astrophysics Data System (ADS)

Sepehrinia, Reza; Niry, M. D.; Bozorg, B.; Tabar, M. Reza Rahimi; Sahimi, Muhammad

2008-03-01

A mapping is developed between the linearized equation of motion for the dynamics of the transverse modes at T=0 of the Heisenberg-Mattis model of one-dimensional (1D) spin glasses and the (discretized) random wave equation. The mapping is used to derive an exact expression for the Lyapunov exponent (LE) of the magnon modes of spin glasses and to show that it follows anomalous scaling at low magnon frequencies. In addition, through numerical simulations, the differences between the LE and the density of states of the wave equation in a discrete 1D model of randomly disordered media (those with a finite correlation length) and that of continuous media (with a zero correlation length) are demonstrated and emphasized.

Mean-Potential Law in Evolutionary Games

NASA Astrophysics Data System (ADS)

Nałecz-Jawecki, Paweł; Miekisz, Jacek

2018-01-01

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1 /3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

Discrete Event Simulation of Distributed Team Communication

DTIC Science & Technology

2012-03-22

performs, and auditory information that is provided through multiple audio devices with speech response. This paper extends previous discrete event workload...2008, pg. 1) notes that “Architecture modeling furnishes abstrac- tions for use in managing complexities, allowing engineers to visualise the proposed

Theory and generation of conditional, scalable sub-Gaussian random fields

NASA Astrophysics Data System (ADS)

Panzeri, M.; Riva, M.; Guadagnini, A.; Neuman, S. P.

2016-03-01

Many earth and environmental (as well as a host of other) variables, Y, and their spatial (or temporal) increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture key aspects of such non-Gaussian scaling by treating Y and/or ΔY as sub-Gaussian random fields (or processes). This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of ΔY often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we proposed a generalized sub-Gaussian model (GSG) which resolves this apparent inconsistency between the statistical scaling behaviors of observed variables and their increments. We presented an algorithm to generate unconditional random realizations of statistically isotropic or anisotropic GSG functions and illustrated it in two dimensions. Most importantly, we demonstrated the feasibility of estimating all parameters of a GSG model underlying a single realization of Y by analyzing jointly spatial moments of Y data and corresponding increments, ΔY. Here, we extend our GSG model to account for noisy measurements of Y at a discrete set of points in space (or time), present an algorithm to generate conditional realizations of corresponding isotropic or anisotropic random fields, introduce two approximate versions of this algorithm to reduce CPU time, and explore them on one and two-dimensional synthetic test cases.

Characterization of cancer and normal tissue fluorescence through wavelet transform and singular value decomposition

NASA Astrophysics Data System (ADS)

Gharekhan, Anita H.; Biswal, Nrusingh C.; Gupta, Sharad; Pradhan, Asima; Sureshkumar, M. B.; Panigrahi, Prasanta K.

2008-02-01

The statistical and characteristic features of the polarized fluorescence spectra from cancer, normal and benign human breast tissues are studied through wavelet transform and singular value decomposition. The discrete wavelets enabled one to isolate high and low frequency spectral fluctuations, which revealed substantial randomization in the cancerous tissues, not present in the normal cases. In particular, the fluctuations fitted well with a Gaussian distribution for the cancerous tissues in the perpendicular component. One finds non-Gaussian behavior for normal and benign tissues' spectral variations. The study of the difference of intensities in parallel and perpendicular channels, which is free from the diffusive component, revealed weak fluorescence activity in the 630nm domain, for the cancerous tissues. This may be ascribable to porphyrin emission. The role of both scatterers and fluorophores in the observed minor intensity peak for the cancer case is experimentally confirmed through tissue-phantom experiments. Continuous Morlet wavelet also highlighted this domain for the cancerous tissue fluorescence spectra. Correlation in the spectral fluctuation is further studied in different tissue types through singular value decomposition. Apart from identifying different domains of spectral activity for diseased and non-diseased tissues, we found random matrix support for the spectral fluctuations. The small eigenvalues of the perpendicular polarized fluorescence spectra of cancerous tissues fitted remarkably well with random matrix prediction for Gaussian random variables, confirming our observations about spectral fluctuations in the wavelet domain.

Quantitative Phylogenomics of Within-Species Mitogenome Variation: Monte Carlo and Non-Parametric Analysis of Phylogeographic Structure among Discrete Transatlantic Breeding Areas of Harp Seals (Pagophilus groenlandicus)

PubMed Central

Carr, Steven M.; Duggan, Ana T.; Stenson, Garry B.; Marshall, H. Dawn

2015-01-01

Phylogenomic analysis of highly-resolved intraspecific phylogenies obtained from complete mitochondrial DNA genomes has had great success in clarifying relationships within and among human populations, but has found limited application in other wild species. Analytical challenges include assessment of random versus non-random phylogeographic distributions, and quantification of differences in tree topologies among populations. Harp Seals (Pagophilus groenlandicus Erxleben, 1777) have a biogeographic distribution based on four discrete trans-Atlantic breeding and whelping populations located on “fast ice” attached to land in the White Sea, Greenland Sea, the Labrador ice Front, and Southern Gulf of St Lawrence. This East to West distribution provides a set of a priori phylogeographic hypotheses. Outstanding biogeographic questions include the degree of genetic distinctiveness among these populations, in particular between the Greenland Sea and White Sea grounds. We obtained complete coding-region DNA sequences (15,825 bp) for 53 seals. Each seal has a unique mtDNA genome sequence, which differ by 6 ~ 107 substitutions. Six major clades / groups are detectable by parsimony, neighbor-joining, and Bayesian methods, all of which are found in breeding populations on either side of the Atlantic. The species coalescent is at 180 KYA; the most recent clade, which accounts for 66% of the diversity, reflects an expansion during the mid-Wisconsinan glaciation 40 ~ 60 KYA. FST is significant only between the White Sea and Greenland Sea or Ice Front populations. Hierarchal AMOVA of 2-, 3-, or 4-island models identifies small but significant ΦSC among populations within groups, but not among groups. A novel Monte-Carlo simulation indicates that the observed distribution of individuals within breeding populations over the phylogenetic tree requires significantly fewer dispersal events than random expectation, consistent with island or a priori East to West 2- or 3-stepping-stone biogeographic models, but not a simple 1-step trans-Atlantic model. Plots of the cumulative pairwise sequence difference curves among seals in each of the four populations provide continuous proxies for phylogenetic diversification within each. Non-parametric Kolmogorov-Smirnov (K-S) tests of maximum pairwise differences between these curves indicates that the Greenland Sea population has a markedly younger phylogenetic structure than either the White Sea population or the two Northwest Atlantic populations, which are of intermediate age and homogeneous structure. The Monte Carlo and K-S assessments provide sensitive quantitative tests of within-species mitogenomic phylogeography. This is the first study to indicate that the White Sea and Greenland Sea populations have different population genetic histories. The analysis supports the hypothesis that Harp Seals comprises three genetically distinguishable breeding populations, in the White Sea, Greenland Sea, and Northwest Atlantic. Implications for an ice-dependent species during ongoing climate change are discussed. PMID:26301872

Quantitative Phylogenomics of Within-Species Mitogenome Variation: Monte Carlo and Non-Parametric Analysis of Phylogeographic Structure among Discrete Transatlantic Breeding Areas of Harp Seals (Pagophilus groenlandicus).

PubMed

Carr, Steven M; Duggan, Ana T; Stenson, Garry B; Marshall, H Dawn

2015-01-01

Phylogenomic analysis of highly-resolved intraspecific phylogenies obtained from complete mitochondrial DNA genomes has had great success in clarifying relationships within and among human populations, but has found limited application in other wild species. Analytical challenges include assessment of random versus non-random phylogeographic distributions, and quantification of differences in tree topologies among populations. Harp Seals (Pagophilus groenlandicus Erxleben, 1777) have a biogeographic distribution based on four discrete trans-Atlantic breeding and whelping populations located on "fast ice" attached to land in the White Sea, Greenland Sea, the Labrador ice Front, and Southern Gulf of St Lawrence. This East to West distribution provides a set of a priori phylogeographic hypotheses. Outstanding biogeographic questions include the degree of genetic distinctiveness among these populations, in particular between the Greenland Sea and White Sea grounds. We obtained complete coding-region DNA sequences (15,825 bp) for 53 seals. Each seal has a unique mtDNA genome sequence, which differ by 6 ~ 107 substitutions. Six major clades / groups are detectable by parsimony, neighbor-joining, and Bayesian methods, all of which are found in breeding populations on either side of the Atlantic. The species coalescent is at 180 KYA; the most recent clade, which accounts for 66% of the diversity, reflects an expansion during the mid-Wisconsinan glaciation 40~60 KYA. FST is significant only between the White Sea and Greenland Sea or Ice Front populations. Hierarchal AMOVA of 2-, 3-, or 4-island models identifies small but significant ΦSC among populations within groups, but not among groups. A novel Monte-Carlo simulation indicates that the observed distribution of individuals within breeding populations over the phylogenetic tree requires significantly fewer dispersal events than random expectation, consistent with island or a priori East to West 2- or 3-stepping-stone biogeographic models, but not a simple 1-step trans-Atlantic model. Plots of the cumulative pairwise sequence difference curves among seals in each of the four populations provide continuous proxies for phylogenetic diversification within each. Non-parametric Kolmogorov-Smirnov (K-S) tests of maximum pairwise differences between these curves indicates that the Greenland Sea population has a markedly younger phylogenetic structure than either the White Sea population or the two Northwest Atlantic populations, which are of intermediate age and homogeneous structure. The Monte Carlo and K-S assessments provide sensitive quantitative tests of within-species mitogenomic phylogeography. This is the first study to indicate that the White Sea and Greenland Sea populations have different population genetic histories. The analysis supports the hypothesis that Harp Seals comprises three genetically distinguishable breeding populations, in the White Sea, Greenland Sea, and Northwest Atlantic. Implications for an ice-dependent species during ongoing climate change are discussed.

Design methodology for micro-discrete planar optics with minimum illumination loss for an extended source.

PubMed

Shim, Jongmyeong; Park, Changsu; Lee, Jinhyung; Kang, Shinill

2016-08-08

Recently, studies have examined techniques for modeling the light distribution of light-emitting diodes (LEDs) for various applications owing to their low power consumption, longevity, and light weight. The energy mapping technique, a design method that matches the energy distributions of an LED light source and target area, has been the focus of active research because of its design efficiency and accuracy. However, these studies have not considered the effects of the emitting area of the LED source. Therefore, there are limitations to the design accuracy for small, high-power applications with a short distance between the light source and optical system. A design method for compensating for the light distribution of an extended source after the initial optics design based on a point source was proposed to overcome such limits, but its time-consuming process and limited design accuracy with multiple iterations raised the need for a new design method that considers an extended source in the initial design stage. This study proposed a method for designing discrete planar optics that controls the light distribution and minimizes the optical loss with an extended source and verified the proposed method experimentally. First, the extended source was modeled theoretically, and a design method for discrete planar optics with the optimum groove angle through energy mapping was proposed. To verify the design method, design for the discrete planar optics was achieved for applications in illumination for LED flash. In addition, discrete planar optics for LED illuminance were designed and fabricated to create a uniform illuminance distribution. Optical characterization of these structures showed that the design was optimal; i.e., we plotted the optical losses as a function of the groove angle, and found a clear minimum. Simulations and measurements showed that an efficient optical design was achieved for an extended source.

Universality in the dynamical properties of seismic vibrations

NASA Astrophysics Data System (ADS)

Chatterjee, Soumya; Barat, P.; Mukherjee, Indranil

2018-02-01

We have studied the statistical properties of the observed magnitudes of seismic vibration data in discrete time in an attempt to understand the underlying complex dynamical processes. The observed magnitude data are taken from six different geographical locations. All possible magnitudes are considered in the analysis including catastrophic vibrations, foreshocks, aftershocks and commonplace daily vibrations. The probability distribution functions of these data sets obey scaling law and display a certain universality characteristic. To investigate the universality features in the observed data generated by a complex process, we applied Random Matrix Theory (RMT) in the framework of Gaussian Orthogonal Ensemble (GOE). For all these six places the observed data show a close fit with the predictions of RMT. This reinforces the idea of universality in the dynamical processes generating seismic vibrations.

Study on the algorithm of computational ghost imaging based on discrete fourier transform measurement matrix

NASA Astrophysics Data System (ADS)

Zhang, Leihong; Liang, Dong; Li, Bei; Kang, Yi; Pan, Zilan; Zhang, Dawei; Gao, Xiumin; Ma, Xiuhua

2016-07-01

On the basis of analyzing the cosine light field with determined analytic expression and the pseudo-inverse method, the object is illuminated by a presetting light field with a determined discrete Fourier transform measurement matrix, and the object image is reconstructed by the pseudo-inverse method. The analytic expression of the algorithm of computational ghost imaging based on discrete Fourier transform measurement matrix is deduced theoretically, and compared with the algorithm of compressive computational ghost imaging based on random measurement matrix. The reconstruction process and the reconstruction error are analyzed. On this basis, the simulation is done to verify the theoretical analysis. When the sampling measurement number is similar to the number of object pixel, the rank of discrete Fourier transform matrix is the same as the one of the random measurement matrix, the PSNR of the reconstruction image of FGI algorithm and PGI algorithm are similar, the reconstruction error of the traditional CGI algorithm is lower than that of reconstruction image based on FGI algorithm and PGI algorithm. As the decreasing of the number of sampling measurement, the PSNR of reconstruction image based on FGI algorithm decreases slowly, and the PSNR of reconstruction image based on PGI algorithm and CGI algorithm decreases sharply. The reconstruction time of FGI algorithm is lower than that of other algorithms and is not affected by the number of sampling measurement. The FGI algorithm can effectively filter out the random white noise through a low-pass filter and realize the reconstruction denoising which has a higher denoising capability than that of the CGI algorithm. The FGI algorithm can improve the reconstruction accuracy and the reconstruction speed of computational ghost imaging.

A Bayesian hierarchical model for discrete choice data in health care.

PubMed

Antonio, Anna Liza M; Weiss, Robert E; Saigal, Christopher S; Dahan, Ely; Crespi, Catherine M

2017-01-01

In discrete choice experiments, patients are presented with sets of health states described by various attributes and asked to make choices from among them. Discrete choice experiments allow health care researchers to study the preferences of individual patients by eliciting trade-offs between different aspects of health-related quality of life. However, many discrete choice experiments yield data with incomplete ranking information and sparsity due to the limited number of choice sets presented to each patient, making it challenging to estimate patient preferences. Moreover, methods to identify outliers in discrete choice data are lacking. We develop a Bayesian hierarchical random effects rank-ordered multinomial logit model for discrete choice data. Missing ranks are accounted for by marginalizing over all possible permutations of unranked alternatives to estimate individual patient preferences, which are modeled as a function of patient covariates. We provide a Bayesian version of relative attribute importance, and adapt the use of the conditional predictive ordinate to identify outlying choice sets and outlying individuals with unusual preferences compared to the population. The model is applied to data from a study using a discrete choice experiment to estimate individual patient preferences for health states related to prostate cancer treatment.

On the Maximum-Weight Clique Problem.

DTIC Science & Technology

1985-06-01

hypergeometric distribution", Discrete Math . 25, 285-287 .* CHVATAL, V. (1983), Linear Programming, W.H. Freeman, New York/San Francisco. COOK, S.A. (1971...Annals Discrete Math . 21, 325-356 GROTSCHEL, M., L. LOVASZ, and A. SCHRIJVER ((1984b), "Relaxations of Vertex Packing", Preprint No. 35...de Grenoble. See also N. Sbihi, "Algorithme de recherche d’un stable de cardinalite maximum dans un graphe sans etoile", Discrete Math . 19 (1980), 53

Technology Development Risk Assessment for Space Transportation Systems

NASA Technical Reports Server (NTRS)

Mathias, Donovan L.; Godsell, Aga M.; Go, Susie

2006-01-01

A new approach for assessing development risk associated with technology development projects is presented. The method represents technology evolution in terms of sector-specific discrete development stages. A Monte Carlo simulation is used to generate development probability distributions based on statistical models of the discrete transitions. Development risk is derived from the resulting probability distributions and specific program requirements. Two sample cases are discussed to illustrate the approach, a single rocket engine development and a three-technology space transportation portfolio.

Global exponential stability of positive periodic solution of the n-species impulsive Gilpin-Ayala competition model with discrete and distributed time delays.

PubMed

Zhao, Kaihong

2018-12-01

In this paper, we study the n-species impulsive Gilpin-Ayala competition model with discrete and distributed time delays. The existence of positive periodic solution is proved by employing the fixed point theorem on cones. By constructing appropriate Lyapunov functional, we also obtain the global exponential stability of the positive periodic solution of this system. As an application, an interesting example is provided to illustrate the validity of our main results.

Parameter estimation problems for distributed systems using a multigrid method

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo; Dutt, Pravir

1990-01-01

The problem of estimating spatially varying coefficients of partial differential equations is considered from observation of the solution and of the right hand side of the equation. It is assumed that the observations are distributed in the domain and that enough observations are given. A method of discretization and an efficient multigrid method for solving the resulting discrete systems are described. Numerical results are presented for estimation of coefficients in an elliptic and a parabolic partial differential equation.

A 24 km fiber-based discretely signaled continuous variable quantum key distribution system.

PubMed

Dinh Xuan, Quyen; Zhang, Zheshen; Voss, Paul L

2009-12-21

We report a continuous variable key distribution system that achieves a final secure key rate of 3.45 kilobits/s over a distance of 24.2 km of optical fiber. The protocol uses discrete signaling and post-selection to improve reconciliation speed and quantifies security by means of quantum state tomography. Polarization multiplexing and a frequency translation scheme permit transmission of a continuous wave local oscillator and suppression of noise from guided acoustic wave Brillouin scattering by more than 27 dB.

Gamma-Weighted Discrete Ordinate Two-Stream Approximation for Computation of Domain Averaged Solar Irradiance

NASA Technical Reports Server (NTRS)

Kato, S.; Smith, G. L.; Barker, H. W.

2001-01-01

An algorithm is developed for the gamma-weighted discrete ordinate two-stream approximation that computes profiles of domain-averaged shortwave irradiances for horizontally inhomogeneous cloudy atmospheres. The algorithm assumes that frequency distributions of cloud optical depth at unresolved scales can be represented by a gamma distribution though it neglects net horizontal transport of radiation. This algorithm is an alternative to the one used in earlier studies that adopted the adding method. At present, only overcast cloudy layers are permitted.

Resistive switching mechanism of ZnO/ZrO2-stacked resistive random access memory device annealed at 300 °C by sol-gel method with forming-free operation

NASA Astrophysics Data System (ADS)

Jian, Wen-Yi; You, Hsin-Chiang; Wu, Cheng-Yen

2018-01-01

In this work, we used a sol-gel process to fabricate a ZnO-ZrO2-stacked resistive switching random access memory (ReRAM) device and investigated its switching mechanism. The Gibbs free energy in ZnO, which is higher than that in ZrO2, facilitates the oxidation and reduction reactions of filaments in the ZnO layer. The current-voltage (I-V) characteristics of the device revealed a forming-free operation because of nonlattice oxygen in the oxide layer. In addition, the device can operate under bipolar or unipolar conditions with a reset voltage of 0 to ±2 V, indicating that in this device, Joule heating dominates at reset and the electric field dominates in the set process. Furthermore, the characteristics reveal why the fabricated device exhibits a greater discrete distribution phenomenon for the set voltage than for the reset voltage. These results will enable the fabrication of future ReRAM devices with double-layer oxide structures with improved characteristics.

Fourier transform infrared spectroscopy microscopic imaging classification based on spatial-spectral features

NASA Astrophysics Data System (ADS)

Liu, Lian; Yang, Xiukun; Zhong, Mingliang; Liu, Yao; Jing, Xiaojun; Yang, Qin

2018-04-01

The discrete fractional Brownian incremental random (DFBIR) field is used to describe the irregular, random, and highly complex shapes of natural objects such as coastlines and biological tissues, for which traditional Euclidean geometry cannot be used. In this paper, an anisotropic variable window (AVW) directional operator based on the DFBIR field model is proposed for extracting spatial characteristics of Fourier transform infrared spectroscopy (FTIR) microscopic imaging. Probabilistic principal component analysis first extracts spectral features, and then the spatial features of the proposed AVW directional operator are combined with the former to construct a spatial-spectral structure, which increases feature-related information and helps a support vector machine classifier to obtain more efficient distribution-related information. Compared to Haralick’s grey-level co-occurrence matrix, Gabor filters, and local binary patterns (e.g. uniform LBPs, rotation-invariant LBPs, uniform rotation-invariant LBPs), experiments on three FTIR spectroscopy microscopic imaging datasets show that the proposed AVW directional operator is more advantageous in terms of classification accuracy, particularly for low-dimensional spaces of spatial characteristics.

GEE-based SNP set association test for continuous and discrete traits in family-based association studies.

PubMed

Wang, Xuefeng; Lee, Seunggeun; Zhu, Xiaofeng; Redline, Susan; Lin, Xihong

2013-12-01

Family-based genetic association studies of related individuals provide opportunities to detect genetic variants that complement studies of unrelated individuals. Most statistical methods for family association studies for common variants are single marker based, which test one SNP a time. In this paper, we consider testing the effect of an SNP set, e.g., SNPs in a gene, in family studies, for both continuous and discrete traits. Specifically, we propose a generalized estimating equations (GEEs) based kernel association test, a variance component based testing method, to test for the association between a phenotype and multiple variants in an SNP set jointly using family samples. The proposed approach allows for both continuous and discrete traits, where the correlation among family members is taken into account through the use of an empirical covariance estimator. We derive the theoretical distribution of the proposed statistic under the null and develop analytical methods to calculate the P-values. We also propose an efficient resampling method for correcting for small sample size bias in family studies. The proposed method allows for easily incorporating covariates and SNP-SNP interactions. Simulation studies show that the proposed method properly controls for type I error rates under both random and ascertained sampling schemes in family studies. We demonstrate through simulation studies that our approach has superior performance for association mapping compared to the single marker based minimum P-value GEE test for an SNP-set effect over a range of scenarios. We illustrate the application of the proposed method using data from the Cleveland Family GWAS Study. © 2013 WILEY PERIODICALS, INC.

Stochastic modelling of a single ion channel: an alternating renewal approach with application to limited time resolution.

PubMed

Milne, R K; Yeo, G F; Edeson, R O; Madsen, B W

1988-04-22

Stochastic models of ion channels have been based largely on Markov theory where individual states and transition rates must be specified, and sojourn-time densities for each state are constrained to be exponential. This study presents an approach based on random-sum methods and alternating-renewal theory, allowing individual states to be grouped into classes provided the successive sojourn times in a given class are independent and identically distributed. Under these conditions Markov models form a special case. The utility of the approach is illustrated by considering the effects of limited time resolution (modelled by using a discrete detection limit, xi) on the properties of observable events, with emphasis on the observed open-time (xi-open-time). The cumulants and Laplace transform for a xi-open-time are derived for a range of Markov and non-Markov models; several useful approximations to the xi-open-time density function are presented. Numerical studies show that the effects of limited time resolution can be extreme, and also highlight the relative importance of the various model parameters. The theory could form a basis for future inferential studies in which parameter estimation takes account of limited time resolution in single channel records. Appendixes include relevant results concerning random sums and a discussion of the role of exponential distributions in Markov models.

OBSIFRAC: database-supported software for 3D modeling of rock mass fragmentation

NASA Astrophysics Data System (ADS)

Empereur-Mot, Luc; Villemin, Thierry

2003-03-01

Under stress, fractures in rock masses tend to form fully connected networks. The mass can thus be thought of as a 3D series of blocks produced by fragmentation processes. A numerical model has been developed that uses a relational database to describe such a mass. The model, which assumes the fractures to be plane, allows data from natural networks to test theories concerning fragmentation processes. In the model, blocks are bordered by faces that are composed of edges and vertices. A fracture can originate from a seed point, its orientation being controlled by the stress field specified by an orientation matrix. Alternatively, it can be generated from a discrete set of given orientations and positions. Both kinds of fracture can occur together in a model. From an original simple block, a given fracture produces two simple polyhedral blocks, and the original block becomes compound. Compound and simple blocks created throughout fragmentation are stored in the database. Several fragmentation processes have been studied. In one scenario, a constant proportion of blocks is fragmented at each step of the process. The resulting distribution appears to be fractal, although seed points are random in each fragmented block. In a second scenario, division affects only one random block at each stage of the process, and gives a Weibull volume distribution law. This software can be used for a large number of other applications.

Discrete Wavelet Transform for Fault Locations in Underground Distribution System

NASA Astrophysics Data System (ADS)

Apisit, C.; Ngaopitakkul, A.

2010-10-01

In this paper, a technique for detecting faults in underground distribution system is presented. Discrete Wavelet Transform (DWT) based on traveling wave is employed in order to detect the high frequency components and to identify fault locations in the underground distribution system. The first peak time obtained from the faulty bus is employed for calculating the distance of fault from sending end. The validity of the proposed technique is tested with various fault inception angles, fault locations and faulty phases. The result is found that the proposed technique provides satisfactory result and will be very useful in the development of power systems protection scheme.

Global stabilization analysis of inertial memristive recurrent neural networks with discrete and distributed delays.

PubMed

Wang, Leimin; Zeng, Zhigang; Ge, Ming-Feng; Hu, Junhao

2018-05-02

This paper deals with the stabilization problem of memristive recurrent neural networks with inertial items, discrete delays, bounded and unbounded distributed delays. First, for inertial memristive recurrent neural networks (IMRNNs) with second-order derivatives of states, an appropriate variable substitution method is invoked to transfer IMRNNs into a first-order differential form. Then, based on nonsmooth analysis theory, several algebraic criteria are established for the global stabilizability of IMRNNs under proposed feedback control, where the cases with both bounded and unbounded distributed delays are successfully addressed. Finally, the theoretical results are illustrated via the numerical simulations. Copyright © 2018 Elsevier Ltd. All rights reserved.

Design, implementation and application of distributed order PI control.

PubMed

Zhou, Fengyu; Zhao, Yang; Li, Yan; Chen, YangQuan

2013-05-01

In this paper, a series of distributed order PI controller design methods are derived and applied to the robust control of wheeled service robots, which can tolerate more structural and parametric uncertainties than the corresponding fractional order PI control. A practical discrete incremental distributed order PI control strategy is proposed basing on the discretization method and the frequency criterions, which can be commonly used in many fields of fractional order system, control and signal processing. Besides, an auto-tuning strategy and the genetic algorithm are applied to the distributed order PI control as well. A number of experimental results are provided to show the advantages and distinguished features of the discussed methods in fairways. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.

Mutual Information between Discrete Variables with Many Categories using Recursive Adaptive Partitioning

PubMed Central

Seok, Junhee; Seon Kang, Yeong

2015-01-01

Mutual information, a general measure of the relatedness between two random variables, has been actively used in the analysis of biomedical data. The mutual information between two discrete variables is conventionally calculated by their joint probabilities estimated from the frequency of observed samples in each combination of variable categories. However, this conventional approach is no longer efficient for discrete variables with many categories, which can be easily found in large-scale biomedical data such as diagnosis codes, drug compounds, and genotypes. Here, we propose a method to provide stable estimations for the mutual information between discrete variables with many categories. Simulation studies showed that the proposed method reduced the estimation errors by 45 folds and improved the correlation coefficients with true values by 99 folds, compared with the conventional calculation of mutual information. The proposed method was also demonstrated through a case study for diagnostic data in electronic health records. This method is expected to be useful in the analysis of various biomedical data with discrete variables. PMID:26046461

On the distribution of interspecies correlation for Markov models of character evolution on Yule trees.

PubMed

Mulder, Willem H; Crawford, Forrest W

2015-01-07

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule process, in which new species are "born" from existing lineages at a constant rate. Recent work has illuminated some of the structural properties of Yule trees, but it remains mostly unknown how these properties affect sequence and trait patterns observed at the tips of the phylogenetic tree. Understanding the interplay between speciation and mutation under simple models of evolution is essential for deriving valid phylogenetic inference methods and gives insight into the optimal design of phylogenetic studies. In this work, we derive the probability distribution of interspecies covariance under Brownian motion and Ornstein-Uhlenbeck models of phenotypic change on a Yule tree. We compute the probability distribution of the number of mutations shared between two randomly chosen taxa in a Yule tree under discrete Markov mutation models. Our results suggest summary measures of phylogenetic information content, illuminate the correlation between site patterns in sequences or traits of related organisms, and provide heuristics for experimental design and reconstruction of phylogenetic trees. Copyright © 2014 Elsevier Ltd. All rights reserved.

A low noise discrete velocity method for the Boltzmann equation with quantized rotational and vibrational energy

NASA Astrophysics Data System (ADS)

Clarke, Peter; Varghese, Philip; Goldstein, David

2018-01-01

A discrete velocity method is developed for gas mixtures of diatomic molecules with both rotational and vibrational energy states. A full quantized model is described, and rotation-translation and vibration-translation energy exchanges are simulated using a Larsen-Borgnakke exchange model. Elastic and inelastic molecular interactions are modeled during every simulated collision to help produce smooth internal energy distributions. The method is verified by comparing simulations of homogeneous relaxation by our discrete velocity method to numerical solutions of the Jeans and Landau-Teller equations, and to direct simulation Monte Carlo. We compute the structure of a 1D shock using this method, and determine how the rotational energy distribution varies with spatial location in the shock and with position in velocity space.

Variational approach to probabilistic finite elements

NASA Technical Reports Server (NTRS)

Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

1991-01-01

Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

Variational approach to probabilistic finite elements

NASA Astrophysics Data System (ADS)

Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

1991-08-01

Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

Variational approach to probabilistic finite elements

NASA Technical Reports Server (NTRS)

Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.

1987-01-01

Probabilistic finite element method (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties, and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.

Macroscopic damping model for structural dynamics with random polycrystalline configurations

NASA Astrophysics Data System (ADS)

Yang, Yantao; Cui, Junzhi; Yu, Yifan; Xiang, Meizhen

2018-06-01

In this paper the macroscopic damping model for dynamical behavior of the structures with random polycrystalline configurations at micro-nano scales is established. First, the global motion equation of a crystal is decomposed into a set of motion equations with independent single degree of freedom (SDOF) along normal discrete modes, and then damping behavior is introduced into each SDOF motion. Through the interpolation of discrete modes, the continuous representation of damping effects for the crystal is obtained. Second, from energy conservation law the expression of the damping coefficient is derived, and the approximate formula of damping coefficient is given. Next, the continuous damping coefficient for polycrystalline cluster is expressed, the continuous dynamical equation with damping term is obtained, and then the concrete damping coefficients for a polycrystalline Cu sample are shown. Finally, by using statistical two-scale homogenization method, the macroscopic homogenized dynamical equation containing damping term for the structures with random polycrystalline configurations at micro-nano scales is set up.

Comparative study of lesions created by high-intensity focused ultrasound using sequential discrete and continuous scanning strategies.

PubMed

Fan, Tingbo; Liu, Zhenbo; Zhang, Dong; Tang, Mengxing

2013-03-01

Lesion formation and temperature distribution induced by high-intensity focused ultrasound (HIFU) were investigated both numerically and experimentally via two energy-delivering strategies, i.e., sequential discrete and continuous scanning modes. Simulations were presented based on the combination of Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation and bioheat equation. Measurements were performed on tissue-mimicking phantoms sonicated by a 1.12-MHz single-element focused transducer working at an acoustic power of 75 W. Both the simulated and experimental results show that, in the sequential discrete mode, obvious saw-tooth-like contours could be observed for the peak temperature distribution and the lesion boundaries, with the increasing interval space between two adjacent exposure points. In the continuous scanning mode, more uniform peak temperature distributions and lesion boundaries would be produced, and the peak temperature values would decrease significantly with the increasing scanning speed. In addition, compared to the sequential discrete mode, the continuous scanning mode could achieve higher treatment efficiency (lesion area generated per second) with a lower peak temperature. The present studies suggest that the peak temperature and tissue lesion resulting from the HIFU exposure could be controlled by adjusting the transducer scanning speed, which is important for improving the HIFU treatment efficiency.

Structure and transport properties of nanostructured materials.

PubMed

Sonwane, C G; Li, Q

2005-03-31

In the present manuscript, we have presented the simulation of nanoporous aluminum oxide using a molecular-dynamics approach with recently developed dynamic charge transfer potential using serial/parallel programming techniques (Streitz and Mintmire Phys. Rev. B 1994, 50, 11996). The structures resembling recently invented ordered nanoporous crystalline material, MCM-41/SBA-15 (Kresge et al. Nature 1992, 359, 710), and inverted porous solids (hollow nanospheres) with up to 10 000 atoms were fabricated and studied in the present work. These materials have been used for separation of gases and catalysis. On several occasions including the design of the reactor, the knowledge of surface diffusion is necessary. In the present work, a new method for estimating surface transport of gases based on a hybrid Monte Carlo method with unbiased random walk of tracer atom on the pore surface has been introduced. The nonoverlapping packings used in the present work were fabricated using an algorithm of very slowly settling rigid spheres from a dilute suspension into a randomly packed bed. The algorithm was modified to obtain unimodal, homogeneous Gaussian and segregated bimodal porous solids. The porosity of these solids was varied by densification using an arbitrary function or by coarsening from a highly densified pellet. The surface tortuosity for the densified solids indicated an inverted bell shape curve consistent with the fact that at very high porosities there is a reduction in the connectivity while at low porosities the pores become inaccessible or dead-end. The first passage time distribution approach was found to be more efficient in terms of computation time (fewer tracer atoms needed for the linearity of Einstein's plot). Results by hybrid discrete-continuum simulations were close to the discrete simulations for a boundary layer thickness of 5lambda.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

PubMed Central

Müller, Eike H.; Scheichl, Rob; Shardlow, Tony

2015-01-01

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075

Effect of Single-Electron Interface Trapping in Decanano MOSFETs: A 3D Atomistic Simulation Study

NASA Technical Reports Server (NTRS)

Asenov, Asen; Balasubramaniam, R.; Brown, A. R.; Davies, J. H.

2000-01-01

We study the effect of trapping/detrapping of a single-electron in interface states in the channel of n-type MOSFETs with decanano dimensions using 3D atomistic simulation techniques. In order to highlight the basic dependencies, the simulations are carried out initially assuming continuous doping charge, and discrete localized charge only for the trapped electron. The dependence of the random telegraph signal (RTS) amplitudes on the device dimensions and on the position of the trapped charge in the channel are studied in detail. Later, in full-scale, atomistic simulations assuming discrete charge for both randomly placed dopants and the trapped electron, we highlight the importance of current percolation and of traps with strategic position where the trapped electron blocks a dominant current path.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

PubMed

Müller, Eike H; Scheichl, Rob; Shardlow, Tony

2015-04-08

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

Mean-Potential Law in Evolutionary Games.

PubMed

Nałęcz-Jawecki, Paweł; Miękisz, Jacek

2018-01-12

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1/3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

Aquifer Characteristics Data Report for the Weldon Spring Site chemical plant/raffinate pits and vicinity properties for the Weldon Spring Site Remedial Action Project, Weldon Spring, Missouri

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

Not Available

1990-11-01

This report describes the procedures and methods used, and presents the results of physical testing performed, to characterize the hydraulic properties of the shallow Mississippian-Devonian aquifer beneath the Weldon Spring chemical plant, raffinate pits, and vicinity properties. The aquifer of concern is composed of saturated rocks of the Burlington-Keokuk Limestone which constitutes the upper portion of the Mississippian-Devonian aquifer. This aquifer is a heterogeneous anisotropic medium which can be described in terms of diffuse Darcian flow overlain by high porosity discrete flow zones and conduits. Average hydraulic conductivity for all wells tested is 9.6E-02 meters/day (3.1E-01 feet/day). High hydraulic conductivitymore » values are representative of discrete flow in the fractured and weathered zones in the upper Burlington-Keokuk Limestone. They indicate heterogeneities within the Mississippian-Devonian aquifer. Aquifer heterogeneity in the horizontal plane is believed to be randomly distributed and is a function of fracture spacing, solution voids, and preglacial weathering phenomena. Relatively high hydraulic conductivities in deeper portions of the aquifer are though to be due to the presence of widely spaced fractures. 44 refs., 27 figs., 9 tabs.« less

Synchronization Control for a Class of Discrete-Time Dynamical Networks With Packet Dropouts: A Coding-Decoding-Based Approach.

PubMed

Wang, Licheng; Wang, Zidong; Han, Qing-Long; Wei, Guoliang

2017-09-06

The synchronization control problem is investigated for a class of discrete-time dynamical networks with packet dropouts via a coding-decoding-based approach. The data is transmitted through digital communication channels and only the sequence of finite coded signals is sent to the controller. A series of mutually independent Bernoulli distributed random variables is utilized to model the packet dropout phenomenon occurring in the transmissions of coded signals. The purpose of the addressed synchronization control problem is to design a suitable coding-decoding procedure for each node, based on which an efficient decoder-based control protocol is developed to guarantee that the closed-loop network achieves the desired synchronization performance. By applying a modified uniform quantization approach and the Kronecker product technique, criteria for ensuring the detectability of the dynamical network are established by means of the size of the coding alphabet, the coding period and the probability information of packet dropouts. Subsequently, by resorting to the input-to-state stability theory, the desired controller parameter is obtained in terms of the solutions to a certain set of inequality constraints which can be solved effectively via available software packages. Finally, two simulation examples are provided to demonstrate the effectiveness of the obtained results.

Discrete-to-continuum simulation approach to polymer chain systems: Subdiffusion, segregation, and chain folding

NASA Astrophysics Data System (ADS)

Foo, Grace M.; Pandey, R. B.

1998-05-01

A discrete-to-continuum approach is introduced to study the static and dynamic properties of polymer chain systems with a bead-spring chain model in two dimensions. A finitely extensible nonlinear elastic potential is used for the bond between the consecutive beads with the Lennard-Jones (LJ) potential with smaller (Rc=21/6σ=0.95) and larger (Rc=2.5σ=2.1) values of the upper cutoff for the nonbonding interaction among the neighboring beads. We find that chains segregate at temperature T=1.0 with Rc=2.1 and remain desegregated with Rc=0.95. At low temperature (T=0.2), chains become folded, in a ribbonlike conformation, unlike random and self-avoiding walk conformations at T=1.0. The power-law dependence of the rms displacements of the center of mass (Rc.m.) of the chains and their center node (Rcn) with time are nonuniversal, with the range of exponents ν1~=0.45-0.25 and ν2~=0.30-0.10, respectively. Both radius of gyration (Rg) and average bond length () decrease on increasing the range of interaction (Rc), consistent with the extended state in good solvent to collapsed state in poor solvent description of the polymer chains. Analysis of the radial distribution function supports these observations.

Simulation of Semi-Solid Material Mechanical Behavior Using a Combined Discrete/Finite Element Method

NASA Astrophysics Data System (ADS)

Sistaninia, M.; Phillion, A. B.; Drezet, J.-M.; Rappaz, M.

2011-01-01

As a necessary step toward the quantitative prediction of hot tearing defects, a three-dimensional stress-strain simulation based on a combined finite element (FE)/discrete element method (DEM) has been developed that is capable of predicting the mechanical behavior of semisolid metallic alloys during solidification. The solidification model used for generating the initial solid-liquid structure is based on a Voronoi tessellation of randomly distributed nucleation centers and a solute diffusion model for each element of this tessellation. At a given fraction of solid, the deformation is then simulated with the solid grains being modeled using an elastoviscoplastic constitutive law, whereas the remaining liquid layers at grain boundaries are approximated by flexible connectors, each consisting of a spring element and a damper element acting in parallel. The model predictions have been validated against Al-Cu alloy experimental data from the literature. The results show that a combined FE/DEM approach is able to express the overall mechanical behavior of semisolid alloys at the macroscale based on the morphology of the grain structure. For the first time, the localization of strain in the intergranular regions is taken into account. Thus, this approach constitutes an indispensible step towards the development of a comprehensive model of hot tearing.

Analyses of Cometary Silicate Crystals: DDA Spectral Modeling of Forsterite

NASA Technical Reports Server (NTRS)

Wooden, Diane

2012-01-01

Comets are the Solar System's deep freezers of gases, ices, and particulates that were present in the outer protoplanetary disk. Where comet nuclei accreted was so cold that CO ice (approximately 50K) and other supervolatile ices like ethane (C2H2) were preserved. However, comets also accreted high temperature minerals: silicate crystals that either condensed (greater than or equal to 1400 K) or that were annealed from amorphous (glassy) silicates (greater than 850-1000 K). By their rarity in the interstellar medium, cometary crystalline silicates are thought to be grains that formed in the inner disk and were then radially transported out to the cold and ice-rich regimes near Neptune. The questions that comets can potentially address are: How fast, how far, and over what duration were crystals that formed in the inner disk transported out to the comet-forming region(s)? In comets, the mass fractions of silicates that are crystalline, f_cryst, translate to benchmarks for protoplanetary disk radial transport models. The infamous comet Hale-Bopp has crystalline fractions of over 55%. The values for cometary crystalline mass fractions, however, are derived assuming that the mineralogy assessed for the submicron to micron-sized portion of the size distribution represents the compositional makeup of all larger grains in the coma. Models for fitting cometary SEDs make this assumption because models can only fit the observed features with submicron to micron-sized discrete crystals. On the other hand, larger (0.1-100 micrometer radii) porous grains composed of amorphous silicates and amorphous carbon can be easily computed with mixed medium theory wherein vacuum mixed into a spherical particle mimics a porous aggregate. If crystalline silicates are mixed in, the models completely fail to match the observations. Moreover, models for a size distribution of discrete crystalline forsterite grains commonly employs the CDE computational method for ellipsoidal platelets (c:a:b=8.14x8.14xl in shape with geometrical factors of x:y:z=1:1:10, Fabian et al. 2001; Harker et al. 2007). Alternatively, models for forsterite employ statistical methods like the Distribution of Hollow Spheres (Min et al. 2008; Oliveira et al. 2011) or Gaussian Random Spheres (GRS) or RGF (Gielen et al. 200S). Pancakes, hollow spheres, or GRS shapes similar to wheat sheaf crystal habit (e.g., Volten et al. 2001; Veihelmann et al. 2006), however, do not have the sharp edges, flat faces, and vertices seen in images of cometary crystals in interplanetary dust particles (IDPs) or in Stardust samples. Cometary forsterite crystals often have equant or tabular crystal habit (J. Bradley). To simulate cometary crystals, we have computed absorption efficiencies of forsterite using the Discrete Dipole Approximation (DDA) DDSCAT code on NAS supercomputers. We compute thermal models that employ a size distribution of discrete irregularly shaped forsterite crystals (nonspherical shapes with faces and vertices) to explore how crystal shape affects the shape and wavelength positions of the forsterite spectral features and to explore whether cometary crystal shapes support either condensation or annealing scenarios (Lindsay et al. 2012a, b). We find forsterite crystal shapes that best-fit comet Hale-Bopp are tetrahedron, bricks or brick platelets, essentially equant or tabular (Lindsay et al. 2012a,b), commensurate with high temperature condensation experiments (Kobatake et al. 2008). We also have computed porous aggregates with crystal monomers and find that the crystal resonances are amplified. i.e., the crystalline fraction is lower in the aggregate than is derived by fitting a linear mix of spectral features from discrete subcomponents, and the crystal resonances 'appear' to be from larger crystals (Wooden et al. 2012). These results may indicate that the crystalline mass fraction in comets with comae dominated by aggregates may be lower than deduced by popular methods that only emoy ensembles of discrete crystals.

Fractional Programming for Communication Systems—Part II: Uplink Scheduling via Matching

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

This two-part paper develops novel methodologies for using fractional programming (FP) techniques to design and optimize communication systems. Part I of this paper proposes a new quadratic transform for FP and treats its application for continuous optimization problems. In this Part II of the paper, we study discrete problems, such as those involving user scheduling, which are considerably more difficult to solve. Unlike the continuous problems, discrete or mixed discrete-continuous problems normally cannot be recast as convex problems. In contrast to the common heuristic of relaxing the discrete variables, this work reformulates the original problem in an FP form amenable to distributed combinatorial optimization. The paper illustrates this methodology by tackling the important and challenging problem of uplink coordinated multi-cell user scheduling in wireless cellular systems. Uplink scheduling is more challenging than downlink scheduling, because uplink user scheduling decisions significantly affect the interference pattern in nearby cells. Further, the discrete scheduling variable needs to be optimized jointly with continuous variables such as transmit power levels and beamformers. The main idea of the proposed FP approach is to decouple the interaction among the interfering links, thereby permitting a distributed and joint optimization of the discrete and continuous variables with provable convergence. The paper shows that the well-known weighted minimum mean-square-error (WMMSE) algorithm can also be derived from a particular use of FP; but our proposed FP-based method significantly outperforms WMMSE when discrete user scheduling variables are involved, both in term of run-time efficiency and optimizing results.

Discrete factor approximations in simultaneous equation models: estimating the impact of a dummy endogenous variable on a continuous outcome.

PubMed

Mroz, T A

1999-10-01

This paper contains a Monte Carlo evaluation of estimators used to control for endogeneity of dummy explanatory variables in continuous outcome regression models. When the true model has bivariate normal disturbances, estimators using discrete factor approximations compare favorably to efficient estimators in terms of precision and bias; these approximation estimators dominate all the other estimators examined when the disturbances are non-normal. The experiments also indicate that one should liberally add points of support to the discrete factor distribution. The paper concludes with an application of the discrete factor approximation to the estimation of the impact of marriage on wages.

Robust DEA under discrete uncertain data: a case study of Iranian electricity distribution companies

NASA Astrophysics Data System (ADS)

Hafezalkotob, Ashkan; Haji-Sami, Elham; Omrani, Hashem

2015-06-01

Crisp input and output data are fundamentally indispensable in traditional data envelopment analysis (DEA). However, the real-world problems often deal with imprecise or ambiguous data. In this paper, we propose a novel robust data envelopment model (RDEA) to investigate the efficiencies of decision-making units (DMU) when there are discrete uncertain input and output data. The method is based upon the discrete robust optimization approaches proposed by Mulvey et al. (1995) that utilizes probable scenarios to capture the effect of ambiguous data in the case study. Our primary concern in this research is evaluating electricity distribution companies under uncertainty about input/output data. To illustrate the ability of proposed model, a numerical example of 38 Iranian electricity distribution companies is investigated. There are a large amount ambiguous data about these companies. Some electricity distribution companies may not report clear and real statistics to the government. Thus, it is needed to utilize a prominent approach to deal with this uncertainty. The results reveal that the RDEA model is suitable and reliable for target setting based on decision makers (DM's) preferences when there are uncertain input/output data.

The calculation of force-free fields from discrete flux distributions. [for chromospheric magnetic fields

NASA Technical Reports Server (NTRS)

Sheeley, N. R., Jr.; Harvey, J. W.

1975-01-01

This paper presents particularly simple mathematical formulas for the calculation of force-free fields of constant alpha from the distribution of discrete sources on a flat surface. The advantage of these formulas lies in their physical simplicity and the fact that they can be easily used in practice to calculate the fields. The disadvantage is that they are limited to fields of 'sufficiently small alpha'. These formulas may be useful in the study of chromospheric magnetic fields by the comparison of high-resolution H-alpha photographs and photospheric magnetograms.

Nonstationary Dynamics Data Analysis with Wavelet-SVD Filtering

NASA Technical Reports Server (NTRS)

Brenner, Marty; Groutage, Dale; Bessette, Denis (Technical Monitor)

2001-01-01

Nonstationary time-frequency analysis is used for identification and classification of aeroelastic and aeroservoelastic dynamics. Time-frequency multiscale wavelet processing generates discrete energy density distributions. The distributions are processed using the singular value decomposition (SVD). Discrete density functions derived from the SVD generate moments that detect the principal features in the data. The SVD standard basis vectors are applied and then compared with a transformed-SVD, or TSVD, which reduces the number of features into more compact energy density concentrations. Finally, from the feature extraction, wavelet-based modal parameter estimation is applied.

Multilayer shallow water models with locally variable number of layers and semi-implicit time discretization

NASA Astrophysics Data System (ADS)

Bonaventura, Luca; Fernández-Nieto, Enrique D.; Garres-Díaz, José; Narbona-Reina, Gladys

2018-07-01

We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in which the number of vertical layers and their distribution are allowed to change in different regions of the computational domain. Furthermore, semi-implicit schemes are employed for the time discretization, leading to a significant efficiency improvement for subcritical regimes. We show that, in the typical regimes in which the application of multilayer shallow water models is justified, the resulting discretization does not introduce any major spurious feature and allows again to reduce substantially the computational cost in areas with complex bathymetry. As an example of the potential of the proposed technique, an application to a sediment transport problem is presented, showing a remarkable improvement with respect to standard discretization approaches.

Distributed mean curvature on a discrete manifold for Regge calculus

NASA Astrophysics Data System (ADS)

Conboye, Rory; Miller, Warner A.; Ray, Shannon

2015-09-01

The integrated mean curvature of a simplicial manifold is well understood in both Regge Calculus and Discrete Differential Geometry. However, a well motivated pointwise definition of curvature requires a careful choice of the volume over which to uniformly distribute the local integrated curvature. We show that hybrid cells formed using both the simplicial lattice and its circumcentric dual emerge as a remarkably natural structure for the distribution of this local integrated curvature. These hybrid cells form a complete tessellation of the simplicial manifold, contain a geometric orthonormal basis, and are also shown to give a pointwise mean curvature with a natural interpretation as the fractional rate of change of the normal vector.

The Semigeostrophic Equations Discretized in Reference and Dual Variables

NASA Astrophysics Data System (ADS)

Cullen, Mike; Gangbo, Wilfrid; Pisante, Giovanni

2007-08-01

We study the evolution of a system of n particles {\\{(x_i, v_i)\\}_{i=1}n} in {mathbb{R}^{2d}} . That system is a conservative system with a Hamiltonian of the form {H[μ]=W22(μ, νn)} , where W 2 is the Wasserstein distance and μ is a discrete measure concentrated on the set {\\{(x_i, v_i)\\}_{i=1}n} . Typically, μ(0) is a discrete measure approximating an initial L ∞ density and can be chosen randomly. When d = 1, our results prove convergence of the discrete system to a variant of the semigeostrophic equations. We obtain that the limiting densities are absolutely continuous with respect to the Lebesgue measure. When {\\{ν^n\\}_{n=1}^infty} converges to a measure concentrated on a special d-dimensional set, we obtain the Vlasov-Monge-Ampère (VMA) system. When, d = 1 the VMA system coincides with the standard Vlasov-Poisson system.

Mum, why do you keep on growing? Impacts of environmental variability on optimal growth and reproduction allocation strategies of annual plants.

PubMed

De Lara, Michel

2006-05-01

In their 1990 paper Optimal reproductive efforts and the timing of reproduction of annual plants in randomly varying environments, Amir and Cohen considered stochastic environments consisting of i.i.d. sequences in an optimal allocation discrete-time model. We suppose here that the sequence of environmental factors is more generally described by a Markov chain. Moreover, we discuss the connection between the time interval of the discrete-time dynamic model and the ability of the plant to rebuild completely its vegetative body (from reserves). We formulate a stochastic optimization problem covering the so-called linear and logarithmic fitness (corresponding to variation within and between years), which yields optimal strategies. For "linear maximizers'', we analyse how optimal strategies depend upon the environmental variability type: constant, random stationary, random i.i.d., random monotonous. We provide general patterns in terms of targets and thresholds, including both determinate and indeterminate growth. We also provide a partial result on the comparison between ;"linear maximizers'' and "log maximizers''. Numerical simulations are provided, allowing to give a hint at the effect of different mathematical assumptions.

Descriptive Statistics for Modern Test Score Distributions: Skewness, Kurtosis, Discreteness, and Ceiling Effects.

PubMed

Ho, Andrew D; Yu, Carol C

2015-06-01

Many statistical analyses benefit from the assumption that unconditional or conditional distributions are continuous and normal. More than 50 years ago in this journal, Lord and Cook chronicled departures from normality in educational tests, and Micerri similarly showed that the normality assumption is met rarely in educational and psychological practice. In this article, the authors extend these previous analyses to state-level educational test score distributions that are an increasingly common target of high-stakes analysis and interpretation. Among 504 scale-score and raw-score distributions from state testing programs from recent years, nonnormal distributions are common and are often associated with particular state programs. The authors explain how scaling procedures from item response theory lead to nonnormal distributions as well as unusual patterns of discreteness. The authors recommend that distributional descriptive statistics be calculated routinely to inform model selection for large-scale test score data, and they illustrate consequences of nonnormality using sensitivity studies that compare baseline results to those from normalized score scales.

Discrete-time Markovian-jump linear quadratic optimal control

NASA Technical Reports Server (NTRS)

Chizeck, H. J.; Willsky, A. S.; Castanon, D.

1986-01-01

This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite-state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost.

Wavelet-based energy features for glaucomatous image classification.

PubMed

Dua, Sumeet; Acharya, U Rajendra; Chowriappa, Pradeep; Sree, S Vinitha

2012-01-01

Texture features within images are actively pursued for accurate and efficient glaucoma classification. Energy distribution over wavelet subbands is applied to find these important texture features. In this paper, we investigate the discriminatory potential of wavelet features obtained from the daubechies (db3), symlets (sym3), and biorthogonal (bio3.3, bio3.5, and bio3.7) wavelet filters. We propose a novel technique to extract energy signatures obtained using 2-D discrete wavelet transform, and subject these signatures to different feature ranking and feature selection strategies. We have gauged the effectiveness of the resultant ranked and selected subsets of features using a support vector machine, sequential minimal optimization, random forest, and naïve Bayes classification strategies. We observed an accuracy of around 93% using tenfold cross validations to demonstrate the effectiveness of these methods.

Mechanical Characterization of Partially Crystallized Sphere Packings

NASA Astrophysics Data System (ADS)

Hanifpour, M.; Francois, N.; Vaez Allaei, S. M.; Senden, T.; Saadatfar, M.

2014-10-01

We study grain-scale mechanical and geometrical features of partially crystallized packings of frictional spheres, produced experimentally by a vibrational protocol. By combining x-ray computed tomography, 3D image analysis, and discrete element method simulations, we have access to the 3D structure of internal forces. We investigate how the network of mechanical contacts and intergranular forces change when the packing structure evolves from amorphous to near perfect crystalline arrangements. We compare the behavior of the geometrical neighbors (quasicontracts) of a grain to the evolution of the mechanical contacts. The mechanical coordination number Zm is a key parameter characterizing the crystallization onset. The high fluctuation level of Zm and of the force distribution in highly crystallized packings reveals that a geometrically ordered structure still possesses a highly random mechanical backbone similar to that of amorphous packings.

Research on pyrolysis behavior of Camellia sinensis branches via the Discrete Distributed Activation Energy Model.

PubMed

Zhou, Bingliang; Zhou, Jianbin; Zhang, Qisheng

2017-10-01

This study aims at investigating the pyrolysis behavior of Camellia sinensis branches by the Discrete Distributed Activation Energy Model (DAEM) and thermogravimetric experiments. Then the Discrete DAEM method is used to describe pyrolysis process of Camellia sinensis branches dominated by 12 characterized reactions. The decomposition mechanism of Camellia sinensis branches and interaction with components are observed. And the reaction at 350.77°C is a significant boundary of the first and second reaction range. The pyrolysis process of Camellia sinensis branches at the heating rate of 10,000°C/min is predicted and provides valuable references for gasification or combustion. The relationship and function between four typical indexes and heating rates from 10 to 10,000°C/min are revealed. Copyright © 2017 Elsevier Ltd. All rights reserved.

Fractional System Identification: An Approach Using Continuous Order-Distributions

NASA Technical Reports Server (NTRS)

Hartley, Tom T.; Lorenzo, Carl F.

1999-01-01

This paper discusses the identification of fractional- and integer-order systems using the concept of continuous order-distribution. Based on the ability to define systems using continuous order-distributions, it is shown that frequency domain system identification can be performed using least squares techniques after discretizing the order-distribution.

A survival tree method for the analysis of discrete event times in clinical and epidemiological studies.

PubMed

Schmid, Matthias; Küchenhoff, Helmut; Hoerauf, Achim; Tutz, Gerhard

2016-02-28

Survival trees are a popular alternative to parametric survival modeling when there are interactions between the predictor variables or when the aim is to stratify patients into prognostic subgroups. A limitation of classical survival tree methodology is that most algorithms for tree construction are designed for continuous outcome variables. Hence, classical methods might not be appropriate if failure time data are measured on a discrete time scale (as is often the case in longitudinal studies where data are collected, e.g., quarterly or yearly). To address this issue, we develop a method for discrete survival tree construction. The proposed technique is based on the result that the likelihood of a discrete survival model is equivalent to the likelihood of a regression model for binary outcome data. Hence, we modify tree construction methods for binary outcomes such that they result in optimized partitions for the estimation of discrete hazard functions. By applying the proposed method to data from a randomized trial in patients with filarial lymphedema, we demonstrate how discrete survival trees can be used to identify clinically relevant patient groups with similar survival behavior. Copyright © 2015 John Wiley & Sons, Ltd.

Predicting temperate forest stand types using only structural profiles from discrete return airborne lidar

NASA Astrophysics Data System (ADS)

Fedrigo, Melissa; Newnham, Glenn J.; Coops, Nicholas C.; Culvenor, Darius S.; Bolton, Douglas K.; Nitschke, Craig R.

2018-02-01

Light detection and ranging (lidar) data have been increasingly used for forest classification due to its ability to penetrate the forest canopy and provide detail about the structure of the lower strata. In this study we demonstrate forest classification approaches using airborne lidar data as inputs to random forest and linear unmixing classification algorithms. Our results demonstrated that both random forest and linear unmixing models identified a distribution of rainforest and eucalypt stands that was comparable to existing ecological vegetation class (EVC) maps based primarily on manual interpretation of high resolution aerial imagery. Rainforest stands were also identified in the region that have not previously been identified in the EVC maps. The transition between stand types was better characterised by the random forest modelling approach. In contrast, the linear unmixing model placed greater emphasis on field plots selected as endmembers which may not have captured the variability in stand structure within a single stand type. The random forest model had the highest overall accuracy (84%) and Cohen's kappa coefficient (0.62). However, the classification accuracy was only marginally better than linear unmixing. The random forest model was applied to a region in the Central Highlands of south-eastern Australia to produce maps of stand type probability, including areas of transition (the 'ecotone') between rainforest and eucalypt forest. The resulting map provided a detailed delineation of forest classes, which specifically recognised the coalescing of stand types at the landscape scale. This represents a key step towards mapping the structural and spatial complexity of these ecosystems, which is important for both their management and conservation.

Evaluating the Discrete Element Method as a Tool for Predicting the Seasonal Evolution of the MIZ

DTIC Science & Technology

2014-09-30

distribution (Hopkins & Thorndike 2006). The DEM treats sea ice as a collection of discrete pieces of ice, thus affording the method certain...Annals of Glaciology, 33(1), 355-360. Hopkins, M. A., & Thorndike , A. S. (2006) Floe formation in Arctic sea ice. Journal of Geophysical Research

Modeling the rate of HIV testing from repeated binary data amidst potential never-testers.

PubMed

Rice, John D; Johnson, Brent A; Strawderman, Robert L

2018-01-04

Many longitudinal studies with a binary outcome measure involve a fraction of subjects with a homogeneous response profile. In our motivating data set, a study on the rate of human immunodeficiency virus (HIV) self-testing in a population of men who have sex with men (MSM), a substantial proportion of the subjects did not self-test during the follow-up study. The observed data in this context consist of a binary sequence for each subject indicating whether or not that subject experienced any events between consecutive observation time points, so subjects who never self-tested were observed to have a response vector consisting entirely of zeros. Conventional longitudinal analysis is not equipped to handle questions regarding the rate of events (as opposed to the odds, as in the classical logistic regression model). With the exception of discrete mixture models, such methods are also not equipped to handle settings in which there may exist a group of subjects for whom no events will ever occur, i.e. a so-called "never-responder" group. In this article, we model the observed data assuming that events occur according to some unobserved continuous-time stochastic process. In particular, we consider the underlying subject-specific processes to be Poisson conditional on some unobserved frailty, leading to a natural focus on modeling event rates. Specifically, we propose to use the power variance function (PVF) family of frailty distributions, which contains both the gamma and inverse Gaussian distributions as special cases and allows for the existence of a class of subjects having zero frailty. We generalize a computational algorithm developed for a log-gamma random intercept model (Conaway, 1990. A random effects model for binary data. Biometrics46, 317-328) to compute the exact marginal likelihood, which is then maximized to obtain estimates of model parameters. We conduct simulation studies, exploring the performance of the proposed method in comparison with competitors. Applying the PVF as well as a Gaussian random intercept model and a corresponding discrete mixture model to our motivating data set, we conclude that the group assigned to receive follow-up messages via SMS was self-testing at a significantly lower rate than the control group, but that there is no evidence to support the existence of a group of never-testers. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

An experimental distributed microprocessor implementation with a shared memory communications and control medium

NASA Technical Reports Server (NTRS)

Mejzak, R. S.

1980-01-01

The distributed processing concept is defined in terms of control primitives, variables, and structures and their use in performing a decomposed discrete Fourier transform (DET) application function. The design assumes interprocessor communications to be anonymous. In this scheme, all processors can access an entire common database by employing control primitives. Access to selected areas within the common database is random, enforced by a hardware lock, and determined by task and subtask pointers. This enables the number of processors to be varied in the configuration without any modifications to the control structure. Decompositional elements of the DFT application function in terms of tasks and subtasks are also described. The experimental hardware configuration consists of IMSAI 8080 chassis which are independent, 8 bit microcomputer units. These chassis are linked together to form a multiple processing system by means of a shared memory facility. This facility consists of hardware which provides a bus structure to enable up to six microcomputers to be interconnected. It provides polling and arbitration logic so that only one processor has access to shared memory at any one time.

Evaluation of a multi-point method for determining acoustic impedance

NASA Technical Reports Server (NTRS)

Jones, Michael G.; Parrott, Tony L.

1988-01-01

An investigation was conducted to explore potential improvements provided by a Multi-Point Method (MPM) over the Standing Wave Method (SWM) and Two-Microphone Method (TMM) for determining acoustic impedance. A wave propagation model was developed to model the standing wave pattern in an impedance tube. The acoustic impedance of a test specimen was calculated from a best fit of this standing wave pattern to pressure measurements obtained along the impedance tube centerline. Three measurement spacing distributions were examined: uniform, random, and selective. Calculated standing wave patterns match the point pressure measurement distributions with good agreement for a reflection factor magnitude range of 0.004 to 0.999. Comparisons of results using 2, 3, 6, and 18 measurement points showed that the most consistent results are obtained when using at least 6 evenly spaced pressure measurements per half-wavelength. Also, data were acquired with broadband noise added to the discrete frequency noise and impedances were calculated using the MPM and TMM algorithms. The results indicate that the MPM will be superior to the TMM in the presence of significant broadband noise levels associated with mean flow.

Development of discrete gas kinetic scheme for simulation of 3D viscous incompressible and compressible flows

NASA Astrophysics Data System (ADS)

Yang, L. M.; Shu, C.; Wang, Y.; Sun, Y.

2016-08-01

The sphere function-based gas kinetic scheme (GKS), which was presented by Shu and his coworkers [23] for simulation of inviscid compressible flows, is extended to simulate 3D viscous incompressible and compressible flows in this work. Firstly, we use certain discrete points to represent the spherical surface in the phase velocity space. Then, integrals along the spherical surface for conservation forms of moments, which are needed to recover 3D Navier-Stokes equations, are approximated by integral quadrature. The basic requirement is that these conservation forms of moments can be exactly satisfied by weighted summation of distribution functions at discrete points. It was found that the integral quadrature by eight discrete points on the spherical surface, which forms the D3Q8 discrete velocity model, can exactly match the integral. In this way, the conservative variables and numerical fluxes can be computed by weighted summation of distribution functions at eight discrete points. That is, the application of complicated formulations resultant from integrals can be replaced by a simple solution process. Several numerical examples including laminar flat plate boundary layer, 3D lid-driven cavity flow, steady flow through a 90° bending square duct, transonic flow around DPW-W1 wing and supersonic flow around NACA0012 airfoil are chosen to validate the proposed scheme. Numerical results demonstrate that the present scheme can provide reasonable numerical results for 3D viscous flows.

Extreme events and event size fluctuations in biased random walks on networks.

PubMed

Kishore, Vimal; Santhanam, M S; Amritkar, R E

2012-05-01

Random walk on discrete lattice models is important to understand various types of transport processes. The extreme events, defined as exceedences of the flux of walkers above a prescribed threshold, have been studied recently in the context of complex networks. This was motivated by the occurrence of rare events such as traffic jams, floods, and power blackouts which take place on networks. In this work, we study extreme events in a generalized random walk model in which the walk is preferentially biased by the network topology. The walkers preferentially choose to hop toward the hubs or small degree nodes. In this setting, we show that extremely large fluctuations in event sizes are possible on small degree nodes when the walkers are biased toward the hubs. In particular, we obtain the distribution of event sizes on the network. Further, the probability for the occurrence of extreme events on any node in the network depends on its "generalized strength," a measure of the ability of a node to attract walkers. The generalized strength is a function of the degree of the node and that of its nearest neighbors. We obtain analytical and simulation results for the probability of occurrence of extreme events on the nodes of a network using a generalized random walk model. The result reveals that the nodes with a larger value of generalized strength, on average, display lower probability for the occurrence of extreme events compared to the nodes with lower values of generalized strength.

Time-Frequency Domain Analysis of Helicopter Transmission Vibration

DTIC Science & Technology

1991-08-01

Wigner - Ville distribution ( WVD ) have be reported, including speech...FREQUENCY DISTRIBUTIONS . 8 6. THE WIGNER - VILLE DISTRIBUTION . 9 6.1 History. 9 6.2 Definition. 9 6.3 Discrete-Time/Frequency Wigner - Ville Distribution . 10...signals are examined to indicate how various forms of modulation are portrayed using the Wigner - Ville distribution . Practical examples A signal is

Bounds for the price of discrete arithmetic Asian options

NASA Astrophysics Data System (ADS)

Vanmaele, M.; Deelstra, G.; Liinev, J.; Dhaene, J.; Goovaerts, M. J.

2006-01-01

In this paper the pricing of European-style discrete arithmetic Asian options with fixed and floating strike is studied by deriving analytical lower and upper bounds. In our approach we use a general technique for deriving upper (and lower) bounds for stop-loss premiums of sums of dependent random variables, as explained in Kaas et al. (Ins. Math. Econom. 27 (2000) 151-168), and additionally, the ideas of Rogers and Shi (J. Appl. Probab. 32 (1995) 1077-1088) and of Nielsen and Sandmann (J. Financial Quant. Anal. 38(2) (2003) 449-473). We are able to create a unifying framework for European-style discrete arithmetic Asian options through these bounds, that generalizes several approaches in the literature as well as improves the existing results. We obtain analytical and easily computable bounds. The aim of the paper is to formulate an advice of the appropriate choice of the bounds given the parameters, investigate the effect of different conditioning variables and compare their efficiency numerically. Several sets of numerical results are included. We also discuss hedging using these bounds. Moreover, our methods are applicable to a wide range of (pricing) problems involving a sum of dependent random variables.

Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

NASA Astrophysics Data System (ADS)

Wei, Xinjiang; Sun, Shixiang

2018-03-01

An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

Integrable Floquet dynamics, generalized exclusion processes and "fused" matrix ansatz

NASA Astrophysics Data System (ADS)

Vanicat, Matthieu

2018-04-01

We present a general method for constructing integrable stochastic processes, with two-step discrete time Floquet dynamics, from the transfer matrix formalism. The models can be interpreted as a discrete time parallel update. The method can be applied for both periodic and open boundary conditions. We also show how the stationary distribution can be built as a matrix product state. As an illustration we construct parallel discrete time dynamics associated with the R-matrix of the SSEP and of the ASEP, and provide the associated stationary distributions in a matrix product form. We use this general framework to introduce new integrable generalized exclusion processes, where a fixed number of particles is allowed on each lattice site in opposition to the (single particle) exclusion process models. They are constructed using the fusion procedure of R-matrices (and K-matrices for open boundary conditions) for the SSEP and ASEP. We develop a new method, that we named "fused" matrix ansatz, to build explicitly the stationary distribution in a matrix product form. We use this algebraic structure to compute physical observables such as the correlation functions and the mean particle current.

Differential modulation of changes in hippocampal-septal synaptic excitability by the amygdala as a function of either elemental or contextual fear conditioning in mice.

PubMed

Desmedt, A; Garcia, R; Jaffard, R

1998-01-01

Recent data obtained using a classic fear conditioning paradigm showed a dissociation between the retention of associations relative to contextual information (dependent on the hippocampal formation) and the retention of elemental associations (dependent on the amygdala). Furthermore, it was reported that conditioned emotional responses (CERs) could be dissociated from the recollection of the learning experience (declarative memory) in humans and from modifications of the hippocampal-septal excitability in animals. Our aim was to determine whether these two systems ("behavioral expression" system and "factual memory" system) interact by examining the consequences of amygdalar lesions (1) on the modifications of hippocampal-septal excitability and (2) on the behavioral expression of fear (freezing) resulting from an aversive conditioning during reexposure to conditional stimuli (CSs). During conditioning, to modulate the predictive nature of the context and of a discrete stimulus (tone) on the unconditional stimulus (US) occurrence, the phasic discrete CS was paired with the US or randomly distributed with regard to the US. After the lesion, the CER was dramatically reduced during reexposure to the CSs, whatever the type of acquisition. However, the changes in hippocampal-septal excitability persisted but were altered. For controls, a decrease in septal excitability was observed during reexposure to the conditioning context only for the "unpaired group" (predictive context case). Conversely, among lesioned subjects this decrease was observed in the "paired group" (predictive discrete CS case), whereas this decrease was significantly reduced in the unpaired group with respect to the matched control group. The amplitude and the direction of these modifications suggest a differential modulation of hippocampal-septal excitability by the amygdala to amplify the contribution of the more predictive association signaling the occurrence of the aversive event.

Mapping Evidence-Based Treatments for Children and Adolescents: Application of the Distillation and Matching Model to 615 Treatments from 322 Randomized Trials

ERIC Educational Resources Information Center

Chorpita, Bruce F.; Daleiden, Eric L.

2009-01-01

This study applied the distillation and matching model to 322 randomized clinical trials for child mental health treatments. The model involved initial data reduction of 615 treatment protocol descriptions by means of a set of codes describing discrete clinical strategies, referred to as practice elements. Practice elements were then summarized in…

Studies on thermokinetic of Chlorella pyrenoidosa devolatilization via different models.

PubMed

Chen, Zhihua; Lei, Jianshen; Li, Yunbei; Su, Xianfa; Hu, Zhiquan; Guo, Dabin

2017-11-01

The thermokinetics of Chlorella pyrenoidosa (CP) devolatilization were investigated based on iso-conversional model and different distributed activation energy models (DAEM). Iso-conversional process result showed that CP devolatilization roughly followed a single-step with mechanism function of f(α)=(1-α) 3 , and kinetic parameters pair of E 0 =180.5kJ/mol and A 0 =1.5E+13s -1 . Logistic distribution was the most suitable activation energy distribution function for CP devolatilization. Although reaction order n=3.3 was in accordance with iso-conversional process, Logistic DAEM could not detail the weight loss features since it presented as single-step reaction. The un-uniform feature of activation energy distribution in Miura-Maki DAEM, and weight fraction distribution in discrete DAEM reflected weight loss features. Due to the un-uniform distribution of activation and weight fraction, Miura-Maki DAEM and discreted DAEM could describe weight loss features. Copyright © 2017 Elsevier Ltd. All rights reserved.

A method for modeling finite-core vortices in wake-flow calculations

NASA Technical Reports Server (NTRS)

Stremel, P. M.

1984-01-01

A numerical method for computing nonplanar vortex wakes represented by finite-core vortices is presented. The approach solves for the velocity on an Eulerian grid, using standard finite-difference techniques; the vortex wake is tracked by Lagrangian methods. In this method, the distribution of continuous vorticity in the wake is replaced by a group of discrete vortices. An axially symmetric distribution of vorticity about the center of each discrete vortex is used to represent the finite-core model. Two distributions of vorticity, or core models, are investigated: a finite distribution of vorticity represented by a third-order polynomial, and a continuous distribution of vorticity throughout the wake. The method provides for a vortex-core model that is insensitive to the mesh spacing. Results for a simplified case are presented. Computed results for the roll-up of a vortex wake generated by wings with different spanwise load distributions are presented; contour plots of the flow-field velocities are included; and comparisons are made of the computed flow-field velocities with experimentally measured velocities.

Patterns of larval source distribution and mixing in early life stages of Pacific cod (Gadus macrocephalus) in the southeastern Bering Sea

NASA Astrophysics Data System (ADS)

Miller, Jessica A.; DiMaria, Ruth A.; Hurst, Thomas P.

2016-12-01

Effective and sustainable management depends on knowledge of spawning locations and their relative contributions to marine fish populations. Pacific cod (Gadus macrocephalus) in the southeastern Bering Sea aggregate at discrete spawning locations but there is little information on patterns of larval dispersal and the relative contribution of specific spawning areas to nursery habitats. Age-0 Pacific cod from two cohorts (2006 and 2008) were examined to address the following questions: (1) does size, age, and otolith chemistry vary among known capture locations; (2) can variation in elemental composition of the otolith cores (early larval signatures) be used to infer the number of chemically distinct sources contributing to juvenile recruits in the Bering Sea; and (3) to what extent are juvenile collection locations represented by groups of fish with similar chemical histories throughout their early life history? Hierarchical cluster (HCA) and discriminant function analyses (DFA) were used to examine variation in otolith chemistry at discrete periods throughout the early life history. HCA identified five chemically distinct groups of larvae in the 2006 cohort and three groups in 2008; however, three sources accounted for 80-100% of the juveniles in each year. DFA of early larval signatures indicated that there were non-random spatial distributions of early larvae in both years, which may reflect interannual variation in regional oceanography. There was also a detectable and substantial level of coherence in chemical signatures within groups of fish throughout the early life history. The variation in elemental signatures throughout the early life history (hatch to capture) indicates that otolith chemical analysis could be an effective tool to further clarify larval sources and dispersal, identify juvenile nursery habitats, and estimate the contributions of juvenile nursery habitats to the adult population within the southeastern Bering Sea.

Digitally controlled distributed phase shifter

DOEpatents

Hietala, V.M.; Kravitz, S.H.; Vawter, G.A.

1993-08-17

A digitally controlled distributed phase shifter is comprised of N phase shifters. Digital control is achieved by using N binary length-weighted electrodes located on the top surface of a waveguide. A control terminal is attached to each electrode thereby allowing the application of a control signal. The control signal is either one or two discrete bias voltages. The application of the discrete bias voltages changes the modal index of a portion of the waveguide that corresponds to a length of the electrode to which the bias voltage is applied, thereby causing the phase to change through the underlying portion of the waveguide. The digitally controlled distributed phase shift network has a total phase shift comprised of the sum of the individual phase shifters.

Digitally controlled distributed phase shifter

DOEpatents

Hietala, Vincent M.; Kravitz, Stanley H.; Vawter, Gregory A.

1993-01-01

A digitally controlled distributed phase shifter is comprised of N phase shifters. Digital control is achieved by using N binary length-weighted electrodes located on the top surface of a waveguide. A control terminal is attached to each electrode thereby allowing the application of a control signal. The control signal is either one or two discrete bias voltages. The application of the discrete bias voltages changes the modal index of a portion of the waveguide that corresponds to a length of the electrode to which the bias voltage is applied, thereby causing the phase to change through the underlying portion of the waveguide. The digitally controlled distributed phase shift network has a total phase shift comprised of the sum of the individual phase shifters.

Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs

NASA Astrophysics Data System (ADS)

Reddy, Tulasi Ram; Vadlamani, Sreekar; Yogeshwaran, D.

2018-04-01

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs taking values in a countable space, but under the stronger assumptions of α -mixing (for local statistics) and exponential α -mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.

Fragmentation under the Scaling Symmetry and Turbulent Cascade with Intermittency

NASA Technical Reports Server (NTRS)

Gorokhovski, M.

2003-01-01

Fragmentation plays an important role in a variety of physical, chemical, and geological processes. Examples include atomization in sprays, crushing of rocks, explosion and impact of solids, polymer degradation, etc. Although each individual action of fragmentation is a complex process, the number of these elementary actions is large. It is natural to abstract a simple 'effective' scenario of fragmentation and to represent its essential features. One of the models is the fragmentation under the scaling symmetry: each breakup action reduces the typical length of fragments, r (right arrow) alpha r, by an independent random multiplier alpha (0 < alpha < 1), which is governed by the fragmentation intensity spectrum q(alpha), integral(sup 1)(sub 0) q(alpha)d alpha = 1. This scenario has been proposed by Kolmogorov (1941), when he considered the breakup of solid carbon particle. Describing the breakup as a random discrete process, Kolmogorov stated that at latest times, such a process leads to the log-normal distribution. In Gorokhovski & Saveliev, the fragmentation under the scaling symmetry has been reviewed as a continuous evolution process with new features established. The objective of this paper is twofold. First, the paper synthesizes and completes theoretical part of Gorokhovski & Saveliev. Second, the paper shows a new application of the fragmentation theory under the scale invariance. This application concerns the turbulent cascade with intermittency. We formulate here a model describing the evolution of the velocity increment distribution along the progressively decreasing length scale. The model shows that when the turbulent length scale gets smaller, the velocity increment distribution has central growing peak and develops stretched tails. The intermittency in turbulence is manifested in the same way: large fluctuations of velocity provoke highest strain in narrow (dissipative) regions of flow.

Utilization of Historic Information in an Optimisation Task

NASA Technical Reports Server (NTRS)

Boesser, T.

1984-01-01

One of the basic components of a discrete model of motor behavior and decision making, which describes tracking and supervisory control in unitary terms, is assumed to be a filtering mechanism which is tied to the representational principles of human memory for time-series information. In a series of experiments subjects used the time-series information with certain significant limitations: there is a range-effect; asymmetric distributions seem to be recognized, but it does not seem to be possible to optimize performance based on skewed distributions. Thus there is a transformation of the displayed data between the perceptual system and representation in memory involving a loss of information. This rules out a number of representational principles for time-series information in memory and fits very well into the framework of a comprehensive discrete model for control of complex systems, modelling continuous control (tracking), discrete responses, supervisory behavior and learning.

The Effect of Scale Dependent Discretization on the Progressive Failure of Composite Materials Using Multiscale Analyses

NASA Technical Reports Server (NTRS)

Ricks, Trenton M.; Lacy, Thomas E., Jr.; Pineda, Evan J.; Bednarcyk, Brett A.; Arnold, Steven M.

2013-01-01

A multiscale modeling methodology, which incorporates a statistical distribution of fiber strengths into coupled micromechanics/ finite element analyses, is applied to unidirectional polymer matrix composites (PMCs) to analyze the effect of mesh discretization both at the micro- and macroscales on the predicted ultimate tensile (UTS) strength and failure behavior. The NASA code FEAMAC and the ABAQUS finite element solver were used to analyze the progressive failure of a PMC tensile specimen that initiates at the repeating unit cell (RUC) level. Three different finite element mesh densities were employed and each coupled with an appropriate RUC. Multiple simulations were performed in order to assess the effect of a statistical distribution of fiber strengths on the bulk composite failure and predicted strength. The coupled effects of both the micro- and macroscale discretizations were found to have a noticeable effect on the predicted UTS and computational efficiency of the simulations.

Generalized skew-symmetric interfacial probability distribution in reflectivity and small-angle scattering analysis

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

Jiang, Zhang; Chen, Wei

Generalized skew-symmetric probability density functions are proposed to model asymmetric interfacial density distributions for the parameterization of any arbitrary density profiles in the `effective-density model'. The penetration of the densities into adjacent layers can be selectively controlled and parameterized. A continuous density profile is generated and discretized into many independent slices of very thin thickness with constant density values and sharp interfaces. The discretized profile can be used to calculate reflectivities via Parratt's recursive formula, or small-angle scattering via the concentric onion model that is also developed in this work.

Generalized skew-symmetric interfacial probability distribution in reflectivity and small-angle scattering analysis

DOE PAGES

Jiang, Zhang; Chen, Wei

2017-11-03

Generalized skew-symmetric probability density functions are proposed to model asymmetric interfacial density distributions for the parameterization of any arbitrary density profiles in the `effective-density model'. The penetration of the densities into adjacent layers can be selectively controlled and parameterized. A continuous density profile is generated and discretized into many independent slices of very thin thickness with constant density values and sharp interfaces. The discretized profile can be used to calculate reflectivities via Parratt's recursive formula, or small-angle scattering via the concentric onion model that is also developed in this work.

Generalized Processing Tree Models: Jointly Modeling Discrete and Continuous Variables.

PubMed

Heck, Daniel W; Erdfelder, Edgar; Kieslich, Pascal J

2018-05-24

Multinomial processing tree models assume that discrete cognitive states determine observed response frequencies. Generalized processing tree (GPT) models extend this conceptual framework to continuous variables such as response times, process-tracing measures, or neurophysiological variables. GPT models assume finite-mixture distributions, with weights determined by a processing tree structure, and continuous components modeled by parameterized distributions such as Gaussians with separate or shared parameters across states. We discuss identifiability, parameter estimation, model testing, a modeling syntax, and the improved precision of GPT estimates. Finally, a GPT version of the feature comparison model of semantic categorization is applied to computer-mouse trajectories.

LMI-based approach to stability analysis for fractional-order neural networks with discrete and distributed delays

NASA Astrophysics Data System (ADS)

Zhang, Hai; Ye, Renyu; Liu, Song; Cao, Jinde; Alsaedi, Ahmad; Li, Xiaodi

2018-02-01

This paper is concerned with the asymptotic stability of the Riemann-Liouville fractional-order neural networks with discrete and distributed delays. By constructing a suitable Lyapunov functional, two sufficient conditions are derived to ensure that the addressed neural network is asymptotically stable. The presented stability criteria are described in terms of the linear matrix inequalities. The advantage of the proposed method is that one may avoid calculating the fractional-order derivative of the Lyapunov functional. Finally, a numerical example is given to show the validity and feasibility of the theoretical results.

Silicon photonic transceiver circuit for high-speed polarization-based discrete variable quantum key distribution

DOE PAGES

Cai, Hong; Long, Christopher M.; DeRose, Christopher T.; ...

2017-01-01

We demonstrate a silicon photonic transceiver circuit for high-speed discrete variable quantum key distribution that employs a common structure for transmit and receive functions. The device is intended for use in polarization-based quantum cryptographic protocols, such as BB84. Our characterization indicates that the circuit can generate the four BB84 states (TE/TM/45°/135° linear polarizations) with >30 dB polarization extinction ratios and gigabit per second modulation speed, and is capable of decoding any polarization bases differing by 90° with high extinction ratios.

Silicon photonic transceiver circuit for high-speed polarization-based discrete variable quantum key distribution.

PubMed

Cai, Hong; Long, Christopher M; DeRose, Christopher T; Boynton, Nicholas; Urayama, Junji; Camacho, Ryan; Pomerene, Andrew; Starbuck, Andrew L; Trotter, Douglas C; Davids, Paul S; Lentine, Anthony L

2017-05-29

We demonstrate a silicon photonic transceiver circuit for high-speed discrete variable quantum key distribution that employs a common structure for transmit and receive functions. The device is intended for use in polarization-based quantum cryptographic protocols, such as BB84. Our characterization indicates that the circuit can generate the four BB84 states (TE/TM/45°/135° linear polarizations) with >30 dB polarization extinction ratios and gigabit per second modulation speed, and is capable of decoding any polarization bases differing by 90° with high extinction ratios.

Silicon photonic transceiver circuit for high-speed polarization-based discrete variable quantum key distribution

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

Cai, Hong; Long, Christopher M.; DeRose, Christopher T.

We demonstrate a silicon photonic transceiver circuit for high-speed discrete variable quantum key distribution that employs a common structure for transmit and receive functions. The device is intended for use in polarization-based quantum cryptographic protocols, such as BB84. Our characterization indicates that the circuit can generate the four BB84 states (TE/TM/45°/135° linear polarizations) with >30 dB polarization extinction ratios and gigabit per second modulation speed, and is capable of decoding any polarization bases differing by 90° with high extinction ratios.

Direct Simulation of Multiple Scattering by Discrete Random Media Illuminated by Gaussian Beams

NASA Technical Reports Server (NTRS)

Mackowski, Daniel W.; Mishchenko, Michael I.

2011-01-01

The conventional orientation-averaging procedure developed in the framework of the superposition T-matrix approach is generalized to include the case of illumination by a Gaussian beam (GB). The resulting computer code is parallelized and used to perform extensive numerically exact calculations of electromagnetic scattering by volumes of discrete random medium consisting of monodisperse spherical particles. The size parameters of the scattering volumes are 40, 50, and 60, while their packing density is fixed at 5%. We demonstrate that all scattering patterns observed in the far-field zone of a random multisphere target and their evolution with decreasing width of the incident GB can be interpreted in terms of idealized theoretical concepts such as forward-scattering interference, coherent backscattering (CB), and diffuse multiple scattering. It is shown that the increasing violation of electromagnetic reciprocity with decreasing GB width suppresses and eventually eradicates all observable manifestations of CB. This result supplements the previous demonstration of the effects of broken reciprocity in the case of magneto-optically active particles subjected to an external magnetic field.

The determination of pair-distance distribution by double electron-electron resonance: regularization by the length of distance discretization with Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Dzuba, Sergei A.

2016-08-01

Pulsed double electron-electron resonance technique (DEER, or PELDOR) is applied to study conformations and aggregation of peptides, proteins, nucleic acids, and other macromolecules. For a pair of spin labels, experimental data allows for the determination of their distance distribution function, P(r). P(r) is derived as a solution of a first-kind Fredholm integral equation, which is an ill-posed problem. Here, we suggest regularization by increasing the distance discretization length to its upper limit where numerical integration still provides agreement with experiment. This upper limit is found to be well above the lower limit for which the solution instability appears because of the ill-posed nature of the problem. For solving the integral equation, Monte Carlo trials of P(r) functions are employed; this method has an obvious advantage of the fulfillment of the non-negativity constraint for P(r). The regularization by the increasing of distance discretization length for the case of overlapping broad and narrow distributions may be employed selectively, with this length being different for different distance ranges. The approach is checked for model distance distributions and for experimental data taken from literature for doubly spin-labeled DNA and peptide antibiotics.

Dimension-independent likelihood-informed MCMC

DOE PAGES

Cui, Tiangang; Law, Kody J. H.; Marzouk, Youssef M.

2015-10-08

Many Bayesian inference problems require exploring the posterior distribution of highdimensional parameters that represent the discretization of an underlying function. Our work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. There are two distinct lines of research that intersect in the methods we develop here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian informationmore » and any associated lowdimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Finally, we use two nonlinear inverse problems in order to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.« less

25 Years of Self-Organized Criticality: Solar and Astrophysics

NASA Astrophysics Data System (ADS)

Aschwanden, Markus J.; Crosby, Norma B.; Dimitropoulou, Michaila; Georgoulis, Manolis K.; Hergarten, Stefan; McAteer, James; Milovanov, Alexander V.; Mineshige, Shin; Morales, Laura; Nishizuka, Naoto; Pruessner, Gunnar; Sanchez, Raul; Sharma, A. Surja; Strugarek, Antoine; Uritsky, Vadim

2016-01-01

Shortly after the seminal paper "Self-Organized Criticality: An explanation of 1/ f noise" by Bak et al. (1987), the idea has been applied to solar physics, in "Avalanches and the Distribution of Solar Flares" by Lu and Hamilton (1991). In the following years, an inspiring cross-fertilization from complexity theory to solar and astrophysics took place, where the SOC concept was initially applied to solar flares, stellar flares, and magnetospheric substorms, and later extended to the radiation belt, the heliosphere, lunar craters, the asteroid belt, the Saturn ring, pulsar glitches, soft X-ray repeaters, blazars, black-hole objects, cosmic rays, and boson clouds. The application of SOC concepts has been performed by numerical cellular automaton simulations, by analytical calculations of statistical (powerlaw-like) distributions based on physical scaling laws, and by observational tests of theoretically predicted size distributions and waiting time distributions. Attempts have been undertaken to import physical models into the numerical SOC toy models, such as the discretization of magneto-hydrodynamics (MHD) processes. The novel applications stimulated also vigorous debates about the discrimination between SOC models, SOC-like, and non-SOC processes, such as phase transitions, turbulence, random-walk diffusion, percolation, branching processes, network theory, chaos theory, fractality, multi-scale, and other complexity phenomena. We review SOC studies from the last 25 years and highlight new trends, open questions, and future challenges, as discussed during two recent ISSI workshops on this theme.

A Bayesian model for time-to-event data with informative censoring

PubMed Central

Kaciroti, Niko A.; Raghunathan, Trivellore E.; Taylor, Jeremy M. G.; Julius, Stevo

2012-01-01

Randomized trials with dropouts or censored data and discrete time-to-event type outcomes are frequently analyzed using the Kaplan–Meier or product limit (PL) estimation method. However, the PL method assumes that the censoring mechanism is noninformative and when this assumption is violated, the inferences may not be valid. We propose an expanded PL method using a Bayesian framework to incorporate informative censoring mechanism and perform sensitivity analysis on estimates of the cumulative incidence curves. The expanded method uses a model, which can be viewed as a pattern mixture model, where odds for having an event during the follow-up interval (tk−1,tk], conditional on being at risk at tk−1, differ across the patterns of missing data. The sensitivity parameters relate the odds of an event, between subjects from a missing-data pattern with the observed subjects for each interval. The large number of the sensitivity parameters is reduced by considering them as random and assumed to follow a log-normal distribution with prespecified mean and variance. Then we vary the mean and variance to explore sensitivity of inferences. The missing at random (MAR) mechanism is a special case of the expanded model, thus allowing exploration of the sensitivity to inferences as departures from the inferences under the MAR assumption. The proposed approach is applied to data from the TRial Of Preventing HYpertension. PMID:22223746

Infrared Extinction Performance of Randomly Oriented Microbial-Clustered Agglomerate Materials.

PubMed

Li, Le; Hu, Yihua; Gu, Youlin; Zhao, Xinying; Xu, Shilong; Yu, Lei; Zheng, Zhi Ming; Wang, Peng

2017-11-01

In this study, the spatial structure of randomly distributed clusters of fungi An0429 spores was simulated using a cluster aggregation (CCA) model, and the single scattering parameters of fungi An0429 spores were calculated using the discrete dipole approximation (DDA) method. The transmittance of 10.6 µm infrared (IR) light in the aggregated fungi An0429 spores swarm is simulated by using the Monte Carlo method. Several parameters that affect the transmittance of 10.6 µm IR light, such as the number and radius of original fungi An0429 spores, porosity of aggregated fungi An0429 spores, and density of aggregated fungi An0429 spores of the formation aerosol area were discussed. Finally, the transmittances of microbial materials with different qualities were measured in the dynamic test platform. The simulation results showed that the parameters analyzed were closely connected with the extinction performance of fungi An0429 spores. By controlling the value of the influencing factors, the transmittance could be lower than a certain threshold to meet the requirement of attenuation in application. In addition, the experimental results showed that the Monte Carlo method could well reflect the attenuation law of IR light in fungi An0429 spore agglomerates swarms.

Examining Potential Boundary Bias Effects in Kernel Smoothing on Equating: An Introduction for the Adaptive and Epanechnikov Kernels.

PubMed

Cid, Jaime A; von Davier, Alina A

2015-05-01

Test equating is a method of making the test scores from different test forms of the same assessment comparable. In the equating process, an important step involves continuizing the discrete score distributions. In traditional observed-score equating, this step is achieved using linear interpolation (or an unscaled uniform kernel). In the kernel equating (KE) process, this continuization process involves Gaussian kernel smoothing. It has been suggested that the choice of bandwidth in kernel smoothing controls the trade-off between variance and bias. In the literature on estimating density functions using kernels, it has also been suggested that the weight of the kernel depends on the sample size, and therefore, the resulting continuous distribution exhibits bias at the endpoints, where the samples are usually smaller. The purpose of this article is (a) to explore the potential effects of atypical scores (spikes) at the extreme ends (high and low) on the KE method in distributions with different degrees of asymmetry using the randomly equivalent groups equating design (Study I), and (b) to introduce the Epanechnikov and adaptive kernels as potential alternative approaches to reducing boundary bias in smoothing (Study II). The beta-binomial model is used to simulate observed scores reflecting a range of different skewed shapes.

What influences participation in genetic carrier testing? Results from a discrete choice experiment.

PubMed

Hall, Jane; Fiebig, Denzil G; King, Madeleine T; Hossain, Ishrat; Louviere, Jordan J

2006-05-01

This study explores factors that influence participation in genetic testing programs and the acceptance of multiple tests. Tay Sachs and cystic fibrosis are both genetically determined recessive disorders with differing severity, treatment availability, and prevalence in different population groups. We used a discrete choice experiment with a general community and an Ashkenazi Jewish sample; data were analysed using multinomial logit with random coefficients. Although Jewish respondents were more likely to be tested, both groups seem to be making very similar tradeoffs across attributes when they make genetic testing choices.

Discrete Dynamics Lab

NASA Astrophysics Data System (ADS)

Wuensche, Andrew

DDLab is interactive graphics software for creating, visualizing, and analyzing many aspects of Cellular Automata, Random Boolean Networks, and Discrete Dynamical Networks in general and studying their behavior, both from the time-series perspective — space-time patterns, and from the state-space perspective — attractor basins. DDLab is relevant to research, applications, and education in the fields of complexity, self-organization, emergent phenomena, chaos, collision-based computing, neural networks, content addressable memory, genetic regulatory networks, dynamical encryption, generative art and music, and the study of the abstract mathematical/physical/dynamical phenomena in their own right.

A discrete model on Sierpinski gasket substrate for a conserved current equation with a conservative noise

NASA Astrophysics Data System (ADS)

Kim, Dae Ho; Kim, Jin Min

2012-09-01

A conserved discrete model on the Sierpinski gasket substrate is studied. The interface width W in the model follows the Family-Vicsek dynamic scaling form with growth exponent β ≈ 0.0542, roughness exponent α ≈ 0.240 and dynamic exponent z ≈ 4.42. They satisfy a scaling relation α + z = 2zrw, where zrw is the random walk exponent of the fractal substrate. Also, they are in a good agreement with the predicted values of a fractional Langevin equation \\frac{\\partial h}{\\partial t}={\

Distribution-dependent robust linear optimization with applications to inventory control

PubMed Central

Kang, Seong-Cheol; Brisimi, Theodora S.

2014-01-01

This paper tackles linear programming problems with data uncertainty and applies it to an important inventory control problem. Each element of the constraint matrix is subject to uncertainty and is modeled as a random variable with a bounded support. The classical robust optimization approach to this problem yields a solution with guaranteed feasibility. As this approach tends to be too conservative when applications can tolerate a small chance of infeasibility, one would be interested in obtaining a less conservative solution with a certain probabilistic guarantee of feasibility. A robust formulation in the literature produces such a solution, but it does not use any distributional information on the uncertain data. In this work, we show that the use of distributional information leads to an equally robust solution (i.e., under the same probabilistic guarantee of feasibility) but with a better objective value. In particular, by exploiting distributional information, we establish stronger upper bounds on the constraint violation probability of a solution. These bounds enable us to “inject” less conservatism into the formulation, which in turn yields a more cost-effective solution (by 50% or more in some numerical instances). To illustrate the effectiveness of our methodology, we consider a discrete-time stochastic inventory control problem with certain quality of service constraints. Numerical tests demonstrate that the use of distributional information in the robust optimization of the inventory control problem results in 36%–54% cost savings, compared to the case where such information is not used. PMID:26347579

Microtubules as mechanical force sensors.

PubMed

Karafyllidis, Ioannis G; Lagoudas, Dimitris C

2007-03-01

Microtubules are polymers of tubulin subunits (dimers) arranged on a hexagonal lattice. Each tubulin dimer comprises two monomers, the alpha-tubulin and beta-tubulin, and can be found in two states. In the first state a mobile negative charge is located into the alpha-tubulin monomer and in the second into the beta-tubulin monomer. Each tubulin dimer is modeled as an electrical dipole coupled to its neighbors by electrostatic forces. The location of the mobile charge in each dimer depends on the location of the charges in the dimer's neighborhood. Mechanical forces that act on the microtubule affect the distances between the dimers and alter the electrostatic potential. Changes in this potential affect the mobile negative charge location in each dimer and the charge distribution in the microtubule. The net effect is that mechanical forces affect the charge distribution in microtubules. We propose to exploit this effect and use microtubules as mechanical force sensors. We model each dimer as a two-state quantum system and, following the quantum computation paradigm, we use discrete quantum random walk on the hexagonal microtubule lattice to determine the charge distribution. Different forces applied on the microtubule are modeled as different coin biases leading to different probability distributions of the quantum walker location, which are directly connected to different charge distributions. Simulation results show that there is a strong indication that microtubules can be used as mechanical force sensors and that they can also detect the force directions and magnitudes.

Probabilistic finite elements for transient analysis in nonlinear continua

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Mani, A.

1985-01-01

The probabilistic finite element method (PFEM), which is a combination of finite element methods and second-moment analysis, is formulated for linear and nonlinear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second-moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in nonlinear continua. The accuracy and efficiency of the method is demonstrated by application to a one-dimensional, elastic/plastic wave propagation problem. The moments calculated compare favorably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.

Rocket engine system reliability analyses using probabilistic and fuzzy logic techniques

NASA Technical Reports Server (NTRS)

Hardy, Terry L.; Rapp, Douglas C.

1994-01-01

The reliability of rocket engine systems was analyzed by using probabilistic and fuzzy logic techniques. Fault trees were developed for integrated modular engine (IME) and discrete engine systems, and then were used with the two techniques to quantify reliability. The IRRAS (Integrated Reliability and Risk Analysis System) computer code, developed for the U.S. Nuclear Regulatory Commission, was used for the probabilistic analyses, and FUZZYFTA (Fuzzy Fault Tree Analysis), a code developed at NASA Lewis Research Center, was used for the fuzzy logic analyses. Although both techniques provided estimates of the reliability of the IME and discrete systems, probabilistic techniques emphasized uncertainty resulting from randomness in the system whereas fuzzy logic techniques emphasized uncertainty resulting from vagueness in the system. Because uncertainty can have both random and vague components, both techniques were found to be useful tools in the analysis of rocket engine system reliability.

Impact of random discrete dopant in extension induced fluctuation in gate-source/drain underlap FinFET

NASA Astrophysics Data System (ADS)

Wang, Yijiao; Huang, Peng; Xin, Zheng; Zeng, Lang; Liu, Xiaoyan; Du, Gang; Kang, Jinfeng

2014-01-01

In this work, three dimensional technology computer-aided design (TCAD) simulations are performed to investigate the impact of random discrete dopant (RDD) including extension induced fluctuation in 14 nm silicon-on-insulator (SOI) gate-source/drain (G-S/D) underlap fin field effect transistor (FinFET). To fully understand the RDD impact in extension, RDD effect is evaluated in channel and extension separately and together. The statistical variability of FinFET performance parameters including threshold voltage (Vth), subthreshold slope (SS), drain induced barrier lowering (DIBL), drive current (Ion), and leakage current (Ioff) are analyzed. The results indicate that RDD in extension can lead to substantial variability, especially for SS, DIBL, and Ion and should be taken into account together with that in channel to get an accurate estimation on RDF. Meanwhile, higher doping concentration of extension region is suggested from the perspective of overall variability control.

Detecting dynamical changes in time series by using the Jensen Shannon divergence

NASA Astrophysics Data System (ADS)

Mateos, D. M.; Riveaud, L. E.; Lamberti, P. W.

2017-08-01

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.

Influence of macular pigment optical density spatial distribution on intraocular scatter.

PubMed

Putnam, Christopher M; Bland, Pauline J; Bassi, Carl J

This study evaluated the summed measures of macular pigment optical density (MPOD) spatial distribution and their effects on intraocular scatter using a commercially available device (C-Quant, Oculus, USA). A customized heterochromatic flicker photometer (cHFP) device was used to measure MPOD spatial distribution across the central 16° using a 1° stimulus. MPOD was calculated as a discrete measure and summed measures across the central 1°, 3.3°, 10° and 16° diameters. Intraocular scatter was determined as a mean of 5 trials in which reliability and repeatability measures were met using the C-Quant. MPOD spatial distribution maps were constructed and the effects of both discrete and summed values on intraocular scatter were examined. Spatial mapping identified mean values for discrete MPOD [0.32 (s.d.=0.08)], MPOD summed across central 1° [0.37 (s.d.=0.11)], MPOD summed across central 3.3° [0.85 (s.d.=0.20)], MPOD summed across central 10° [1.60 (s.d.=0.35)] and MPOD summed across central 16° [1.78 (s.d.=0.39)]. Mean intraocular scatter was 0.83 (s.d.=0.16) log units. While there were consistent trends for an inverse relationship between MPOD and scatter, these relationships were not statistically significant. Correlations between the highest and lowest quartiles of MPOD within the central 1° were near significance. While there was an overall trend of decreased intraocular forward scatter with increased MPOD consistent with selective short wavelength visible light attenuation, neither discrete nor summed values of MPOD significantly influence intraocular scatter as measured by the C-Quant device. Published by Elsevier España, S.L.U.

Distinguishing between Binomial, Hypergeometric and Negative Binomial Distributions

ERIC Educational Resources Information Center

Wroughton, Jacqueline; Cole, Tarah

2013-01-01

Recognizing the differences between three discrete distributions (Binomial, Hypergeometric and Negative Binomial) can be challenging for students. We present an activity designed to help students differentiate among these distributions. In addition, we present assessment results in the form of pre- and post-tests that were designed to assess the…

Fast Multilevel Solvers for a Class of Discrete Fourth Order Parabolic Problems

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

Zheng, Bin; Chen, Luoping; Hu, Xiaozhe

2016-03-05

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigatemore » the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.« less

Discrete-time Markovian stochastic Petri nets

NASA Technical Reports Server (NTRS)

Ciardo, Gianfranco

1995-01-01

We revisit and extend the original definition of discrete-time stochastic Petri nets, by allowing the firing times to have a 'defective discrete phase distribution'. We show that this formalism still corresponds to an underlying discrete-time Markov chain. The structure of the state for this process describes both the marking of the Petri net and the phase of the firing time for each transition, resulting in a large state space. We then modify the well-known power method to perform a transient analysis even when the state space is infinite, subject to the condition that only a finite number of states can be reached in a finite amount of time. Since the memory requirements might still be excessive, we suggest a bounding technique based on truncation.

Discrete control of linear distributed systems with application to the deformable primary mirror of a large orbiting telescope. Ph.D. Thesis - Rhode Island Univ.

NASA Technical Reports Server (NTRS)

Creedon, J. F.

1970-01-01

The results are presented of a detailed study of the discrete control of linear distributed systems with specific application to the design of a practical controller for a plant representative of a telescope primary mirror for an orbiting astronomical observatory. The problem of controlling the distributed plant is treated by employing modal techniques to represent variations in the optical figure. Distortion of the mirror surface, which arises primarily from thermal gradients, is countered by actuators working against a backing structure to apply a corrective force distribution to the controlled surface. Each displacement actuator is in series with a spring attached to the mirror by means of a pad intentionally introduced to restrict the excitation of high-order modes. Control is exerted over a finite number of the most significant modes.

Theory of quantized systems: formal basis for DEVS/HLA distributed simulation environment

NASA Astrophysics Data System (ADS)

Zeigler, Bernard P.; Lee, J. S.

1998-08-01

In the context of a DARPA ASTT project, we are developing an HLA-compliant distributed simulation environment based on the DEVS formalism. This environment will provide a user- friendly, high-level tool-set for developing interoperable discrete and continuous simulation models. One application is the study of contract-based predictive filtering. This paper presents a new approach to predictive filtering based on a process called 'quantization' to reduce state update transmission. Quantization, which generates state updates only at quantum level crossings, abstracts a sender model into a DEVS representation. This affords an alternative, efficient approach to embedding continuous models within distributed discrete event simulations. Applications of quantization to message traffic reduction are discussed. The theory has been validated by DEVSJAVA simulations of test cases. It will be subject to further test in actual distributed simulations using the DEVS/HLA modeling and simulation environment.

A Hermite-based lattice Boltzmann model with artificial viscosity for compressible viscous flows

NASA Astrophysics Data System (ADS)

Qiu, Ruofan; Chen, Rongqian; Zhu, Chenxiang; You, Yancheng

2018-05-01

A lattice Boltzmann model on Hermite basis for compressible viscous flows is presented in this paper. The model is developed in the framework of double-distribution-function approach, which has adjustable specific-heat ratio and Prandtl number. It contains a density distribution function for the flow field and a total energy distribution function for the temperature field. The equilibrium distribution function is determined by Hermite expansion, and the D3Q27 and D3Q39 three-dimensional (3D) discrete velocity models are used, in which the discrete velocity model can be replaced easily. Moreover, an artificial viscosity is introduced to enhance the model for capturing shock waves. The model is tested through several cases of compressible flows, including 3D supersonic viscous flows with boundary layer. The effect of artificial viscosity is estimated. Besides, D3Q27 and D3Q39 models are further compared in the present platform.

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

The partition function of the Bures ensemble as the τ-function of BKP and DKP hierarchies: continuous and discrete

NASA Astrophysics Data System (ADS)

Hu, Xing-Biao; Li, Shi-Hao

2017-07-01

The relationship between matrix integrals and integrable systems was revealed more than 20 years ago. As is known, matrix integrals over a Gaussian ensemble used in random matrix theory could act as the τ-function of several hierarchies of integrable systems. In this article, we will show that the time-dependent partition function of the Bures ensemble, whose measure has many interesting geometric properties, could act as the τ-function of BKP and DKP hierarchies. In addition, if discrete time variables are introduced, then this partition function could act as the τ-function of discrete BKP and DKP hierarchies. In particular, there are some links between the partition function of the Bures ensemble and Toda-type equations.

Method of preparing composite superconducting wire

DOEpatents

Verhoeven, John D.; Gibson, Edwin D.; Finnemore, Douglas K.; Ostenson, Jerome E.; Schmidt, Frederick A.; Owen, Charles V.

1985-08-06

An improved method of preparing composite multifilament superconducting wire of Nb.sub.3 Sn in a copper matrix which eliminates the necessity of coating the drawn wire with tin. A generalized cylindrical billet of an alloy of copper containing at least 15 weight percent niobium, present in the copper as discrete, randomly distributed and oriented dendritic-shaped particles, is provided with at least one longitudinal opening which is filled with tin to form a composite drawing rod. The drawing rod is then drawn to form a ductile composite multifilament wire containing a filament of tin. The ductile wire containing the tin can then be wound into magnet coils or other devices before heating to diffuse the tin through the wire to react with the niobium forming Nb.sub.3 Sn. Also described is an improved method for making large billets of the copper-niobium alloy by consumable-arc casting.

Mode switching in volcanic seismicity: El Hierro 2011-2013

NASA Astrophysics Data System (ADS)

Roberts, Nick S.; Bell, Andrew F.; Main, Ian G.

2016-05-01

The Gutenberg-Richter b value is commonly used in volcanic eruption forecasting to infer material or mechanical properties from earthquake distributions. Such studies typically analyze discrete time windows or phases, but the choice of such windows is subjective and can introduce significant bias. Here we minimize this sample bias by iteratively sampling catalogs with randomly chosen windows and then stack the resulting probability density functions for the estimated b>˜ value to determine a net probability density function. We examine data from the El Hierro seismic catalog during a period of unrest in 2011-2013 and demonstrate clear multimodal behavior. Individual modes are relatively stable in time, but the most probable b>˜ value intermittently switches between modes, one of which is similar to that of tectonic seismicity. Multimodality is primarily associated with intermittent activation and cessation of activity in different parts of the volcanic system rather than with respect to any systematic inferred underlying process.

A New TS Algorithm for Solving Low-Carbon Logistics Vehicle Routing Problem with Split Deliveries by Backpack-From a Green Operation Perspective.

PubMed

Xia, Yangkun; Fu, Zhuo; Tsai, Sang-Bing; Wang, Jiangtao

2018-05-10

In order to promote the development of low-carbon logistics and economize logistics distribution costs, the vehicle routing problem with split deliveries by backpack is studied. With the help of the model of classical capacitated vehicle routing problem, in this study, a form of discrete split deliveries was designed in which the customer demand can be split only by backpack. A double-objective mathematical model and the corresponding adaptive tabu search (TS) algorithm were constructed for solving this problem. By embedding the adaptive penalty mechanism, and adopting the random neighborhood selection strategy and reinitialization principle, the global optimization ability of the new algorithm was enhanced. Comparisons with the results in the literature show the effectiveness of the proposed algorithm. The proposed method can save the costs of low-carbon logistics and reduce carbon emissions, which is conducive to the sustainable development of low-carbon logistics.

Numerical simulation and parametric analysis of selective laser melting process of AlSi10Mg powder

NASA Astrophysics Data System (ADS)

Pei, Wei; Zhengying, Wei; Zhen, Chen; Junfeng, Li; Shuzhe, Zhang; Jun, Du

2017-08-01

A three-dimensional numerical model was developed to investigate effects of laser scanning speed, laser power, and hatch spacing on the thermodynamic behaviors of the molten pool during selective laser melting of AlSi10Mg powder. A randomly distributed packed powder bed was achieved using discrete element method (DEM). The powder bed can be treated as a porous media with interconnected voids in the simulation. A good agreement between numerical results and experimental results establish the validity of adopted method. The numerical results show that the Marangoni flow within the molten pool was significantly affected by the processing parameters. An intense Marangoni flow leads to a perturbation within the molten pool. In addition, a relatively high scanning speed tends to cause melt instability. The perturbation or the instability within the molten pool results in the formation of pores during SLM, which have a direct influence on the densification level.

Modeling Citation Networks Based on Vigorousness and Dormancy

NASA Astrophysics Data System (ADS)

Wang, Xue-Wen; Zhang, Li-Jie; Yang, Guo-Hong; Xu, Xin-Jian

2013-08-01

In citation networks, the activity of papers usually decreases with age and dormant papers may be discovered and become fashionable again. To model this phenomenon, a competition mechanism is suggested which incorporates two factors: vigorousness and dormancy. Based on this idea, a citation network model is proposed, in which a node has two discrete stage: vigorous and dormant. Vigorous nodes can be deactivated and dormant nodes may be activated and become vigorous. The evolution of the network couples addition of new nodes and state transitions of old ones. Both analytical calculation and numerical simulation show that the degree distribution of nodes in generated networks displays a good right-skewed behavior. Particularly, scale-free networks are obtained as the deactivated vertex is target selected and exponential networks are realized for the random-selected case. Moreover, the measurement of four real-world citation networks achieves a good agreement with the stochastic model.

Stochastic Dynamics through Hierarchically Embedded Markov Chains

NASA Astrophysics Data System (ADS)

Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.

2017-02-01

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Random Evolutionary Dynamics Driven by Fitness and House-of-Cards Mutations: Sampling Formulae

NASA Astrophysics Data System (ADS)

Huillet, Thierry E.

2017-07-01

We first revisit the multi-allelic mutation-fitness balance problem, especially when mutations obey a house of cards condition, where the discrete-time deterministic evolutionary dynamics of the allelic frequencies derives from a Shahshahani potential. We then consider multi-allelic Wright-Fisher stochastic models whose deviation to neutrality is from the Shahshahani mutation/selection potential. We next focus on the weak selection, weak mutation cases and, making use of a Gamma calculus, we compute the normalizing partition functions of the invariant probability densities appearing in their Wright-Fisher diffusive approximations. Using these results, generalized Ewens sampling formulae (ESF) from the equilibrium distributions are derived. We start treating the ESF in the mixed mutation/selection potential case and then we restrict ourselves to the ESF in the simpler house-of-cards mutations only situation. We also address some issues concerning sampling problems from infinitely-many alleles weak limits.

Simulation study on discrete charge effects of SiNW biosensors according to bound target position using a 3D TCAD simulator.

PubMed

Chung, In-Young; Jang, Hyeri; Lee, Jieun; Moon, Hyunggeun; Seo, Sung Min; Kim, Dae Hwan

2012-02-17

We introduce a simulation method for the biosensor environment which treats the semiconductor and the electrolyte region together, using the well-established semiconductor 3D TCAD simulator tool. Using this simulation method, we conduct electrostatic simulations of SiNW biosensors with a more realistic target charge model where the target is described as a charged cube, randomly located across the nanowire surface, and analyze the Coulomb effect on the SiNW FET according to the position and distribution of the target charges. The simulation results show the considerable variation in the SiNW current according to the bound target positions, and also the dependence of conductance modulation on the polarity of target charges. This simulation method and the results can be utilized for analysis of the properties and behavior of the biosensor device, such as the sensing limit or the sensing resolution.

Contribution of Small-Scale Correlated Fluctuations of Microstructural Properties of a Spatially Extended Geophysical Target Under the Assessment of Radar Backscatter

NASA Technical Reports Server (NTRS)

Yurchak, Boris S.

2010-01-01

The study of the collective effects of radar scattering from an aggregation of discrete scatterers randomly distributed in a space is important for better understanding the origin of the backscatter from spatially extended geophysical targets (SEGT). We consider the microstructure irregularities of a SEGT as the essential factor that affect radar backscatter. To evaluate their contribution this study uses the "slice" approach: particles close to the front of incident radar wave are considered to reflect incident electromagnetic wave coherently. The radar equation for a SEGT is derived. The equation includes contributions to the total backscatter from correlated small-scale fluctuations of the slice's reflectivity. The correlation contribution changes in accordance with an earlier proposed idea by Smith (1964) based on physical consideration. The slice approach applied allows parameterizing the features of the SEGT's inhomogeneities.

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

PubMed

Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

2017-02-03

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Gravitational Lensing Effect on the Two-Point Correlation of Hot Spots in the Cosmic Microwave Background.

PubMed

Takada; Komatsu; Futamase

2000-04-20

We investigate the weak gravitational lensing effect that is due to the large-scale structure of the universe on two-point correlations of local maxima (hot spots) in the two-dimensional sky map of the cosmic microwave background (CMB) anisotropy. According to the Gaussian random statistics, as most inflationary scenarios predict, the hot spots are discretely distributed, with some characteristic angular separations on the last scattering surface that are due to oscillations of the CMB angular power spectrum. The weak lensing then causes pairs of hot spots, which are separated with the characteristic scale, to be observed with various separations. We found that the lensing fairly smooths out the oscillatory features of the two-point correlation function of hot spots. This indicates that the hot spot correlations can be a new statistical tool for measuring the shape and normalization of the power spectrum of matter fluctuations from the lensing signatures.

Improved method of preparing composite superconducting wire

DOEpatents

Verhoeven, J.D.; Gibson, E.D.; Finnemore, D.K.; Ostenson, J.E.; Schmidt, F.A.; Owen, C.V.

1979-10-17

An improved method of preparing composite multifilament superconducting wire of Nb/sub 3/Sn in a copper matrix eliminates the necessity of coating the drawn wire with tin. A generalized cylindrical billet of an alloy of copper containing at least 15 weight percent niobium, present in the copper as discrete, randomly distributed and oriented dendritic-shaped particles, is provided with at least one longitudinal opening which is filled with tin to form a composite drawing rod. The drawing rod is then drawn to form a ductile composite multifilament wire containing a filament of tin. The ductile wire containing the tin can then be wound into magnet coils or other devices before heating to diffuse the tin through the wire to react with the niobium forming Nb/sub 3/Sn. Also described is an improved method for making large billets of the copper-niobium alloy by consumable-arc casting.

Spatial and temporal variability of microgeographic genetic structure in white-tailed deer

USGS Publications Warehouse

Scribner, Kim T.; Smith, Michael H.; Chesser, Ronald K.

1997-01-01

Techniques are described that define contiguous genetic subpopulations of white-tailed deer (Odocoileus virginianus) based on the spatial dispersion of 4,749 individuals that possessed discrete character values (alleles or genotypes) during each of 6 years (1974-1979). White-tailed deer were not uniformly distributed in space, but exhibited considerable spatial genetic structuring. Significant non-random clusters of individuals were documented during each year based on specific alleles and genotypes at the Sdh locus. Considerable temporal variation was observed in the position and genetic composition of specific clusters, which reflected changes in allele frequency in small geographic areas. The position of clusters did not consistently correspond with traditional management boundaries based on major discontinuities in habitat (swamp versus upland) and hunt compartments that were defined by roads and streams. Spatio-temporal stability of observed genetic contiguous clusters was interpreted relative to method and intensity of harvest, movements, and breeding ecology.

Discrete-to-continuous transition in quantum phase estimation

NASA Astrophysics Data System (ADS)

Rządkowski, Wojciech; Demkowicz-Dobrzański, Rafał

2017-09-01

We analyze the problem of quantum phase estimation in which the set of allowed phases forms a discrete N -element subset of the whole [0 ,2 π ] interval, φn=2 π n /N , n =0 ,⋯,N -1 , and study the discrete-to-continuous transition N →∞ for various cost functions as well as the mutual information. We also analyze the relation between the problems of phase discrimination and estimation by considering a step cost function of a given width σ around the true estimated value. We show that in general a direct application of the theory of covariant measurements for a discrete subgroup of the U(1 ) group leads to suboptimal strategies due to an implicit requirement of estimating only the phases that appear in the prior distribution. We develop the theory of subcovariant measurements to remedy this situation and demonstrate truly optimal estimation strategies when performing a transition from discrete to continuous phase estimation.

RINGMesh: A programming library for developing mesh-based geomodeling applications

NASA Astrophysics Data System (ADS)

Pellerin, Jeanne; Botella, Arnaud; Bonneau, François; Mazuyer, Antoine; Chauvin, Benjamin; Lévy, Bruno; Caumon, Guillaume

2017-07-01

RINGMesh is a C++ open-source programming library for manipulating discretized geological models. It is designed to ease the development of applications and workflows that use discretized 3D models. It is neither a geomodeler, nor a meshing software. RINGMesh implements functionalities to read discretized surface-based or volumetric structural models and to check their validity. The models can be then exported in various file formats. RINGMesh provides data structures to represent geological structural models, either defined by their discretized boundary surfaces, and/or by discretized volumes. A programming interface allows to develop of new geomodeling methods, and to plug in external software. The goal of RINGMesh is to help researchers to focus on the implementation of their specific method rather than on tedious tasks common to many applications. The documented code is open-source and distributed under the modified BSD license. It is available at https://www.ring-team.org/index.php/software/ringmesh.

Modeling the spatially dynamic distribution of humans in the Oregon (USA) coast range.

Treesearch

Jeffrey D. Kline; David L. Azuma; Alissa Moses

2003-01-01

A common approach to land use change analyses in multidisciplinary landscape-level studies is to delineate discrete forest and non-forest or urban and non-urban land use categories to serve as inputs into sets of integrated sub-models describing socioeconomic and ecological processes. Such discrete land use categories, however, may be inappropriate when the...

On the putative essential discreteness of q-generalized entropies

NASA Astrophysics Data System (ADS)

Plastino, A.; Rocca, M. C.

2017-12-01

It has been argued in Abe (2010), entitled Essential discreteness in generalized thermostatistics with non-logarithmic entropy, that ;continuous Hamiltonian systems with long-range interactions and the so-called q-Gaussian momentum distributions are seen to be outside the scope of non-extensive statistical mechanics;. The arguments are clever and appealing. We show here that, however, some mathematical subtleties render them unconvincing.

Identification of Novel Growth Regulators in Plant Populations Expressing Random Peptides1[OPEN

PubMed Central

Bao, Zhilong; Clancy, Maureen A.

2017-01-01

The use of chemical genomics approaches allows the identification of small molecules that integrate into biological systems, thereby changing discrete processes that influence growth, development, or metabolism. Libraries of chemicals are applied to living systems, and changes in phenotype are observed, potentially leading to the identification of new growth regulators. This work describes an approach that is the nexus of chemical genomics and synthetic biology. Here, each plant in an extensive population synthesizes a unique small peptide arising from a transgene composed of a randomized nucleic acid sequence core flanked by translational start, stop, and cysteine-encoding (for disulfide cyclization) sequences. Ten and 16 amino acid sequences, bearing a core of six and 12 random amino acids, have been synthesized in Arabidopsis (Arabidopsis thaliana) plants. Populations were screened for phenotypes from the seedling stage through senescence. Dozens of phenotypes were observed in over 2,000 plants analyzed. Ten conspicuous phenotypes were verified through separate transformation and analysis of multiple independent lines. The results indicate that these populations contain sequences that often influence discrete aspects of plant biology. Novel peptides that affect photosynthesis, flowering, and red light response are described. The challenge now is to identify the mechanistic integrations of these peptides into biochemical processes. These populations serve as a new tool to identify small molecules that modulate discrete plant functions that could be produced later in transgenic plants or potentially applied exogenously to impart their effects. These findings could usher in a new generation of agricultural growth regulators, herbicides, or defense compounds. PMID:28807931

Direct molecular identification of Trypanosoma cruzi discrete typing units in domestic and peridomestic Triatoma infestans and Triatoma sordida from the Argentine Chaco.

PubMed

Maffey, L; Cardinal, M V; Ordóñez-Krasnowski, P C; Lanati, L A; Lauricella, M A; Schijman, A G; Gürtler, R E

2012-10-01

We assessed the distribution of Trypanosoma cruzi Discrete Typing Units (DTUs) in domestic and peridomestic Triatoma infestans and Triatoma sordida specimens collected in a well-defined rural area in Pampa del Indio, northeastern Argentina. Microscopically-positive bugs were randomly selected with a multi-level sampling design, and DTUs were identified using direct PCR strategies. TcVI predominated in 61% of 69 T. infestans and in 56% of 9 T. sordida. TcV was the secondary DTU in T. infestans (16%) and was found in 1 T. sordida specimen (11%). Three T. sordida (33%) were found infected with TcI, a DTU also identified in local Didelphis albiventris opossums. Mixed DTU infections occurred rarely (5%) and were detected both directly from the bugs' rectal ampoule and parasite cultures. The identified DTUs and bug collection sites of T. infestans were significantly associated. Bugs infected with TcV were almost exclusively captured in domiciles whereas those with TcVI were found similarly in domiciles and peridomiciles. All mixed infections occurred in domiciles. TcV-infected bugs fed more often on humans than on dogs, whereas TcVI-infected bugs showed the reverse pattern. T. sordida is a probable sylvatic vector of TcI linked to D. albiventris, and could represent a secondary vector of TcVI and TcV in the domestic/peridomestic cycle.

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

Direct molecular identification of Trypanosoma cruzi Discrete Typing Units in domestic and peridomestic Triatoma infestans and Triatoma sordida from the Argentine Chaco

PubMed Central

MAFFEY, L.; CARDINAL, M.V.; ORDÓÑEZ-KRASNOWSKI, P.C.; LANATI, L.A.; LAURICELLA, M.A.; SCHIJMAN, A.G.; GÜRTLER, R.E.

2013-01-01

SUMMARY We assessed the distribution of Trypanosoma cruzi Discrete Typing Units (DTUs) in domestic and peridomestic Triatoma infestans and Triatoma sordida specimens collected in a well-defined rural area in Pampa del Indio, northeastern Argentina. Microscopically-positive bugs were randomly selected with a multi-level sampling design, and DTUs were identified using direct PCR strategies. TcVI predominated in 61% of 69 T. infestans and in 56% of 9 T. sordida. TcV was the secondary DTU in T. infestans (16%) and was found in one T. sordida specimen (11%). Three T. sordida (33%) were found infected with TcI, a DTU also identified in local Didelphis albiventris opossums. Mixed DTU infections occurred rarely (5%) and were detected both directly from the bugs’ rectal ampoule and parasite cultures. The identified DTUs and bug collection sites of T. infestans were significantly associated. Bugs infected with TcV were almost exclusively captured in domiciles whereas those with TcVI were found similarly in domiciles and peridomiciles. All mixed infections occurred in domiciles. TcV-infected bugs fed more often on humans than on dogs, whereas TcVI-infected bugs showed the reverse pattern. T. sordida is a probable sylvatic vector of TcI linked to D. albiventris, and could represent a secondary vector of TcVI and TcV in the domestic/peridomestic cycle. PMID:23036510

A stochastic convolution/superposition method with isocenter sampling to evaluate intrafraction motion effects in IMRT.

PubMed

Naqvi, Shahid A; D'Souza, Warren D

2005-04-01

Current methods to calculate dose distributions with organ motion can be broadly classified as "dose convolution" and "fluence convolution" methods. In the former, a static dose distribution is convolved with the probability distribution function (PDF) that characterizes the motion. However, artifacts are produced near the surface and around inhomogeneities because the method assumes shift invariance. Fluence convolution avoids these artifacts by convolving the PDF with the incident fluence instead of the patient dose. In this paper we present an alternative method that improves the accuracy, generality as well as the speed of dose calculation with organ motion. The algorithm starts by sampling an isocenter point from a parametrically defined space curve corresponding to the patient-specific motion trajectory. Then a photon is sampled in the linac head and propagated through the three-dimensional (3-D) collimator structure corresponding to a particular MLC segment chosen randomly from the planned IMRT leaf sequence. The photon is then made to interact at a point in the CT-based simulation phantom. Randomly sampled monoenergetic kernel rays issued from this point are then made to deposit energy in the voxels. Our method explicitly accounts for MLC-specific effects (spectral hardening, tongue-and-groove, head scatter) as well as changes in SSD with isocentric displacement, assuming that the body moves rigidly with the isocenter. Since the positions are randomly sampled from a continuum, there is no motion discretization, and the computation takes no more time than a static calculation. To validate our method, we obtained ten separate film measurements of an IMRT plan delivered on a phantom moving sinusoidally, with each fraction starting with a random phase. For 2 cm motion amplitude, we found that a ten-fraction average of the film measurements gave an agreement with the calculated infinite fraction average to within 2 mm in the isodose curves. The results also corroborate the existing notion that the interfraction dose variability due to the interplay between the MLC motion and breathing motion averages out over typical multifraction treatments. Simulation with motion waveforms more representative of real breathing indicate that the motion can produce penumbral spreading asymmetric about the static dose distributions. Such calculations can help a clinician decide to use, for example, a larger margin in the superior direction than in the inferior direction. In the paper we demonstrate that a 15 min run on a single CPU can readily illustrate the effect of a patient-specific breathing waveform, and can guide the physician in making informed decisions about margin expansion and dose escalation.

Discretization and Numerical Solution of a Plane Problem in the Mechanics of Interfacial Cracks

NASA Astrophysics Data System (ADS)

Khoroshun, L. P.

2017-01-01

The Fourier transform is used to reduce the linear plane problem of the tension of a body with an interfacial crack to a system of dual equations for the transformed stresses and, then, to a system of integro-differential equations for the difference of displacements of the crack faces. After discretization, this latter system transforms into a system of algebraic equations for displacements of the crack faces. The effect of the bielastic constant and the number of discretization points on the half-length of the crack faces and the distribution of stresses at the interface is studied

Fronts in extended systems of bistable maps coupled via convolutions

NASA Astrophysics Data System (ADS)

Coutinho, Ricardo; Fernandez, Bastien

2004-01-01

An analysis of front dynamics in discrete time and spatially extended systems with general bistable nonlinearity is presented. The spatial coupling is given by the convolution with distribution functions. It allows us to treat in a unified way discrete, continuous or partly discrete and partly continuous diffusive interactions. We prove the existence of fronts and the uniqueness of their velocity. We also prove that the front velocity depends continuously on the parameters of the system. Finally, we show that every initial configuration that is an interface between the stable phases propagates asymptotically with the front velocity.

Encoding dependence in Bayesian causal networks

USDA-ARS?s Scientific Manuscript database

Bayesian networks (BNs) represent complex, uncertain spatio-temporal dynamics by propagation of conditional probabilities between identifiable states with a testable causal interaction model. Typically, they assume random variables are discrete in time and space with a static network structure that ...

Real-time measurement of quality during the compaction of subgrade soils.

DOT National Transportation Integrated Search

2012-12-01

Conventional quality control of subgrade soils during their compaction is usually performed by monitoring moisture content and dry density at a few discrete locations. However, randomly selected points do not adequately represent the entire compacted...

Gaussian-modulated coherent-state measurement-device-independent quantum key distribution

NASA Astrophysics Data System (ADS)

Ma, Xiang-Chun; Sun, Shi-Hai; Jiang, Mu-Sheng; Gui, Ming; Liang, Lin-Mei

2014-04-01

Measurement-device-independent quantum key distribution (MDI-QKD), leaving the detection procedure to the third partner and thus being immune to all detector side-channel attacks, is very promising for the construction of high-security quantum information networks. We propose a scheme to implement MDI-QKD, but with continuous variables instead of discrete ones, i.e., with the source of Gaussian-modulated coherent states, based on the principle of continuous-variable entanglement swapping. This protocol not only can be implemented with current telecom components but also has high key rates compared to its discrete counterpart; thus it will be highly compatible with quantum networks.

Parallel discrete event simulation using shared memory

NASA Technical Reports Server (NTRS)

Reed, Daniel A.; Malony, Allen D.; Mccredie, Bradley D.

1988-01-01

With traditional event-list techniques, evaluating a detailed discrete-event simulation-model can often require hours or even days of computation time. By eliminating the event list and maintaining only sufficient synchronization to ensure causality, parallel simulation can potentially provide speedups that are linear in the numbers of processors. A set of shared-memory experiments, using the Chandy-Misra distributed-simulation algorithm, to simulate networks of queues is presented. Parameters of the study include queueing network topology and routing probabilities, number of processors, and assignment of network nodes to processors. These experiments show that Chandy-Misra distributed simulation is a questionable alternative to sequential-simulation of most queueing network models.

Modeling logistic performance in quantitative microbial risk assessment.

PubMed

Rijgersberg, Hajo; Tromp, Seth; Jacxsens, Liesbeth; Uyttendaele, Mieke

2010-01-01

In quantitative microbial risk assessment (QMRA), food safety in the food chain is modeled and simulated. In general, prevalences, concentrations, and numbers of microorganisms in media are investigated in the different steps from farm to fork. The underlying rates and conditions (such as storage times, temperatures, gas conditions, and their distributions) are determined. However, the logistic chain with its queues (storages, shelves) and mechanisms for ordering products is usually not taken into account. As a consequence, storage times-mutually dependent in successive steps in the chain-cannot be described adequately. This may have a great impact on the tails of risk distributions. Because food safety risks are generally very small, it is crucial to model the tails of (underlying) distributions as accurately as possible. Logistic performance can be modeled by describing the underlying planning and scheduling mechanisms in discrete-event modeling. This is common practice in operations research, specifically in supply chain management. In this article, we present the application of discrete-event modeling in the context of a QMRA for Listeria monocytogenes in fresh-cut iceberg lettuce. We show the potential value of discrete-event modeling in QMRA by calculating logistic interventions (modifications in the logistic chain) and determining their significance with respect to food safety.

Discrete Gust Model for Launch Vehicle Assessments

NASA Technical Reports Server (NTRS)

Leahy, Frank B.

2008-01-01

Analysis of spacecraft vehicle responses to atmospheric wind gusts during flight is important in the establishment of vehicle design structural requirements and operational capability. Typically, wind gust models can be either a spectral type determined by a random process having a wide range of wavelengths, or a discrete type having a single gust of predetermined magnitude and shape. Classical discrete models used by NASA during the Apollo and Space Shuttle Programs included a 9 m/sec quasi-square-wave gust with variable wavelength from 60 to 300 m. A later study derived discrete gust from a military specification (MIL-SPEC) document that used a "1-cosine" shape. The MIL-SPEC document contains a curve of non-dimensional gust magnitude as a function of non-dimensional gust half-wavelength based on the Dryden spectral model, but fails to list the equation necessary to reproduce the curve. Therefore, previous studies could only estimate a value of gust magnitude from the curve, or attempt to fit a function to it. This paper presents the development of the MIL-SPEC curve, and provides the necessary information to calculate discrete gust magnitudes as a function of both gust half-wavelength and the desired probability level of exceeding a specified gust magnitude.

Simulating propagation of coherent light in random media using the Fredholm type integral equation

NASA Astrophysics Data System (ADS)

Kraszewski, Maciej; Pluciński, Jerzy

2017-06-01

Studying propagation of light in random scattering materials is important for both basic and applied research. Such studies often require usage of numerical method for simulating behavior of light beams in random media. However, if such simulations require consideration of coherence properties of light, they may become a complex numerical problems. There are well established methods for simulating multiple scattering of light (e.g. Radiative Transfer Theory and Monte Carlo methods) but they do not treat coherence properties of light directly. Some variations of these methods allows to predict behavior of coherent light but only for an averaged realization of the scattering medium. This limits their application in studying many physical phenomena connected to a specific distribution of scattering particles (e.g. laser speckle). In general, numerical simulation of coherent light propagation in a specific realization of random medium is a time- and memory-consuming problem. The goal of the presented research was to develop new efficient method for solving this problem. The method, presented in our earlier works, is based on solving the Fredholm type integral equation, which describes multiple light scattering process. This equation can be discretized and solved numerically using various algorithms e.g. by direct solving the corresponding linear equations system, as well as by using iterative or Monte Carlo solvers. Here we present recent development of this method including its comparison with well-known analytical results and a finite-difference type simulations. We also present extension of the method for problems of multiple scattering of a polarized light on large spherical particles that joins presented mathematical formalism with Mie theory.

Differential Weight Procedure of the Conditional P.D.F. Approach for Estimating the Operating Characteristics of Discrete Item Responses.

ERIC Educational Resources Information Center

Samejima, Fumiko

A method is proposed that increases the accuracies of estimation of the operating characteristics of discrete item responses, especially when the true operating characteristic is represented by a steep curve, and also at the lower and upper ends of the ability distribution where the estimation tends to be inaccurate because of the smaller number…

Adaptive Decision Making Using Probabilistic Programming and Stochastic Optimization

DTIC Science & Technology

2018-01-01

world optimization problems (and hence 16 Approved for Public Release (PA); Distribution Unlimited Pred. demand (uncertain; discrete ...simplify the setting, we further assume that the demands are discrete , taking on values d1, . . . , dk with probabilities (conditional on x) (pθ)i ≡ p...Tyrrell Rockafellar. Implicit functions and solution mappings. Springer Monogr. Math ., 2009. Anthony V Fiacco and Yo Ishizuka. Sensitivity and stability

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

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

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

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

Image encryption using random sequence generated from generalized information domain

NASA Astrophysics Data System (ADS)

Xia-Yan, Zhang; Guo-Ji, Zhang; Xuan, Li; Ya-Zhou, Ren; Jie-Hua, Wu

2016-05-01

A novel image encryption method based on the random sequence generated from the generalized information domain and permutation-diffusion architecture is proposed. The random sequence is generated by reconstruction from the generalized information file and discrete trajectory extraction from the data stream. The trajectory address sequence is used to generate a P-box to shuffle the plain image while random sequences are treated as keystreams. A new factor called drift factor is employed to accelerate and enhance the performance of the random sequence generator. An initial value is introduced to make the encryption method an approximately one-time pad. Experimental results show that the random sequences pass the NIST statistical test with a high ratio and extensive analysis demonstrates that the new encryption scheme has superior security.

A Bell-Curved Based Algorithm for Mixed Continuous and Discrete Structural Optimization

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.; Weber, Michael; Sobieszczanski-Sobieski, Jaroslaw

2001-01-01

An evolutionary based strategy utilizing two normal distributions to generate children is developed to solve mixed integer nonlinear programming problems. This Bell-Curve Based (BCB) evolutionary algorithm is similar in spirit to (mu + mu) evolutionary strategies and evolutionary programs but with fewer parameters to adjust and no mechanism for self adaptation. First, a new version of BCB to solve purely discrete optimization problems is described and its performance tested against a tabu search code for an actuator placement problem. Next, the performance of a combined version of discrete and continuous BCB is tested on 2-dimensional shape problems and on a minimum weight hub design problem. In the latter case the discrete portion is the choice of the underlying beam shape (I, triangular, circular, rectangular, or U).

A BASIC Program for Use in Teaching Population Dynamics.

ERIC Educational Resources Information Center

Kidd, N. A. C.

1984-01-01

Describes an interactive simulation model which can be used to demonstrate population growth with discrete or overlapping populations and the effects of random, constant, or density-dependent mortality. The program listing (for Commodore PET 4032 microcomputer) is included. (Author/DH)

Dislocation pileup as a representation of strain accumulation on a strike-slip fault

USGS Publications Warehouse

Savage, J.C.

2006-01-01

The conventional model of strain accumulation on a vertical transform fault is a discrete screw dislocation in an elastic half-space with the Burgers vector of the dislocation increasing at the rate of relative plate motion. It would be more realistic to replace that discrete dislocation by a dislocation distribution, presumably a pileup in which the individual dislocations are in equilibrium. The length of the pileup depends upon the applied stress and the amount of slip that has occurred at depth. I argue here that the dislocation pileup (the transition on the fault from no slip to slip at the full plate rate) occupies a substantial portion of the lithosphere thickness. A discrete dislocation at an adjustable depth can reproduce the surface deformation profile predicted by a pileup so closely that it will be difficult to distinguish between the two models. The locking depth (dislocation depth) of that discrete dislocation approximation is substantially (???30%) larger than that (depth to top of the pileup) in the pileup model. Thus, in inverting surface deformation data using the discrete dislocation model, the locking depth in the model should not be interpreted as the true locking depth. Although dislocation pileup models should provide a good explanation of the surface deformation near the fault trace, that explanation may not be adequate at greater distances from the fault trace because approximating the expected horizontally distributed deformation at subcrustal depths by uniform slip concentrated on the fault is not justified.

Effects of image charges, interfacial charge discreteness, and surface roughness on the zeta potential of spherical electric double layers.

PubMed

Gan, Zecheng; Xing, Xiangjun; Xu, Zhenli

2012-07-21

We investigate the effects of image charges, interfacial charge discreteness, and surface roughness on spherical electric double layer structures in electrolyte solutions with divalent counterions in the setting of the primitive model. By using Monte Carlo simulations and the image charge method, the zeta potential profile and the integrated charge distribution function are computed for varying surface charge strengths and salt concentrations. Systematic comparisons were carried out between three distinct models for interfacial charges: (1) SURF1 with uniform surface charges, (2) SURF2 with discrete point charges on the interface, and (3) SURF3 with discrete interfacial charges and finite excluded volume. By comparing the integrated charge distribution function and the zeta potential profile, we argue that the potential at the distance of one ion diameter from the macroion surface is a suitable location to define the zeta potential. In SURF2 model, we find that image charge effects strongly enhance charge inversion for monovalent interfacial charges, and strongly suppress charge inversion for multivalent interfacial charges. For SURF3, the image charge effect becomes much smaller. Finally, with image charges in action, we find that excluded volumes (in SURF3) suppress charge inversion for monovalent interfacial charges and enhance charge inversion for multivalent interfacial charges. Overall, our results demonstrate that all these aspects, i.e., image charges, interfacial charge discreteness, their excluding volumes, have significant impacts on zeta potentials of electric double layers.

Discrete distributed strain sensing of intelligent structures

NASA Technical Reports Server (NTRS)

Anderson, Mark S.; Crawley, Edward F.

1992-01-01

Techniques are developed for the design of discrete highly distributed sensor systems for use in intelligent structures. First the functional requirements for such a system are presented. Discrete spatially averaging strain sensors are then identified as satisfying the functional requirements. A variety of spatial weightings for spatially averaging sensors are examined, and their wave number characteristics are determined. Preferable spatial weightings are identified. Several numerical integration rules used to integrate such sensors in order to determine the global deflection of the structure are discussed. A numerical simulation is conducted using point and rectangular sensors mounted on a cantilevered beam under static loading. Gage factor and sensor position uncertainties are incorporated to assess the absolute error and standard deviation of the error in the estimated tip displacement found by numerically integrating the sensor outputs. An experiment is carried out using a statically loaded cantilevered beam with five point sensors. It is found that in most cases the actual experimental error is within one standard deviation of the absolute error as found in the numerical simulation.

Reduction of display artifacts by random sampling

NASA Technical Reports Server (NTRS)

Ahumada, A. J., Jr.; Nagel, D. C.; Watson, A. B.; Yellott, J. I., Jr.

1983-01-01

The application of random-sampling techniques to remove visible artifacts (such as flicker, moire patterns, and paradoxical motion) introduced in TV-type displays by discrete sequential scanning is discussed and demonstrated. Sequential-scanning artifacts are described; the window of visibility defined in spatiotemporal frequency space by Watson and Ahumada (1982 and 1983) and Watson et al. (1983) is explained; the basic principles of random sampling are reviewed and illustrated by the case of the human retina; and it is proposed that the sampling artifacts can be replaced by random noise, which can then be shifted to frequency-space regions outside the window of visibility. Vertical sequential, single-random-sequence, and continuously renewed random-sequence plotting displays generating 128 points at update rates up to 130 Hz are applied to images of stationary and moving lines, and best results are obtained with the single random sequence for the stationary lines and with the renewed random sequence for the moving lines.

Maximally random discrete-spin systems with symmetric and asymmetric interactions and maximally degenerate ordering

NASA Astrophysics Data System (ADS)

Atalay, Bora; Berker, A. Nihat

2018-05-01

Discrete-spin systems with maximally random nearest-neighbor interactions that can be symmetric or asymmetric, ferromagnetic or antiferromagnetic, including off-diagonal disorder, are studied, for the number of states q =3 ,4 in d dimensions. We use renormalization-group theory that is exact for hierarchical lattices and approximate (Migdal-Kadanoff) for hypercubic lattices. For all d >1 and all noninfinite temperatures, the system eventually renormalizes to a random single state, thus signaling q ×q degenerate ordering. Note that this is the maximally degenerate ordering. For high-temperature initial conditions, the system crosses over to this highly degenerate ordering only after spending many renormalization-group iterations near the disordered (infinite-temperature) fixed point. Thus, a temperature range of short-range disorder in the presence of long-range order is identified, as previously seen in underfrustrated Ising spin-glass systems. The entropy is calculated for all temperatures, behaves similarly for ferromagnetic and antiferromagnetic interactions, and shows a derivative maximum at the short-range disordering temperature. With a sharp immediate contrast of infinitesimally higher dimension 1 +ɛ , the system is as expected disordered at all temperatures for d =1 .

Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology.

PubMed

Allen, Edward J

2014-06-01

Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.

Forest Growth and Yield Models Viewed From a Different Perspective

Treesearch

Jeffery C. Goelz

2002-01-01

Typically, when different forms of growth and yield models are considered, they are grouped into convenient discrete classes. As a heuristic device, I chose to use a contrasting perspective, that all growth and yield models are diameter distribution models that merely differ in regard to which diameter distribution is employed and how the distribution is projected to...

Swarming Reconnaissance Using Unmanned Aerial Vehicles in a Parallel Discrete Event Simulation

DTIC Science & Technology

2004-03-01

60 4.3.1.4 Data Distribution Management . . . . . . . . . 60 4.3.1.5 Breathing Time Warp Algorithm/ Rolling Back . 61...58 BTW Breathing Time Warp . . . . . . . . . . . . . . . . . . . . . . . . . 59 DDM Data Distribution Management . . . . . . . . . . . . . . . . . . . . 60...events based on the 58 process algorithm. Data proxies/ distribution management is the vital portion of the SPEEDES im- plementation that allows objects

Estimation of Item Parameters and the GEM Algorithm.

ERIC Educational Resources Information Center

Tsutakawa, Robert K.

The models and procedures discussed in this paper are related to those presented in Bock and Aitkin (1981), where they considered the 2-parameter probit model and approximated a normally distributed prior distribution of abilities by a finite and discrete distribution. One purpose of this paper is to clarify the nature of the general EM (GEM)…

Using Comparison Data to Differentiate Categorical and Dimensional Data by Examining Factor Score Distributions: Resolving the Mode Problem

ERIC Educational Resources Information Center

Ruscio, John; Walters, Glenn D.

2009-01-01

Factor-analytic research is common in the study of constructs and measures in psychological assessment. Latent factors can represent traits as continuous underlying dimensions or as discrete categories. When examining the distributions of estimated scores on latent factors, one would expect unimodal distributions for dimensional data and bimodal…

Structure and Randomness of Continuous-Time, Discrete-Event Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Discrete linear canonical transforms based on dilated Hermite functions.

PubMed

Pei, Soo-Chang; Lai, Yun-Chiu

2011-08-01

Linear canonical transform (LCT) is very useful and powerful in signal processing and optics. In this paper, discrete LCT (DLCT) is proposed to approximate LCT by utilizing the discrete dilated Hermite functions. The Wigner distribution function is also used to investigate DLCT performances in the time-frequency domain. Compared with the existing digital computation of LCT, our proposed DLCT possess additivity and reversibility properties with no oversampling involved. In addition, the length of input/output signals will not be changed before and after the DLCT transformations, which is consistent with the time-frequency area-preserving nature of LCT; meanwhile, the proposed DLCT has very good approximation of continuous LCT.

Implementing ARFORGEN: Installation Capability and Feasibility Study of Meeting ARFORGEN Guidelines

DTIC Science & Technology

2007-07-26

aligning troop requirements with the Army’s new strategic mission, the force stabilization element of ARFORGEN was developed to raise the morale of...a discrete event simulation model developed for the project to mirror the reset process. The Unit Reset model is implemented in Java as a discrete...and transportation. Further, the typical installation support staff is manned by a Table of Distribution and Allowance ( TDA ) designed to

Improving Aircraft Refueling Procedures at Naval Air Station Oceana

DTIC Science & Technology

2012-06-01

Station (NAS) Oceana, VA, using aircraft waiting time for fuel as a measure of performance. We develop a computer-assisted discrete-event simulation to...Station (NAS) Oceana, VA, using aircraft waiting time for fuel as a measure of performance. We develop a computer-assisted discrete-event simulation...server queue, with general interarrival and service time distributions gpm Gallons per minute JDK Java development kit M/M/1 Single-server queue

Visualizing histopathologic deep learning classification and anomaly detection using nonlinear feature space dimensionality reduction.

PubMed

Faust, Kevin; Xie, Quin; Han, Dominick; Goyle, Kartikay; Volynskaya, Zoya; Djuric, Ugljesa; Diamandis, Phedias

2018-05-16

There is growing interest in utilizing artificial intelligence, and particularly deep learning, for computer vision in histopathology. While accumulating studies highlight expert-level performance of convolutional neural networks (CNNs) on focused classification tasks, most studies rely on probability distribution scores with empirically defined cutoff values based on post-hoc analysis. More generalizable tools that allow humans to visualize histology-based deep learning inferences and decision making are scarce. Here, we leverage t-distributed Stochastic Neighbor Embedding (t-SNE) to reduce dimensionality and depict how CNNs organize histomorphologic information. Unique to our workflow, we develop a quantitative and transparent approach to visualizing classification decisions prior to softmax compression. By discretizing the relationships between classes on the t-SNE plot, we show we can super-impose randomly sampled regions of test images and use their distribution to render statistically-driven classifications. Therefore, in addition to providing intuitive outputs for human review, this visual approach can carry out automated and objective multi-class classifications similar to more traditional and less-transparent categorical probability distribution scores. Importantly, this novel classification approach is driven by a priori statistically defined cutoffs. It therefore serves as a generalizable classification and anomaly detection tool less reliant on post-hoc tuning. Routine incorporation of this convenient approach for quantitative visualization and error reduction in histopathology aims to accelerate early adoption of CNNs into generalized real-world applications where unanticipated and previously untrained classes are often encountered.

The Faceted Discrete Growth and Phase Differentiation During the Directional Solidification of 20SiMnMo5 Steel

NASA Astrophysics Data System (ADS)

Ma, Xiaoping; Li, Dianzhong

2018-07-01

The microstructures, segregation and cooling curve were investigated in the directional solidification of 20SiMnMo5 steel. The typical characteristic of faceted growth is identified. The microstructures within the single cellular and within the single dendritic arm, together with the contradictive segregation distribution against the cooling curve, verify the discrete crystal growth in multi-scales. Not only the single cellular/dendritic arm but also the single martensite zone within the single cellular/dendritic arm is produced by the discrete growth. In the viewpoint of segregation, the basic domain following continuous growth has not been revealed. Along with the multi-scale faceted discrete growth, the phase differentiation happens for both the solid and liquid. The differentiated liquid phases appear and evolve with different sizes, positions, compositions and durations. The physical mechanism for the faceted discrete growth is qualitatively established based on the nucleation of new faceted steps induced by the composition gradient and temperature gradient.

The Faceted Discrete Growth and Phase Differentiation During the Directional Solidification of 20SiMnMo5 Steel

NASA Astrophysics Data System (ADS)

Ma, Xiaoping; Li, Dianzhong

2018-03-01

The microstructures, segregation and cooling curve were investigated in the directional solidification of 20SiMnMo5 steel. The typical characteristic of faceted growth is identified. The microstructures within the single cellular and within the single dendritic arm, together with the contradictive segregation distribution against the cooling curve, verify the discrete crystal growth in multi-scales. Not only the single cellular/dendritic arm but also the single martensite zone within the single cellular/dendritic arm is produced by the discrete growth. In the viewpoint of segregation, the basic domain following continuous growth has not been revealed. Along with the multi-scale faceted discrete growth, the phase differentiation happens for both the solid and liquid. The differentiated liquid phases appear and evolve with different sizes, positions, compositions and durations. The physical mechanism for the faceted discrete growth is qualitatively established based on the nucleation of new faceted steps induced by the composition gradient and temperature gradient.

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

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

Chen, Hang, E-mail: hangchen@mit.edu; Thill, Peter; Cao, Jianshu

In biochemical systems, intrinsic noise may drive the system switch from one stable state to another. We investigate how kinetic switching between stable states in a bistable network is influenced by dynamic disorder, i.e., fluctuations in the rate coefficients. Using the geometric minimum action method, we first investigate the optimal transition paths and the corresponding minimum actions based on a genetic toggle switch model in which reaction coefficients draw from a discrete probability distribution. For the continuous probability distribution of the rate coefficient, we then consider two models of dynamic disorder in which reaction coefficients undergo different stochastic processes withmore » the same stationary distribution. In one, the kinetic parameters follow a discrete Markov process and in the other they follow continuous Langevin dynamics. We find that regulation of the parameters modulating the dynamic disorder, as has been demonstrated to occur through allosteric control in bistable networks in the immune system, can be crucial in shaping the statistics of optimal transition paths, transition probabilities, and the stationary probability distribution of the network.« less

A Critical Study of Agglomerated Multigrid Methods for Diffusion

NASA Technical Reports Server (NTRS)

Nishikawa, Hiroaki; Diskin, Boris; Thomas, James L.

2011-01-01

Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Convergence rates of multigrid cycles are verified with quantitative analysis methods in which parts of the two-grid cycle are replaced by their idealized counterparts.

A Critical Study of Agglomerated Multigrid Methods for Diffusion

NASA Technical Reports Server (NTRS)

Thomas, James L.; Nishikawa, Hiroaki; Diskin, Boris

2009-01-01

Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and highly stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Actual cycle results are verified using quantitative analysis methods in which parts of the cycle are replaced by their idealized counterparts.

LiDAR based prediction of forest biomass using hierarchical models with spatially varying coefficients

USGS Publications Warehouse

Babcock, Chad; Finley, Andrew O.; Bradford, John B.; Kolka, Randall K.; Birdsey, Richard A.; Ryan, Michael G.

2015-01-01

Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both residual spatial dependence and non-stationarity of model covariates through the introduction of spatial random effects. We explored this objective using four forest inventory datasets that are part of the North American Carbon Program, each comprising point-referenced measures of above-ground forest biomass and discrete LiDAR. For each dataset, we considered at least five regression model specifications of varying complexity. Models were assessed based on goodness of fit criteria and predictive performance using a 10-fold cross-validation procedure. Results showed that the addition of spatial random effects to the regression model intercept improved fit and predictive performance in the presence of substantial residual spatial dependence. Additionally, in some cases, allowing either some or all regression slope parameters to vary spatially, via the addition of spatial random effects, further improved model fit and predictive performance. In other instances, models showed improved fit but decreased predictive performance—indicating over-fitting and underscoring the need for cross-validation to assess predictive ability. The proposed Bayesian modeling framework provided access to pixel-level posterior predictive distributions that were useful for uncertainty mapping, diagnosing spatial extrapolation issues, revealing missing model covariates, and discovering locally significant parameters.

Random vs. Combinatorial Methods for Discrete Event Simulation of a Grid Computer Network

NASA Technical Reports Server (NTRS)

Kuhn, D. Richard; Kacker, Raghu; Lei, Yu

2010-01-01

This study compared random and t-way combinatorial inputs of a network simulator, to determine if these two approaches produce significantly different deadlock detection for varying network configurations. Modeling deadlock detection is important for analyzing configuration changes that could inadvertently degrade network operations, or to determine modifications that could be made by attackers to deliberately induce deadlock. Discrete event simulation of a network may be conducted using random generation, of inputs. In this study, we compare random with combinatorial generation of inputs. Combinatorial (or t-way) testing requires every combination of any t parameter values to be covered by at least one test. Combinatorial methods can be highly effective because empirical data suggest that nearly all failures involve the interaction of a small number of parameters (1 to 6). Thus, for example, if all deadlocks involve at most 5-way interactions between n parameters, then exhaustive testing of all n-way interactions adds no additional information that would not be obtained by testing all 5-way interactions. While the maximum degree of interaction between parameters involved in the deadlocks clearly cannot be known in advance, covering all t-way interactions may be more efficient than using random generation of inputs. In this study we tested this hypothesis for t = 2, 3, and 4 for deadlock detection in a network simulation. Achieving the same degree of coverage provided by 4-way tests would have required approximately 3.2 times as many random tests; thus combinatorial methods were more efficient for detecting deadlocks involving a higher degree of interactions. The paper reviews explanations for these results and implications for modeling and simulation.

Investigating Patterns for Self-Induced Emotion Recognition from EEG Signals.

PubMed

Zhuang, Ning; Zeng, Ying; Yang, Kai; Zhang, Chi; Tong, Li; Yan, Bin

2018-03-12

Most current approaches to emotion recognition are based on neural signals elicited by affective materials such as images, sounds and videos. However, the application of neural patterns in the recognition of self-induced emotions remains uninvestigated. In this study we inferred the patterns and neural signatures of self-induced emotions from electroencephalogram (EEG) signals. The EEG signals of 30 participants were recorded while they watched 18 Chinese movie clips which were intended to elicit six discrete emotions, including joy, neutrality, sadness, disgust, anger and fear. After watching each movie clip the participants were asked to self-induce emotions by recalling a specific scene from each movie. We analyzed the important features, electrode distribution and average neural patterns of different self-induced emotions. Results demonstrated that features related to high-frequency rhythm of EEG signals from electrodes distributed in the bilateral temporal, prefrontal and occipital lobes have outstanding performance in the discrimination of emotions. Moreover, the six discrete categories of self-induced emotion exhibit specific neural patterns and brain topography distributions. We achieved an average accuracy of 87.36% in the discrimination of positive from negative self-induced emotions and 54.52% in the classification of emotions into six discrete categories. Our research will help promote the development of comprehensive endogenous emotion recognition methods.

Nucleation and growth of Y2O3 nanoparticles in a RF-ICTP reactor: a discrete sectional study based on CFD simulation supported with experiments

NASA Astrophysics Data System (ADS)

Dhamale, G. D.; Tak, A. K.; Mathe, V. L.; Ghorui, S.

2018-06-01

Synthesis of yttria (Y2O3) nanoparticles in an atmospheric pressure radiofrequency inductively coupled thermal plasma (RF-ICTP) reactor has been investigated using the discrete-sectional (DS) model of particle nucleation and growth with argon as the plasma gas. Thermal and fluid dynamic information necessary for the investigation have been extracted through rigorous computational fluid dynamic (CFD) study of the system with coupled electromagnetic equations under the extended field approach. The theoretical framework has been benchmarked against published data first, and then applied to investigate the nucleation and growth process of yttrium oxide nanoparticles in the plasma reactor using the discrete-sectional (DS) model. While a variety of nucleation and growth mechanisms are suggested in literature, the study finds that the theory of homogeneous nucleation fits well with the features observed experimentally. Significant influences of the feed rate and quench rate on the distribution of particles sizes are observed. Theoretically obtained size distribution of the particles agrees well with that observed in the experiment. Different thermo-fluid dynamic environments with varied quench rates, encountered by the propagating vapor front inside the reactor under different operating conditions are found to be primarily responsible for variations in the width of the size distribution.

Investigating Patterns for Self-Induced Emotion Recognition from EEG Signals

PubMed Central

Zeng, Ying; Yang, Kai; Tong, Li; Yan, Bin

2018-01-01

Most current approaches to emotion recognition are based on neural signals elicited by affective materials such as images, sounds and videos. However, the application of neural patterns in the recognition of self-induced emotions remains uninvestigated. In this study we inferred the patterns and neural signatures of self-induced emotions from electroencephalogram (EEG) signals. The EEG signals of 30 participants were recorded while they watched 18 Chinese movie clips which were intended to elicit six discrete emotions, including joy, neutrality, sadness, disgust, anger and fear. After watching each movie clip the participants were asked to self-induce emotions by recalling a specific scene from each movie. We analyzed the important features, electrode distribution and average neural patterns of different self-induced emotions. Results demonstrated that features related to high-frequency rhythm of EEG signals from electrodes distributed in the bilateral temporal, prefrontal and occipital lobes have outstanding performance in the discrimination of emotions. Moreover, the six discrete categories of self-induced emotion exhibit specific neural patterns and brain topography distributions. We achieved an average accuracy of 87.36% in the discrimination of positive from negative self-induced emotions and 54.52% in the classification of emotions into six discrete categories. Our research will help promote the development of comprehensive endogenous emotion recognition methods. PMID:29534515

Improved Displacement Transfer Functions for Structure Deformed Shape Predictions Using Discretely Distributed Surface Strains

NASA Technical Reports Server (NTRS)

Ko, William L.; Fleischer, Van Tran

2012-01-01

In the formulations of earlier Displacement Transfer Functions for structure shape predictions, the surface strain distributions, along a strain-sensing line, were represented with piecewise linear functions. To improve the shape-prediction accuracies, Improved Displacement Transfer Functions were formulated using piecewise nonlinear strain representations. Through discretization of an embedded beam (depth-wise cross section of a structure along a strain-sensing line) into multiple small domains, piecewise nonlinear functions were used to describe the surface strain distributions along the discretized embedded beam. Such piecewise approach enabled the piecewise integrations of the embedded beam curvature equations to yield slope and deflection equations in recursive forms. The resulting Improved Displacement Transfer Functions, written in summation forms, were expressed in terms of beam geometrical parameters and surface strains along the strain-sensing line. By feeding the surface strains into the Improved Displacement Transfer Functions, structural deflections could be calculated at multiple points for mapping out the overall structural deformed shapes for visual display. The shape-prediction accuracies of the Improved Displacement Transfer Functions were then examined in view of finite-element-calculated deflections using different tapered cantilever tubular beams. It was found that by using the piecewise nonlinear strain representations, the shape-prediction accuracies could be greatly improved, especially for highly-tapered cantilever tubular beams.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

OCT Amplitude and Speckle Statistics of Discrete Random Media.

PubMed

Almasian, Mitra; van Leeuwen, Ton G; Faber, Dirk J

2017-11-01

Speckle, amplitude fluctuations in optical coherence tomography (OCT) images, contains information on sub-resolution structural properties of the imaged sample. Speckle statistics could therefore be utilized in the characterization of biological tissues. However, a rigorous theoretical framework relating OCT speckle statistics to structural tissue properties has yet to be developed. As a first step, we present a theoretical description of OCT speckle, relating the OCT amplitude variance to size and organization for samples of discrete random media (DRM). Starting the calculations from the size and organization of the scattering particles, we analytically find expressions for the OCT amplitude mean, amplitude variance, the backscattering coefficient and the scattering coefficient. We assume fully developed speckle and verify the validity of this assumption by experiments on controlled samples of silica microspheres suspended in water. We show that the OCT amplitude variance is sensitive to sub-resolution changes in size and organization of the scattering particles. Experimentally determined and theoretically calculated optical properties are compared and in good agreement.

Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

NASA Technical Reports Server (NTRS)

Jones, Robert L.; Goode, Plesent W. (Technical Monitor)

2000-01-01

The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

Secure Hashing of Dynamic Hand Signatures Using Wavelet-Fourier Compression with BioPhasor Mixing and [InlineEquation not available: see fulltext.] Discretization

NASA Astrophysics Data System (ADS)

Wai Kuan, Yip; Teoh, Andrew B. J.; Ngo, David C. L.

2006-12-01

We introduce a novel method for secure computation of biometric hash on dynamic hand signatures using BioPhasor mixing and[InlineEquation not available: see fulltext.] discretization. The use of BioPhasor as the mixing process provides a one-way transformation that precludes exact recovery of the biometric vector from compromised hashes and stolen tokens. In addition, our user-specific[InlineEquation not available: see fulltext.] discretization acts both as an error correction step as well as a real-to-binary space converter. We also propose a new method of extracting compressed representation of dynamic hand signatures using discrete wavelet transform (DWT) and discrete fourier transform (DFT). Without the conventional use of dynamic time warping, the proposed method avoids storage of user's hand signature template. This is an important consideration for protecting the privacy of the biometric owner. Our results show that the proposed method could produce stable and distinguishable bit strings with equal error rates (EERs) of[InlineEquation not available: see fulltext.] and[InlineEquation not available: see fulltext.] for random and skilled forgeries for stolen token (worst case) scenario, and[InlineEquation not available: see fulltext.] for both forgeries in the genuine token (optimal) scenario.

A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model.

PubMed

Li, Jiahui; Yu, Qiqing

2016-01-01

Dinse (Biometrics, 38:417-431, 1982) provides a special type of right-censored and masked competing risks data and proposes a non-parametric maximum likelihood estimator (NPMLE) and a pseudo MLE of the joint distribution function [Formula: see text] with such data. However, their asymptotic properties have not been studied so far. Under the extention of either the conditional masking probability (CMP) model or the random partition masking (RPM) model (Yu and Li, J Nonparametr Stat 24:753-764, 2012), we show that (1) Dinse's estimators are consistent if [Formula: see text] takes on finitely many values and each point in the support set of [Formula: see text] can be observed; (2) if the failure time is continuous, the NPMLE is not uniquely determined, and the standard approach (which puts weights only on one element in each observed set) leads to an inconsistent NPMLE; (3) in general, Dinse's estimators are not consistent even under the discrete assumption; (4) we construct a consistent NPMLE. The consistency is given under a new model called dependent masking and right-censoring model. The CMP model and the RPM model are indeed special cases of the new model. We compare our estimator to Dinse's estimators through simulation and real data. Simulation study indicates that the consistent NPMLE is a good approximation to the underlying distribution for moderate sample sizes.

Dislocation-induced stress in polycrystalline materials: mesoscopic simulations in the dislocation density formalism

NASA Astrophysics Data System (ADS)

Berkov, D. V.; Gorn, N. L.

2018-06-01

In this paper we present a simple and effective numerical method which allows a fast Fourier transformation-based evaluation of stress generated by dislocations with arbitrary directions and Burgers vectors if the (site-dependent) dislocation density is known. Our method allows the evaluation of the dislocation stress using a rectangular grid with shape-anisotropic discretization cells without employing higher multipole moments of the dislocation interaction coefficients. Using the proposed method, we first simulate the stress created by relatively simple non-homogeneous distributions of vertical edge and so-called ‘mixed’ dislocations in a disk-shaped sample, which is necessary to understand the dislocation behavior in more complicated systems. The main part of our research is devoted to the stress distribution in polycrystalline layers with the dislocation density rapidly varying with the distance to the layer bottom. Considering GaN as a typical example of such systems, we investigate dislocation-induced stress for edge and mixed dislocations, having random orientations of Burgers vectors among crystal grains. We show that the rapid decay of the dislocation density leads to many highly non-trivial features of the stress distributions in such layers and study in detail the dependence of these features on the average grain size. Finally we develop an analytical approach which allows us to predict the evolution of the stress variance with the grain size and compare analytical predictions with numerical results.

An evaluation of behavior inferences from Bayesian state-space models: A case study with the Pacific walrus

USGS Publications Warehouse

Beatty, William; Jay, Chadwick V.; Fischbach, Anthony S.

2016-01-01

State-space models offer researchers an objective approach to modeling complex animal location data sets, and state-space model behavior classifications are often assumed to have a link to animal behavior. In this study, we evaluated the behavioral classification accuracy of a Bayesian state-space model in Pacific walruses using Argos satellite tags with sensors to detect animal behavior in real time. We fit a two-state discrete-time continuous-space Bayesian state-space model to data from 306 Pacific walruses tagged in the Chukchi Sea. We matched predicted locations and behaviors from the state-space model (resident, transient behavior) to true animal behavior (foraging, swimming, hauled out) and evaluated classification accuracy with kappa statistics (κ) and root mean square error (RMSE). In addition, we compared biased random bridge utilization distributions generated with resident behavior locations to true foraging behavior locations to evaluate differences in space use patterns. Results indicated that the two-state model fairly classified true animal behavior (0.06 ≤ κ ≤ 0.26, 0.49 ≤ RMSE ≤ 0.59). Kernel overlap metrics indicated utilization distributions generated with resident behavior locations were generally smaller than utilization distributions generated with true foraging behavior locations. Consequently, we encourage researchers to carefully examine parameters and priors associated with behaviors in state-space models, and reconcile these parameters with the study species and its expected behaviors.

A Probabilistic Approach to Zhang's Sandpile Model

NASA Astrophysics Data System (ADS)

Boer, Anne Fey-Den; Meester, Ronald; Quant, Corrie; Redig, Frank

2008-06-01

The current literature on sandpile models mainly deals with the abelian sandpile model (ASM) and its variants. We treat a less known - but equally interesting - model, namely Zhang’s sandpile. This model differs in two aspects from the ASM. First, additions are not discrete, but random amounts with a uniform distribution on an interval [ a, b]. Second, if a site topples - which happens if the amount at that site is larger than a threshold value E c (which is a model parameter), then it divides its entire content in equal amounts among its neighbors. Zhang conjectured that in the infinite volume limit, this model tends to behave like the ASM in the sense that the stationary measure for the system in large volumes tends to be peaked narrowly around a finite set. This belief is supported by simulations, but so far not by analytical investigations. We study the stationary distribution of this model in one dimension, for several values of a and b. When there is only one site, exact computations are possible. Our main result concerns the limit as the number of sites tends to infinity. We find that the stationary distribution, in the case a ≥ E c /2, indeed tends to that of the ASM (up to a scaling factor), in agreement with Zhang’s conjecture. For the case a = 0, b = 1 we provide strong evidence that the stationary expectation tends to sqrt{1/2}.

Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

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

Jakeman, J.D., E-mail: jdjakem@sandia.gov; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchicalmore » surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

Bell's theorem, the measurement problem, Newton's self-gravitation and its connections to violations of the discrete symmetries C, P, T

NASA Astrophysics Data System (ADS)

Hiesmayr, Beatrix C.

2015-07-01

About 50 years ago John St. Bell published his famous Bell theorem that initiated a new field in physics. This contribution discusses how discrete symmetries relate to the big open questions of quantum mechanics, in particular: (i) how correlations stronger than those predicted by theories sharing randomness (Bell's theorem) relate to the violation of the CP symmetry and the P symmetry; and its relation to the security of quantum cryptography, (ii) how the measurement problem (“why do we observe no tables in superposition?”) can be polled in weakly decaying systems, (iii) how strongly and weakly interacting quantum systems are affected by Newton's self gravitation. These presented preliminary results show that the meson-antimeson systems and the hyperon- antihyperon systems are a unique laboratory to tackle deep fundamental questions and to contribute to the understand what impact the violation of discrete symmetries has.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

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

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Decentralized Observer with a Consensus Filter for Distributed Discrete-Time Linear Systems

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Mandic, Milan

2011-01-01

This paper presents a decentralized observer with a consensus filter for the state observation of a discrete-time linear distributed systems. In this setup, each agent in the distributed system has an observer with a model of the plant that utilizes the set of locally available measurements, which may not make the full plant state detectable. This lack of detectability is overcome by utilizing a consensus filter that blends the state estimate of each agent with its neighbors' estimates. We assume that the communication graph is connected for all times as well as the sensing graph. It is proven that the state estimates of the proposed observer asymptotically converge to the actual plant states under arbitrarily changing, but connected, communication and sensing topologies. As a byproduct of this research, we also obtained a result on the location of eigenvalues, the spectrum, of the Laplacian for a family of graphs with self-loops.

Basal friction evolution and crevasse distribution during the surge of Basin 3, Austfonna ice-cap - offline coupling between a continuum ice dynamic model and a discrete element model

NASA Astrophysics Data System (ADS)

Gong, Yongmei; Zwinger, Thomas; Åström, Jan; Gladstone, Rupert; Schellenberger, Thomas; Altena, Bas; Moore, John

2017-04-01

The outlet glacier at Basin 3, Austfonna ice-cap entered its active surge phase in autumn 2012. We assess the evolution of the basal friction during the surge through inverse modelling of basal friction coefficients using recent velocity observation from 2012 to 2014 in a continuum ice dynamic model Elmer/ice. The obtained basal friction coefficient distributions at different time instances are further used as a boundary condition in a discrete element model (HiDEM) that is capable of computing fracturing of ice. The inverted basal friction coefficient evolution shows a gradual 'unplugging' of the stagnant frontal area and northwards and inland expansion of the fast flowing region in the southern basin. The validation between the modeled crevasses distribution and the satellite observation in August 2013 shows a good agreement in shear zones inland and at the frontal area. Crevasse distributions of the summer before and after the glacier reached its maximum velocity in January 2013 (August 2012 and August 2014, respectively) are also evaluated. Previous studies suggest the triggering and development of the surge are linked to surface melt water penetrating through ice to form an efficient basal hydrology system thereby triggering a hydro- thermodynamic feedback. This preliminary offline coupling between a continuum ice dynamic model and a discrete element model will give a hint on future model development of linking supra-glacial to sub-glacial hydrology system.

An extended 3D discrete-continuous model and its application on single- and bi-crystal micropillars

NASA Astrophysics Data System (ADS)

Huang, Minsheng; Liang, Shuang; Li, Zhenhuan

2017-04-01

A 3D discrete-continuous model (3D DCM), which couples the 3D discrete dislocation dynamics (3D DDD) and finite element method (FEM), is extended in this study. New schemes for two key information transfers between DDD and FEM, i.e. plastic-strain distribution from DDD to FEM and stress transfer from FEM to DDD, are suggested. The plastic strain induced by moving dislocation segments is distributed to an elementary spheroid (ellipsoid or sphere) via a specific new distribution function. The influence of various interfaces (such as free surfaces and grain boundaries (GBs)) on the plastic-strain distribution is specially considered. By these treatments, the deformation fields can be solved accurately even for dislocations on slip planes severely inclined to the FE mesh, with no spurious stress concentration points produced. In addition, a stress correction by singular and non-singular theoretical solutions within a cut-off sphere is introduced to calculate the stress on the dislocations accurately. By these schemes, the present DCM becomes less sensitive to the FE mesh and more numerically efficient, which can also consider the interaction between neighboring dislocations appropriately even though they reside in the same FE mesh. Furthermore, the present DCM has been employed to model the compression of single-crystal and bi-crystal micropillars with rigid and dislocation-absorbed GBs. The influence of internal GB on the jerky stress-strain response and deformation mode is studied in detail to shed more light on these important micro-plastic problems.

Reconstruction of the modified discrete Langevin equation from persistent time series

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

Czechowski, Zbigniew

The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.

High-resolution maps of Jupiter at five microns.

NASA Technical Reports Server (NTRS)

Keay, C. S. L.; Low, F. J.; Rieke, G. H.; Minton, R. B.

1973-01-01

The distribution of 5-micron radiation, emitted from a large number of discrete sources from Jupiter, was observed during the 1972 apparition. These sources are less bright than those observed by Westphal (1969). At least 50 discrete sources having brightness temperatures exceeding 227 K were revealed which were mainly located within three narrow-latitude bands. Strong correlation exists between the 5-micron brightness temperatures of Jovian features and their colors as recorded photographically.

Modeling and simulation of count data.

PubMed

Plan, E L

2014-08-13

Count data, or number of events per time interval, are discrete data arising from repeated time to event observations. Their mean count, or piecewise constant event rate, can be evaluated by discrete probability distributions from the Poisson model family. Clinical trial data characterization often involves population count analysis. This tutorial presents the basics and diagnostics of count modeling and simulation in the context of pharmacometrics. Consideration is given to overdispersion, underdispersion, autocorrelation, and inhomogeneity.

Phylogenetic mixtures and linear invariants for equal input models.

PubMed

Casanellas, Marta; Steel, Mike

2017-04-01

The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).

Modified truncated randomized singular value decomposition (MTRSVD) algorithms for large scale discrete ill-posed problems with general-form regularization

NASA Astrophysics Data System (ADS)

Jia, Zhongxiao; Yang, Yanfei

2018-05-01

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: subject to , where L is a regularization matrix. Our algorithms are inspired by the modified truncated singular value decomposition (MTSVD) method, which suits only for small to medium scale problems, and randomized SVD (RSVD) algorithms that generate good low rank approximations to A. We use rank-k truncated randomized SVD (TRSVD) approximations to A by truncating the rank- RSVD approximations to A, where q is an oversampling parameter. The resulting algorithms are called modified TRSVD (MTRSVD) methods. At every step, we use the LSQR algorithm to solve the resulting inner least squares problem, which is proved to become better conditioned as k increases so that LSQR converges faster. We present sharp bounds for the approximation accuracy of the RSVDs and TRSVDs for severely, moderately and mildly ill-posed problems, and substantially improve a known basic bound for TRSVD approximations. We prove how to choose the stopping tolerance for LSQR in order to guarantee that the computed and exact best regularized solutions have the same accuracy. Numerical experiments illustrate that the best regularized solutions by MTRSVD are as accurate as the ones by the truncated generalized singular value decomposition (TGSVD) algorithm, and at least as accurate as those by some existing truncated randomized generalized singular value decomposition (TRGSVD) algorithms. This work was supported in part by the National Science Foundation of China (Nos. 11771249 and 11371219).

ADAM: analysis of discrete models of biological systems using computer algebra.

PubMed

Hinkelmann, Franziska; Brandon, Madison; Guang, Bonny; McNeill, Rustin; Blekherman, Grigoriy; Veliz-Cuba, Alan; Laubenbacher, Reinhard

2011-07-20

Many biological systems are modeled qualitatively with discrete models, such as probabilistic Boolean networks, logical models, Petri nets, and agent-based models, to gain a better understanding of them. The computational complexity to analyze the complete dynamics of these models grows exponentially in the number of variables, which impedes working with complex models. There exist software tools to analyze discrete models, but they either lack the algorithmic functionality to analyze complex models deterministically or they are inaccessible to many users as they require understanding the underlying algorithm and implementation, do not have a graphical user interface, or are hard to install. Efficient analysis methods that are accessible to modelers and easy to use are needed. We propose a method for efficiently identifying attractors and introduce the web-based tool Analysis of Dynamic Algebraic Models (ADAM), which provides this and other analysis methods for discrete models. ADAM converts several discrete model types automatically into polynomial dynamical systems and analyzes their dynamics using tools from computer algebra. Specifically, we propose a method to identify attractors of a discrete model that is equivalent to solving a system of polynomial equations, a long-studied problem in computer algebra. Based on extensive experimentation with both discrete models arising in systems biology and randomly generated networks, we found that the algebraic algorithms presented in this manuscript are fast for systems with the structure maintained by most biological systems, namely sparseness and robustness. For a large set of published complex discrete models, ADAM identified the attractors in less than one second. Discrete modeling techniques are a useful tool for analyzing complex biological systems and there is a need in the biological community for accessible efficient analysis tools. ADAM provides analysis methods based on mathematical algorithms as a web-based tool for several different input formats, and it makes analysis of complex models accessible to a larger community, as it is platform independent as a web-service and does not require understanding of the underlying mathematics.

A Discrete Fracture Network Model with Stress-Driven Nucleation and Growth

NASA Astrophysics Data System (ADS)

Lavoine, E.; Darcel, C.; Munier, R.; Davy, P.

2017-12-01

The realism of Discrete Fracture Network (DFN) models, beyond the bulk statistical properties, relies on the spatial organization of fractures, which is not issued by purely stochastic DFN models. The realism can be improved by injecting prior information in DFN from a better knowledge of the geological fracturing processes. We first develop a model using simple kinematic rules for mimicking the growth of fractures from nucleation to arrest, in order to evaluate the consequences of the DFN structure on the network connectivity and flow properties. The model generates fracture networks with power-law scaling distributions and a percentage of T-intersections that are consistent with field observations. Nevertheless, a larger complexity relying on the spatial variability of natural fractures positions cannot be explained by the random nucleation process. We propose to introduce a stress-driven nucleation in the timewise process of this kinematic model to study the correlations between nucleation, growth and existing fracture patterns. The method uses the stress field generated by existing fractures and remote stress as an input for a Monte-Carlo sampling of nuclei centers at each time step. Networks so generated are found to have correlations over a large range of scales, with a correlation dimension that varies with time and with the function that relates the nucleation probability to stress. A sensibility analysis of input parameters has been performed in 3D to quantify the influence of fractures and remote stress field orientations.