Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics

DOE PAGES

Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; ...

2014-12-17

The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less

Crossing the threshold

NASA Astrophysics Data System (ADS)

Bush, John; Tambasco, Lucas

2017-11-01

First, we summarize the circumstances in which chaotic pilot-wave dynamics gives rise to quantum-like statistical behavior. For ``closed'' systems, in which the droplet is confined to a finite domain either by boundaries or applied forces, quantum-like features arise when the persistence time of the waves exceeds the time required for the droplet to cross its domain. Second, motivated by the similarities between this hydrodynamic system and stochastic electrodynamics, we examine the behavior of a bouncing droplet above the Faraday threshold, where a stochastic element is introduced into the drop dynamics by virtue of its interaction with a background Faraday wave field. With a view to extending the dynamical range of pilot-wave systems to capture more quantum-like features, we consider a generalized theoretical framework for stochastic pilot-wave dynamics in which the relative magnitudes of the drop-generated pilot-wave field and a stochastic background field may be varied continuously. We gratefully acknowledge the financial support of the NSF through their CMMI and DMS divisions.

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

PubMed

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

2016-06-01

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

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

PubMed

Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is found to be a Lyapunov functional of the deterministic spatially dependent system. Therefore, the intrinsic potential landscape can characterize the global stability of the deterministic system. The relative entropy functional of the stochastic spatially dependent non-equilibrium system is found to be the Lyapunov functional of the stochastic dynamics of the system. Therefore, the relative entropy functional quantifies the global stability of the stochastic system with finite fluctuations. Our theory offers an alternative general approach to other field-theoretic techniques, to study the global stability and dynamics of spatially dependent non-equilibrium field systems. It can be applied to many physical, chemical, and biological spatially dependent non-equilibrium systems.

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

Finite-time H∞ filtering for non-linear stochastic systems

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.

Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems

PubMed Central

Venturi, D.; Karniadakis, G. E.

2014-01-01

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519

Power Laws are Disguised Boltzmann Laws

NASA Astrophysics Data System (ADS)

Richmond, Peter; Solomon, Sorin

Using a previously introduced model on generalized Lotka-Volterra dynamics together with some recent results for the solution of generalized Langevin equations, we derive analytically the equilibrium mean field solution for the probability distribution of wealth and show that it has two characteristic regimes. For large values of wealth, it takes the form of a Pareto style power law. For small values of wealth, w<=wm, the distribution function tends sharply to zero. The origin of this law lies in the random multiplicative process built into the model. Whilst such results have been known since the time of Gibrat, the present framework allows for a stable power law in an arbitrary and irregular global dynamics, so long as the market is ``fair'', i.e., there is no net advantage to any particular group or individual. We further show that the dynamics of relative wealth is independent of the specific nature of the agent interactions and exhibits a universal character even though the total wealth may follow an arbitrary and complicated dynamics. In developing the theory, we draw parallels with conventional thermodynamics and derive for the system some new relations for the ``thermodynamics'' associated with the Generalized Lotka-Volterra type of stochastic dynamics. The power law that arises in the distribution function is identified with new additional logarithmic terms in the familiar Boltzmann distribution function for the system. These are a direct consequence of the multiplicative stochastic dynamics and are absent for the usual additive stochastic processes.

Variational Solutions and Random Dynamical Systems to SPDEs Perturbed by Fractional Gaussian Noise

PubMed Central

Zeng, Caibin; Yang, Qigui; Cao, Junfei

2014-01-01

This paper deals with the following type of stochastic partial differential equations (SPDEs) perturbed by an infinite dimensional fractional Brownian motion with a suitable volatility coefficient Φ: dX(t) = A(X(t))dt+Φ(t)dB H(t), where A is a nonlinear operator satisfying some monotonicity conditions. Using the variational approach, we prove the existence and uniqueness of variational solutions to such system. Moreover, we prove that this variational solution generates a random dynamical system. The main results are applied to a general type of nonlinear SPDEs and the stochastic generalized p-Laplacian equation. PMID:24574903

Dynamic Infinite Mixed-Membership Stochastic Blockmodel.

PubMed

Fan, Xuhui; Cao, Longbing; Xu, Richard Yi Da

2015-09-01

Directional and pairwise measurements are often used to model interactions in a social network setting. The mixed-membership stochastic blockmodel (MMSB) was a seminal work in this area, and its ability has been extended. However, models such as MMSB face particular challenges in modeling dynamic networks, for example, with the unknown number of communities. Accordingly, this paper proposes a dynamic infinite mixed-membership stochastic blockmodel, a generalized framework that extends the existing work to potentially infinite communities inside a network in dynamic settings (i.e., networks are observed over time). Additional model parameters are introduced to reflect the degree of persistence among one's memberships at consecutive time stamps. Under this framework, two specific models, namely mixture time variant and mixture time invariant models, are proposed to depict two different time correlation structures. Two effective posterior sampling strategies and their results are presented, respectively, using synthetic and real-world data.

The response analysis of fractional-order stochastic system via generalized cell mapping method.

PubMed

Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei

2018-01-01

This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

A unified stochastic formulation of dissipative quantum dynamics. I. Generalized hierarchical equations

NASA Astrophysics Data System (ADS)

Hsieh, Chang-Yu; Cao, Jianshu

2018-01-01

We extend a standard stochastic theory to study open quantum systems coupled to a generic quantum environment. We exemplify the general framework by studying a two-level quantum system coupled bilinearly to the three fundamental classes of non-interacting particles: bosons, fermions, and spins. In this unified stochastic approach, the generalized stochastic Liouville equation (SLE) formally captures the exact quantum dissipations when noise variables with appropriate statistics for different bath models are applied. Anharmonic effects of a non-Gaussian bath are precisely encoded in the bath multi-time correlation functions that noise variables have to satisfy. Starting from the SLE, we devise a family of generalized hierarchical equations by averaging out the noise variables and expand bath multi-time correlation functions in a complete basis of orthonormal functions. The general hierarchical equations constitute systems of linear equations that provide numerically exact simulations of quantum dynamics. For bosonic bath models, our general hierarchical equation of motion reduces exactly to an extended version of hierarchical equation of motion which allows efficient simulation for arbitrary spectral densities and temperature regimes. Similar efficiency and flexibility can be achieved for the fermionic bath models within our formalism. The spin bath models can be simulated with two complementary approaches in the present formalism. (I) They can be viewed as an example of non-Gaussian bath models and be directly handled with the general hierarchical equation approach given their multi-time correlation functions. (II) Alternatively, each bath spin can be first mapped onto a pair of fermions and be treated as fermionic environments within the present formalism.

Path probability of stochastic motion: A functional approach

NASA Astrophysics Data System (ADS)

Hattori, Masayuki; Abe, Sumiyoshi

2016-06-01

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.

Requirements for efficient cell-type proportioning: regulatory timescales, stochasticity and lateral inhibition

NASA Astrophysics Data System (ADS)

Pfeuty, B.; Kaneko, K.

2016-04-01

The proper functioning of multicellular organisms requires the robust establishment of precise proportions between distinct cell types. This developmental differentiation process typically involves intracellular regulatory and stochastic mechanisms to generate cell-fate diversity as well as intercellular signaling mechanisms to coordinate cell-fate decisions at tissue level. We thus surmise that key insights about the developmental regulation of cell-type proportion can be captured by the modeling study of clustering dynamics in population of inhibitory-coupled noisy bistable systems. This general class of dynamical system is shown to exhibit a very stable two-cluster state, but also metastability, collective oscillations or noise-induced state hopping, which can prevent from timely and reliably reaching a robust and well-proportioned clustered state. To circumvent these obstacles or to avoid fine-tuning, we highlight a general strategy based on dual-time positive feedback loops, such as mediated through transcriptional versus epigenetic mechanisms, which improves proportion regulation by coordinating early and flexible lineage priming with late and firm commitment. This result sheds new light on the respective and cooperative roles of multiple regulatory feedback, stochasticity and lateral inhibition in developmental dynamics.

Spreading dynamics on complex networks: a general stochastic approach.

PubMed

Noël, Pierre-André; Allard, Antoine; Hébert-Dufresne, Laurent; Marceau, Vincent; Dubé, Louis J

2014-12-01

Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach is especially well adapted for modelling spreading processes and/or population dynamics. In particular, the generality of our framework and the fact that its assumptions are explicitly stated suggests that it could be used as a common ground for comparing existing epidemics models too complex for direct comparison, such as agent-based computer simulations. We provide many examples for the special cases of susceptible-infectious-susceptible and susceptible-infectious-removed dynamics (e.g., epidemics propagation) and we observe multiple situations where accurate results may be obtained at low computational cost. Our perspective reveals a subtle balance between the complex requirements of a realistic model and its basic assumptions.

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.

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.

Field dynamics inference via spectral density estimation

NASA Astrophysics Data System (ADS)

Frank, Philipp; Steininger, Theo; Enßlin, Torsten A.

2017-11-01

Stochastic differential equations are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to solve, e.g., when modeling Brownian motion. In some cases, the equations governing the dynamics of a physical system on macroscopic scales occur to be unknown since they typically cannot be deduced from general principles. In this work, we describe how the underlying laws of a stochastic process can be approximated by the spectral density of the corresponding process. Furthermore, we show how the density can be inferred from possibly very noisy and incomplete measurements of the dynamical field. Generally, inverse problems like these can be tackled with the help of Information Field Theory. For now, we restrict to linear and autonomous processes. To demonstrate its applicability, we employ our reconstruction algorithm on a time-series and spatiotemporal processes.

Field dynamics inference via spectral density estimation.

PubMed

Frank, Philipp; Steininger, Theo; Enßlin, Torsten A

2017-11-01

Stochastic differential equations are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to solve, e.g., when modeling Brownian motion. In some cases, the equations governing the dynamics of a physical system on macroscopic scales occur to be unknown since they typically cannot be deduced from general principles. In this work, we describe how the underlying laws of a stochastic process can be approximated by the spectral density of the corresponding process. Furthermore, we show how the density can be inferred from possibly very noisy and incomplete measurements of the dynamical field. Generally, inverse problems like these can be tackled with the help of Information Field Theory. For now, we restrict to linear and autonomous processes. To demonstrate its applicability, we employ our reconstruction algorithm on a time-series and spatiotemporal processes.

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

PubMed Central

2018-01-01

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the properties of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Last, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site. PMID:29386401

Markov State Models of gene regulatory networks.

PubMed

Chu, Brian K; Tse, Margaret J; Sato, Royce R; Read, Elizabeth L

2017-02-06

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have the potential to guide cell-reprogramming strategies. Networks are often modeled by the stochastic Chemical Master Equation, but methods for systematic identification of key properties of the global dynamics are currently lacking. The method identifies the number, phenotypes, and lifetimes of long-lived states for a set of common gene regulatory network models. Application of transition path theory to the constructed Markov State Model decomposes global dynamics into a set of dominant transition paths and associated relative probabilities for stochastic state-switching. In this proof-of-concept study, we found that the Markov State Model provides a general framework for analyzing and visualizing stochastic multistability and state-transitions in gene networks. Our results suggest that this framework-adopted from the field of atomistic Molecular Dynamics-can be a useful tool for quantitative Systems Biology at the network scale.

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

2017-06-01

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

Correlation between Gini index and mobility in a stochastic kinetic model of economic exchange

NASA Astrophysics Data System (ADS)

Bertotti, Maria Letizia; Chattopadhyay, Amit K.; Modanese, Giovanni

Starting from a class of stochastically driven kinetic models of economic exchange, here we present results highlighting the correlation of the Gini inequality index with the social mobility rate, close to dynamical equilibrium. Except for the "canonical-additive case", our numerical results consistently indicate negative values of the correlation coefficient, in agreement with empirical evidence. This confirms that growing inequality is not conducive to social mobility which then requires an "external source" to sustain its dynamics. On the other hand, the sign of the correlation between inequality and total income in the canonical ensemble depends on the way wealth enters or leaves the system. At a technical level, the approach involves a generalization of a stochastic dynamical system formulation, that further paves the way for a probabilistic formulation of perturbed economic exchange models.

Stochastic resonance and noise delayed extinction in a model of two competing species

NASA Astrophysics Data System (ADS)

Valenti, D.; Fiasconaro, A.; Spagnolo, B.

2004-01-01

We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species as a function of the additive noise intensity.

Dynamics of two competing species in the presence of Lévy noise sources.

PubMed

La Cognata, A; Valenti, D; Dubkov, A A; Spagnolo, B

2010-07-01

We consider a Lotka-Volterra system of two competing species subject to multiplicative α-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive α-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasiperiodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analyzing the role of the Lévy noise sources.

Dynamics of two competing species in the presence of Lévy noise sources

NASA Astrophysics Data System (ADS)

La Cognata, A.; Valenti, D.; Dubkov, A. A.; Spagnolo, B.

2010-07-01

We consider a Lotka-Volterra system of two competing species subject to multiplicative α -stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive α -stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasiperiodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analyzing the role of the Lévy noise sources.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

Data-driven parameterization of the generalized Langevin equation

DOE PAGES

Lei, Huan; Baker, Nathan A.; Li, Xiantao

2016-11-29

We present a data-driven approach to determine the memory kernel and random noise of the generalized Langevin equation. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. Further, we show that such an approximation can be constructed to arbitrarily high order. Within these approximations, the generalized Langevin dynamics can be embedded in an extended stochastic model without memory. We demonstrate how to introduce the stochastic noise so that the fluctuation-dissipation theorem is exactly satisfied.

Shallow slip amplification and enhanced tsunami hazard unravelled by dynamic simulations of mega-thrust earthquakes

PubMed Central

Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Festa, G.; Trasatti, E.; Tonini, R.; Romano, F.; Molinari, I.; Nielsen, S.

2016-01-01

The 2011 Tohoku earthquake produced an unexpected large amount of shallow slip greatly contributing to the ensuing tsunami. How frequent are such events? How can they be efficiently modelled for tsunami hazard? Stochastic slip models, which can be computed rapidly, are used to explore the natural slip variability; however, they generally do not deal specifically with shallow slip features. We study the systematic depth-dependence of slip along a thrust fault with a number of 2D dynamic simulations using stochastic shear stress distributions and a geometry based on the cross section of the Tohoku fault. We obtain a probability density for the slip distribution, which varies both with depth, earthquake size and whether the rupture breaks the surface. We propose a method to modify stochastic slip distributions according to this dynamically-derived probability distribution. This method may be efficiently applied to produce large numbers of heterogeneous slip distributions for probabilistic tsunami hazard analysis. Using numerous M9 earthquake scenarios, we demonstrate that incorporating the dynamically-derived probability distribution does enhance the conditional probability of exceedance of maximum estimated tsunami wave heights along the Japanese coast. This technique for integrating dynamic features in stochastic models can be extended to any subduction zone and faulting style. PMID:27725733

Quantum stochastic walks on networks for decision-making.

PubMed

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-03-31

Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

Quantum stochastic walks on networks for decision-making

NASA Astrophysics Data System (ADS)

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-03-01

Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

Quantum stochastic walks on networks for decision-making

PubMed Central

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-01-01

Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making. PMID:27030372

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

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

Lin, Yen Ting; Buchler, Nicolas E.

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

DOE PAGES

Lin, Yen Ting; Buchler, Nicolas E.

2018-01-31

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Kinetic theory of age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

Dynamics of a prey-predator system under Poisson white noise excitation

NASA Astrophysics Data System (ADS)

Pan, Shan-Shan; Zhu, Wei-Qiu

2014-10-01

The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is investigated by using the stochastic averaging method. The averaged generalized Itô stochastic differential equation and Fokker-Planck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter ɛ2 s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.

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

Lei, Huan; Baker, Nathan A.; Li, Xiantao

We present a data-driven approach to determine the memory kernel and random noise of the generalized Langevin equation. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. Further, we show that such an approximation can be constructed to arbitrarily high order. Within these approximations, the generalized Langevin dynamics can be embedded in an extended stochastic model without memory. We demonstrate how to introduce the stochastic noise so that the fluctuation-dissipation theorem is exactly satisfied.

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

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

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

NASA Astrophysics Data System (ADS)

Agarwal, S.; Wettlaufer, J. S.

2014-12-01

We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

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

PubMed

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

2013-08-01

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

Nature versus nurture: Predictability in low-temperature Ising dynamics

NASA Astrophysics Data System (ADS)

Ye, J.; Machta, J.; Newman, C. M.; Stein, D. L.

2013-10-01

Consider a dynamical many-body system with a random initial state subsequently evolving through stochastic dynamics. What is the relative importance of the initial state (“nature”) versus the realization of the stochastic dynamics (“nurture”) in predicting the final state? We examined this question for the two-dimensional Ising ferromagnet following an initial deep quench from T=∞ to T=0. We performed Monte Carlo studies on the overlap between “identical twins” raised in independent dynamical environments, up to size L=500. Our results suggest an overlap decaying with time as t-θh with θh=0.22±0.02; the same exponent holds for a quench to low but nonzero temperature. This “heritability exponent” may equal the persistence exponent for the two-dimensional Ising ferromagnet, but the two differ more generally.

A stochastic agent-based model of pathogen propagation in dynamic multi-relational social networks

PubMed Central

Khan, Bilal; Dombrowski, Kirk; Saad, Mohamed

2015-01-01

We describe a general framework for modeling and stochastic simulation of epidemics in realistic dynamic social networks, which incorporates heterogeneity in the types of individuals, types of interconnecting risk-bearing relationships, and types of pathogens transmitted across them. Dynamism is supported through arrival and departure processes, continuous restructuring of risk relationships, and changes to pathogen infectiousness, as mandated by natural history; dynamism is regulated through constraints on the local agency of individual nodes and their risk behaviors, while simulation trajectories are validated using system-wide metrics. To illustrate its utility, we present a case study that applies the proposed framework towards a simulation of HIV in artificial networks of intravenous drug users (IDUs) modeled using data collected in the Social Factors for HIV Risk survey. PMID:25859056

Fluctuation Induced Almost Invariant Sets

DTIC Science & Technology

2006-12-28

Planck) for the probability density function [15], discrete dynamical systems benefit from using the Frobenius - Perron operator (FP) formalism [12] to...from epidemiology. Conclusions are summarized in Section 4. II. GENERAL THEORY A. Stochastic Frobenius - Perron operator We define the Frobenius - Perron ...function ν(x). The stochastic Frobenius - 3 Perron (SFP) operator is defined to be PF [ρ(x)] = ∫ M ν(x− F (y))ρ(y)dy. (4) For our applications, we will

Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2012-09-01

It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are "locked" inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

Hamiltonian Analysis of Subcritical Stochastic Epidemic Dynamics

PubMed Central

2017-01-01

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

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks

PubMed Central

Rosenfeld, Simon

2009-01-01

The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression. PMID:19838330

Stochastic evolutionary voluntary public goods game with punishment in a Quasi-birth-and-death process.

PubMed

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2017-11-23

Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

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

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

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.

Measures of thermodynamic irreversibility in deterministic and stochastic dynamics

NASA Astrophysics Data System (ADS)

Ford, Ian J.

2015-07-01

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

Dynamical signatures of isometric force control as a function of age, expertise, and task constraints.

PubMed

Vieluf, Solveig; Sleimen-Malkoun, Rita; Voelcker-Rehage, Claudia; Jirsa, Viktor; Reuter, Eva-Maria; Godde, Ben; Temprado, Jean-Jacques; Huys, Raoul

2017-07-01

From the conceptual and methodological framework of the dynamical systems approach, force control results from complex interactions of various subsystems yielding observable behavioral fluctuations, which comprise both deterministic (predictable) and stochastic (noise-like) dynamical components. Here, we investigated these components contributing to the observed variability in force control in groups of participants differing in age and expertise level. To this aim, young (18-25 yr) as well as late middle-aged (55-65 yr) novices and experts (precision mechanics) performed a force maintenance and a force modulation task. Results showed that whereas the amplitude of force variability did not differ across groups in the maintenance tasks, in the modulation task it was higher for late middle-aged novices than for experts and higher for both these groups than for young participants. Within both tasks and for all groups, stochastic fluctuations were lowest where the deterministic influence was smallest. However, although all groups showed similar dynamics underlying force control in the maintenance task, a group effect was found for deterministic and stochastic fluctuations in the modulation task. The latter findings imply that both components were involved in the observed group differences in the variability of force fluctuations in the modulation task. These findings suggest that between groups the general characteristics of the dynamics do not differ in either task and that force control is more affected by age than by expertise. However, expertise seems to counteract some of the age effects. NEW & NOTEWORTHY Stochastic and deterministic dynamical components contribute to force production. Dynamical signatures differ between force maintenance and cyclic force modulation tasks but hardly between age and expertise groups. Differences in both stochastic and deterministic components are associated with group differences in behavioral variability, and observed behavioral variability is more strongly task dependent than person dependent. Copyright © 2017 the American Physiological Society.

Optimal growth trajectories with finite carrying capacity.

PubMed

Caravelli, F; Sindoni, L; Caccioli, F; Ududec, C

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Optimal growth trajectories with finite carrying capacity

NASA Astrophysics Data System (ADS)

Caravelli, F.; Sindoni, L.; Caccioli, F.; Ududec, C.

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

On the probabilistic structure of water age

NASA Astrophysics Data System (ADS)

Porporato, Amilcare; Calabrese, Salvatore

2015-05-01

The age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it can be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. We illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.

Extremal flows in Wasserstein space

NASA Astrophysics Data System (ADS)

Conforti, Giovanni; Pavon, Michele

2018-06-01

We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm's and Nelson's stochastic mechanics.

Equilibrium stochastic dynamics of a Brownian particle in inhomogeneous space: Derivation of an alternative model

NASA Astrophysics Data System (ADS)

Bhattacharyay, A.

2018-03-01

An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The derivation is done by a simple generalization of the formulation due to Zwanzig for a Brownian particle in homogeneous heat bath. We show that, if the system couples to different number of bath degrees of freedom at different conformations then the alternative model gets derived. We discuss results of an experiment by Faucheux and Libchaber which probably has indicated possible limitation of the Boltzmann distribution as equilibrium distribution of a Brownian particle in inhomogeneous space and propose experimental verification of the present theory using similar methods.

Extended forms of the second law for general time-dependent stochastic processes.

PubMed

Ge, Hao

2009-08-01

The second law of thermodynamics represents a universal principle applicable to all natural processes, physical systems, and engineering devices. Hatano and Sasa have recently put forward an extended form of the second law for transitions between nonequilibrium stationary states [Phys. Rev. Lett. 86, 3463 (2001)]. In this paper we further extend this form to an instantaneous interpretation, which is satisfied by quite general time-dependent stochastic processes including master-equation models and Langevin dynamics without the requirements of the stationarity for the initial and final states. The theory is applied to several thermodynamic processes, and its consistence with the classical thermodynamics is shown.

Global identification of stochastic dynamical systems under different pseudo-static operating conditions: The functionally pooled ARMAX case

NASA Astrophysics Data System (ADS)

Sakellariou, J. S.; Fassois, S. D.

2017-01-01

The identification of a single global model for a stochastic dynamical system operating under various conditions is considered. Each operating condition is assumed to have a pseudo-static effect on the dynamics and be characterized by a single measurable scheduling variable. Identification is accomplished within a recently introduced Functionally Pooled (FP) framework, which offers a number of advantages over Linear Parameter Varying (LPV) identification techniques. The focus of the work is on the extension of the framework to include the important FP-ARMAX model case. Compared to their simpler FP-ARX counterparts, FP-ARMAX models are much more general and offer improved flexibility in describing various types of stochastic noise, but at the same time lead to a more complicated, non-quadratic, estimation problem. Prediction Error (PE), Maximum Likelihood (ML), and multi-stage estimation methods are postulated, and the PE estimator optimality, in terms of consistency and asymptotic efficiency, is analytically established. The postulated estimators are numerically assessed via Monte Carlo experiments, while the effectiveness of the approach and its superiority over its FP-ARX counterpart are demonstrated via an application case study pertaining to simulated railway vehicle suspension dynamics under various mass loading conditions.

Temperature effects on drift of suspended single-domain particles induced by the Magnus force

NASA Astrophysics Data System (ADS)

Denisov, S. I.; Lyutyy, T. V.; Reva, V. V.; Yermolenko, A. S.

2018-03-01

We study the temperature dependence of the drift velocity of single-domain ferromagnetic particles induced by the Magnus force in a dilute suspension. A set of stochastic equations describing the translational and rotational dynamics of particles is derived, and the particle drift velocity that depends on components of the average particle magnetization is introduced. The Fokker-Planck equation for the probability density of magnetization orientations is solved analytically in the limit of strong thermal fluctuations for both the planar rotor and general models. Using these solutions, we calculate the drift velocity and show that the out-of-plane fluctuations of magnetization, which are not accounted for in the planar rotor model, play an important role. In the general case of arbitrary fluctuations, we investigate the temperature dependence of the drift velocity by numerically simulating a set of effective stochastic differential equations for the magnetization dynamics.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

Stochastic abstract policies: generalizing knowledge to improve reinforcement learning.

PubMed

Koga, Marcelo L; Freire, Valdinei; Costa, Anna H R

2015-01-01

Reinforcement learning (RL) enables an agent to learn behavior by acquiring experience through trial-and-error interactions with a dynamic environment. However, knowledge is usually built from scratch and learning to behave may take a long time. Here, we improve the learning performance by leveraging prior knowledge; that is, the learner shows proper behavior from the beginning of a target task, using the knowledge from a set of known, previously solved, source tasks. In this paper, we argue that building stochastic abstract policies that generalize over past experiences is an effective way to provide such improvement and this generalization outperforms the current practice of using a library of policies. We achieve that contributing with a new algorithm, AbsProb-PI-multiple and a framework for transferring knowledge represented as a stochastic abstract policy in new RL tasks. Stochastic abstract policies offer an effective way to encode knowledge because the abstraction they provide not only generalizes solutions but also facilitates extracting the similarities among tasks. We perform experiments in a robotic navigation environment and analyze the agent's behavior throughout the learning process and also assess the transfer ratio for different amounts of source tasks. We compare our method with the transfer of a library of policies, and experiments show that the use of a generalized policy produces better results by more effectively guiding the agent when learning a target task.

Dynamics of stochastic SEIS epidemic model with varying population size

NASA Astrophysics Data System (ADS)

Liu, Jiamin; Wei, Fengying

2016-12-01

We introduce the stochasticity into a deterministic model which has state variables susceptible-exposed-infected with varying population size in this paper. The infected individuals could return into susceptible compartment after recovering. We show that the stochastic model possesses a unique global solution under building up a suitable Lyapunov function and using generalized Itô's formula. The densities of the exposed and infected tend to extinction when some conditions are being valid. Moreover, the conditions of persistence to a global solution are derived when the parameters are subject to some simple criteria. The stochastic model admits a stationary distribution around the endemic equilibrium, which means that the disease will prevail. To check the validity of the main results, numerical simulations are demonstrated as end of this contribution.

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.

Topological supersymmetry breaking: The definition and stochastic generalization of chaos and the limit of applicability of statistics

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Schwartz, Robert N.; Wang, Kang L.

2016-03-01

The concept of deterministic dynamical chaos has a long history and is well established by now. Nevertheless, its field theoretic essence and its stochastic generalization have been revealed only very recently. Within the newly found supersymmetric theory of stochastics (STS), all stochastic differential equations (SDEs) possess topological or de Rahm supersymmetry and stochastic chaos is the phenomenon of its spontaneous breakdown. Even though the STS is free of approximations and thus is technically solid, it is still missing a firm interpretational basis in order to be physically sound. Here, we make a few important steps toward the construction of the interpretational foundation for the STS. In particular, we discuss that one way to understand why the ground states of chaotic SDEs are conditional (not total) probability distributions, is that some of the variables have infinite memory of initial conditions and thus are not “thermalized”, i.e., cannot be described by the initial-conditions-independent probability distributions. As a result, the definitive assumption of physical statistics that the ground state is a steady-state total probability distribution is not valid for chaotic SDEs.

Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology

NASA Astrophysics Data System (ADS)

Parsons, Todd L.; Rogers, Tim

2017-10-01

Systems composed of large numbers of interacting agents often admit an effective coarse-grained description in terms of a multidimensional stochastic dynamical system, driven by small-amplitude intrinsic noise. In applications to biological, ecological, chemical and social dynamics it is common for these models to posses quantities that are approximately conserved on short timescales, in which case system trajectories are observed to remain close to some lower-dimensional subspace. Here, we derive explicit and general formulae for a reduced-dimension description of such processes that is exact in the limit of small noise and well-separated slow and fast dynamics. The Michaelis-Menten law of enzyme-catalysed reactions, and the link between the Lotka-Volterra and Wright-Fisher processes are explored as a simple worked examples. Extensions of the method are presented for infinite dimensional systems and processes coupled to non-Gaussian noise sources.

Recurrence analysis of ant activity patterns

PubMed Central

2017-01-01

In this study, we used recurrence quantification analysis (RQA) and recurrence plots (RPs) to compare the movement activity of individual workers of three ant species, as well as a gregarious beetle species. RQA and RPs quantify the number and duration of recurrences of a dynamical system, including a detailed quantification of signals that could be stochastic, deterministic, or both. First, we found substantial differences between the activity dynamics of beetles and ants, with the results suggesting that the beetles have quasi-periodic dynamics and the ants do not. Second, workers from different ant species varied with respect to their dynamics, presenting degrees of predictability as well as stochastic signals. Finally, differences were found among minor and major caste of the same (dimorphic) ant species. Our results underscore the potential of RQA and RPs in the analysis of complex behavioral patterns, as well as in general inferences on animal behavior and other biological phenomena. PMID:29016648

Towards a theory of cortical columns: From spiking neurons to interacting neural populations of finite size.

PubMed

Schwalger, Tilo; Deger, Moritz; Gerstner, Wulfram

2017-04-01

Neural population equations such as neural mass or field models are widely used to study brain activity on a large scale. However, the relation of these models to the properties of single neurons is unclear. Here we derive an equation for several interacting populations at the mesoscopic scale starting from a microscopic model of randomly connected generalized integrate-and-fire neuron models. Each population consists of 50-2000 neurons of the same type but different populations account for different neuron types. The stochastic population equations that we find reveal how spike-history effects in single-neuron dynamics such as refractoriness and adaptation interact with finite-size fluctuations on the population level. Efficient integration of the stochastic mesoscopic equations reproduces the statistical behavior of the population activities obtained from microscopic simulations of a full spiking neural network model. The theory describes nonlinear emergent dynamics such as finite-size-induced stochastic transitions in multistable networks and synchronization in balanced networks of excitatory and inhibitory neurons. The mesoscopic equations are employed to rapidly integrate a model of a cortical microcircuit consisting of eight neuron types, which allows us to predict spontaneous population activities as well as evoked responses to thalamic input. Our theory establishes a general framework for modeling finite-size neural population dynamics based on single cell and synapse parameters and offers an efficient approach to analyzing cortical circuits and computations.

Quantum learning of classical stochastic processes: The completely positive realization problem

NASA Astrophysics Data System (ADS)

Monràs, Alex; Winter, Andreas

2016-01-01

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print arXiv:1303.3771(2013)].

Stochastic dynamics of uncoupled neural oscillators: Fokker-Planck studies with the finite element method

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

Galan, Roberto F.; Urban, Nathaniel N.; Center for the Neural Basis of Cognition, Mellon Institute, Pittsburgh, Pennsylvania 15213

We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise thanmore » type I.« less

Fixed points and limit cycles in the population dynamics of lysogenic viruses and their hosts

NASA Astrophysics Data System (ADS)

Wang, Zhenyu; Goldenfeld, Nigel

2010-07-01

Starting with stochastic rate equations for the fundamental interactions between microbes and their viruses, we derive a mean-field theory for the population dynamics of microbe-virus systems, including the effects of lysogeny. In the absence of lysogeny, our model is a generalization of that proposed phenomenologically by Weitz and Dushoff. In the presence of lysogeny, we analyze the possible states of the system, identifying a limit cycle, which we interpret physically. To test the robustness of our mean-field calculations to demographic fluctuations, we have compared our results with stochastic simulations using the Gillespie algorithm. Finally, we estimate the range of parameters that delineate the various steady states of our model.

Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

NASA Astrophysics Data System (ADS)

Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.

2014-01-01

In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.

Noise and Dissipation on Coadjoint Orbits

NASA Astrophysics Data System (ADS)

Arnaudon, Alexis; De Castro, Alex L.; Holm, Darryl D.

2018-02-01

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect product extension. Random attractors are found for this general class of systems when the Lie algebra is semi-simple, provided the top Lyapunov exponent is positive. We study in details two canonical examples, the free rigid body and the heavy top, whose stochastic integrable reductions are found and numerical simulations of their random attractors are shown.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Option pricing, stochastic volatility, singular dynamics and constrained path integrals

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Hojman, Sergio A.

2014-01-01

Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation parameter ρ which relates the two Brownian motions that drive the stochastic dynamics associated to the volatility and the underlying asset. Solutions to the Heston model in the context of option pricing, using a path integral approach, are found in Lemmens et al. (2008) [21] while in Baaquie (2007,1997) [12,13] propagators for different stochastic volatility models are constructed. In all previous cases, the propagator is not defined for extreme cases ρ=±1. It is therefore necessary to obtain a solution for these extreme cases and also to understand the origin of the divergence of the propagator. In this paper we study in detail a general class of stochastic volatility models for extreme values ρ=±1 and show that in these two cases, the associated classical dynamics corresponds to a system with second class constraints, which must be dealt with using Dirac’s method for constrained systems (Dirac, 1958,1967) [22,23] in order to properly obtain the propagator in the form of a Euclidean Hamiltonian path integral (Henneaux and Teitelboim, 1992) [25]. After integrating over momenta, one gets an Euclidean Lagrangian path integral without constraints, which in the case of the Heston model corresponds to a path integral of a repulsive radial harmonic oscillator. In all the cases studied, the price of the underlying asset is completely determined by one of the second class constraints in terms of volatility and plays no active role in the path integral.

Adaptive two-regime method: Application to front propagation

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

Robinson, Martin, E-mail: martin.robinson@maths.ox.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Flegg, Mark, E-mail: mark.flegg@monash.edu

2014-03-28

The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a generalization of the previously developed Two-Regime Method [Flegg et al., J. R. Soc., Interface 9, 859 (2012)] to multiscale problems which require a dynamic selection of regions where detailed Brownian dynamics simulation is used. Typical applications include a front propagation or spatio-temporal oscillations. In this paper, the ATRM is used for an in-depth study of front propagation in a stochastic reaction-diffusion system which has its mean-field model given in termsmore » of the Fisher equation [R. Fisher, Ann. Eugen. 7, 355 (1937)]. It exhibits a travelling reaction front which is sensitive to stochastic fluctuations at the leading edge of the wavefront. Previous studies into stochastic effects on the Fisher wave propagation speed have focused on lattice-based models, but there has been limited progress using off-lattice (Brownian dynamics) models, which suffer due to their high computational cost, particularly at the high molecular numbers that are necessary to approach the Fisher mean-field model. By modelling only the wavefront itself with the off-lattice model, it is shown that the ATRM leads to the same Fisher wave results as purely off-lattice models, but at a fraction of the computational cost. The error analysis of the ATRM is also presented for a morphogen gradient model.« less

Integrated Multiscale Modeling of Molecular Computing Devices. Final Report

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

Tim Schulze

2012-11-01

The general theme of this research has been to expand the capabilities of a simulation technique, Kinetic Monte Carlo (KMC) and apply it to study self-assembled nano-structures on epitaxial thin films. KMC simulates thin film growth and evolution by replacing the detailed dynamics of the system's evolution, which might otherwise be studied using molecular dynamics, with an appropriate stochastic process.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

Thermal noise model of antiferromagnetic dynamics: A macroscopic approach

NASA Astrophysics Data System (ADS)

Li, Xilai; Semenov, Yuriy; Kim, Ki Wook

In the search for post-silicon technologies, antiferromagnetic (AFM) spintronics is receiving widespread attention. Due to faster dynamics when compared with its ferromagnetic counterpart, AFM enables ultra-fast magnetization switching and THz oscillations. A crucial factor that affects the stability of antiferromagnetic dynamics is the thermal fluctuation, rarely considered in AFM research. Here, we derive from theory both stochastic dynamic equations for the macroscopic AFM Neel vector (L-vector) and the corresponding Fokker-Plank equation for the L-vector distribution function. For the dynamic equation approach, thermal noise is modeled by a stochastic fluctuating magnetic field that affects the AFM dynamics. The field is correlated within the correlation time and the amplitude is derived from the energy dissipation theory. For the distribution function approach, the inertial behavior of AFM dynamics forces consideration of the generalized space, including both coordinates and velocities. Finally, applying the proposed thermal noise model, we analyze a particular case of L-vector reversal of AFM nanoparticles by voltage controlled perpendicular magnetic anisotropy (PMA) with a tailored pulse width. This work was supported, in part, by SRC/NRI SWAN.

Two-strain competition in quasineutral stochastic disease dynamics.

PubMed

Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R

2014-10-01

We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.

Conservation laws shape dissipation

NASA Astrophysics Data System (ADS)

Rao, Riccardo; Esposito, Massimiliano

2018-02-01

Starting from the most general formulation of stochastic thermodynamics—i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs—we define a procedure to identify the conservative and the minimal set of nonconservative contributions in the entropy production. The former is expressed as the difference between changes caused by time-dependent drivings and a generalized potential difference. The latter is a sum over the minimal set of flux-force contributions controlling the dissipative flows across the system. When the system is initially prepared at equilibrium (e.g. by turning off drivings and forces), a finite-time detailed fluctuation theorem holds for the different contributions. Our approach relies on identifying the complete set of conserved quantities and can be viewed as the extension of the theory of generalized Gibbs ensembles to nonequilibrium situations.

Discrete and Continuum Approximations for Collective Cell Migration in a Scratch Assay with Cell Size Dynamics.

PubMed

Matsiaka, Oleksii M; Penington, Catherine J; Baker, Ruth E; Simpson, Matthew J

2018-04-01

Scratch assays are routinely used to study the collective spreading of cell populations. In general, the rate at which a population of cells spreads is driven by the combined effects of cell migration and proliferation. To examine the effects of cell migration separately from the effects of cell proliferation, scratch assays are often performed after treating the cells with a drug that inhibits proliferation. Mitomycin-C is a drug that is commonly used to suppress cell proliferation in this context. However, in addition to suppressing cell proliferation, mitomycin-C also causes cells to change size during the experiment, as each cell in the population approximately doubles in size as a result of treatment. Therefore, to describe a scratch assay that incorporates the effects of cell-to-cell crowding, cell-to-cell adhesion, and dynamic changes in cell size, we present a new stochastic model that incorporates these mechanisms. Our agent-based stochastic model takes the form of a system of Langevin equations that is the system of stochastic differential equations governing the evolution of the population of agents. We incorporate a time-dependent interaction force that is used to mimic the dynamic increase in size of the agents. To provide a mathematical description of the average behaviour of the stochastic model we present continuum limit descriptions using both a standard mean-field approximation and a more sophisticated moment dynamics approximation that accounts for the density of agents and density of pairs of agents in the stochastic model. Comparing the accuracy of the two continuum descriptions for a typical scratch assay geometry shows that the incorporation of agent growth in the system is associated with a decrease in accuracy of the standard mean-field description. In contrast, the moment dynamics description provides a more accurate prediction of the evolution of the scratch assay when the increase in size of individual agents is included in the model.

Stochastic population dynamics in spatially extended predator-prey systems

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.

2018-02-01

Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex Ginzburg-Landau equation. Multiple-species extensions to general ‘food networks’ can be classified on the mean-field level, providing both fundamental understanding of ensuing cooperativity and profound insight into the rich spatio-temporal features and coarsening kinetics in the corresponding spatially extended systems. Novel space-time patterns emerge as a result of the formation of competing alliances; e.g. coarsening domains that each incorporate rock-paper-scissors competition games.

Inferring microbial interaction networks from metagenomic data using SgLV-EKF algorithm.

PubMed

Alshawaqfeh, Mustafa; Serpedin, Erchin; Younes, Ahmad Bani

2017-03-27

Inferring the microbial interaction networks (MINs) and modeling their dynamics are critical in understanding the mechanisms of the bacterial ecosystem and designing antibiotic and/or probiotic therapies. Recently, several approaches were proposed to infer MINs using the generalized Lotka-Volterra (gLV) model. Main drawbacks of these models include the fact that these models only consider the measurement noise without taking into consideration the uncertainties in the underlying dynamics. Furthermore, inferring the MIN is characterized by the limited number of observations and nonlinearity in the regulatory mechanisms. Therefore, novel estimation techniques are needed to address these challenges. This work proposes SgLV-EKF: a stochastic gLV model that adopts the extended Kalman filter (EKF) algorithm to model the MIN dynamics. In particular, SgLV-EKF employs a stochastic modeling of the MIN by adding a noise term to the dynamical model to compensate for modeling uncertainties. This stochastic modeling is more realistic than the conventional gLV model which assumes that the MIN dynamics are perfectly governed by the gLV equations. After specifying the stochastic model structure, we propose the EKF to estimate the MIN. SgLV-EKF was compared with two similarity-based algorithms, one algorithm from the integral-based family and two regression-based algorithms, in terms of the achieved performance on two synthetic data-sets and two real data-sets. The first data-set models the randomness in measurement data, whereas, the second data-set incorporates uncertainties in the underlying dynamics. The real data-sets are provided by a recent study pertaining to an antibiotic-mediated Clostridium difficile infection. The experimental results demonstrate that SgLV-EKF outperforms the alternative methods in terms of robustness to measurement noise, modeling errors, and tracking the dynamics of the MIN. Performance analysis demonstrates that the proposed SgLV-EKF algorithm represents a powerful and reliable tool to infer MINs and track their dynamics.

A diffusion-based approach to stochastic individual growth and energy budget, with consequences to life-history optimization and population dynamics.

PubMed

Filin, I

2009-06-01

Using diffusion processes, I model stochastic individual growth, given exogenous hazards and starvation risk. By maximizing survival to final size, optimal life histories (e.g. switching size for habitat/dietary shift) are determined by two ratios: mean growth rate over growth variance (diffusion coefficient) and mortality rate over mean growth rate; all are size dependent. For example, switching size decreases with either ratio, if both are positive. I provide examples and compare with previous work on risk-sensitive foraging and the energy-predation trade-off. I then decompose individual size into reversibly and irreversibly growing components, e.g. reserves and structure. I provide a general expression for optimal structural growth, when reserves grow stochastically. I conclude that increased growth variance of reserves delays structural growth (raises threshold size for its commencement) but may eventually lead to larger structures. The effect depends on whether the structural trait is related to foraging or defence. Implications for population dynamics are discussed.

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

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

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

On the probabilistic structure of water age: Probabilistic Water Age

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

Porporato, Amilcare; Calabrese, Salvatore

We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less

On the probabilistic structure of water age: Probabilistic Water Age

DOE PAGES

Porporato, Amilcare; Calabrese, Salvatore

2015-04-23

We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less

How successful are mutants in multiplayer games with fluctuating environments? Sojourn times, fixation and optimal switching

PubMed Central

Galla, Tobias

2018-01-01

Using a stochastic model, we investigate the probability of fixation, and the average time taken to achieve fixation, of a mutant in a population of wild-types. We do this in a context where the environment in which the competition takes place is subject to stochastic change. Our model takes into account interactions which can involve multiple participants. That is, the participants take part in multiplayer games. We find that under certain circumstances, there are environmental switching dynamics which minimize the time that it takes for the mutants to fixate. To analyse the dynamics more closely, we develop a method by which to calculate the sojourn times for general birth–death processes in fluctuating environments. PMID:29657810

How successful are mutants in multiplayer games with fluctuating environments? Sojourn times, fixation and optimal switching

NASA Astrophysics Data System (ADS)

Baron, Joseph W.; Galla, Tobias

2018-03-01

Using a stochastic model, we investigate the probability of fixation, and the average time taken to achieve fixation, of a mutant in a population of wild-types. We do this in a context where the environment in which the competition takes place is subject to stochastic change. Our model takes into account interactions which can involve multiple participants. That is, the participants take part in multiplayer games. We find that under certain circumstances, there are environmental switching dynamics which minimize the time that it takes for the mutants to fixate. To analyse the dynamics more closely, we develop a method by which to calculate the sojourn times for general birth-death processes in fluctuating environments.

Tuning stochastic transition rates in a bistable genetic network.

NASA Astrophysics Data System (ADS)

Chickarmane, Vijay; Peterson, Carsten

2009-03-01

We investigate the stochastic dynamics of a simple genetic network, a toggle switch, in which the system makes transitions between the two alternative states. Our interest is in exploring whether such stochastic transitions, which occur due to the intrinsic noise such as transcriptional and degradation events, can be slowed down/speeded up, without changing the mean expression levels of the two genes, which comprise the toggle network. Such tuning is achieved by linking a signaling network to the toggle switch. The signaling network comprises of a protein, which can exist either in an active (phosphorylated) or inactive (dephosphorylated) form, and where its state is determined by one of the genetic network components. The active form of the protein in turn feeds back on the dynamics of the genetic network. We find that the rate of stochastic transitions from one state to the other, is determined essentially by the speed of phosphorylation, and hence the rate can be modulated by varying the phosphatase levels. We hypothesize that such a network architecture can be implemented as a general mechanism for controlling transition rates and discuss applications in population studies of two differentiated cell lineages, ex: the myeloid/erythroid lineage in hematopoiesis.

Stochastic assembly in a subtropical forest chronosequence: evidence from contrasting changes of species, phylogenetic and functional dissimilarity over succession.

PubMed

Mi, Xiangcheng; Swenson, Nathan G; Jia, Qi; Rao, Mide; Feng, Gang; Ren, Haibao; Bebber, Daniel P; Ma, Keping

2016-09-07

Deterministic and stochastic processes jointly determine the community dynamics of forest succession. However, it has been widely held in previous studies that deterministic processes dominate forest succession. Furthermore, inference of mechanisms for community assembly may be misleading if based on a single axis of diversity alone. In this study, we evaluated the relative roles of deterministic and stochastic processes along a disturbance gradient by integrating species, functional, and phylogenetic beta diversity in a subtropical forest chronosequence in Southeastern China. We found a general pattern of increasing species turnover, but little-to-no change in phylogenetic and functional turnover over succession at two spatial scales. Meanwhile, the phylogenetic and functional beta diversity were not significantly different from random expectation. This result suggested a dominance of stochastic assembly, contrary to the general expectation that deterministic processes dominate forest succession. On the other hand, we found significant interactions of environment and disturbance and limited evidence for significant deviations of phylogenetic or functional turnover from random expectations for different size classes. This result provided weak evidence of deterministic processes over succession. Stochastic assembly of forest succession suggests that post-disturbance restoration may be largely unpredictable and difficult to control in subtropical forests.

On Restructurable Control System Theory

NASA Technical Reports Server (NTRS)

Athans, M.

1983-01-01

The state of stochastic system and control theory as it impacts restructurable control issues is addressed. The multivariable characteristics of the control problem are addressed. The failure detection/identification problem is discussed as a multi-hypothesis testing problem. Control strategy reconfiguration, static multivariable controls, static failure hypothesis testing, dynamic multivariable controls, fault-tolerant control theory, dynamic hypothesis testing, generalized likelihood ratio (GLR) methods, and adaptive control are discussed.

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.

Towards a theory of cortical columns: From spiking neurons to interacting neural populations of finite size

PubMed Central

Gerstner, Wulfram

2017-01-01

Neural population equations such as neural mass or field models are widely used to study brain activity on a large scale. However, the relation of these models to the properties of single neurons is unclear. Here we derive an equation for several interacting populations at the mesoscopic scale starting from a microscopic model of randomly connected generalized integrate-and-fire neuron models. Each population consists of 50–2000 neurons of the same type but different populations account for different neuron types. The stochastic population equations that we find reveal how spike-history effects in single-neuron dynamics such as refractoriness and adaptation interact with finite-size fluctuations on the population level. Efficient integration of the stochastic mesoscopic equations reproduces the statistical behavior of the population activities obtained from microscopic simulations of a full spiking neural network model. The theory describes nonlinear emergent dynamics such as finite-size-induced stochastic transitions in multistable networks and synchronization in balanced networks of excitatory and inhibitory neurons. The mesoscopic equations are employed to rapidly integrate a model of a cortical microcircuit consisting of eight neuron types, which allows us to predict spontaneous population activities as well as evoked responses to thalamic input. Our theory establishes a general framework for modeling finite-size neural population dynamics based on single cell and synapse parameters and offers an efficient approach to analyzing cortical circuits and computations. PMID:28422957

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

Arabagi, Veaceslav; Behkam, Bahareh; Cheung, Eugene; Sitti, Metin

2011-06-01

This work proposes a stochastic dynamic model of bacteria propelled spherical microbeads as potential swimming microrobotic bodies. Small numbers of S. marcescens bacteria are attached with their bodies to surfaces of spherical microbeads. Average-behavior stochastic models that are normally adopted when studying such biological systems are generally not effective for cases in which a small number of agents are interacting in a complex manner, hence a stochastic model is proposed to simulate the behavior of 8-41 bacteria assembled on a curved surface. Flexibility of the flagellar hook is studied via comparing simulated and experimental results for scenarios of increasing bead size and the number of attached bacteria on a bead. Although requiring more experimental data to yield an exact, certain flagellar hook stiffness value, the examined results favor a stiffer flagella. The stochastic model is intended to be used as a design and simulation tool for future potential targeted drug delivery and disease diagnosis applications of bacteria propelled microrobots.

Generalized Poisson-Kac Processes: Basic Properties and Implications in Extended Thermodynamics and Transport

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2016-04-01

We introduce a new class of stochastic processes in Rn,{{{mathbb R}}^n}, referred to as generalized Poisson-Kac (GPK) processes, that generalizes the Poisson-Kac telegrapher's random motion in higher dimensions. These stochastic processes possess finite propagation velocity, almost everywhere smooth trajectories, and converge in the Kac limit to Brownian motion. GPK processes are defined by coupling the selection of a bounded velocity vector from a family of N distinct ones with a Markovian dynamics controlling probabilistically this selection. This model can be used as a probabilistic tool for a stochastically consistent formulation of extended thermodynamic theories far from equilibrium.

Time-delayed feedback control of diffusion in random walkers.

PubMed

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

2017-07-01

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

Stochastic ontogenetic growth model

NASA Astrophysics Data System (ADS)

West, B. J.; West, D.

2012-02-01

An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.

Nonisothermal fluctuating hydrodynamics and Brownian motion

NASA Astrophysics Data System (ADS)

Falasco, G.; Kroy, K.

2016-03-01

The classical theory of Brownian dynamics follows from coarse graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally nonisothermal conditions, requiring only a local thermal equilibration of the solvent. Starting from the conservation laws, we establish the stochastic equations of motion for the fluid momentum fluctuations in the presence of a suspended Brownian particle. These are then contracted to the nonisothermal generalized Langevin description of the suspended particle alone, for which the coupling to stochastic temperature fluctuations is found to be negligible under typical experimental conditions.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Stochastic dynamics of melt ponds and sea ice-albedo climate feedback

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

Evolution of melt ponds on the Arctic sea surface is a complicated stochastic process. We suggest a low-order model with ice-albedo feedback which describes stochastic dynamics of melt ponds geometrical characteristics. The model is a stochastic dynamical system model of energy balance in the climate system. We describe the equilibria in this model. We conclude the transition in fractal dimension of melt ponds affects the shape of the sea ice albedo curve.

Dynamical crossover in a stochastic model of cell fate decision

NASA Astrophysics Data System (ADS)

Yamaguchi, Hiroki; Kawaguchi, Kyogo; Sagawa, Takahiro

2017-07-01

We study the asymptotic behaviors of stochastic cell fate decision between proliferation and differentiation. We propose a model of a self-replicating Langevin system, where cells choose their fate (i.e., proliferation or differentiation) depending on local cell density. Based on this model, we propose a scenario for multicellular organisms to maintain the density of cells (i.e., homeostasis) through finite-ranged cell-cell interactions. Furthermore, we numerically show that the distribution of the number of descendant cells changes over time, thus unifying the previously proposed two models regarding homeostasis: the critical birth death process and the voter model. Our results provide a general platform for the study of stochastic cell fate decision in terms of nonequilibrium statistical mechanics.

Stochastic dynamics of cholera epidemics

NASA Astrophysics Data System (ADS)

Azaele, Sandro; Maritan, Amos; Bertuzzo, Enrico; Rodriguez-Iturbe, Ignacio; Rinaldo, Andrea

2010-05-01

We describe the predictions of an analytically tractable stochastic model for cholera epidemics following a single initial outbreak. The exact model relies on a set of assumptions that may restrict the generality of the approach and yet provides a realm of powerful tools and results. Without resorting to the depletion of susceptible individuals, as usually assumed in deterministic susceptible-infected-recovered models, we show that a simple stochastic equation for the number of ill individuals provides a mechanism for the decay of the epidemics occurring on the typical time scale of seasonality. The model is shown to provide a reasonably accurate description of the empirical data of the 2000/2001 cholera epidemic which took place in the Kwa Zulu-Natal Province, South Africa, with possibly notable epidemiological implications.

Bringing consistency to simulation of population models--Poisson simulation as a bridge between micro and macro simulation.

PubMed

Gustafsson, Leif; Sternad, Mikael

2007-10-01

Population models concern collections of discrete entities such as atoms, cells, humans, animals, etc., where the focus is on the number of entities in a population. Because of the complexity of such models, simulation is usually needed to reproduce their complete dynamic and stochastic behaviour. Two main types of simulation models are used for different purposes, namely micro-simulation models, where each individual is described with its particular attributes and behaviour, and macro-simulation models based on stochastic differential equations, where the population is described in aggregated terms by the number of individuals in different states. Consistency between micro- and macro-models is a crucial but often neglected aspect. This paper demonstrates how the Poisson Simulation technique can be used to produce a population macro-model consistent with the corresponding micro-model. This is accomplished by defining Poisson Simulation in strictly mathematical terms as a series of Poisson processes that generate sequences of Poisson distributions with dynamically varying parameters. The method can be applied to any population model. It provides the unique stochastic and dynamic macro-model consistent with a correct micro-model. The paper also presents a general macro form for stochastic and dynamic population models. In an appendix Poisson Simulation is compared with Markov Simulation showing a number of advantages. Especially aggregation into state variables and aggregation of many events per time-step makes Poisson Simulation orders of magnitude faster than Markov Simulation. Furthermore, you can build and execute much larger and more complicated models with Poisson Simulation than is possible with the Markov approach.

A general stochastic model for sporophytic self-incompatibility.

PubMed

Billiard, Sylvain; Tran, Viet Chi

2012-01-01

Disentangling the processes leading populations to extinction is a major topic in ecology and conservation biology. The difficulty to find a mate in many species is one of these processes. Here, we investigate the impact of self-incompatibility in flowering plants, where several inter-compatible classes of individuals exist but individuals of the same class cannot mate. We model pollen limitation through different relationships between mate availability and fertilization success. After deriving a general stochastic model, we focus on the simple case of distylous plant species where only two classes of individuals exist. We first study the dynamics of such a species in a large population limit and then, we look for an approximation of the extinction probability in small populations. This leads us to consider inhomogeneous random walks on the positive quadrant. We compare the dynamics of distylous species to self-fertile species with and without inbreeding depression, to obtain the conditions under which self-incompatible species can be less sensitive to extinction while they can suffer more pollen limitation. © Springer-Verlag 2011

Macroscopic Fluctuation Theory for Stationary Non-Equilibrium States

NASA Astrophysics Data System (ADS)

Bertini, L.; de Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C.

2002-05-01

We formulate a dynamical fluctuation theory for stationary non-equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager-Machlup theory in the SNS; a general Hamilton-Jacobi equation for the macroscopic entropy; a non-equilibrium, nonlinear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a nonlinear ordinary differential equation; by using the Hamilton-Jacobi equation, we obtain a logically independent derivation of this result.

Percolation Model of Sensory Transmission and Loss of Consciousness Under General Anesthesia

NASA Astrophysics Data System (ADS)

Zhou, David W.; Mowrey, David D.; Tang, Pei; Xu, Yan

2015-09-01

Neurons communicate with each other dynamically; how such communications lead to consciousness remains unclear. Here, we present a theoretical model to understand the dynamic nature of sensory activity and information integration in a hierarchical network, in which edges are stochastically defined by a single parameter p representing the percolation probability of information transmission. We validate the model by comparing the transmitted and original signal distributions, and we show that a basic version of this model can reproduce key spectral features clinically observed in electroencephalographic recordings of transitions from conscious to unconscious brain activities during general anesthesia. As p decreases, a steep divergence of the transmitted signal from the original was observed, along with a loss of signal synchrony and a sharp increase in information entropy in a critical manner; this resembles the precipitous loss of consciousness during anesthesia. The model offers mechanistic insights into the emergence of information integration from a stochastic process, laying the foundation for understanding the origin of cognition.

Quantum learning of classical stochastic processes: The completely positive realization problem

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

Monràs, Alex; Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543; Winter, Andreas

2016-01-15

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece inmore » the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print http://arxiv.org/abs/1303.3771 (2013)].« less

Electronic excitation and quenching of atoms at insulator surfaces

NASA Technical Reports Server (NTRS)

Swaminathan, P. K.; Garrett, Bruce C.; Murthy, C. S.

1988-01-01

A trajectory-based semiclassical method is used to study electronically inelastic collisions of gas atoms with insulator surfaces. The method provides for quantum-mechanical treatment of the internal electronic dynamics of a localized region involving the gas/surface collision, and a classical treatment of all the nuclear degrees of freedom (self-consistently and in terms of stochastic trajectories), and includes accurate simulation of the bath-temperature effects. The method is easy to implement and has a generality that holds promise for many practical applications. The problem of electronically inelastic dynamics is solved by computing a set of stochastic trajectories that on thermal averaging directly provide electronic transition probabilities at a given temperature. The theory is illustrated by a simple model of a two-state gas/surface interaction.

Applied Nonlinear Dynamics and Stochastic Systems Near The Millenium. Proceedings

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

Kadtke, J.B.; Bulsara, A.

These proceedings represent papers presented at the Applied Nonlinear Dynamics and Stochastic Systems conference held in San Diego, California in July 1997. The conference emphasized the applications of nonlinear dynamical systems theory in fields as diverse as neuroscience and biomedical engineering, fluid dynamics, chaos control, nonlinear signal/image processing, stochastic resonance, devices and nonlinear dynamics in socio{minus}economic systems. There were 56 papers presented at the conference and 5 have been abstracted for the Energy Science and Technology database.(AIP)

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

A Stochastic Water Balance Framework for Lowland Watersheds

NASA Astrophysics Data System (ADS)

Thompson, Sally; MacVean, Lissa; Sivapalan, Murugesu

2017-11-01

The water balance dynamics in lowland watersheds are influenced not only by local hydroclimatic controls on energy and water availability, but also by imports of water from the upstream watershed. These imports result in a stochastic extent of inundation in lowland watersheds that is determined by the local flood regime, watershed topography, and the rate of loss processes such as drainage and evaporation. Thus, lowland watershed water balances depend on two stochastic processes—rainfall and local inundation dynamics. Lowlands are high productivity environments that are disproportionately associated with urbanization, high productivity agriculture, biodiversity, and flood risk. Consequently, they are being rapidly altered by human development—generally with clear economic and social motivation—but also with significant trade-offs in ecosystem services provision, directly related to changes in the components and variability of the lowland water balance. We present a stochastic framework to assess the lowland water balance and its sensitivity to two common human interventions—replacement of native vegetation with alternative land uses, and construction of local flood protection levees. By providing analytical solutions for the mean and PDF of the water balance components, the proposed framework provides a mechanism to connect human interventions to hydrologic outcomes, and, in conjunction with ecosystem service production estimates, to evaluate trade-offs associated with lowland watershed development.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-23

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes thatmore » the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.« less

Modelling Evolutionary Algorithms with Stochastic Differential Equations.

PubMed

Heredia, Jorge Pérez

2017-11-20

There has been renewed interest in modelling the behaviour of evolutionary algorithms (EAs) by more traditional mathematical objects, such as ordinary differential equations or Markov chains. The advantage is that the analysis becomes greatly facilitated due to the existence of well established methods. However, this typically comes at the cost of disregarding information about the process. Here, we introduce the use of stochastic differential equations (SDEs) for the study of EAs. SDEs can produce simple analytical results for the dynamics of stochastic processes, unlike Markov chains which can produce rigorous but unwieldy expressions about the dynamics. On the other hand, unlike ordinary differential equations (ODEs), they do not discard information about the stochasticity of the process. We show that these are especially suitable for the analysis of fixed budget scenarios and present analogues of the additive and multiplicative drift theorems from runtime analysis. In addition, we derive a new more general multiplicative drift theorem that also covers non-elitist EAs. This theorem simultaneously allows for positive and negative results, providing information on the algorithm's progress even when the problem cannot be optimised efficiently. Finally, we provide results for some well-known heuristics namely Random Walk (RW), Random Local Search (RLS), the (1+1) EA, the Metropolis Algorithm (MA), and the Strong Selection Weak Mutation (SSWM) algorithm.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-01

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Physical realizability of continuous-time quantum stochastic walks

NASA Astrophysics Data System (ADS)

Taketani, Bruno G.; Govia, Luke C. G.; Wilhelm, Frank K.

2018-05-01

Quantum walks are a promising methodology that can be used to both understand and implement quantum information processing tasks. The quantum stochastic walk is a recently developed framework that combines the concept of a quantum walk with that of a classical random walk, through open system evolution of a quantum system. Quantum stochastic walks have been shown to have applications in as far reaching fields as artificial intelligence. However, there are significant constraints on the kind of open system evolutions that can be realized in a physical experiment. In this work, we discuss the restrictions on the allowed open system evolution and the physical assumptions underpinning them. We show that general direct implementations would require the complete solution of the underlying unitary dynamics and sophisticated reservoir engineering, thus weakening the benefits of experimental implementation.

Sustainable infrastructure system modeling under uncertainties and dynamics

NASA Astrophysics Data System (ADS)

Huang, Yongxi

Infrastructure systems support human activities in transportation, communication, water use, and energy supply. The dissertation research focuses on critical transportation infrastructure and renewable energy infrastructure systems. The goal of the research efforts is to improve the sustainability of the infrastructure systems, with an emphasis on economic viability, system reliability and robustness, and environmental impacts. The research efforts in critical transportation infrastructure concern the development of strategic robust resource allocation strategies in an uncertain decision-making environment, considering both uncertain service availability and accessibility. The study explores the performances of different modeling approaches (i.e., deterministic, stochastic programming, and robust optimization) to reflect various risk preferences. The models are evaluated in a case study of Singapore and results demonstrate that stochastic modeling methods in general offers more robust allocation strategies compared to deterministic approaches in achieving high coverage to critical infrastructures under risks. This general modeling framework can be applied to other emergency service applications, such as, locating medical emergency services. The development of renewable energy infrastructure system development aims to answer the following key research questions: (1) is the renewable energy an economically viable solution? (2) what are the energy distribution and infrastructure system requirements to support such energy supply systems in hedging against potential risks? (3) how does the energy system adapt the dynamics from evolving technology and societal needs in the transition into a renewable energy based society? The study of Renewable Energy System Planning with Risk Management incorporates risk management into its strategic planning of the supply chains. The physical design and operational management are integrated as a whole in seeking mitigations against the potential risks caused by feedstock seasonality and demand uncertainty. Facility spatiality, time variation of feedstock yields, and demand uncertainty are integrated into a two-stage stochastic programming (SP) framework. In the study of Transitional Energy System Modeling under Uncertainty, a multistage stochastic dynamic programming is established to optimize the process of building and operating fuel production facilities during the transition. Dynamics due to the evolving technologies and societal changes and uncertainty due to demand fluctuations are the major issues to be addressed.

Doi-Peliti path integral methods for stochastic systems with partial exclusion

NASA Astrophysics Data System (ADS)

Greenman, Chris D.

2018-09-01

Doi-Peliti methods are developed for stochastic models with finite maximum occupation numbers per site. We provide a generalized framework for the different Fock spaces reported in the literature. Paragrassmannian techniques are then utilized to construct path integral formulations of factorial moments. We show that for many models of interest, a Magnus expansion is required to construct a suitable action, meaning actions containing a finite number of terms are not always feasible. However, for such systems, perturbative techniques are still viable, and for some examples, including carrying capacity population dynamics, and diffusion with partial exclusion, the expansions are exactly summable.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

PubMed

Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-01

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

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

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systemsmore » with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.« less

The role of predictive uncertainty in the operational management of reservoirs

NASA Astrophysics Data System (ADS)

Todini, E.

2014-09-01

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

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs

PubMed Central

Truccolo, Wilson

2017-01-01

Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity. PMID:28234899

On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs.

PubMed

Gerhard, Felipe; Deger, Moritz; Truccolo, Wilson

2017-02-01

Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity.

Local-scale Partitioning of Functional and Phylogenetic Beta Diversity in a Tropical Tree Assemblage.

PubMed

Yang, Jie; Swenson, Nathan G; Zhang, Guocheng; Ci, Xiuqin; Cao, Min; Sha, Liqing; Li, Jie; Ferry Slik, J W; Lin, Luxiang

2015-08-03

The relative degree to which stochastic and deterministic processes underpin community assembly is a central problem in ecology. Quantifying local-scale phylogenetic and functional beta diversity may shed new light on this problem. We used species distribution, soil, trait and phylogenetic data to quantify whether environmental distance, geographic distance or their combination are the strongest predictors of phylogenetic and functional beta diversity on local scales in a 20-ha tropical seasonal rainforest dynamics plot in southwest China. The patterns of phylogenetic and functional beta diversity were generally consistent. The phylogenetic and functional dissimilarity between subplots (10 × 10 m, 20 × 20 m, 50 × 50 m and 100 × 100 m) was often higher than that expected by chance. The turnover of lineages and species function within habitats was generally slower than that across habitats. Partitioning the variation in phylogenetic and functional beta diversity showed that environmental distance was generally a better predictor of beta diversity than geographic distance thereby lending relatively more support for deterministic environmental filtering over stochastic processes. Overall, our results highlight that deterministic processes play a stronger role than stochastic processes in structuring community composition in this diverse assemblage of tropical trees.

Stochastic gain in finite populations

NASA Astrophysics Data System (ADS)

Röhl, Torsten; Traulsen, Arne; Claussen, Jens Christian; Schuster, Heinz Georg

2008-08-01

Flexible learning rates can lead to increased payoffs under the influence of noise. In a previous paper [Traulsen , Phys. Rev. Lett. 93, 028701 (2004)], we have demonstrated this effect based on a replicator dynamics model which is subject to external noise. Here, we utilize recent advances on finite population dynamics and their connection to the replicator equation to extend our findings and demonstrate the stochastic gain effect in finite population systems. Finite population dynamics is inherently stochastic, depending on the population size and the intensity of selection, which measures the balance between the deterministic and the stochastic parts of the dynamics. This internal noise can be exploited by a population using an appropriate microscopic update process, even if learning rates are constant.

Thermal interpretation of infrared dynamics in de Sitter

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

Rigopoulos, Gerasimos, E-mail: gerasimos.rigopoulos@ncl.ac.uk

The infrared dynamics of a light, minimally coupled scalar field in de Sitter spacetime with Ricci curvature R = 12 H {sup 2}, averaged over horizon sized regions of physical volume V {sub H} = (4π/3)(1/ H ){sup 3}, can be interpreted as Brownian motion in a medium with de Sitter temperature T {sub DS} = h-bar H /2π. We demonstrate this by directly deriving the effective action of scalar field fluctuations with wavelengths larger than the de Sitter curvature radius and generalizing Starobinsky's seminal results on stochastic inflation. The effective action describes stochastic dynamics and the fluctuating force drivesmore » the field to an equilibrium characterized by a thermal Gibbs distribution at temperature T {sub DS} which corresponds to a de Sitter invariant state. Hence, approach towards this state can be interpreted as thermalization. We show that the stochastic kinetic energy of the coarse-grained description corresponds to the norm of ∂{sub μ}φ and takes a well defined value per horizon volume ½((∇φ){sup 2}) = − ½ T {sub DS}/ V {sub H} . This approach allows for the non-perturbative computation of the de Sitter invariant stress energy tensor ( T {sub μν}) for an arbitrary scalar potential.« less

Stochastic thermodynamics across scales: Emergent inter-attractoral discrete Markov jump process and its underlying continuous diffusion

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

We investigate the internal consistency of a recently developed mathematical thermodynamic structure across scales, between a continuous stochastic nonlinear dynamical system, i.e., a diffusion process with Langevin and Fokker-Planck equations, and its emergent discrete, inter-attractoral Markov jump process. We analyze how the system’s thermodynamic state functions, e.g. free energy F, entropy S, entropy production ep, free energy dissipation Ḟ, etc., are related when the continuous system is described with coarse-grained discrete variables. It is shown that the thermodynamics derived from the underlying, detailed continuous dynamics gives rise to exactly the free-energy representation of Gibbs and Helmholtz. That is, the system’s thermodynamic structure is the same as if one only takes a middle road and starts with the natural discrete description, with the corresponding transition rates empirically determined. By natural we mean in the thermodynamic limit of a large system, with an inherent separation of time scales between inter- and intra-attractoral dynamics. This result generalizes a fundamental idea from chemistry, and the theory of Kramers, by incorporating thermodynamics: while a mechanical description of a molecule is in terms of continuous bond lengths and angles, chemical reactions are phenomenologically described by a discrete representation, in terms of exponential rate laws and a stochastic thermodynamics.

Simple, Fast and Accurate Implementation of the Diffusion Approximation Algorithm for Stochastic Ion Channels with Multiple States

PubMed Central

Orio, Patricio; Soudry, Daniel

2012-01-01

Background The phenomena that emerge from the interaction of the stochastic opening and closing of ion channels (channel noise) with the non-linear neural dynamics are essential to our understanding of the operation of the nervous system. The effects that channel noise can have on neural dynamics are generally studied using numerical simulations of stochastic models. Algorithms based on discrete Markov Chains (MC) seem to be the most reliable and trustworthy, but even optimized algorithms come with a non-negligible computational cost. Diffusion Approximation (DA) methods use Stochastic Differential Equations (SDE) to approximate the behavior of a number of MCs, considerably speeding up simulation times. However, model comparisons have suggested that DA methods did not lead to the same results as in MC modeling in terms of channel noise statistics and effects on excitability. Recently, it was shown that the difference arose because MCs were modeled with coupled gating particles, while the DA was modeled using uncoupled gating particles. Implementations of DA with coupled particles, in the context of a specific kinetic scheme, yielded similar results to MC. However, it remained unclear how to generalize these implementations to different kinetic schemes, or whether they were faster than MC algorithms. Additionally, a steady state approximation was used for the stochastic terms, which, as we show here, can introduce significant inaccuracies. Main Contributions We derived the SDE explicitly for any given ion channel kinetic scheme. The resulting generic equations were surprisingly simple and interpretable – allowing an easy, transparent and efficient DA implementation, avoiding unnecessary approximations. The algorithm was tested in a voltage clamp simulation and in two different current clamp simulations, yielding the same results as MC modeling. Also, the simulation efficiency of this DA method demonstrated considerable superiority over MC methods, except when short time steps or low channel numbers were used. PMID:22629320

Quantifying stochasticity in the dynamics of delay-coupled semiconductor lasers via forbidden patterns.

PubMed

Tiana-Alsina, Jordi; Buldú, Javier M; Torrent, M C; García-Ojalvo, Jordi

2010-01-28

We quantify the level of stochasticity in the dynamics of two mutually coupled semiconductor lasers. Specifically, we concentrate on a regime in which the lasers synchronize their dynamics with a non-zero lag time, and the leader and laggard roles alternate irregularly between the lasers. We analyse this switching dynamics in terms of the number of forbidden patterns of the alternate time series. The results reveal that the system operates in a stochastic regime, with the level of stochasticity decreasing as the lasers are pumped further away from their lasing threshold. This behaviour is similar to that exhibited by a single semiconductor laser subject to external optical feedback, as its dynamics shifts from the regime of low-frequency fluctuations to coherence collapse. This journal is © 2010 The Royal Society

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

The Sharma-Parthasarathy stochastic two-body problem

NASA Astrophysics Data System (ADS)

Cresson, J.; Pierret, F.; Puig, B.

2015-03-01

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.

Intermittent dynamics in complex systems driven to depletion.

PubMed

Escobar, Juan V; Pérez Castillo, Isaac

2018-03-19

When complex systems are driven to depletion by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To understand and ultimately be able to predict such dynamics, we propose an underlying mechanism based on sharp thresholds of a local generalized energy density that naturally leads to negative feedback. We find a transition from a continuous regime to an intermittent one, in which avalanches can be predicted despite the stochastic nature of the process. This model may have applications in many natural and social complex systems where a rapid depletion of resources or generalized energy drives the dynamics. In particular, we show how this model accurately describes the time evolution and avalanches present in a real social system.

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2014-10-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

Optimal exploitation strategies for an animal population in a Markovian environment: A theory and an example

USGS Publications Warehouse

Anderson, D.R.

1975-01-01

Optimal exploitation strategies were studied for an animal population in a Markovian (stochastic, serially correlated) environment. This is a general case and encompasses a number of important special cases as simplifications. Extensive empirical data on the Mallard (Anas platyrhynchos) were used as an example of general theory. The number of small ponds on the central breeding grounds was used as an index to the state of the environment. A general mathematical model was formulated to provide a synthesis of the existing literature, estimates of parameters developed from an analysis of data, and hypotheses regarding the specific effect of exploitation on total survival. The literature and analysis of data were inconclusive concerning the effect of exploitation on survival. Therefore, two hypotheses were explored: (1) exploitation mortality represents a largely additive form of mortality, and (2) exploitation mortality is compensatory with other forms of mortality, at least to some threshold level. Models incorporating these two hypotheses were formulated as stochastic dynamic programming models and optimal exploitation strategies were derived numerically on a digital computer. Optimal exploitation strategies were found to exist under the rather general conditions. Direct feedback control was an integral component in the optimal decision-making process. Optimal exploitation was found to be substantially different depending upon the hypothesis regarding the effect of exploitation on the population. If we assume that exploitation is largely an additive force of mortality in Mallards, then optimal exploitation decisions are a convex function of the size of the breeding population and a linear or slight concave function of the environmental conditions. Under the hypothesis of compensatory mortality forces, optimal exploitation decisions are approximately linearly related to the size of the Mallard breeding population. Dynamic programming is suggested as a very general formulation for realistic solutions to the general optimal exploitation problem. The concepts of state vectors and stage transformations are completely general. Populations can be modeled stochastically and the objective function can include extra-biological factors. The optimal level of exploitation in year t must be based on the observed size of the population and the state of the environment in year t unless the dynamics of the population, the state of the environment, and the result of the exploitation decisions are completely deterministic. Exploitation based on an average harvest, or harvest rate, or designed to maintain a constant breeding population size is inefficient.

Extended Plefka expansion for stochastic dynamics

NASA Astrophysics Data System (ADS)

Bravi, B.; Sollich, P.; Opper, M.

2016-05-01

We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry.

Statistical nature of infrared dynamics on de Sitter background

NASA Astrophysics Data System (ADS)

Tokuda, Junsei; Tanaka, Takahiro

2018-02-01

In this study, we formulate a systematic way of deriving an effective equation of motion(EoM) for long wavelength modes of a massless scalar field with a general potential V(phi) on de Sitter background, and investigate whether or not the effective EoM can be described as a classical stochastic process. Our formulation gives an extension of the usual stochastic formalism to including sub-leading secular growth coming from the nonlinearity of short wavelength modes. Applying our formalism to λ phi4 theory, we explicitly derive an effective EoM which correctly recovers the next-to-leading secularly growing part at a late time, and show that this effective EoM can be seen as a classical stochastic process. Our extended stochastic formalism can describe all secularly growing terms which appear in all correlation functions with a specific operator ordering. The restriction of the operator ordering will not be a big drawback because the commutator of a light scalar field becomes negligible at large scales owing to the squeezing.

Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

NASA Astrophysics Data System (ADS)

Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.

2015-04-01

We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.

Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics

NASA Astrophysics Data System (ADS)

Belavkin, V. P.

2009-02-01

A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

On the degree distribution of horizontal visibility graphs associated with Markov processes and dynamical systems: diagrammatic and variational approaches

NASA Astrophysics Data System (ADS)

Lacasa, Lucas

2014-09-01

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical time series analysis and signal processing and (ii) characterizing classes of dynamical systems and stochastic processes using the tools of graph theory. Recent works show that the degree distribution of these graphs encapsulates much information on the signals' variability, and therefore constitutes a fundamental feature for statistical learning purposes. However, exact solutions for the degree distributions are only known in a few cases, such as for uncorrelated random processes. Here we analytically explore these distributions in a list of situations. We present a diagrammatic formalism which computes for all degrees their corresponding probability as a series expansion in a coupling constant which is the number of hidden variables. We offer a constructive solution for general Markovian stochastic processes and deterministic maps. As case tests we focus on Ornstein-Uhlenbeck processes, fully chaotic and quasiperiodic maps. Whereas only for certain degree probabilities can all diagrams be summed exactly, in the general case we show that the perturbation theory converges. In a second part, we make use of a variational technique to predict the complete degree distribution for special classes of Markovian dynamics with fast-decaying correlations. In every case we compare the theory with numerical experiments.

Optimal generalized multistep integration formulae for real-time digital simulation

NASA Technical Reports Server (NTRS)

Moerder, D. D.; Halyo, N.

1985-01-01

The problem of discretizing a dynamical system for real-time digital simulation is considered. Treating the system and its simulation as stochastic processes leads to a statistical characterization of simulator fidelity. A plant discretization procedure based on an efficient matrix generalization of explicit linear multistep discrete integration formulae is introduced, which minimizes a weighted sum of the mean squared steady-state and transient error between the system and simulator outputs.

Physical Models of Cognition

NASA Technical Reports Server (NTRS)

Zak, Michail

1994-01-01

This paper presents and discusses physical models for simulating some aspects of neural intelligence, and, in particular, the process of cognition. The main departure from the classical approach here is in utilization of a terminal version of classical dynamics introduced by the author earlier. Based upon violations of the Lipschitz condition at equilibrium points, terminal dynamics attains two new fundamental properties: it is spontaneous and nondeterministic. Special attention is focused on terminal neurodynamics as a particular architecture of terminal dynamics which is suitable for modeling of information flows. Terminal neurodynamics possesses a well-organized probabilistic structure which can be analytically predicted, prescribed, and controlled, and therefore which presents a powerful tool for modeling real-life uncertainties. Two basic phenomena associated with random behavior of neurodynamic solutions are exploited. The first one is a stochastic attractor ; a stable stationary stochastic process to which random solutions of a closed system converge. As a model of the cognition process, a stochastic attractor can be viewed as a universal tool for generalization and formation of classes of patterns. The concept of stochastic attractor is applied to model a collective brain paradigm explaining coordination between simple units of intelligence which perform a collective task without direct exchange of information. The second fundamental phenomenon discussed is terminal chaos which occurs in open systems. Applications of terminal chaos to information fusion as well as to explanation and modeling of coordination among neurons in biological systems are discussed. It should be emphasized that all the models of terminal neurodynamics are implementable in analog devices, which means that all the cognition processes discussed in the paper are reducible to the laws of Newtonian mechanics.

Markov stochasticity coordinates

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

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

A problem of mathematical modeling of complex stochastic processes in macroeconomics is discussed. For the description of dynamics of income and capital stock, the well-known Kaldor model of business cycles is used as a basic example. The aim of the paper is to give an overview of the variety of stochastic phenomena which occur in Kaldor model forced by additive and parametric random noise. We study a generation of small- and large-amplitude stochastic oscillations, and their mixed-mode intermittency. To analyze these phenomena, we suggest a constructive approach combining the study of the peculiarities of deterministic phase portrait, and stochastic sensitivity of attractors. We show how parametric noise can stabilize the unstable equilibrium and transform dynamics of Kaldor system from order to chaos.

The Sharma-Parthasarathy stochastic two-body problem

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

Cresson, J.; SYRTE/Observatoire de Paris, 75014 Paris; Pierret, F.

2015-03-15

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in [“Dynamics of a stochastically perturbed two-body problem,” Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss’s equations in the planar case.

Macroscopic behavior and fluctuation-dissipation response of stochastic ecohydrological systems

NASA Astrophysics Data System (ADS)

Porporato, A. M.

2017-12-01

The coupled dynamics of water, carbon and nutrient cycles in ecohydrological systems is forced by unpredictable and intermittent hydroclimatic fluctuations at different time scales. While modeling and long-term prediction of these complex interactions often requires a probabilistic approach, the resulting stochastic equations however are only solvable in special cases. To obtain information on the behavior of the system one typically has to resort to approximation methods. Here we discuss macroscopic equations for the averages and fluctuation-dissipation estimates for the general correlations between the forcing and the ecohydrological response for the soil moisture-plant biomass interaction and the problem of primary salinization and nitrogen retention in soils.

Entropy Production and Fluctuation Theorems for Active Matter

NASA Astrophysics Data System (ADS)

Mandal, Dibyendu; Klymko, Katherine; DeWeese, Michael R.

2017-12-01

Active biological systems reside far from equilibrium, dissipating heat even in their steady state, thus requiring an extension of conventional equilibrium thermodynamics and statistical mechanics. In this Letter, we have extended the emerging framework of stochastic thermodynamics to active matter. In particular, for the active Ornstein-Uhlenbeck model, we have provided consistent definitions of thermodynamic quantities such as work, energy, heat, entropy, and entropy production at the level of single, stochastic trajectories and derived related fluctuation relations. We have developed a generalization of the Clausius inequality, which is valid even in the presence of the non-Hamiltonian dynamics underlying active matter systems. We have illustrated our results with explicit numerical studies.

Pure Gaussian state generation via dissipation: a quantum stochastic differential equation approach.

PubMed

Yamamoto, Naoki

2012-11-28

Recently, the complete characterization of a general Gaussian dissipative system having a unique pure steady state was obtained. This result provides a clear guideline for engineering an environment such that the dissipative system has a desired pure steady state such as a cluster state. In this paper, we describe the system in terms of a quantum stochastic differential equation (QSDE) so that the environment channels can be explicitly dealt with. Then, a physical meaning of that characterization, which cannot be seen without the QSDE representation, is clarified; more specifically, the nullifier dynamics of any Gaussian system generating a unique pure steady state is passive. In addition, again based on the QSDE framework, we provide a general and practical method to implement a desired dissipative Gaussian system, which has a structure of quantum state transfer.

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

Weak Galilean invariance as a selection principle for coarse-grained diffusive models.

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

How does the mathematical description of a system change in different reference frames? Galilei first addressed this fundamental question by formulating the famous principle of Galilean invariance. It prescribes that the equations of motion of closed systems remain the same in different inertial frames related by Galilean transformations, thus imposing strong constraints on the dynamical rules. However, real world systems are often described by coarse-grained models integrating complex internal and external interactions indistinguishably as friction and stochastic forces. Since Galilean invariance is then violated, there is seemingly no alternative principle to assess a priori the physical consistency of a given stochastic model in different inertial frames. Here, starting from the Kac-Zwanzig Hamiltonian model generating Brownian motion, we show how Galilean invariance is broken during the coarse-graining procedure when deriving stochastic equations. Our analysis leads to a set of rules characterizing systems in different inertial frames that have to be satisfied by general stochastic models, which we call "weak Galilean invariance." Several well-known stochastic processes are invariant in these terms, except the continuous-time random walk for which we derive the correct invariant description. Our results are particularly relevant for the modeling of biological systems, as they provide a theoretical principle to select physically consistent stochastic models before a validation against experimental data.

Quantum dynamics in strong fluctuating fields

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Hänggi, Peter

A large number of multifaceted quantum transport processes in molecular systems and physical nanosystems, such as e.g. nonadiabatic electron transfer in proteins, can be treated in terms of quantum relaxation processes which couple to one or several fluctuating environments. A thermal equilibrium environment can conveniently be modelled by a thermal bath of harmonic oscillators. An archetype situation provides a two-state dissipative quantum dynamics, commonly known under the label of a spin-boson dynamics. An interesting and nontrivial physical situation emerges, however, when the quantum dynamics evolves far away from thermal equilibrium. This occurs, for example, when a charge transferring medium possesses nonequilibrium degrees of freedom, or when a strong time-dependent control field is applied externally. Accordingly, certain parameters of underlying quantum subsystem acquire stochastic character. This may occur, for example, for the tunnelling coupling between the donor and acceptor states of the transferring electron, or for the corresponding energy difference between electronic states which assume via the coupling to the fluctuating environment an explicit stochastic or deterministic time-dependence. Here, we review the general theoretical framework which is based on the method of projector operators, yielding the quantum master equations for systems that are exposed to strong external fields. This allows one to investigate on a common basis, the influence of nonequilibrium fluctuations and periodic electrical fields on those already mentioned dynamics and related quantum transport processes. Most importantly, such strong fluctuating fields induce a whole variety of nonlinear and nonequilibrium phenomena. A characteristic feature of such dynamics is the absence of thermal (quantum) detailed balance.ContentsPAGE1. Introduction5262. Quantum dynamics in stochastic fields531 2.1. Stochastic Liouville equation531 2.2. Non-Markovian vs. Markovian discrete state fluctuations531 2.3. Averaging the quantum propagator533  2.3.1. Kubo oscillator535  2.3.2. Averaged dynamics of two-level quantum systems exposed to two-state stochastic fields537 2.4. Projection operator method: a primer5403. Two-state quantum dynamics in periodic fields542 3.1. Coherent destruction of tunnelling542 3.2. Driving-induced tunnelling oscillations (DITO)5434. Dissipative quantum dynamics in strong time-dependent fields544 4.1. General formalism544  4.1.1. Weak-coupling approximation545  4.1.2. Markovian approximation: Generalised Redfield Equations5475. Application I: Quantum relaxation in driven, dissipative two-level systems548 5.1. Decoupling approximation for fast fluctuating energy levels550  5.1.1. Control of quantum rates551  5.1.2. Stochastic cooling and inversion of level populations552  5.1.3. Emergence of an effective energy bias553 5.2. Quantum relaxation in strong periodic fields554 5.3. Approximation of time-dependent rates554 5.4. Exact averaging for dichotomous Markovian fluctuations5556. Application II: Driven electron transfer within a spin-boson description557 6.1. Curve-crossing problems with dissipation558 6.2. Weak system-bath coupling559 6.3. Beyond weak-coupling theory: Strong system-bath coupling563  6.3.1. Fast fluctuating energy levels565  6.3.2. Exact averaging over dichotomous fluctuations of the energy levels566  6.3.3. Electron transfer in fast oscillating periodic fields567  6.3.4. Dichotomously fluctuating tunnelling barrier5687. Quantum transport in dissipative tight-binding models subjected tostrong external fields569 7.1. Noise-induced absolute negative mobility571 7.2. Dissipative quantum rectifiers573 7.3. Limit of vanishing dissipation575 7.4. Case of harmonic mixing drive5758. Summary576Acknowledgements578References579

A scaling law for random walks on networks

PubMed Central

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-01-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

Epidemic patch models applied to pandemic influenza: contact matrix, stochasticity, robustness of predictions.

PubMed

Lunelli, Antonella; Pugliese, Andrea; Rizzo, Caterina

2009-07-01

Due to the recent emergence of H5N1 virus, the modelling of pandemic influenza has become a relevant issue. Here we present an SEIR model formulated to simulate a possible outbreak in Italy, analysing its structure and, more generally, the effect of including specific details into a model. These details regard population heterogeneities, such as age and spatial distribution, as well as stochasticity, that regulates the epidemic dynamics when the number of infectives is low. We discuss and motivate the specific modelling choices made when building the model and investigate how the model details influence the predicted dynamics. Our analysis may help in deciding which elements of complexity are worth including in the design of a deterministic model for pandemic influenza, in a balance between, on the one hand, keeping the model computationally efficient and the number of parameters low and, on the other hand, maintaining the necessary realistic features.

Using Temporal Correlations and Full Distributions to Separate Intrinsic and Extrinsic Fluctuations in Biological Systems

NASA Astrophysics Data System (ADS)

Hilfinger, Andreas; Chen, Mark; Paulsson, Johan

2012-12-01

Studies of stochastic biological dynamics typically compare observed fluctuations to theoretically predicted variances, sometimes after separating the intrinsic randomness of the system from the enslaving influence of changing environments. But variances have been shown to discriminate surprisingly poorly between alternative mechanisms, while for other system properties no approaches exist that rigorously disentangle environmental influences from intrinsic effects. Here, we apply the theory of generalized random walks in random environments to derive exact rules for decomposing time series and higher statistics, rather than just variances. We show for which properties and for which classes of systems intrinsic fluctuations can be analyzed without accounting for extrinsic stochasticity and vice versa. We derive two independent experimental methods to measure the separate noise contributions and show how to use the additional information in temporal correlations to detect multiplicative effects in dynamical systems.

A scaling law for random walks on networks

NASA Astrophysics Data System (ADS)

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

A scaling law for random walks on networks.

PubMed

Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-14

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

Role of the noise on the transient dynamics of an ecosystem of interacting species

NASA Astrophysics Data System (ADS)

Spagnolo, B.; La Barbera, A.

2002-11-01

We analyze the transient dynamics of an ecosystem described by generalized Lotka-Volterra equations in the presence of a multiplicative noise and a random interaction parameter between the species. We consider specifically three cases: (i) two competing species, (ii) three interacting species (one predator-two preys), (iii) n-interacting species. The interaction parameter in case (i) is a stochastic process which obeys a stochastic differential equation. We find noise delayed extinction of one of two species, which is akin to the noise-enhanced stability phenomenon. Other two noise-induced effects found are temporal oscillations and spatial patterns of the two competing species. In case (ii) the noise induces correlated spatial patterns of the predator and of the two preys concentrations. Finally, in case (iii) we find the asymptotic behavior of the time average of the ith population when the ecosystem is composed of a great number of interacting species.

What can we learn about the dynamics of DO-events from studying the high resolution ice core records?

NASA Astrophysics Data System (ADS)

Ditlevsen, Peter

2017-04-01

The causes for and possible predictions of rapid climate changes are poorly understood. The most pronounced changes observed, beside the glacial terminations, are the Dansgaard-Oeschger events. Present day general circulation climate models simulating glacial conditions are not capable of reproducing these rapid shifts. It is thus not known if they are due to bifurcations in the structural stability of the climate or if they are induced by stochastic fluctuations. By analyzing a high resolution ice core record we exclude the bifurcation scenario, which strongly suggests that they are noise induced and thus have very limited predictability. Ref: Peter Ditlevsen, "Tipping points in the climate system", in Nonlinear and Stochastic Climate Dynamics, Cambridge University Press (C. Franzke and T. O'Kane, eds.) (2016) P. D. Ditlevsen and S. Johnsen, "Tipping points: Early warning and wishful thinking", Geophys. Res. Lett., 37, L19703, 2010

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2014-01-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

Hybrid finite element and Brownian dynamics method for diffusion-controlled reactions.

PubMed

Bauler, Patricia; Huber, Gary A; McCammon, J Andrew

2012-04-28

Diffusion is often the rate determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. This paper proposes a new hybrid diffusion method that couples the strengths of each of these two methods. The method is derived for a general multidimensional system, and is presented using a basic test case for 1D linear and radially symmetric diffusion systems.

Intrinsic map dynamics exploration for uncharted effective free-energy landscapes

PubMed Central

Covino, Roberto; Coifman, Ronald R.; Gear, C. William; Georgiou, Anastasia S.; Kevrekidis, Ioannis G.

2017-01-01

We describe and implement a computer-assisted approach for accelerating the exploration of uncharted effective free-energy surfaces (FESs). More generally, the aim is the extraction of coarse-grained, macroscopic information from stochastic or atomistic simulations, such as molecular dynamics (MD). The approach functionally links the MD simulator with nonlinear manifold learning techniques. The added value comes from biasing the simulator toward unexplored phase-space regions by exploiting the smoothness of the gradually revealed intrinsic low-dimensional geometry of the FES. PMID:28634293

Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2018-05-01

A novel nonlinear stochastic interacting price dynamics is proposed and investigated by the bond percolation on Sierpinski gasket fractal-like lattice, aim to make a new approach to reproduce and study the complexity dynamics of real security markets. Fractal-like lattices correspond to finite graphs with vertices and edges, which are similar to fractals, and Sierpinski gasket is a well-known example of fractals. Fractional ordinal array entropy and fractional ordinal array complexity are introduced to analyze the complexity behaviors of financial signals. To deeper comprehend the fluctuation characteristics of the stochastic price evolution, the complexity analysis of random logarithmic returns and volatility are preformed, including power-law distribution, fractional sample entropy and fractional ordinal array complexity. For further verifying the rationality and validity of the developed stochastic price evolution, the actual security market dataset are also studied with the same statistical methods for comparison. The empirical results show that this stochastic price dynamics can reconstruct complexity behaviors of the actual security markets to some extent.

Momentum Maps and Stochastic Clebsch Action Principles

NASA Astrophysics Data System (ADS)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

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

Exploring Fiscal Policy at Zero Interest Rates in Intermediate Macroeconomics

ERIC Educational Resources Information Center

Ramamurthy, Srikanth; Sedgley, Norman

2013-01-01

Since the financial meltdown of 2007, advanced macroeconomic theory has delved more deeply into the question of the appropriate fiscal policy when the nominal interest rate is close to or at zero percent. Such analysis is typically conducted with the aid of New Keynesian Dynamic Stochastic General Equilibrium models. The policy implications are,…

Marketing technology in macroeconomics.

PubMed

Tamegawa, Kenichi

2012-01-01

In this paper, we incorporate a marketing technology into a dynamic stochastic general equilibrium model by assuming a matching friction for consumption. An improvement in matching can be interpreted as an increase in matching technology, which we call marketing technology because of similar properties. Using a simulation analysis, we confirm that a positive matching technology shock can increase output and consumption.

Relationships between probabilistic Boolean networks and dynamic Bayesian networks as models of gene regulatory networks

PubMed Central

Lähdesmäki, Harri; Hautaniemi, Sampsa; Shmulevich, Ilya; Yli-Harja, Olli

2006-01-01

A significant amount of attention has recently been focused on modeling of gene regulatory networks. Two frequently used large-scale modeling frameworks are Bayesian networks (BNs) and Boolean networks, the latter one being a special case of its recent stochastic extension, probabilistic Boolean networks (PBNs). PBN is a promising model class that generalizes the standard rule-based interactions of Boolean networks into the stochastic setting. Dynamic Bayesian networks (DBNs) is a general and versatile model class that is able to represent complex temporal stochastic processes and has also been proposed as a model for gene regulatory systems. In this paper, we concentrate on these two model classes and demonstrate that PBNs and a certain subclass of DBNs can represent the same joint probability distribution over their common variables. The major benefit of introducing the relationships between the models is that it opens up the possibility of applying the standard tools of DBNs to PBNs and vice versa. Hence, the standard learning tools of DBNs can be applied in the context of PBNs, and the inference methods give a natural way of handling the missing values in PBNs which are often present in gene expression measurements. Conversely, the tools for controlling the stationary behavior of the networks, tools for projecting networks onto sub-networks, and efficient learning schemes can be used for DBNs. In other words, the introduced relationships between the models extend the collection of analysis tools for both model classes. PMID:17415411

Evolutionary fields can explain patterns of high-dimensional complexity in ecology

NASA Astrophysics Data System (ADS)

Wilsenach, James; Landi, Pietro; Hui, Cang

2017-04-01

One of the properties that make ecological systems so unique is the range of complex behavioral patterns that can be exhibited by even the simplest communities with only a few species. Much of this complexity is commonly attributed to stochastic factors that have very high-degrees of freedom. Orthodox study of the evolution of these simple networks has generally been limited in its ability to explain complexity, since it restricts evolutionary adaptation to an inertia-free process with few degrees of freedom in which only gradual, moderately complex behaviors are possible. We propose a model inspired by particle-mediated field phenomena in classical physics in combination with fundamental concepts in adaptation, which suggests that small but high-dimensional chaotic dynamics near to the adaptive trait optimum could help explain complex properties shared by most ecological datasets, such as aperiodicity and pink, fractal noise spectra. By examining a simple predator-prey model and appealing to real ecological data, we show that this type of complexity could be easily confused for or confounded by stochasticity, especially when spurred on or amplified by stochastic factors that share variational and spectral properties with the underlying dynamics.

Time step rescaling recovers continuous-time dynamical properties for discrete-time Langevin integration of nonequilibrium systems.

PubMed

Sivak, David A; Chodera, John D; Crooks, Gavin E

2014-06-19

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

The finite state projection approach to analyze dynamics of heterogeneous populations

NASA Astrophysics Data System (ADS)

Johnson, Rob; Munsky, Brian

2017-06-01

Population modeling aims to capture and predict the dynamics of cell populations in constant or fluctuating environments. At the elementary level, population growth proceeds through sequential divisions of individual cells. Due to stochastic effects, populations of cells are inherently heterogeneous in phenotype, and some phenotypic variables have an effect on division or survival rates, as can be seen in partial drug resistance. Therefore, when modeling population dynamics where the control of growth and division is phenotype dependent, the corresponding model must take account of the underlying cellular heterogeneity. The finite state projection (FSP) approach has often been used to analyze the statistics of independent cells. Here, we extend the FSP analysis to explore the coupling of cell dynamics and biomolecule dynamics within a population. This extension allows a general framework with which to model the state occupations of a heterogeneous, isogenic population of dividing and expiring cells. The method is demonstrated with a simple model of cell-cycle progression, which we use to explore possible dynamics of drug resistance phenotypes in dividing cells. We use this method to show how stochastic single-cell behaviors affect population level efficacy of drug treatments, and we illustrate how slight modifications to treatment regimens may have dramatic effects on drug efficacy.

Stochastic modeling of soil salinity

NASA Astrophysics Data System (ADS)

Suweis, S.; Porporato, A. M.; Daly, E.; van der Zee, S.; Maritan, A.; Rinaldo, A.

2010-12-01

A minimalist stochastic model of primary soil salinity is proposed, in which the rate of soil salinization is determined by the balance between dry and wet salt deposition and the intermittent leaching events caused by rainfall events. The equations for the probability density functions of salt mass and concentration are found by reducing the coupled soil moisture and salt mass balance equations to a single stochastic differential equation (generalized Langevin equation) driven by multiplicative Poisson noise. Generalized Langevin equations with multiplicative white Poisson noise pose the usual Ito (I) or Stratonovich (S) prescription dilemma. Different interpretations lead to different results and then choosing between the I and S prescriptions is crucial to describe correctly the dynamics of the model systems. We show how this choice can be determined by physical information about the timescales involved in the process. We also show that when the multiplicative noise is at most linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We then apply these results to the generalized Langevin equation that drives the salt mass dynamics. The stationary analytical solutions for the probability density functions of salt mass and concentration provide insight on the interplay of the main soil, plant and climate parameters responsible for long term soil salinization. In particular, they show the existence of two distinct regimes, one where the mean salt mass remains nearly constant (or decreases) with increasing rainfall frequency, and another where mean salt content increases markedly with increasing rainfall frequency. As a result, relatively small reductions of rainfall in drier climates may entail dramatic shifts in longterm soil salinization trends, with significant consequences, e.g. for climate change impacts on rain fed agriculture.

A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers.

PubMed

Bhowmick, Amiya Ranjan; Bandyopadhyay, Subhadip; Rana, Sourav; Bhattacharya, Sabyasachi

2016-01-01

The stochastic versions of the logistic and extended logistic growth models are applied successfully to explain many real-life population dynamics and share a central body of literature in stochastic modeling of ecological systems. To understand the randomness in the population dynamics of the underlying processes completely, it is important to have a clear idea about the quasi-equilibrium distribution and its moments. Bartlett et al. (1960) took a pioneering attempt for estimating the moments of the quasi-equilibrium distribution of the stochastic logistic model. Matis and Kiffe (1996) obtain a set of more accurate and elegant approximations for the mean, variance and skewness of the quasi-equilibrium distribution of the same model using cumulant truncation method. The method is extended for stochastic power law logistic family by the same and several other authors (Nasell, 2003; Singh and Hespanha, 2007). Cumulant truncation and some alternative methods e.g. saddle point approximation, derivative matching approach can be applied if the powers involved in the extended logistic set up are integers, although plenty of evidence is available for non-integer powers in many practical situations (Sibly et al., 2005). In this paper, we develop a set of new approximations for mean, variance and skewness of the quasi-equilibrium distribution under more general family of growth curves, which is applicable for both integer and non-integer powers. The deterministic counterpart of this family of models captures both monotonic and non-monotonic behavior of the per capita growth rate, of which theta-logistic is a special case. The approximations accurately estimate the first three order moments of the quasi-equilibrium distribution. The proposed method is illustrated with simulated data and real data from global population dynamics database. Copyright © 2015 Elsevier Inc. All rights reserved.

Method of conditional moments (MCM) for the Chemical Master Equation: a unified framework for the method of moments and hybrid stochastic-deterministic models.

PubMed

Hasenauer, J; Wolf, V; Kazeroonian, A; Theis, F J

2014-09-01

The time-evolution of continuous-time discrete-state biochemical processes is governed by the Chemical Master Equation (CME), which describes the probability of the molecular counts of each chemical species. As the corresponding number of discrete states is, for most processes, large, a direct numerical simulation of the CME is in general infeasible. In this paper we introduce the method of conditional moments (MCM), a novel approximation method for the solution of the CME. The MCM employs a discrete stochastic description for low-copy number species and a moment-based description for medium/high-copy number species. The moments of the medium/high-copy number species are conditioned on the state of the low abundance species, which allows us to capture complex correlation structures arising, e.g., for multi-attractor and oscillatory systems. We prove that the MCM provides a generalization of previous approximations of the CME based on hybrid modeling and moment-based methods. Furthermore, it improves upon these existing methods, as we illustrate using a model for the dynamics of stochastic single-gene expression. This application example shows that due to the more general structure, the MCM allows for the approximation of multi-modal distributions.

Exact and approximate many-body dynamics with stochastic one-body density matrix evolution

NASA Astrophysics Data System (ADS)

Lacroix, Denis

2005-06-01

We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, Dab=|Φa><Φb|, where each state evolves according to the stochastic Schrödinger equation given by O. Juillet and Ph. Chomaz [Phys. Rev. Lett. 88, 142503 (2002)]. A stochastic Liouville-von Neumann equation is derived as well as the associated. Bogolyubov-Born-Green-Kirwood-Yvon hierarchy. Due to the specific form of the many-body density along the path, the presented theory is equivalent to a stochastic theory in one-body density matrix space, in which each density matrix evolves according to its own mean-field augmented by a one-body noise. Guided by the exact reformulation, a stochastic mean-field dynamics valid in the weak coupling approximation is proposed. This theory leads to an approximate treatment of two-body effects similar to the extended time-dependent Hartree-Fock scheme. In this stochastic mean-field dynamics, statistical mixing can be directly considered and jumps occur on a coarse-grained time scale. Accordingly, numerical effort is expected to be significantly reduced for applications.

Robust and irreversible development in cell society as a general consequence of intra-inter dynamics

NASA Astrophysics Data System (ADS)

Kaneko, Kunihiko; Furusawa, Chikara

2000-05-01

A dynamical systems scenario for developmental cell biology is proposed, based on numerical studies of a system with interacting units with internal dynamics and reproduction. Diversification, formation of discrete and recursive types, and rules for differentiation are found as a natural consequence of such a system. “Stem cells” that either proliferate or differentiate to different types stochastically are found to appear when intra-cellular dynamics are chaotic. Robustness of the developmental process against microscopic and macroscopic perturbations is shown to be a natural consequence of such intra-inter dynamics, while irreversibility in developmental process is discussed in terms of the gain of stability, loss of diversity and chaotic instability.

Two competing species in super-diffusive dynamical regimes

NASA Astrophysics Data System (ADS)

La Cognata, A.; Valenti, D.; Spagnolo, B.; Dubkov, A. A.

2010-09-01

The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative α-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive α-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative noise and additive noise on the dynamics of the two species are studied.

Exploring Ackermann and LQR stability control of stochastic state-space model of hexacopter equipped with robotic arm

NASA Astrophysics Data System (ADS)

Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.

2018-05-01

This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.

Multiobjective optimization in structural design with uncertain parameters and stochastic processes

NASA Technical Reports Server (NTRS)

Rao, S. S.

1984-01-01

The application of multiobjective optimization techniques to structural design problems involving uncertain parameters and random processes is studied. The design of a cantilever beam with a tip mass subjected to a stochastic base excitation is considered for illustration. Several of the problem parameters are assumed to be random variables and the structural mass, fatigue damage, and negative of natural frequency of vibration are considered for minimization. The solution of this three-criteria design problem is found by using global criterion, utility function, game theory, goal programming, goal attainment, bounded objective function, and lexicographic methods. It is observed that the game theory approach is superior in finding a better optimum solution, assuming the proper balance of the various objective functions. The procedures used in the present investigation are expected to be useful in the design of general dynamic systems involving uncertain parameters, stochastic process, and multiple objectives.

Stochastic resonance in a generalized Von Foerster population growth model

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

Lumi, N.; Mankin, R.

The stochastic dynamics of a population growth model, similar to the Von Foerster model for human population, is studied. The influence of fluctuating environment on the carrying capacity is modeled as a multiplicative dichotomous noise. It is established that an interplay between nonlinearity and environmental fluctuations can cause single unidirectional discontinuous transitions of the mean population size versus the noise amplitude, i.e., an increase of noise amplitude can induce a jump from a state with a moderate number of individuals to that with a very large number, while by decreasing the noise amplitude an opposite transition cannot be effected. Anmore » analytical expression of the mean escape time for such transitions is found. Particularly, it is shown that the mean transition time exhibits a strong minimum at intermediate values of noise correlation time, i.e., the phenomenon of stochastic resonance occurs. Applications of the results in ecology are also discussed.« less

An auto-Bäcklund transformation and exact solutions for Wick-type stochastic generalized KdV equations

NASA Astrophysics Data System (ADS)

Xie, Yingchao

2004-05-01

Wick-type stochastic generalized KdV equations are researched. By using the homogeneous balance, an auto-Bäcklund transformation to the Wick-type stochastic generalized KdV equations is derived. And stochastic single soliton and stochastic multi-soliton solutions are shown by using the Hermite transform. Research supported by the National Natural Science Foundation of China (19971072) and the Natural Science Foundation of Education Committee of Jiangsu Province of China (03KJB110135).

Stability of Zero-Sum Games in Evolutionary Game Theory

NASA Astrophysics Data System (ADS)

Knebel, Johannes; Krueger, Torben; Weber, Markus F.; Frey, Erwin

2014-03-01

Evolutionary game theory has evolved into a successful theoretical concept to study mechanisms that govern the evolution of ecological communities. On a mathematical level, this theory was formalized in the framework of the celebrated replicator equations (REs) and its stochastic generalizations. In our work, we analyze the long-time behavior of the REs for zero-sum games with arbitrarily many strategies, which are generalized versions of the children's game Rock-Paper-Scissors.[1] We demonstrate how to determine the strategies that survive and those that become extinct in the long run. Our results show that extinction of strategies is exponentially fast in generic setups, and that conditions for the survival can be formulated in terms of the Pfaffian of the REs' antisymmetric payoff matrix. Consequences for the stochastic dynamics, which arise in finite populations, are reflected by a generalized scaling law for the extinction time in the vicinity of critical reaction rates. Our findings underline the relevance of zero-sum games as a reference for the analysis of other models in evolutionary game theory.

Beyond the spectral theorem: Spectrally decomposing arbitrary functions of nondiagonalizable operators

NASA Astrophysics Data System (ADS)

Riechers, Paul M.; Crutchfield, James P.

2018-06-01

Nonlinearities in finite dimensions can be linearized by projecting them into infinite dimensions. Unfortunately, the familiar linear operator techniques that one would then hope to use often fail since the operators cannot be diagonalized. The curse of nondiagonalizability also plays an important role even in finite-dimensional linear operators, leading to analytical impediments that occur across many scientific domains. We show how to circumvent it via two tracks. First, using the well-known holomorphic functional calculus, we develop new practical results about spectral projection operators and the relationship between left and right generalized eigenvectors. Second, we generalize the holomorphic calculus to a meromorphic functional calculus that can decompose arbitrary functions of nondiagonalizable linear operators in terms of their eigenvalues and projection operators. This simultaneously simplifies and generalizes functional calculus so that it is readily applicable to analyzing complex physical systems. Together, these results extend the spectral theorem of normal operators to a much wider class, including circumstances in which poles and zeros of the function coincide with the operator spectrum. By allowing the direct manipulation of individual eigenspaces of nonnormal and nondiagonalizable operators, the new theory avoids spurious divergences. As such, it yields novel insights and closed-form expressions across several areas of physics in which nondiagonalizable dynamics arise, including memoryful stochastic processes, open nonunitary quantum systems, and far-from-equilibrium thermodynamics. The technical contributions include the first full treatment of arbitrary powers of an operator, highlighting the special role of the zero eigenvalue. Furthermore, we show that the Drazin inverse, previously only defined axiomatically, can be derived as the negative-one power of singular operators within the meromorphic functional calculus and we give a new general method to construct it. We provide new formulae for constructing spectral projection operators and delineate the relations among projection operators, eigenvectors, and left and right generalized eigenvectors. By way of illustrating its application, we explore several, rather distinct examples. First, we analyze stochastic transition operators in discrete and continuous time. Second, we show that nondiagonalizability can be a robust feature of a stochastic process, induced even by simple counting. As a result, we directly derive distributions of the time-dependent Poisson process and point out that nondiagonalizability is intrinsic to it and the broad class of hidden semi-Markov processes. Third, we show that the Drazin inverse arises naturally in stochastic thermodynamics and that applying the meromorphic functional calculus provides closed-form solutions for the dynamics of key thermodynamic observables. Finally, we draw connections to the Ruelle-Frobenius-Perron and Koopman operators for chaotic dynamical systems and propose how to extract eigenvalues from a time-series.

Changing contributions of stochastic and deterministic processes in community assembly over a successional gradient.

PubMed

Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis

2018-01-01

Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more niche-driven dynamics in later successional stages. Grazing reduces predictability in both successional trends and species-level dynamics, especially in plant functional groups that are not well adapted to disturbance. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

A manifold independent approach to understanding transport in stochastic dynamical systems

NASA Astrophysics Data System (ADS)

Bollt, Erik M.; Billings, Lora; Schwartz, Ira B.

2002-12-01

We develop a new collection of tools aimed at studying stochastically perturbed dynamical systems. Specifically, in the setting of bi-stability, that is a two-attractor system, it has previously been numerically observed that a small noise volume is sufficient to destroy would be zero-noise case barriers in the phase space (pseudo-barriers), thus creating a pre-heteroclinic tangency chaos-like behavior. The stochastic dynamical system has a corresponding Frobenius-Perron operator with a stochastic kernel, which describes how densities of initial conditions move under the noisy map. Thus in studying the action of the Frobenius-Perron operator, we learn about the transport of the map; we have employed a Galerkin-Ulam-like method to project the Frobenius-Perron operator onto a discrete basis set of characteristic functions to highlight this action localized in specified regions of the phase space. Graph theoretic methods allow us to re-order the resulting finite dimensional Markov operator approximation so as to highlight the regions of the original phase space which are particularly active pseudo-barriers of the stochastic dynamics. Our toolbox allows us to find: (1) regions of high activity of transport, (2) flux across pseudo-barriers, and also (3) expected time of escape from pseudo-basins. Some of these quantities are also possible via the manifold dependent stochastic Melnikov method, but Melnikov only applies to a very special class of models for which the unperturbed homoclinic orbit is available. Our methods are unique in that they can essentially be considered as a “black-box” of tools which can be applied to a wide range of stochastic dynamical systems in the absence of a priori knowledge of manifold structures. We use here a model of childhood diseases to showcase our methods. Our tools will allow us to make specific observations of: (1) loss of reducibility between basins with increasing noise, (2) identification in the phase space of active regions of stochastic transport, (3) stochastic flux which essentially completes the heteroclinic tangle.

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

PubMed

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

2017-09-01

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

Impacts of Considering Climate Variability on Investment Decisions in Ethiopia

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Hybrid stochastic simplifications for multiscale gene networks.

PubMed

Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

2009-09-07

Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

Selfish routing equilibrium in stochastic traffic network: A probability-dominant description.

PubMed

Zhang, Wenyi; He, Zhengbing; Guan, Wei; Ma, Rui

2017-01-01

This paper suggests a probability-dominant user equilibrium (PdUE) model to describe the selfish routing equilibrium in a stochastic traffic network. At PdUE, travel demands are only assigned to the most dominant routes in the same origin-destination pair. A probability-dominant rerouting dynamic model is proposed to explain the behavioral mechanism of PdUE. To facilitate applications, the logit formula of PdUE is developed, of which a well-designed route set is not indispensable and the equivalent varitional inequality formation is simple. Two routing strategies, i.e., the probability-dominant strategy (PDS) and the dominant probability strategy (DPS), are discussed through a hypothetical experiment. It is found that, whether out of insurance or striving for perfection, PDS is a better choice than DPS. For more general cases, the conducted numerical tests lead to the same conclusion. These imply that PdUE (rather than the conventional stochastic user equilibrium) is a desirable selfish routing equilibrium for a stochastic network, given that the probability distributions of travel time are available to travelers.

Selfish routing equilibrium in stochastic traffic network: A probability-dominant description

PubMed Central

Zhang, Wenyi; Guan, Wei; Ma, Rui

2017-01-01

This paper suggests a probability-dominant user equilibrium (PdUE) model to describe the selfish routing equilibrium in a stochastic traffic network. At PdUE, travel demands are only assigned to the most dominant routes in the same origin-destination pair. A probability-dominant rerouting dynamic model is proposed to explain the behavioral mechanism of PdUE. To facilitate applications, the logit formula of PdUE is developed, of which a well-designed route set is not indispensable and the equivalent varitional inequality formation is simple. Two routing strategies, i.e., the probability-dominant strategy (PDS) and the dominant probability strategy (DPS), are discussed through a hypothetical experiment. It is found that, whether out of insurance or striving for perfection, PDS is a better choice than DPS. For more general cases, the conducted numerical tests lead to the same conclusion. These imply that PdUE (rather than the conventional stochastic user equilibrium) is a desirable selfish routing equilibrium for a stochastic network, given that the probability distributions of travel time are available to travelers. PMID:28829834

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

Clinical Applications of Stochastic Dynamic Models of the Brain, Part I: A Primer.

PubMed

Roberts, James A; Friston, Karl J; Breakspear, Michael

2017-04-01

Biological phenomena arise through interactions between an organism's intrinsic dynamics and stochastic forces-random fluctuations due to external inputs, thermal energy, or other exogenous influences. Dynamic processes in the brain derive from neurophysiology and anatomical connectivity; stochastic effects arise through sensory fluctuations, brainstem discharges, and random microscopic states such as thermal noise. The dynamic evolution of systems composed of both dynamic and random effects can be studied with stochastic dynamic models (SDMs). This article, Part I of a two-part series, offers a primer of SDMs and their application to large-scale neural systems in health and disease. The companion article, Part II, reviews the application of SDMs to brain disorders. SDMs generate a distribution of dynamic states, which (we argue) represent ideal candidates for modeling how the brain represents states of the world. When augmented with variational methods for model inversion, SDMs represent a powerful means of inferring neuronal dynamics from functional neuroimaging data in health and disease. Together with deeper theoretical considerations, this work suggests that SDMs will play a unique and influential role in computational psychiatry, unifying empirical observations with models of perception and behavior. Copyright © 2017 Society of Biological Psychiatry. Published by Elsevier Inc. All rights reserved.

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

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

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

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

PubMed Central

Yates, Christian A.

2016-01-01

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

Baldovin-Stella stochastic volatility process and Wiener process mixtures

NASA Astrophysics Data System (ADS)

Peirano, P. P.; Challet, D.

2012-08-01

Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently proposed a powerful and consistent way to build a model describing the time evolution of a financial index. We first make it fully explicit by using Student distributions instead of power law-truncated Lévy distributions and show that the analytic tractability of the model extends to the larger class of symmetric generalized hyperbolic distributions and provide a full computation of their multivariate characteristic functions; more generally, we show that the stochastic processes arising in this framework are representable as mixtures of Wiener processes. The basic Baldovin and Stella model, while mimicking well volatility relaxation phenomena such as the Omori law, fails to reproduce other stylized facts such as the leverage effect or some time reversal asymmetries. We discuss how to modify the dynamics of this process in order to reproduce real data more accurately.

Characterizing the dynamics of rubella relative to measles: the role of stochasticity

PubMed Central

Rozhnova, Ganna; Metcalf, C. Jessica E.; Grenfell, Bryan T.

2013-01-01

Rubella is a completely immunizing and mild infection in children. Understanding its behaviour is of considerable public health importance because of congenital rubella syndrome, which results from infection with rubella during early pregnancy and may entail a variety of birth defects. The recurrent dynamics of rubella are relatively poorly resolved, and appear to show considerable diversity globally. Here, we investigate the behaviour of a stochastic seasonally forced susceptible–infected–recovered model to characterize the determinants of these dynamics and illustrate patterns by comparison with measles. We perform a systematic analysis of spectra of stochastic fluctuations around stable attractors of the corresponding deterministic model and compare them with spectra from full stochastic simulations in large populations. This approach allows us to quantify the effects of demographic stochasticity and to give a coherent picture of measles and rubella dynamics, explaining essential differences in the recurrent patterns exhibited by these diseases. We discuss the implications of our findings in the context of vaccination and changing birth rates as well as the persistence of these two childhood infections. PMID:24026472

Rich stochastic dynamics of co-doped Er:Yb fluorescence upconversion nanoparticles in the presence of thermal, non-conservative, harmonic and optical forces

NASA Astrophysics Data System (ADS)

Nome, Rene A.; Sorbello, Cecilia; Jobbágy, Matías; Barja, Beatriz C.; Sanches, Vitor; Cruz, Joyce S.; Aguiar, Vinicius F.

2017-03-01

The stochastic dynamics of individual co-doped Er:Yb upconversion nanoparticles (UCNP) were investigated from experiments and simulations. The UCNP were characterized by high-resolution scanning electron microscopy, dynamic light scattering, and zeta potential measurements. Single UCNP measurements were performed by fluorescence upconversion micro-spectroscopy and optical trapping. The mean-square displacement (MSD) from single UCNP exhibited a time-dependent diffusion coefficient which was compared with Brownian dynamics simulations of a viscoelastic model of harmonically bound spheres. Experimental time-dependent two-dimensional trajectories of individual UCNP revealed correlated two-dimensional nanoparticle motion. The measurements were compared with stochastic trajectories calculated in the presence of a non-conservative rotational force field. Overall, the complex interplay of UCNP adhesion, thermal fluctuations and optical forces led to a rich stochastic behavior of these nanoparticles.

Non-Gaussian, non-dynamical stochastic resonance

NASA Astrophysics Data System (ADS)

Szczepaniec, Krzysztof; Dybiec, Bartłomiej

2013-11-01

The classical model revealing stochastic resonance is a motion of an overdamped particle in a double-well fourth order potential when combined action of noise and external periodic driving results in amplifying of weak signals. Resonance behavior can also be observed in non-dynamical systems. The simplest example is a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a digitally filtered signal is sensitive to the noise intensity. There exists the optimal value of the noise intensity resulting in the "most" periodic output. Here, we explore properties of the non-dynamical stochastic resonance in non-equilibrium situations, i.e. when the Gaussian noise is replaced by an α-stable noise. We demonstrate that non-equilibrium α-stable noises, depending on noise parameters, can either weaken or enhance the non-dynamical stochastic resonance.

Sequential visibility-graph motifs

NASA Astrophysics Data System (ADS)

Iacovacci, Jacopo; Lacasa, Lucas

2016-04-01

Visibility algorithms transform time series into graphs and encode dynamical information in their topology, paving the way for graph-theoretical time series analysis as well as building a bridge between nonlinear dynamics and network science. In this work we introduce and study the concept of sequential visibility-graph motifs, smaller substructures of n consecutive nodes that appear with characteristic frequencies. We develop a theory to compute in an exact way the motif profiles associated with general classes of deterministic and stochastic dynamics. We find that this simple property is indeed a highly informative and computationally efficient feature capable of distinguishing among different dynamics and robust against noise contamination. We finally confirm that it can be used in practice to perform unsupervised learning, by extracting motif profiles from experimental heart-rate series and being able, accordingly, to disentangle meditative from other relaxation states. Applications of this general theory include the automatic classification and description of physical, biological, and financial time series.

Geographic variation in density-dependent dynamics impacts the synchronizing effect of dispersal and regional stochasticity

Treesearch

Andrew M. Liebhold; Derek M. Johnson; Ottar N. Bj& #248rnstad

2006-01-01

Explanations for the ubiquitous presence of spatially synchronous population dynamics have assumed that density-dependent processes governing the dynamics of local populations are identical among disjunct populations, and low levels of dispersal or small amounts of regionalized stochasticity ("Moran effect") can act to synchronize populations. In this study...

A hybrid stochastic hierarchy equations of motion approach to treat the low temperature dynamics of non-Markovian open quantum systems

NASA Astrophysics Data System (ADS)

Moix, Jeremy M.; Cao, Jianshu

2013-10-01

The hierarchical equations of motion technique has found widespread success as a tool to generate the numerically exact dynamics of non-Markovian open quantum systems. However, its application to low temperature environments remains a serious challenge due to the need for a deep hierarchy that arises from the Matsubara expansion of the bath correlation function. Here we present a hybrid stochastic hierarchical equation of motion (sHEOM) approach that alleviates this bottleneck and leads to a numerical cost that is nearly independent of temperature. Additionally, the sHEOM method generally converges with fewer hierarchy tiers allowing for the treatment of larger systems. Benchmark calculations are presented on the dynamics of two level systems at both high and low temperatures to demonstrate the efficacy of the approach. Then the hybrid method is used to generate the exact dynamics of systems that are nearly impossible to treat by the standard hierarchy. First, exact energy transfer rates are calculated across a broad range of temperatures revealing the deviations from the Förster rates. This is followed by computations of the entanglement dynamics in a system of two qubits at low temperature spanning the weak to strong system-bath coupling regimes.

A hybrid stochastic hierarchy equations of motion approach to treat the low temperature dynamics of non-Markovian open quantum systems.

PubMed

Moix, Jeremy M; Cao, Jianshu

2013-10-07

The hierarchical equations of motion technique has found widespread success as a tool to generate the numerically exact dynamics of non-Markovian open quantum systems. However, its application to low temperature environments remains a serious challenge due to the need for a deep hierarchy that arises from the Matsubara expansion of the bath correlation function. Here we present a hybrid stochastic hierarchical equation of motion (sHEOM) approach that alleviates this bottleneck and leads to a numerical cost that is nearly independent of temperature. Additionally, the sHEOM method generally converges with fewer hierarchy tiers allowing for the treatment of larger systems. Benchmark calculations are presented on the dynamics of two level systems at both high and low temperatures to demonstrate the efficacy of the approach. Then the hybrid method is used to generate the exact dynamics of systems that are nearly impossible to treat by the standard hierarchy. First, exact energy transfer rates are calculated across a broad range of temperatures revealing the deviations from the Förster rates. This is followed by computations of the entanglement dynamics in a system of two qubits at low temperature spanning the weak to strong system-bath coupling regimes.

Integral projection models for finite populations in a stochastic environment.

PubMed

Vindenes, Yngvild; Engen, Steinar; Saether, Bernt-Erik

2011-05-01

Continuous types of population structure occur when continuous variables such as body size or habitat quality affect the vital parameters of individuals. These structures can give rise to complex population dynamics and interact with environmental conditions. Here we present a model for continuously structured populations with finite size, including both demographic and environmental stochasticity in the dynamics. Using recent methods developed for discrete age-structured models we derive the demographic and environmental variance of the population growth as functions of a continuous state variable. These two parameters, together with the expected population growth rate, are used to define a one-dimensional diffusion approximation of the population dynamics. Thus, a substantial reduction in complexity is achieved as the dynamics of the complex structured model can be described by only three population parameters. We provide methods for numerical calculation of the model parameters and demonstrate the accuracy of the diffusion approximation by computer simulation of specific examples. The general modeling framework makes it possible to analyze and predict future dynamics and extinction risk of populations with various types of structure, and to explore consequences of changes in demography caused by, e.g., climate change or different management decisions. Our results are especially relevant for small populations that are often of conservation concern.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time.

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time

PubMed Central

Dhar, Amrit

2017-01-01

Abstract Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences. PMID:28177780

Mathematical issues in eternal inflation

NASA Astrophysics Data System (ADS)

Singh Kohli, Ikjyot; Haslam, Michael C.

2015-04-01

In this paper, we consider the problem of the existence and uniqueness of solutions to the Einstein field equations for a spatially flat Friedmann-Lemaître-Robertson-Walker universe in the context of stochastic eternal inflation, where the stochastic mechanism is modelled by adding a stochastic forcing term representing Gaussian white noise to the Klein-Gordon equation. We show that under these considerations, the Klein-Gordon equation actually becomes a stochastic differential equation. Therefore, the existence and uniqueness of solutions to Einstein’s equations depend on whether the coefficients of this stochastic differential equation obey Lipschitz continuity conditions. We show that for any choice of V(φ ), the Einstein field equations are not globally well-posed, hence, any solution found to these equations is not guaranteed to be unique. Instead, the coefficients are at best locally Lipschitz continuous in the physical state space of the dynamical variables, which only exist up to a finite explosion time. We further perform Feller’s explosion test for an arbitrary power-law inflaton potential and prove that all solutions to the Einstein field equations explode in a finite time with probability one. This implies that the mechanism of stochastic inflation thus considered cannot be described to be eternal, since the very concept of eternal inflation implies that the process continues indefinitely. We therefore argue that stochastic inflation based on a stochastic forcing term would not produce an infinite number of universes in some multiverse ensemble. In general, since the Einstein field equations in both situations are not well-posed, we further conclude that the existence of a multiverse via the stochastic eternal inflation mechanism considered in this paper is still very much an open question that will require much deeper investigation.

Dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model in an oscillating field: the effective-field theory based on the Glauber-type stochastic dynamics

NASA Astrophysics Data System (ADS)

Ertaş, Mehmet; Keskin, Mustafa

2015-06-01

Using the effective-field theory based on the Glauber-type stochastic dynamics (DEFT), we investigate dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model under an oscillating magnetic field. We presented the dynamic phase diagrams in (T/J, h0/J), (D/J, T/J) and (K/J, T/J) planes, where T, h0, D, K and z are the temperature, magnetic field amplitude, crystal-field interaction, biquadratic interaction and the coordination number. The dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and special critical points, as well as re-entrant behavior depending on interaction parameters. We also compare and discuss the results with the results of the same system within the mean-field theory based on the Glauber-type stochastic dynamics and find that some of the dynamic first-order phase lines and special dynamic critical points disappeared in the DEFT calculation.

A Simple Mechanism for Cooperation in the Well-Mixed Prisoner's Dilemma Game

NASA Astrophysics Data System (ADS)

Perc, Matjaž

2008-11-01

I show that the addition of Gaussian noise to the payoffs is able to stabilize cooperation in well-mixed populations, where individuals play the prisoner's dilemma game. The impact of stochasticity on the evolutionary dynamics can be expressed deterministically via a simple small-noise expansion of multiplicative noisy terms. In particular, cooperation emerges as a stable noise-induced steady state in the replicator dynamics. Due to the generality of the employed theoretical framework, presented results should prove valuable in various scientific disciplines, ranging from economy to ecology.

The slow-scale linear noise approximation: an accurate, reduced stochastic description of biochemical networks under timescale separation conditions

PubMed Central

2012-01-01

Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption). In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA). The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA), as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions. The ssLNA provides a simple and accurate means of performing stochastic model reduction and hence it is expected to be of widespread utility in studying the dynamics of large noisy reaction networks, as is common in computational and systems biology. PMID:22583770

Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics.

PubMed

Erban, Radek

2016-02-01

Molecular dynamics (MD) simulations of ions (K + , Na + , Ca 2+ and Cl - ) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parametrized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

Real-time estimation of incident delay in dynamic and stochastic networks

DOT National Transportation Integrated Search

1997-01-01

The ability to predict the link travel times is a necessary requirement for most intelligent transportation systems (ITS) applications such as route guidance systems. In an urban traffic environment, these travel times are dynamic and stochastic and ...

Inter-species competition-facilitation in stochastic riparian vegetation dynamics.

PubMed

Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca

2013-02-07

Riparian vegetation is a highly dynamic community that lives on river banks and which depends to a great extent on the fluvial hydrology. The stochasticity of the discharge and erosion/deposition processes in fact play a key role in determining the distribution of vegetation along a riparian transect. These abiotic processes interact with biotic competition/facilitation mechanisms, such as plant competition for light, water, and nutrients. In this work, we focus on the dynamics of plants characterized by three components: (1) stochastic forcing due to river discharges, (2) competition for resources, and (3) inter-species facilitation due to the interplay between vegetation and fluid dynamics processes. A minimalist stochastic bio-hydrological model is proposed for the dynamics of the biomass of two vegetation species: one species is assumed dominant and slow-growing, the other is subdominant, but fast-growing. The stochastic model is solved analytically and the probability density function of the plant biomasses is obtained as a function of both the hydrologic and biologic parameters. The impact of the competition/facilitation processes on the distribution of vegetation species along the riparian transect is investigated and remarkable effects are observed. Finally, a good qualitative agreement is found between the model results and field data. Copyright © 2012 Elsevier Ltd. All rights reserved.

Phenomenological analysis of medical time series with regular and stochastic components

NASA Astrophysics Data System (ADS)

Timashev, Serge F.; Polyakov, Yuriy S.

2007-06-01

Flicker-Noise Spectroscopy (FNS), a general approach to the extraction and parameterization of resonant and stochastic components contained in medical time series, is presented. The basic idea of FNS is to treat the correlation links present in sequences of different irregularities, such as spikes, "jumps", and discontinuities in derivatives of different orders, on all levels of the spatiotemporal hierarchy of the system under study as main information carriers. The tools to extract and analyze the information are power spectra and difference moments (structural functions), which complement the information of each other. The structural function stochastic component is formed exclusively by "jumps" of the dynamic variable while the power spectrum stochastic component is formed by both spikes and "jumps" on every level of the hierarchy. The information "passport" characteristics that are determined by fitting the derived expressions to the experimental variations for the stochastic components of power spectra and structural functions are interpreted as the correlation times and parameters that describe the rate of "memory loss" on these correlation time intervals for different irregularities. The number of the extracted parameters is determined by the requirements of the problem under study. Application of this approach to the analysis of tremor velocity signals for a Parkinsonian patient is discussed.

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

Criticality in conserved dynamical systems: experimental observation vs. exact properties.

PubMed

Marković, Dimitrije; Gros, Claudius; Schuelein, André

2013-03-01

Conserved dynamical systems are generally considered to be critical. We study a class of critical routing models, equivalent to random maps, which can be solved rigorously in the thermodynamic limit. The information flow is conserved for these routing models and governed by cyclic attractors. We consider two classes of information flow, Markovian routing without memory and vertex routing involving a one-step routing memory. Investigating the respective cycle length distributions for complete graphs, we find log corrections to power-law scaling for the mean cycle length, as a function of the number of vertices, and a sub-polynomial growth for the overall number of cycles. When observing experimentally a real-world dynamical system one normally samples stochastically its phase space. The number and the length of the attractors are then weighted by the size of their respective basins of attraction. This situation is equivalent, for theory studies, to "on the fly" generation of the dynamical transition probabilities. For the case of vertex routing models, we find in this case power law scaling for the weighted average length of attractors, for both conserved routing models. These results show that the critical dynamical systems are generically not scale-invariant but may show power-law scaling when sampled stochastically. It is hence important to distinguish between intrinsic properties of a critical dynamical system and its behavior that one would observe when randomly probing its phase space.

Stochastic climate dynamics: Stochastic parametrizations and their global effects

NASA Astrophysics Data System (ADS)

Ghil, Michael

2010-05-01

A well-known difficulty in modeling the atmosphere and oceans' general circulation is the limited, albeit increasing resolution possible in the numerical solution of the governing partial differential equations. While the mass, energy and momentum of an individual cloud, in the atmosphere, or convection chimney, in the oceans, is negligible, their combined effects over long times are not. Until recently, small, subgrid-scale processes were represented in general circulation models (GCMs) by deterministic "parametrizations." While A. Arakawa and associates had realized over three decades ago the conceptual need for ensembles of clouds in such parametrizations, it is only very recently that truly stochastic parametrizations have been introduced into GCMs and weather prediction models. These parametrizations essentially transform a deterministic autonomous system into a non-autonomous one, subject to random forcing. To study systematically the long-term effects of such a forcing has to rely on theory of random dynamical systems (RDS). This theory allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. These attractors extend the concept of strange attractors from autonomous dynamical systems to non-autonomous systems with random forcing. To illustrate the essence of the theory, its concepts and methods, we carry out a high-resolution numerical study of two "toy" models in their respective phase spaces. This study allows one to obtain a good approximation of their global random attractors, as well as of the time-dependent invariant measures supported by these attractors. The first of the two models studied herein is the Arnol'd family of circle maps in the presence of noise. The maps' fine-grained, resonant landscape --- associated with Arnol'd tongues --- is smoothed by the noise, thus permitting a comparison with the observable aspects of the "Devil's staircase" that arises in modeling the El Nino-Southern Oscillation (ENSO). These results are confirmed by studying a "French garden" that is obtained by smoothing a "Devil's quarry." Such a quarry results from coupling two circle maps, and random forcing leads to a smoothed version thereof. We thus suspect that stochastic parametrizations will stabilize the sensitive dependence on parameters that has been noticed in the development of GCMs. This talk represents joint work with Mickael D. Chekroun, D. Kondrashov, Eric Simonnet and I. Zaliapin. Several other talks and posters complement the results presented here and provide further insights into RDS theory and its application to the geosciences.

Temporal Gillespie Algorithm: Fast Simulation of Contagion Processes on Time-Varying Networks

PubMed Central

Vestergaard, Christian L.; Génois, Mathieu

2015-01-01

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow large-scale simulations. The Gillespie algorithm can be used for fast simulation of stochastic processes, and variants of it have been applied to simulate dynamical processes on static networks. However, its adaptation to temporal networks remains non-trivial. We here present a temporal Gillespie algorithm that solves this problem. Our method is applicable to general Poisson (constant-rate) processes on temporal networks, stochastically exact, and up to multiple orders of magnitude faster than traditional simulation schemes based on rejection sampling. We also show how it can be extended to simulate non-Markovian processes. The algorithm is easily applicable in practice, and as an illustration we detail how to simulate both Poissonian and non-Markovian models of epidemic spreading. Namely, we provide pseudocode and its implementation in C++ for simulating the paradigmatic Susceptible-Infected-Susceptible and Susceptible-Infected-Recovered models and a Susceptible-Infected-Recovered model with non-constant recovery rates. For empirical networks, the temporal Gillespie algorithm is here typically from 10 to 100 times faster than rejection sampling. PMID:26517860

Temporal Gillespie Algorithm: Fast Simulation of Contagion Processes on Time-Varying Networks.

PubMed

Vestergaard, Christian L; Génois, Mathieu

2015-10-01

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow large-scale simulations. The Gillespie algorithm can be used for fast simulation of stochastic processes, and variants of it have been applied to simulate dynamical processes on static networks. However, its adaptation to temporal networks remains non-trivial. We here present a temporal Gillespie algorithm that solves this problem. Our method is applicable to general Poisson (constant-rate) processes on temporal networks, stochastically exact, and up to multiple orders of magnitude faster than traditional simulation schemes based on rejection sampling. We also show how it can be extended to simulate non-Markovian processes. The algorithm is easily applicable in practice, and as an illustration we detail how to simulate both Poissonian and non-Markovian models of epidemic spreading. Namely, we provide pseudocode and its implementation in C++ for simulating the paradigmatic Susceptible-Infected-Susceptible and Susceptible-Infected-Recovered models and a Susceptible-Infected-Recovered model with non-constant recovery rates. For empirical networks, the temporal Gillespie algorithm is here typically from 10 to 100 times faster than rejection sampling.

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

NASA Astrophysics Data System (ADS)

Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin

2017-01-01

Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

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

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

NASA Astrophysics Data System (ADS)

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations.

PubMed

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Deterministic and stochastic algorithms for resolving the flow fields in ducts and networks using energy minimization

NASA Astrophysics Data System (ADS)

Sochi, Taha

2016-09-01

Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.

Chaos emerging in soil failure patterns observed during tillage: Normalized deterministic nonlinear prediction (NDNP) and its application.

PubMed

Sakai, Kenshi; Upadhyaya, Shrinivasa K; Andrade-Sanchez, Pedro; Sviridova, Nina V

2017-03-01

Real-world processes are often combinations of deterministic and stochastic processes. Soil failure observed during farm tillage is one example of this phenomenon. In this paper, we investigated the nonlinear features of soil failure patterns in a farm tillage process. We demonstrate emerging determinism in soil failure patterns from stochastic processes under specific soil conditions. We normalized the deterministic nonlinear prediction considering autocorrelation and propose it as a robust way of extracting a nonlinear dynamical system from noise contaminated motion. Soil is a typical granular material. The results obtained here are expected to be applicable to granular materials in general. From a global scale to nano scale, the granular material is featured in seismology, geotechnology, soil mechanics, and particle technology. The results and discussions presented here are applicable in these wide research areas. The proposed method and our findings are useful with respect to the application of nonlinear dynamics to investigate complex motions generated from granular materials.

Hybrid regulatory models: a statistically tractable approach to model regulatory network dynamics.

PubMed

Ocone, Andrea; Millar, Andrew J; Sanguinetti, Guido

2013-04-01

Computational modelling of the dynamics of gene regulatory networks is a central task of systems biology. For networks of small/medium scale, the dominant paradigm is represented by systems of coupled non-linear ordinary differential equations (ODEs). ODEs afford great mechanistic detail and flexibility, but calibrating these models to data is often an extremely difficult statistical problem. Here, we develop a general statistical inference framework for stochastic transcription-translation networks. We use a coarse-grained approach, which represents the system as a network of stochastic (binary) promoter and (continuous) protein variables. We derive an exact inference algorithm and an efficient variational approximation that allows scalable inference and learning of the model parameters. We demonstrate the power of the approach on two biological case studies, showing that the method allows a high degree of flexibility and is capable of testable novel biological predictions. http://homepages.inf.ed.ac.uk/gsanguin/software.html. Supplementary data are available at Bioinformatics online.

Attenuation of the NMR signal in a field gradient due to stochastic dynamics with memory

NASA Astrophysics Data System (ADS)

Lisý, Vladimír; Tóthová, Jana

2017-03-01

The attenuation function S(t) for an ensemble of spins in a magnetic-field gradient is calculated by accumulation of the phase shifts in the rotating frame resulting from the displacements of spin-bearing particles. The found S(t), expressed through the particle mean square displacement, is applicable for any kind of stationary stochastic motion of spins, including their non-markovian dynamics with memory. The known expressions valid for normal and anomalous diffusion are obtained as special cases in the long time approximation. The method is also applicable to the NMR pulse sequences based on the refocusing principle. This is demonstrated by describing the Hahn spin echo experiment. The attenuation of the NMR signal is also evaluated providing that the random motion of particle is modeled by the generalized Langevin equation with the memory kernel exponentially decaying in time. The models considered in our paper assume massive particles driven by much smaller particles.

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

Hybrid stochastic simplifications for multiscale gene networks

PubMed Central

Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

2009-01-01

Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach. PMID:19735554

Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

Treesearch

Patrick C. Tobin; Ottar N. Bjornstad

2005-01-01

Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

A general moment expansion method for stochastic kinetic models

NASA Astrophysics Data System (ADS)

Ale, Angelique; Kirk, Paul; Stumpf, Michael P. H.

2013-05-01

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic properties of the system, which the linear noise approximation is unable to provide. Moreover, also for systems for which the mean does not have a strong dependence on higher order moments, moment approximation methods give information about higher order moments of the underlying probability distribution. We demonstrate the method using a dimerisation reaction, Michaelis-Menten kinetics and a model of an oscillating p53 system. We show that for the dimerisation reaction and Michaelis-Menten enzyme kinetics system higher order moments have limited influence on the estimation of the mean, while for the p53 system, the solution for the mean can require several moments to converge to the average obtained from many stochastic simulations. We also find that agreement between lower order moments does not guarantee that higher moments will agree. Compared to stochastic simulations, our approach is numerically highly efficient at capturing the behaviour of stochastic systems in terms of the average and higher moments, and we provide expressions for the computational cost for different system sizes and orders of approximation. We show how the moment expansion method can be employed to efficiently quantify parameter sensitivity. Finally we investigate the effects of using too few moments on parameter estimation, and provide guidance on how to estimate if the distribution can be accurately approximated using only a few moments.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

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

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Universal ideal behavior and macroscopic work relation of linear irreversible stochastic thermodynamics

NASA Astrophysics Data System (ADS)

Ma, Yi-An; Qian, Hong

2015-06-01

We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process as the natural generalization of classical conservative mechanics, a bridge between a family of OU processes with equilibrium fluctuations and thermodynamics is established through the celebrated Helmholtz theorem. The Helmholtz theorem provides an emergent macroscopic ‘equation of state’ of the entire system, which exhibits a universal ideal thermodynamic behavior. Fluctuating macroscopic quantities are studied from the stochastic thermodynamic point of view and a non-equilibrium work relation is obtained in the macroscopic picture, which may facilitate experimental study and application of the equalities due to Jarzynski, Crooks, and Hatano and Sasa.

Non-fixation for Conservative Stochastic Dynamics on the Line

NASA Astrophysics Data System (ADS)

Basu, Riddhipratim; Ganguly, Shirshendu; Hoffman, Christopher

2018-03-01

We consider activated random walk (ARW), a model which generalizes the stochastic sandpile, one of the canonical examples of self organized criticality. Informally ARW is a particle system on Z with mass conservation. One starts with a mass density {μ > 0} of initially active particles, each of which performs a symmetric random walk at rate one and falls asleep at rate {λ > 0}. Sleepy particles become active on coming in contact with other active particles. We investigate the question of fixation/non-fixation of the process and show for small enough {λ} the critical mass density for fixation is strictly less than one. Moreover, the critical density goes to zero as {λ} tends to zero. This settles a long standing open question.

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

Modelling information dissemination under privacy concerns in social media

NASA Astrophysics Data System (ADS)

Zhu, Hui; Huang, Cheng; Lu, Rongxing; Li, Hui

2016-05-01

Social media has recently become an important platform for users to share news, express views, and post messages. However, due to user privacy preservation in social media, many privacy setting tools are employed, which inevitably change the patterns and dynamics of information dissemination. In this study, a general stochastic model using dynamic evolution equations was introduced to illustrate how privacy concerns impact the process of information dissemination. Extensive simulations and analyzes involving the privacy settings of general users, privileged users, and pure observers were conducted on real-world networks, and the results demonstrated that user privacy settings affect information differently. Finally, we also studied the process of information diffusion analytically and numerically with different privacy settings using two classic networks.

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

PubMed

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Quantifying the contribution of chromatin dynamics to stochastic gene expression reveals long, locus-dependent periods between transcriptional bursts.

PubMed

Viñuelas, José; Kaneko, Gaël; Coulon, Antoine; Vallin, Elodie; Morin, Valérie; Mejia-Pous, Camila; Kupiec, Jean-Jacques; Beslon, Guillaume; Gandrillon, Olivier

2013-02-25

A number of studies have established that stochasticity in gene expression may play an important role in many biological phenomena. This therefore calls for further investigations to identify the molecular mechanisms at stake, in order to understand and manipulate cell-to-cell variability. In this work, we explored the role played by chromatin dynamics in the regulation of stochastic gene expression in higher eukaryotic cells. For this purpose, we generated isogenic chicken-cell populations expressing a fluorescent reporter integrated in one copy per clone. Although the clones differed only in the genetic locus at which the reporter was inserted, they showed markedly different fluorescence distributions, revealing different levels of stochastic gene expression. Use of chromatin-modifying agents showed that direct manipulation of chromatin dynamics had a marked effect on the extent of stochastic gene expression. To better understand the molecular mechanism involved in these phenomena, we fitted these data to a two-state model describing the opening/closing process of the chromatin. We found that the differences between clones seemed to be due mainly to the duration of the closed state, and that the agents we used mainly seem to act on the opening probability. In this study, we report biological experiments combined with computational modeling, highlighting the importance of chromatin dynamics in stochastic gene expression. This work sheds a new light on the mechanisms of gene expression in higher eukaryotic cells, and argues in favor of relatively slow dynamics with long (hours to days) periods of quiet state.

Evolutionary Game Theory in Growing Populations

NASA Astrophysics Data System (ADS)

Melbinger, Anna; Cremer, Jonas; Frey, Erwin

2010-10-01

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We present here a generic stochastic model which combines the growth dynamics of the population and its internal evolution. Our model thereby accounts for the fact that both evolutionary and growth dynamics are based on individual reproduction events and hence are highly coupled and stochastic in nature. We exemplify our approach by studying the dilemma of cooperation in growing populations and show that genuinely stochastic events can ease the dilemma by leading to a transient but robust increase in cooperation.

Sparse learning of stochastic dynamical equations

NASA Astrophysics Data System (ADS)

Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia

2018-06-01

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2017-03-01

In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.

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

PubMed

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

2016-12-01

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

Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

This paper is devoted to discern long time dynamics through the stochastic low concentration trimolecular oscillatory chemical system with jumps. By Lyapunov technique, this system is proved to have a unique global positive solution, and the asymptotic stability in mean square of such model is further established. Moreover, the existence of random attractor and Lyapunov exponents are obtained for the stochastic homeomorphism flow generated by the corresponding global positive solution. And some numerical simulations are given to illustrate the presented results.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems.

PubMed

Winkelmann, Stefanie; Schütte, Christof

2017-09-21

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems

NASA Astrophysics Data System (ADS)

Winkelmann, Stefanie; Schütte, Christof

2017-09-01

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Stochastic dynamics of extended objects in driven systems II: Current quantization in the low-temperature limit

NASA Astrophysics Data System (ADS)

Catanzaro, Michael J.; Chernyak, Vladimir Y.; Klein, John R.

2016-12-01

Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of observables to describe their non-equilibrium steady states. Here we consider stochastic motion of a (k - 1) -dimensional object, which sweeps out a k-dimensional trajectory, and gives rise to a higher k-dimensional current. By employing the low-temperature (low-noise) limit, we reduce the problem to a discrete Markov chain model on a CW complex, a topological construction which generalizes the notion of a graph. This reduction allows the mean fluxes and currents of the process to be expressed in terms of solutions to the discrete Supersymmetric Fokker-Planck (SFP) equation. Taking the adiabatic limit, we show that generic driving leads to rational quantization of the generated higher dimensional current. The latter is achieved by implementing the recently developed tools, coined the higher-dimensional Kirchhoff tree and co-tree theorems. This extends the study of motion of extended objects in the continuous setting performed in the prequel (Catanzaro et al.) to this manuscript.

Multiple-time-stepping generalized hybrid Monte Carlo methods

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

Escribano, Bruno, E-mail: bescribano@bcamath.org; Akhmatskaya, Elena; IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao

2015-01-01

Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC).more » The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.« less

Toward Control of Universal Scaling in Critical Dynamics

DTIC Science & Technology

2016-01-27

program that aims to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi...RESPONSIBLE PERSON 19b. TELEPHONE NUMBER Uwe Tauber Uwe C. T? uber , Michel Pleimling, Daniel J. Stilwell 611102 c. THIS PAGE The public reporting burden...to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi-component systems, namely

Stochastic dynamics and combinatorial optimization

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Wang, Kang L.

2017-11-01

Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.

Is quantum theory a form of statistical mechanics?

NASA Astrophysics Data System (ADS)

Adler, S. L.

2007-05-01

We give a review of the basic themes of my recent book: Adler S L 2004 Quantum Theory as an Emergent Phenomenon (Cambridge: Cambridge University Press). We first give motivations for considering the possibility that quantum mechanics is not exact, but is instead an accurate asymptotic approximation to a deeper level theory. For this deeper level, we propose a non-commutative generalization of classical mechanics, that we call "trace dynamics", and we give a brief survey of how it works, considering for simplicity only the bosonic case. We then discuss the statistical mechanics of trace dynamics and give our argument that with suitable approximations, the Ward identities for trace dynamics imply that ensemble averages in the canonical ensemble correspond to Wightman functions in quantum field theory. Thus, quantum theory emerges as the statistical thermodynamics of trace dynamics. Finally, we argue that Brownian motion corrections to this thermodynamics lead to stochastic corrections to the Schrödinger equation, of the type that have been much studied in the "continuous spontaneous localization" model of objective state vector reduction. In appendices to the talk, we give details of the existence of a conserved operator in trace dynamics that encodes the structure of the canonical algebra, of the derivation of the Ward identities, and of the proof that the stochastically-modified Schrödinger equation leads to state vector reduction with Born rule probabilities.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems.

PubMed

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

Medical imaging technology shock and volatility of macro economics: Analysis using a three-sector dynamical stochastic general equilibrium REC model.

PubMed

Han, Shurong; Huang, Yeqing

2017-07-07

The study analysed the medical imaging technology business cycle from 1981 to 2009 and found that the volatility of consumption in Chinese medical imaging business was higher than that of the developed countries. The volatility of gross domestic product (GDP) and the correlation between consumption and GDP is also higher than that of the developed countries. Prior to the early 1990s the volatility of consumption is even higher than GDP. This fact makes it difficult to explain the volatile market using the standard one sector real economic cycle (REC) model. Contrary to the other domestic studies, this study considers a three-sector dynamical stochastic general equilibrium REC model. In this model there are two consumption sectors, whereby one is labour intensive and another is capital intensive. The more capital intensive investment sector only introduces technology shocks in the medical imaging market. Our response functions and Monte-Carlo simulation results show that the model can explain 90% of the volatility of consummation relative to GDP, and explain the correlation between consumption and GDP. The results demonstrated the significant correlation between the technological reform in medical imaging and volatility in the labour market on Chinese macro economy development.

Characterizing time series via complexity-entropy curves

NASA Astrophysics Data System (ADS)

Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano; Lenzi, Ervin K.

2017-06-01

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.

Effect of reaction-step-size noise on the switching dynamics of stochastic populations

NASA Astrophysics Data System (ADS)

Be'er, Shay; Heller-Algazi, Metar; Assaf, Michael

2016-05-01

In genetic circuits, when the messenger RNA lifetime is short compared to the cell cycle, proteins are produced in geometrically distributed bursts, which greatly affects the cellular switching dynamics between different metastable phenotypic states. Motivated by this scenario, we study a general problem of switching or escape in stochastic populations, where influx of particles occurs in groups or bursts, sampled from an arbitrary distribution. The fact that the step size of the influx reaction is a priori unknown and, in general, may fluctuate in time with a given correlation time and statistics, introduces an additional nondemographic reaction-step-size noise into the system. Employing the probability-generating function technique in conjunction with Hamiltonian formulation, we are able to map the problem in the leading order onto solving a stationary Hamilton-Jacobi equation. We show that compared to the "usual case" of single-step influx, bursty influx exponentially decreases the population's mean escape time from its long-lived metastable state. In particular, close to bifurcation we find a simple analytical expression for the mean escape time which solely depends on the mean and variance of the burst-size distribution. Our results are demonstrated on several realistic distributions and compare well with numerical Monte Carlo simulations.

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.

Think globally, act locally: the role of local demographics and vaccination coverage in the dynamic response of measles infection to control.

PubMed

Ferrari, M J; Grenfell, B T; Strebel, P M

2013-08-05

The global reduction of the burden of morbidity and mortality owing to measles has been a major triumph of public health. However, the continued persistence of measles infection probably not only reflects local variation in progress towards vaccination target goals, but may also reflect local variation in dynamic processes of transmission, susceptible replenishment through births and stochastic local extinction. Dynamic models predict that vaccination should increase the mean age of infection and increase inter-annual variability in incidence. Through a comparative approach, we assess national-level patterns in the mean age of infection and measles persistence. We find that while the classic predictions do hold in general, the impact of vaccination on the age distribution of cases and stochastic fadeout are mediated by local birth rate. Thus, broad-scale vaccine coverage goals are unlikely to have the same impact on the interruption of measles transmission in all demographic settings. Indeed, these results suggest that the achievement of further measles reduction or elimination goals is likely to require programmatic and vaccine coverage goals that are tailored to local demographic conditions.

Evolutionary dynamics of public goods games with diverse contributions in finite populations

NASA Astrophysics Data System (ADS)

Wang, Jing; Wu, Bin; Chen, Xiaojie; Wang, Long

2010-05-01

The public goods game is a powerful metaphor for exploring the maintenance of social cooperative behavior in a group of interactional selfish players. Here we study the emergence of cooperation in the public goods games with diverse contributions in finite populations. The theory of stochastic process is innovatively adopted to investigate the evolutionary dynamics of the public goods games involving a diversity of contributions. In the limit of rare mutations, the general stationary distribution of this stochastic process can be analytically approximated by means of diffusion theory. Moreover, we demonstrate that increasing the diversity of contributions greatly reduces the probability of finding the population in a homogeneous state full of defectors. This increase also raises the expectation of the total contribution in the entire population and thus promotes social cooperation. Furthermore, by investigating the evolutionary dynamics of optional public goods games with diverse contributions, we find that nonparticipation can assist players who contribute more in resisting invasion and taking over individuals who contribute less. In addition, numerical simulations are performed to confirm our analytical results. Our results may provide insight into the effect of diverse contributions on cooperative behaviors in the real world.

Lévy targeting and the principle of detailed balance.

PubMed

Garbaczewski, Piotr; Stephanovich, Vladimir

2011-07-01

We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) solution of the master equation. Here, an asymptotic behavior of different μ-motion scenarios ceases to depend on μ. That is exemplified by considering Gaussian and Cauchy family target PDFs. A complementary problem of the reverse engineering is analyzed: given a priori a semigroup potential, quantify how sensitive upon the choice of the μ driver is an asymptotic behavior of solutions of the associated master equation and thus an invariant PDF itself. This task is accomplished for so-called μ family of Lévy oscillators.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

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

2007-09-15

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

A stochastic thermostat algorithm for coarse-grained thermomechanical modeling of large-scale soft matters: Theory and application to microfilaments

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

Li, Tong; Gu, YuanTong, E-mail: yuantong.gu@qut.edu.au

As all-atom molecular dynamics method is limited by its enormous computational cost, various coarse-grained strategies have been developed to extend the length scale of soft matters in the modeling of mechanical behaviors. However, the classical thermostat algorithm in highly coarse-grained molecular dynamics method would underestimate the thermodynamic behaviors of soft matters (e.g. microfilaments in cells), which can weaken the ability of materials to overcome local energy traps in granular modeling. Based on all-atom molecular dynamics modeling of microfilament fragments (G-actin clusters), a new stochastic thermostat algorithm is developed to retain the representation of thermodynamic properties of microfilaments at extra coarse-grainedmore » level. The accuracy of this stochastic thermostat algorithm is validated by all-atom MD simulation. This new stochastic thermostat algorithm provides an efficient way to investigate the thermomechanical properties of large-scale soft matters.« less

Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties

NASA Astrophysics Data System (ADS)

Ni, Pinghe; Li, Jun; Hao, Hong; Xia, Yong

2018-03-01

This paper performs the stochastic dynamic response analysis of marine risers with material uncertainties, i.e. in the mass density and elastic modulus, by using Stochastic Finite Element Method (SFEM) and model reduction technique. These uncertainties are assumed having Gaussian distributions. The random mass density and elastic modulus are represented by using the Karhunen-Loève (KL) expansion. The Polynomial Chaos (PC) expansion is adopted to represent the vibration response because the covariance of the output is unknown. Model reduction based on the Iterated Improved Reduced System (IIRS) technique is applied to eliminate the PC coefficients of the slave degrees of freedom to reduce the dimension of the stochastic system. Monte Carlo Simulation (MCS) is conducted to obtain the reference response statistics. Two numerical examples are studied in this paper. The response statistics from the proposed approach are compared with those from MCS. It is noted that the computational time is significantly reduced while the accuracy is kept. The results demonstrate the efficiency of the proposed approach for stochastic dynamic response analysis of marine risers.

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

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

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

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

Alexandrov, D.; Bashkirtseva, I.; Ryashko, L.

2014-12-01

Motivated by important geophysical applications we consider a dynamic model of the magma-plug system previously derived by Iverson et al. (2006) under the influence of stochastic forcing. Due to strong nonlinearity of the friction force for solid plug along its margins, the initial deterministic system exhibits impulsive oscillations. Two types of dynamic behavior of the system under the influence of the parametric stochastic forcing have been found: random trajectories are scattered on both sides of the deterministic cycle or grouped on its internal side only. It is shown that dispersions are highly inhomogeneous along cycles in the presence of noises. The effects of noise-induced shifts, pressure stabilization and localization of random trajectories have been revealed with increasing the noise intensity. The plug velocity, pressure and displacement are highly dependent of noise intensity as well. These new stochastic phenomena are related with the nonlinear peculiarities of the deterministic phase portrait. It is demonstrated that the repetitive stick-slip motions of the magma-plug system in the case of stochastic forcing can be connected with drumbeat earthquakes.

Langevin Dynamics with Spatial Correlations as a Model for Electron-Phonon Coupling

NASA Astrophysics Data System (ADS)

Tamm, A.; Caro, M.; Caro, A.; Samolyuk, G.; Klintenberg, M.; Correa, A. A.

2018-05-01

Stochastic Langevin dynamics has been traditionally used as a tool to describe nonequilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their wavelength. We propose a generalization of Langevin dynamics that can capture a differential coupling between collective modes and the bath, by introducing spatial correlations in the random forces. This allows modeling the electronic subsystem in a metal as a generalized Langevin bath endowed with a concept of locality, greatly improving the capabilities of the two-temperature model. The specific form proposed here for the spatial correlations produces a physical wave-vector and polarization dependency of the relaxation produced by the electron-phonon coupling in a solid. We show that the resulting model can be used for describing the path to equilibration of ions and electrons and also as a thermostat to sample the equilibrium canonical ensemble. By extension, the family of models presented here can be applied in general to any dense system, solids, alloys, and dense plasmas. As an example, we apply the model to study the nonequilibrium dynamics of an electron-ion two-temperature Ni crystal.

Filamentation of ultrashort light pulses in a liquid scattering medium

NASA Astrophysics Data System (ADS)

Jukna, V.; Tamošauskas, G.; Valiulis, G.; Aputis, M.; Puida, M.; Ivanauskas, F.; Dubietis, A.

2009-01-01

We have studied filamentation of 1-ps laser pulses in a scattering medium (aqueous suspension of 2-μm polystyrene microspheres) and compared filamentation dynamics to that in pure water. Our results indicate that light scattering does not alter filamentation dynamics in general, but rather results in farther position of the nonlinear focus, shorter filament length, and the development of speckle structure in the peripheral part of the beam. The experimental observations are qualitatively reproduced by the numerical model which accounts for diffraction, self-focusing, multiphoton absorption, and light scattering introduced through a stochastic diffusion and diffraction term.

Scale-invariance underlying the logistic equation and its social applications

NASA Astrophysics Data System (ADS)

Hernando, A.; Plastino, A.

2013-01-01

On the basis of dynamical principles we i) advance a derivation of the Logistic Equation (LE), widely employed (among multiple applications) in the simulation of population growth, and ii) demonstrate that scale-invariance and a mean-value constraint are sufficient and necessary conditions for obtaining it. We also generalize the LE to multi-component systems and show that the above dynamical mechanisms underlie a large number of scale-free processes. Examples are presented regarding city-populations, diffusion in complex networks, and popularity of technological products, all of them obeying the multi-component logistic equation in an either stochastic or deterministic way.

Genetic programming for evolving due-date assignment models in job shop environments.

PubMed

Nguyen, Su; Zhang, Mengjie; Johnston, Mark; Tan, Kay Chen

2014-01-01

Due-date assignment plays an important role in scheduling systems and strongly influences the delivery performance of job shops. Because of the stochastic and dynamic nature of job shops, the development of general due-date assignment models (DDAMs) is complicated. In this study, two genetic programming (GP) methods are proposed to evolve DDAMs for job shop environments. The experimental results show that the evolved DDAMs can make more accurate estimates than other existing dynamic DDAMs with promising reusability. In addition, the evolved operation-based DDAMs show better performance than the evolved DDAMs employing aggregate information of jobs and machines.

Chaotic Stochasticity: A Ubiquitous Source of Unpredictability in Epidemics

NASA Astrophysics Data System (ADS)

Rand, D. A.; Wilson, H. B.

1991-11-01

We address the question of whether or not childhood epidemics such as measles and chickenpox are chaotic, and argue that the best explanation of the observed unpredictability is that it is a manifestation of what we call chaotic stochasticity. Such chaos is driven and made permanent by the fluctuations from the mean field encountered in epidemics, or by extrinsic stochastic noise, and is dependent upon the existence of chaotic repellors in the mean field dynamics. Its existence is also a consequence of the near extinctions in the epidemic. For such systems, chaotic stochasticity is likely to be far more ubiquitous than the presence of deterministic chaotic attractors. It is likely to be a common phenomenon in biological dynamics.

Stochastic optimization for the detection of changes in maternal heart rate kinetics during pregnancy

NASA Astrophysics Data System (ADS)

Zakynthinaki, M. S.; Barakat, R. O.; Cordente Martínez, C. A.; Sampedro Molinuevo, J.

2011-03-01

The stochastic optimization method ALOPEX IV has been successfully applied to the problem of detecting possible changes in the maternal heart rate kinetics during pregnancy. For this reason, maternal heart rate data were recorded before, during and after gestation, during sessions of exercises of constant mild intensity; ALOPEX IV stochastic optimization was used to calculate the parameter values that optimally fit a dynamical systems model to the experimental data. The results not only demonstrate the effectiveness of ALOPEX IV stochastic optimization, but also have important implications in the area of exercise physiology, as they reveal important changes in the maternal cardiovascular dynamics, as a result of pregnancy.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Dynamics and Physiological Roles of Stochastic Firing Patterns Near Bifurcation Points

NASA Astrophysics Data System (ADS)

Jia, Bing; Gu, Huaguang

2017-06-01

Different stochastic neural firing patterns or rhythms that appeared near polarization or depolarization resting states were observed in biological experiments on three nervous systems, and closely matched those simulated near bifurcation points between stable equilibrium point and limit cycle in a theoretical model with noise. The distinct dynamics of spike trains and interspike interval histogram (ISIH) of these stochastic rhythms were identified and found to build a relationship to the coexisting behaviors or fixed firing frequency of four different types of bifurcations. Furthermore, noise evokes coherence resonances near bifurcation points and plays important roles in enhancing information. The stochastic rhythms corresponding to Hopf bifurcation points with fixed firing frequency exhibited stronger coherence degree and a sharper peak in the power spectrum of the spike trains than those corresponding to saddle-node bifurcation points without fixed firing frequency. Moreover, the stochastic firing patterns changed to a depolarization resting state as the extracellular potassium concentration increased for the injured nerve fiber related to pathological pain or static blood pressure level increased for aortic depressor nerve fiber, and firing frequency decreased, which were different from the physiological viewpoint that firing frequency increased with increasing pressure level or potassium concentration. This shows that rhythms or firing patterns can reflect pressure or ion concentration information related to pathological pain information. Our results present the dynamics of stochastic firing patterns near bifurcation points, which are helpful for the identification of both dynamics and physiological roles of complex neural firing patterns or rhythms, and the roles of noise.

Nanopore Current Oscillations: Nonlinear Dynamics on the Nanoscale.

PubMed

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

2015-05-21

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

Chaos and nonlinear dynamics of single-particle orbits in a magnetotaillike magnetic field

NASA Technical Reports Server (NTRS)

Chen, J.; Palmadesso, P. J.

1986-01-01

The properties of charged-particle motion in Hamiltonian dynamics are studied in a magnetotaillike magnetic field configuration. It is shown by numerical integration of the equation of motion that the system is generally nonintegrable and that the particle motion can be classified into three distinct types of orbits: bounded integrable orbits, unbounded stochastic orbits, and unbounded transient orbits. It is also shown that different regions of the phase space exhibit qualitatively different responses to external influences. The concept of 'differential memory' in single-particle distributions is proposed. Physical implications for the dynamical properties of the magnetotail plasmas and the possible generation of non-Maxwellian features in the distribution functions are discussed.

Dynamic principle for ensemble control tools.

PubMed

Samoletov, A; Vasiev, B

2017-11-28

Dynamical equations describing physical systems in contact with a thermal bath are commonly extended by mathematical tools called "thermostats." These tools are designed for sampling ensembles in statistical mechanics. Here we propose a dynamic principle underlying a range of thermostats which is derived using fundamental laws of statistical physics and ensures invariance of the canonical measure. The principle covers both stochastic and deterministic thermostat schemes. Our method has a clear advantage over a range of proposed and widely used thermostat schemes that are based on formal mathematical reasoning. Following the derivation of the proposed principle, we show its generality and illustrate its applications including design of temperature control tools that differ from the Nosé-Hoover-Langevin scheme.

Developing population models with data from marked individuals

USGS Publications Warehouse

Hae Yeong Ryu,; Kevin T. Shoemaker,; Eva Kneip,; Anna Pidgeon,; Patricia Heglund,; Brooke Bateman,; Thogmartin, Wayne E.; Reşit Akçakaya,

2016-01-01

Population viability analysis (PVA) is a powerful tool for biodiversity assessments, but its use has been limited because of the requirements for fully specified population models such as demographic structure, density-dependence, environmental stochasticity, and specification of uncertainties. Developing a fully specified population model from commonly available data sources – notably, mark–recapture studies – remains complicated due to lack of practical methods for estimating fecundity, true survival (as opposed to apparent survival), natural temporal variability in both survival and fecundity, density-dependence in the demographic parameters, and uncertainty in model parameters. We present a general method that estimates all the key parameters required to specify a stochastic, matrix-based population model, constructed using a long-term mark–recapture dataset. Unlike standard mark–recapture analyses, our approach provides estimates of true survival rates and fecundities, their respective natural temporal variabilities, and density-dependence functions, making it possible to construct a population model for long-term projection of population dynamics. Furthermore, our method includes a formal quantification of parameter uncertainty for global (multivariate) sensitivity analysis. We apply this approach to 9 bird species and demonstrate the feasibility of using data from the Monitoring Avian Productivity and Survivorship (MAPS) program. Bias-correction factors for raw estimates of survival and fecundity derived from mark–recapture data (apparent survival and juvenile:adult ratio, respectively) were non-negligible, and corrected parameters were generally more biologically reasonable than their uncorrected counterparts. Our method allows the development of fully specified stochastic population models using a single, widely available data source, substantially reducing the barriers that have until now limited the widespread application of PVA. This method is expected to greatly enhance our understanding of the processes underlying population dynamics and our ability to analyze viability and project trends for species of conservation concern.

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

PubMed Central

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

2016-01-01

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

Generalized master equations for non-Poisson dynamics on networks.

PubMed

Hoffmann, Till; Porter, Mason A; Lambiotte, Renaud

2012-10-01

The traditional way of studying temporal networks is to aggregate the dynamics of the edges to create a static weighted network. This implicitly assumes that the edges are governed by Poisson processes, which is not typically the case in empirical temporal networks. Accordingly, we examine the effects of non-Poisson inter-event statistics on the dynamics of edges, and we apply the concept of a generalized master equation to the study of continuous-time random walks on networks. We show that this equation reduces to the standard rate equations when the underlying process is Poissonian and that its stationary solution is determined by an effective transition matrix whose leading eigenvector is easy to calculate. We conduct numerical simulations and also derive analytical results for the stationary solution under the assumption that all edges have the same waiting-time distribution. We discuss the implications of our work for dynamical processes on temporal networks and for the construction of network diagnostics that take into account their nontrivial stochastic nature.

Generalized master equations for non-Poisson dynamics on networks

NASA Astrophysics Data System (ADS)

Hoffmann, Till; Porter, Mason A.; Lambiotte, Renaud

2012-10-01

The traditional way of studying temporal networks is to aggregate the dynamics of the edges to create a static weighted network. This implicitly assumes that the edges are governed by Poisson processes, which is not typically the case in empirical temporal networks. Accordingly, we examine the effects of non-Poisson inter-event statistics on the dynamics of edges, and we apply the concept of a generalized master equation to the study of continuous-time random walks on networks. We show that this equation reduces to the standard rate equations when the underlying process is Poissonian and that its stationary solution is determined by an effective transition matrix whose leading eigenvector is easy to calculate. We conduct numerical simulations and also derive analytical results for the stationary solution under the assumption that all edges have the same waiting-time distribution. We discuss the implications of our work for dynamical processes on temporal networks and for the construction of network diagnostics that take into account their nontrivial stochastic nature.

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

PubMed

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

2016-12-01

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

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2011-12-01

The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.

A quantum-classical theory with nonlinear and stochastic dynamics

NASA Astrophysics Data System (ADS)

Burić, N.; Popović, D. B.; Radonjić, M.; Prvanović, S.

2014-12-01

The method of constrained dynamical systems on the quantum-classical phase space is utilized to develop a theory of quantum-classical hybrid systems. Effects of the classical degrees of freedom on the quantum part are modeled using an appropriate constraint, and the interaction also includes the effects of neglected degrees of freedom. Dynamical law of the theory is given in terms of nonlinear stochastic differential equations with Hamiltonian and gradient terms. The theory provides a successful dynamical description of the collapse during quantum measurement.

Stochastic Convection Parameterizations

NASA Technical Reports Server (NTRS)

Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios

2012-01-01

computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts

Variance decomposition in stochastic simulators

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

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance.more » Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.« less

Bubonic plague: a metapopulation model of a zoonosis.

PubMed Central

Keeling, M J; Gilligan, C A

2000-01-01

Bubonic plague (Yersinia pestis) is generally thought of as a historical disease; however, it is still responsible for around 1000-3000 deaths each year worldwide. This paper expands the analysis of a model for bubonic plague that encompasses the disease dynamics in rat, flea and human populations. Some key variables of the deterministic model, including the force of infection to humans, are shown to be robust to changes in the basic parameters, although variation in the flea searching efficiency, and the movement rates of rats and fleas will be considered throughout the paper. The stochastic behaviour of the corresponding metapopulation model is discussed, with attention focused on the dynamics of rats and the force of infection at the local spatial scale. Short-lived local epidemics in rats govern the invasion of the disease and produce an irregular pattern of human cases similar to those observed. However, the endemic behaviour in a few rat subpopulations allows the disease to persist for many years. This spatial stochastic model is also used to identify the criteria for the spread to human populations in terms of the rat density. Finally, the full stochastic model is reduced to the form of a probabilistic cellular automaton, which allows the analysis of a large number of replicated epidemics in large populations. This simplified model enables us to analyse the spatial properties of rat epidemics and the effects of movement rates, and also to test whether the emergent metapopulation behaviour is a property of the local dynamics rather than the precise details of the model. PMID:11413636

Effective long wavelength scalar dynamics in de Sitter

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

Moss, Ian; Rigopoulos, Gerasimos, E-mail: ian.moss@newcastle.ac.uk, E-mail: gerasimos.rigopoulos@ncl.ac.uk

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. Themore » long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.« less

Cold induced mortality of the Burmese Python: An explanation via stochastic analysis

NASA Astrophysics Data System (ADS)

Quansah, Emmanuel; Parshad, Rana D.; Mondal, Sumona

2017-02-01

The Burmese python (Python bivitatus) is an invasive species, wreaking havoc on indigenous species in the Florida everglades. Data suggests an exponential growth in their population from 1995 to 2009, with a sharp decline however in 2010-2012 (Dorcas et al., 2012). In Mazzotti et al. (2011) an explanation is provided, citing the unusually cold winter that year, as the primary reason for this decline. We provide a first mathematical model, in the form of a system of stochastic differential equations, that supports the explanation in Mazzotti et al. (2011), by accurately matching the field data presented in Dorcas et al. (2012). More generally, our model provides a tool to predict the population dynamics of rapidly growing alien species, in the advent of climate change.

Simultaneous continuous measurement of non-commuting observables and correlation in qubit trajectories

NASA Astrophysics Data System (ADS)

Chantasri, Areeya; Jordan, Andrew

We consider the continuous quantum measurement of two or more non-commuting observables of a single qubit. Examples are presented for the measurement of two observables which can be mapped to two measurement axes on the Bloch sphere; a special case being the measurement along the X and Z bases. The qubit dynamics is described by the stochastic master equations which include the effect of decoherence and measurement inefficiencies. We investigate the qubit trajectories, their most likely paths, and their correlation functions using the stochastic path integral formalism. The correlation functions in qubit trajectories can be derived exactly for a special case and perturbatively for general cases. The theoretical predictions are compared with numerical simulations, as well as with trajectory data from the transmon superconducting qubit experiments.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Approximate Dynamic Programming and Aerial Refueling

DTIC Science & Technology

2007-06-01

by two Army Air Corps de Havilland DH -4Bs (9). While crude by modern standards, the passing of hoses be- tween planes is effectively the same approach...incorporating stochastic data sets. . . . . . . . . . . 106 55 Total Cost Stochastically Trained Simulations versus Deterministically Trained Simulations...incorporating stochastic data sets. 106 To create meaningful results when testing stochastic data, the data sets are av- eraged so that conclusions are not

Active Brownian Particles. From Individual to Collective Stochastic Dynamics

NASA Astrophysics Data System (ADS)

Romanczuk, P.; Bär, M.; Ebeling, W.; Lindner, B.; Schimansky-Geier, L.

2012-03-01

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics. Examples of such active units in complex physico-chemical and biological systems are chemically powered nano-rods, localized patterns in reaction-diffusion system, motile cells or macroscopic animals. Based on the description of individual motion of point-like active particles by stochastic differential equations, we discuss different velocity-dependent friction functions, the impact of various types of fluctuations and calculate characteristic observables such as stationary velocity distributions or diffusion coefficients. Finally, we consider not only the free and confined individual active dynamics but also different types of interaction between active particles. The resulting collective dynamical behavior of large assemblies and aggregates of active units is discussed and an overview over some recent results on spatiotemporal pattern formation in such systems is given.

Kinematic dynamo, supersymmetry breaking, and chaos

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Enßlin, Torsten A.

2016-04-01

The kinematic dynamo (KD) describes the growth of magnetic fields generated by the flow of a conducting medium in the limit of vanishing backaction of the fields onto the flow. The KD is therefore an important model system for understanding astrophysical magnetism. Here, the mathematical correspondence between the KD and a specific stochastic differential equation (SDE) viewed from the perspective of the supersymmetric theory of stochastics (STS) is discussed. The STS is a novel, approximation-free framework to investigate SDEs. The correspondence reported here permits insights from the STS to be applied to the theory of KD and vice versa. It was previously known that the fast KD in the idealistic limit of no magnetic diffusion requires chaotic flows. The KD-STS correspondence shows that this is also true for the diffusive KD. From the STS perspective, the KD possesses a topological supersymmetry, and the dynamo effect can be viewed as its spontaneous breakdown. This supersymmetry breaking can be regarded as the stochastic generalization of the concept of dynamical chaos. As this supersymmetry breaking happens in both the diffusive and the nondiffusive cases, the necessity of the underlying SDE being chaotic is given in either case. The observed exponentially growing and oscillating KD modes prove physically that dynamical spectra of the STS evolution operator that break the topological supersymmetry exist with both real and complex ground state eigenvalues. Finally, we comment on the nonexistence of dynamos for scalar quantities.

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.

Impact of stochasticity in immigration and reintroduction on colonizing and extirpating populations.

PubMed

Rajakaruna, Harshana; Potapov, Alexei; Lewis, Mark

2013-05-01

A thorough quantitative understanding of populations at the edge of extinction is needed to manage both invasive and extirpating populations. Immigration can govern the population dynamics when the population levels are low. It increases the probability of a population establishing (or reestablishing) before going extinct (EBE). However, the rate of immigration can be highly fluctuating. Here, we investigate how the stochasticity in immigration impacts the EBE probability for small populations in variable environments. We use a population model with an Allee effect described by a stochastic differential equation (SDE) and employ the Fokker-Planck diffusion approximation to quantify the EBE probability. We find that, the effect of the stochasticity in immigration on the EBE probability depends on both the intrinsic growth rate (r) and the mean rate of immigration (p). In general, if r is large and positive (e.g. invasive species introduced to favorable habitats), or if p is greater than the rate of population decline due to the demographic Allee effect (e.g., effective stocking of declining populations), then the stochasticity in immigration decreases the EBE probability. If r is large and negative (e.g. endangered populations in unfavorable habitats), or if the rate of decline due to the demographic Allee effect is much greater than p (e.g., weak stocking of declining populations), then the stochasticity in immigration increases the EBE probability. However, the mean time for EBE decreases with the increasing stochasticity in immigration with both positive and negative large r. Thus, results suggest that ecological management of populations involves a tradeoff as to whether to increase or decrease the stochasticity in immigration in order to optimize the desired outcome. Moreover, the control of invasive species spread through stochastic means, for example, by stochastic monitoring and treatment of vectors such as ship-ballast water, may be suitable strategies given the environmental and demographic uncertainties at introductions. Similarly, the recovery of declining and extirpated populations through stochastic stocking, translocation, and reintroduction, may also be suitable strategies. Copyright © 2013 Elsevier Inc. All rights reserved.

Control of stochastic sensitivity in a stabilization problem for gas discharge system

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

Bashkirtseva, Irina

2015-11-30

We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.

Stochastic Feshbach Projection for the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Link, Valentin; Strunz, Walter T.

2017-11-01

We present a stochastic projection formalism for the description of quantum dynamics in bosonic or spin environments. The Schrödinger equation in the coherent state representation with respect to the environmental degrees of freedom can be reformulated by employing the Feshbach partitioning technique for open quantum systems based on the introduction of suitable non-Hermitian projection operators. In this picture the reduced state of the system can be obtained as a stochastic average over pure state trajectories, for any temperature of the bath. The corresponding non-Markovian stochastic Schrödinger equations include a memory integral over the past states. In the case of harmonic environments and linear coupling the approach gives a new form of the established non-Markovian quantum state diffusion stochastic Schrödinger equation without functional derivatives. Utilizing spin coherent states, the evolution equation for spin environments resembles the bosonic case with, however, a non-Gaussian average for the reduced density operator.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Distributed Consensus of Stochastic Delayed Multi-agent Systems Under Asynchronous Switching.

PubMed

Wu, Xiaotai; Tang, Yang; Cao, Jinde; Zhang, Wenbing

2016-08-01

In this paper, the distributed exponential consensus of stochastic delayed multi-agent systems with nonlinear dynamics is investigated under asynchronous switching. The asynchronous switching considered here is to account for the time of identifying the active modes of multi-agent systems. After receipt of confirmation of mode's switching, the matched controller can be applied, which means that the switching time of the matched controller in each node usually lags behind that of system switching. In order to handle the coexistence of switched signals and stochastic disturbances, a comparison principle of stochastic switched delayed systems is first proved. By means of this extended comparison principle, several easy to verified conditions for the existence of an asynchronously switched distributed controller are derived such that stochastic delayed multi-agent systems with asynchronous switching and nonlinear dynamics can achieve global exponential consensus. Two examples are given to illustrate the effectiveness of the proposed method.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Dynamics of Competition between Subnetworks of Spiking Neuronal Networks in the Balanced State.

PubMed

Lagzi, Fereshteh; Rotter, Stefan

2015-01-01

We explore and analyze the nonlinear switching dynamics of neuronal networks with non-homogeneous connectivity. The general significance of such transient dynamics for brain function is unclear; however, for instance decision-making processes in perception and cognition have been implicated with it. The network under study here is comprised of three subnetworks of either excitatory or inhibitory leaky integrate-and-fire neurons, of which two are of the same type. The synaptic weights are arranged to establish and maintain a balance between excitation and inhibition in case of a constant external drive. Each subnetwork is randomly connected, where all neurons belonging to a particular population have the same in-degree and the same out-degree. Neurons in different subnetworks are also randomly connected with the same probability; however, depending on the type of the pre-synaptic neuron, the synaptic weight is scaled by a factor. We observed that for a certain range of the "within" versus "between" connection weights (bifurcation parameter), the network activation spontaneously switches between the two sub-networks of the same type. This kind of dynamics has been termed "winnerless competition", which also has a random component here. In our model, this phenomenon is well described by a set of coupled stochastic differential equations of Lotka-Volterra type that imply a competition between the subnetworks. The associated mean-field model shows the same dynamical behavior as observed in simulations of large networks comprising thousands of spiking neurons. The deterministic phase portrait is characterized by two attractors and a saddle node, its stochastic component is essentially given by the multiplicative inherent noise of the system. We find that the dwell time distribution of the active states is exponential, indicating that the noise drives the system randomly from one attractor to the other. A similar model for a larger number of populations might suggest a general approach to study the dynamics of interacting populations of spiking networks.

Dynamics of Competition between Subnetworks of Spiking Neuronal Networks in the Balanced State

PubMed Central

Lagzi, Fereshteh; Rotter, Stefan

2015-01-01

We explore and analyze the nonlinear switching dynamics of neuronal networks with non-homogeneous connectivity. The general significance of such transient dynamics for brain function is unclear; however, for instance decision-making processes in perception and cognition have been implicated with it. The network under study here is comprised of three subnetworks of either excitatory or inhibitory leaky integrate-and-fire neurons, of which two are of the same type. The synaptic weights are arranged to establish and maintain a balance between excitation and inhibition in case of a constant external drive. Each subnetwork is randomly connected, where all neurons belonging to a particular population have the same in-degree and the same out-degree. Neurons in different subnetworks are also randomly connected with the same probability; however, depending on the type of the pre-synaptic neuron, the synaptic weight is scaled by a factor. We observed that for a certain range of the “within” versus “between” connection weights (bifurcation parameter), the network activation spontaneously switches between the two sub-networks of the same type. This kind of dynamics has been termed “winnerless competition”, which also has a random component here. In our model, this phenomenon is well described by a set of coupled stochastic differential equations of Lotka-Volterra type that imply a competition between the subnetworks. The associated mean-field model shows the same dynamical behavior as observed in simulations of large networks comprising thousands of spiking neurons. The deterministic phase portrait is characterized by two attractors and a saddle node, its stochastic component is essentially given by the multiplicative inherent noise of the system. We find that the dwell time distribution of the active states is exponential, indicating that the noise drives the system randomly from one attractor to the other. A similar model for a larger number of populations might suggest a general approach to study the dynamics of interacting populations of spiking networks. PMID:26407178

Quantum principle of sensing gravitational waves: From the zero-point fluctuations to the cosmological stochastic background of spacetime

NASA Astrophysics Data System (ADS)

Quiñones, Diego A.; Oniga, Teodora; Varcoe, Benjamin T. H.; Wang, Charles H.-T.

2017-08-01

We carry out a theoretical investigation on the collective dynamics of an ensemble of correlated atoms, subject to both vacuum fluctuations of spacetime and stochastic gravitational waves. A general approach is taken with the derivation of a quantum master equation capable of describing arbitrary confined nonrelativistic matter systems in an open quantum gravitational environment. It enables us to relate the spectral function for gravitational waves and the distribution function for quantum gravitational fluctuations and to indeed introduce a new spectral function for the zero-point fluctuations of spacetime. The formulation is applied to two-level identical bosonic atoms in an off-resonant high-Q cavity that effectively inhibits undesirable electromagnetic delays, leading to a gravitational transition mechanism through certain quadrupole moment operators. The overall relaxation rate before reaching equilibrium is found to generally scale collectively with the number N of atoms. However, we are also able to identify certain states of which the decay and excitation rates with stochastic gravitational waves and vacuum spacetime fluctuations amplify more significantly with a factor of N2. Using such favorable states as a means of measuring both conventional stochastic gravitational waves and novel zero-point spacetime fluctuations, we determine the theoretical lower bounds for the respective spectral functions. Finally, we discuss the implications of our findings on future observations of gravitational waves of a wider spectral window than currently accessible. Especially, the possible sensing of the zero-point fluctuations of spacetime could provide an opportunity to generate initial evidence and further guidance of quantum gravity.

Stochastic feeding dynamics arise from the need for information and energy.

PubMed

Scholz, Monika; Dinner, Aaron R; Levine, Erel; Biron, David

2017-08-29

Animals regulate their food intake in response to the available level of food. Recent observations of feeding dynamics in small animals showed feeding patterns of bursts and pauses, but their function is unknown. Here, we present a data-driven decision-theoretical model of feeding in Caenorhabditis elegans Our central assumption is that food intake serves a dual purpose: to gather information about the external food level and to ingest food when the conditions are good. The model recapitulates experimentally observed feeding patterns. It naturally implements trade-offs between speed versus accuracy and exploration versus exploitation in responding to a dynamic environment. We find that the model predicts three distinct regimes in responding to a dynamical environment, with a transition region where animals respond stochastically to periodic signals. This stochastic response accounts for previously unexplained experimental data.

Stochastic ice stream dynamics

PubMed Central

Bertagni, Matteo Bernard; Ridolfi, Luca

2016-01-01

Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Solikhin

2016-06-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

Stochastic approach to equilibrium and nonequilibrium thermodynamics.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2015-04-01

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Delayed-feedback chimera states: Forced multiclusters and stochastic resonance

NASA Astrophysics Data System (ADS)

Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.

2016-07-01

A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.

From Complex to Simple: Interdisciplinary Stochastic Models

ERIC Educational Resources Information Center

Mazilu, D. A.; Zamora, G.; Mazilu, I.

2012-01-01

We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions…

Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

2018-03-01

The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

Unified picture of strong-coupling stochastic thermodynamics and time reversals

NASA Astrophysics Data System (ADS)

Aurell, Erik

2018-04-01

Strong-coupling statistical thermodynamics is formulated as the Hamiltonian dynamics of an observed system interacting with another unobserved system (a bath). It is shown that the entropy production functional of stochastic thermodynamics, defined as the log ratio of forward and backward system path probabilities, is in a one-to-one relation with the log ratios of the joint initial conditions of the system and the bath. A version of strong-coupling statistical thermodynamics where the system-bath interaction vanishes at the beginning and at the end of a process is, as is also weak-coupling stochastic thermodynamics, related to the bath initially in equilibrium by itself. The heat is then the change of bath energy over the process, and it is discussed when this heat is a functional of the system history alone. The version of strong-coupling statistical thermodynamics introduced by Seifert and Jarzynski is related to the bath initially in conditional equilibrium with respect to the system. This leads to heat as another functional of the system history which needs to be determined by thermodynamic integration. The log ratio of forward and backward system path probabilities in a stochastic process is finally related to log ratios of the initial conditions of a combined system and bath. It is shown that the entropy production formulas of stochastic processes under a general class of time reversals are given by the differences of bath energies in a larger underlying Hamiltonian system. The paper highlights the centrality of time reversal in stochastic thermodynamics, also in the case of strong coupling.

On the stochastic dissemination of faults in an admissible network

NASA Technical Reports Server (NTRS)

Kyrala, A.

1987-01-01

The dynamic distribution of faults in a general type network is discussed. The starting point is a uniquely branched network in which each pair of nodes is connected by a single branch. Mathematical expressions for the uniquely branched network transition matrix are derived to show that sufficient stationarity exists to ensure the validity of the use of the Markov Chain model to analyze networks. In addition the conditions for the use of Semi-Markov models are discussed. General mathematical expressions are derived in an examination of branch redundancy techniques commonly used to increase reliability.

Multiple coupled landscapes and non-adiabatic dynamics with applications to self-activating genes.

PubMed

Chen, Cong; Zhang, Kun; Feng, Haidong; Sasai, Masaki; Wang, Jin

2015-11-21

Many physical, chemical and biochemical systems (e.g. electronic dynamics and gene regulatory networks) are governed by continuous stochastic processes (e.g. electron dynamics on a particular electronic energy surface and protein (gene product) synthesis) coupled with discrete processes (e.g. hopping among different electronic energy surfaces and on and off switching of genes). One can also think of the underlying dynamics as the continuous motion on a particular landscape and discrete hoppings among different landscapes. The main difference of such systems from the intra-landscape dynamics alone is the emergence of the timescale involved in transitions among different landscapes in addition to the timescale involved in a particular landscape. The adiabatic limit when inter-landscape hoppings are fast compared to continuous intra-landscape dynamics has been studied both analytically and numerically, but the analytical treatment of the non-adiabatic regime where the inter-landscape hoppings are slow or comparable to continuous intra-landscape dynamics remains challenging. In this study, we show that there exists mathematical mapping of the dynamics on 2(N) discretely coupled N continuous dimensional landscapes onto one single landscape in 2N dimensional extended continuous space. On this 2N dimensional landscape, eddy current emerges as a sign of non-equilibrium non-adiabatic dynamics and plays an important role in system evolution. Many interesting physical effects such as the enhancement of fluctuations, irreversibility, dissipation and optimal kinetics emerge due to non-adiabaticity manifested by the eddy current illustrated for an N = 1 self-activator. We further generalize our theory to the N-gene network with multiple binding sites and multiple synthesis rates for discretely coupled non-equilibrium stochastic physical and biological systems.

The Allee effect, stochastic dynamics and the eradication of alien species

Treesearch

Andrew Liebhold; Jordi Bascompte; Jordi Bascompte

2003-01-01

Previous treatments of the population biology of eradication have assumed that eradication can only be achieved via 100% removal of the alien population. However, this assumption appears to be incorrect because stochastic dynamics and the Allee effect typically contribute to the extinction of very low-density populations. We explore a model that incorporates Allee...

Dynamical Epidemic Suppression Using Stochastic Prediction and Control

DTIC Science & Technology

2004-10-28

initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

A computational framework for prime implicants identification in noncoherent dynamic systems.

PubMed

Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

2015-01-01

Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

cuTauLeaping: A GPU-Powered Tau-Leaping Stochastic Simulator for Massive Parallel Analyses of Biological Systems

PubMed Central

Besozzi, Daniela; Pescini, Dario; Mauri, Giancarlo

2014-01-01

Tau-leaping is a stochastic simulation algorithm that efficiently reconstructs the temporal evolution of biological systems, modeled according to the stochastic formulation of chemical kinetics. The analysis of dynamical properties of these systems in physiological and perturbed conditions usually requires the execution of a large number of simulations, leading to high computational costs. Since each simulation can be executed independently from the others, a massive parallelization of tau-leaping can bring to relevant reductions of the overall running time. The emerging field of General Purpose Graphic Processing Units (GPGPU) provides power-efficient high-performance computing at a relatively low cost. In this work we introduce cuTauLeaping, a stochastic simulator of biological systems that makes use of GPGPU computing to execute multiple parallel tau-leaping simulations, by fully exploiting the Nvidia's Fermi GPU architecture. We show how a considerable computational speedup is achieved on GPU by partitioning the execution of tau-leaping into multiple separated phases, and we describe how to avoid some implementation pitfalls related to the scarcity of memory resources on the GPU streaming multiprocessors. Our results show that cuTauLeaping largely outperforms the CPU-based tau-leaping implementation when the number of parallel simulations increases, with a break-even directly depending on the size of the biological system and on the complexity of its emergent dynamics. In particular, cuTauLeaping is exploited to investigate the probability distribution of bistable states in the Schlögl model, and to carry out a bidimensional parameter sweep analysis to study the oscillatory regimes in the Ras/cAMP/PKA pathway in S. cerevisiae. PMID:24663957

Stochastic Evolution Dynamic of the Rock-Scissors-Paper Game Based on a Quasi Birth and Death Process

NASA Astrophysics Data System (ADS)

Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu

2016-06-01

Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.

Stochastic Evolution Dynamic of the Rock-Scissors-Paper Game Based on a Quasi Birth and Death Process.

PubMed

Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu

2016-06-27

Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.

Effects of patch quality and network structure on patch occupancy dynamics of a yellow-bellied marmot metapopulation.

PubMed

Ozgul, Arpat; Armitage, Kenneth B; Blumstein, Daniel T; Vanvuren, Dirk H; Oli, Madan K

2006-01-01

1. The presence/absence of a species at a particular site is the simplest form of data that can be collected during ecological field studies. We used 13 years (1990-2002) of survey data to parameterize a stochastic patch occupancy model for a metapopulation of the yellow-bellied marmot in Colorado, and investigated the significance of particular patches and the influence of site quality, network characteristics and regional stochasticity on the metapopulation persistence. 2. Persistence of the yellow-bellied marmot metapopulation was strongly dependent on the high quality colony sites, and persistence probability was highly sensitive to small changes in the quality of these sites. 3. A relatively small number of colony sites was ultimately responsible for the regional persistence. However, lower quality satellite sites also made a significant contribution to long-term metapopulation persistence, especially when regional stochasticity was high. 4. The northern network of the marmot metapopulation was more stable compared to the southern network, and the persistence of the southern network depended heavily on the northern network. 5. Although complex models of metapopulation dynamics may provide a more accurate description of metapopulation dynamics, such models are data-intensive. Our study, one of the very few applications of stochastic patch occupancy models to a mammalian species, suggests that stochastic patch occupancy models can provide important insights into metapopulation dynamics using data that are easy to collect.

Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics

NASA Astrophysics Data System (ADS)

Zhou, Da; Qian, Hong

2011-09-01

Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical “device” that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

Shortcuts to adiabaticity using flow fields

NASA Astrophysics Data System (ADS)

Patra, Ayoti; Jarzynski, Christopher

2017-12-01

A shortcut to adiabaticity is a recipe for generating adiabatic evolution at an arbitrary pace. Shortcuts have been developed for quantum, classical and (most recently) stochastic dynamics. A shortcut might involve a counterdiabatic (CD) Hamiltonian that causes a system to follow the adiabatic evolution at all times, or it might utilize a fast-forward (FF) potential, which returns the system to the adiabatic path at the end of the process. We develop a general framework for constructing shortcuts to adiabaticity from flow fields that describe the desired adiabatic evolution. Our approach encompasses quantum, classical and stochastic dynamics, and provides surprisingly compact expressions for both CD Hamiltonians and FF potentials. We illustrate our method with numerical simulations of a model system, and we compare our shortcuts with previously obtained results. We also consider the semiclassical connections between our quantum and classical shortcuts. Our method, like the FF approach developed by previous authors, is susceptible to singularities when applied to excited states of quantum systems; we propose a simple, intuitive criterion for determining whether these singularities will arise, for a given excited state.

Stochastic modeling of wetland-groundwater systems

NASA Astrophysics Data System (ADS)

Bertassello, Leonardo Enrico; Rao, P. Suresh C.; Park, Jeryang; Jawitz, James W.; Botter, Gianluca

2018-02-01

Modeling and data analyses were used in this study to examine the temporal hydrological variability in geographically isolated wetlands (GIWs), as influenced by hydrologic connectivity to shallow groundwater, wetland bathymetry, and subject to stochastic hydro-climatic forcing. We examined the general case of GIWs coupled to shallow groundwater through exfiltration or infiltration across wetland bottom. We also examined limiting case with the wetland stage as the local expression of the shallow groundwater. We derive analytical expressions for the steady-state probability density functions (pdfs) for wetland water storage and stage using few, scaled, physically-based parameters. In addition, we analyze the hydrologic crossing time properties of wetland stage, and the dependence of the mean hydroperiod on climatic and wetland morphologic attributes. Our analyses show that it is crucial to account for shallow groundwater connectivity to fully understand the hydrologic dynamics in wetlands. The application of the model to two different case studies in Florida, jointly with a detailed sensitivity analysis, allowed us to identify the main drivers of hydrologic dynamics in GIWs under different climate and morphologic conditions.

Single-shot quantum state estimation via a continuous measurement in the strong backaction regime

NASA Astrophysics Data System (ADS)

Cook, Robert L.; Riofrío, Carlos A.; Deutsch, Ivan H.

2014-09-01

We study quantum tomography based on a stochastic continuous-time measurement record obtained from a probe field collectively interacting with an ensemble of identically prepared systems. In comparison to previous studies, we consider here the case in which the measurement-induced backaction has a non-negligible effect on the dynamical evolution of the ensemble. We formulate a maximum likelihood estimate for the initial quantum state given only a single instance of the continuous diffusive measurement record. We apply our estimator to the simplest problem: state tomography of a single pure qubit, which, during the course of the measurement, is also subjected to dynamical control. We identify a regime where the many-body system is well approximated at all times by a separable pure spin coherent state, whose Bloch vector undergoes a conditional stochastic evolution. We simulate the results of our estimator and show that we can achieve close to the upper bound of fidelity set by the optimal generalized measurement. This estimate is compared to, and significantly outperforms, an equivalent estimator that ignores measurement backaction.

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

The application of stochastic modelling for learning the behaviour of a multibody dynamics (MBD) models is investigated. Post-processing data from a simulation run are used to train the stochastic model that estimates the relationship between model inputs (suspension relative displacement and velocity) and the output (sum of suspension forces). The stochastic model can be used to reduce the computational burden of the MBD model by replacing a computationally expensive subsystem in the model (suspension subsystem). With minor changes, the stochastic modelling technique is able to learn the behaviour of a physical system and integrate its behaviour within MBD models. The technique is highly advantageous for MBD models where real-time simulations are necessary, or with models that have a large number of repeated substructures, e.g. modelling a train with a large number of railcars. The fact that the training data are acquired prior to the development of the stochastic model discards the conventional sampling plan strategies like Latin Hypercube sampling plans where simulations are performed using the inputs dictated by the sampling plan. Since the sampling plan greatly influences the overall accuracy and efficiency of the stochastic predictions, a sampling plan suitable for the process is developed where the most space-filling subset of the acquired data with ? number of sample points that best describes the dynamic behaviour of the system under study is selected as the training data.

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

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

2016-03-01

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

Dynamical behavior of a stochastic SVIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-10-01

In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

PubMed

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Sequential state estimation of nonlinear/non-Gaussian systems with stochastic input for turbine degradation estimation

NASA Astrophysics Data System (ADS)

Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

2016-05-01

Health state estimation of inaccessible components in complex systems necessitates effective state estimation techniques using the observable variables of the system. The task becomes much complicated when the system is nonlinear/non-Gaussian and it receives stochastic input. In this work, a novel sequential state estimation framework is developed based on particle filtering (PF) scheme for state estimation of general class of nonlinear dynamical systems with stochastic input. Performance of the developed framework is then validated with simulation on a Bivariate Non-stationary Growth Model (BNGM) as a benchmark. In the next step, three-year operating data of an industrial gas turbine engine (GTE) are utilized to verify the effectiveness of the developed framework. A comprehensive thermodynamic model for the GTE is therefore developed to formulate the relation of the observable parameters and the dominant degradation symptoms of the turbine, namely, loss of isentropic efficiency and increase of the mass flow. The results confirm the effectiveness of the developed framework for simultaneous estimation of multiple degradation symptoms in complex systems with noisy measured inputs.

Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models.

PubMed

O'Malley, Lauren; Korniss, G; Caraco, Thomas

2009-07-01

Both community ecology and conservation biology seek further understanding of factors governing the advance of an invasive species. We model biological invasion as an individual-based, stochastic process on a two-dimensional landscape. An ecologically superior invader and a resident species compete for space preemptively. Our general model includes the basic contact process and a variant of the Eden model as special cases. We employ the concept of a "roughened" front to quantify effects of discreteness and stochasticity on invasion; we emphasize the probability distribution of the front-runner's relative position. That is, we analyze the location of the most advanced invader as the extreme deviation about the front's mean position. We find that a class of models with different assumptions about neighborhood interactions exhibits universal characteristics. That is, key features of the invasion dynamics span a class of models, independently of locally detailed demographic rules. Our results integrate theories of invasive spatial growth and generate novel hypotheses linking habitat or landscape size (length of the invading front) to invasion velocity, and to the relative position of the most advanced invader.

Dynamical behavior of susceptible-infected-recovered-susceptible epidemic model on weighted networks

NASA Astrophysics Data System (ADS)

Wu, Qingchu; Zhang, Fei

2018-02-01

We study susceptible-infected-recovered-susceptible epidemic model in weighted, regular, and random complex networks. We institute a pairwise-type mathematical model with a general transmission rate to evaluate the influence of the link-weight distribution on the spreading process. Furthermore, we develop a dimensionality reduction approach to derive the condition for the contagion outbreak. Finally, we analyze the influence of the heterogeneity of weight distribution on the outbreak condition for the scenario with a linear transmission rate. Our theoretical analysis is in agreement with stochastic simulations, showing that the heterogeneity of link-weight distribution can have a significant effect on the epidemic dynamics.

Expected Number of Fixed Points in Boolean Networks with Arbitrary Topology.

PubMed

Mori, Fumito; Mochizuki, Atsushi

2017-07-14

Boolean network models describe genetic, neural, and social dynamics in complex networks, where the dynamics depend generally on network topology. Fixed points in a genetic regulatory network are typically considered to correspond to cell types in an organism. We prove that the expected number of fixed points in a Boolean network, with Boolean functions drawn from probability distributions that are not required to be uniform or identical, is one, and is independent of network topology if only a feedback arc set satisfies a stochastic neutrality condition. We also demonstrate that the expected number is increased by the predominance of positive feedback in a cycle.

Parallel O(N) Stokes’ solver towards scalable Brownian dynamics of hydrodynamically interacting objects in general geometries

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

Zhao, Xujun; Li, Jiyuan; Jiang, Xikai

An efficient parallel Stokes’s solver is developed towards the complete inclusion of hydrodynamic interactions of Brownian particles in any geometry. A Langevin description of the particle dynamics is adopted, where the long-range interactions are included using a Green’s function formalism. We present a scalable parallel computational approach, where the general geometry Stokeslet is calculated following a matrix-free algorithm using the General geometry Ewald-like method. Our approach employs a highly-efficient iterative finite element Stokes’ solver for the accurate treatment of long-range hydrodynamic interactions within arbitrary confined geometries. A combination of mid-point time integration of the Brownian stochastic differential equation, the parallelmore » Stokes’ solver, and a Chebyshev polynomial approximation for the fluctuation-dissipation theorem result in an O(N) parallel algorithm. We also illustrate the new algorithm in the context of the dynamics of confined polymer solutions in equilibrium and non-equilibrium conditions. Our method is extended to treat suspended finite size particles of arbitrary shape in any geometry using an Immersed Boundary approach.« less

Parallel O(N) Stokes’ solver towards scalable Brownian dynamics of hydrodynamically interacting objects in general geometries

DOE PAGES

Zhao, Xujun; Li, Jiyuan; Jiang, Xikai; ...

2017-06-29

An efficient parallel Stokes’s solver is developed towards the complete inclusion of hydrodynamic interactions of Brownian particles in any geometry. A Langevin description of the particle dynamics is adopted, where the long-range interactions are included using a Green’s function formalism. We present a scalable parallel computational approach, where the general geometry Stokeslet is calculated following a matrix-free algorithm using the General geometry Ewald-like method. Our approach employs a highly-efficient iterative finite element Stokes’ solver for the accurate treatment of long-range hydrodynamic interactions within arbitrary confined geometries. A combination of mid-point time integration of the Brownian stochastic differential equation, the parallelmore » Stokes’ solver, and a Chebyshev polynomial approximation for the fluctuation-dissipation theorem result in an O(N) parallel algorithm. We also illustrate the new algorithm in the context of the dynamics of confined polymer solutions in equilibrium and non-equilibrium conditions. Our method is extended to treat suspended finite size particles of arbitrary shape in any geometry using an Immersed Boundary approach.« less

Stochastic Swift-Hohenberg Equation with Degenerate Linear Multiplicative Noise

NASA Astrophysics Data System (ADS)

Hernández, Marco; Ong, Kiah Wah

2018-03-01

We study the dynamic transition of the Swift-Hohenberg equation (SHE) when linear multiplicative noise acting on a finite set of modes of the dominant linear flow is introduced. Existence of a stochastic flow and a local stochastic invariant manifold for this stochastic form of SHE are both addressed in this work. We show that the approximate reduced system corresponding to the invariant manifold undergoes a stochastic pitchfork bifurcation, and obtain numerical evidence suggesting that this picture is a good approximation for the full system as well.

Super-stable Poissonian structures

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

In this paper we characterize classes of Poisson processes whose statistical structures are super-stable. We consider a flow generated by a one-dimensional ordinary differential equation, and an ensemble of particles ‘surfing’ the flow. The particles start from random initial positions, and are propagated along the flow by stochastic ‘wave processes’ with general statistics and general cross correlations. Setting the initial positions to be Poisson processes, we characterize the classes of Poisson processes that render the particles’ positions—at all times, and invariantly with respect to the wave processes—statistically identical to their initial positions. These Poisson processes are termed ‘super-stable’ and facilitate the generalization of the notion of stationary distributions far beyond the realm of Markov dynamics.

Universal statistics of terminal dynamics before collapse

NASA Astrophysics Data System (ADS)

Lenner, Nicolas; Eule, Stephan; Wolf, Fred

Recent biological developments have both drastically increased the precision as well as amount of generated data, allowing for a switching from pure mean value characterization of the process under consideration to an analysis of the whole ensemble, exploiting the stochastic nature of biology. We focus on the general class of non-equilibrium processes with distinguished terminal points as can be found in cell fate decision, check points or cognitive neuroscience. Aligning the data to a terminal point (e.g. represented as an absorbing boundary) allows to device a general methodology to characterize and reverse engineer the terminating history. Using a small noise approximation we derive mean variance and covariance of the aligned data for general finite time singularities.

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

The simulation of the non-Markovian behaviour of a two-level system

NASA Astrophysics Data System (ADS)

Semina, I.; Petruccione, F.

2016-05-01

Non-Markovian relaxation dynamics of a two-level system is studied with the help of the non-linear stochastic Schrödinger equation with coloured Ornstein-Uhlenbeck noise. This stochastic Schrödinger equation is investigated numerically with an adapted Platen scheme. It is shown, that the memory effects have a significant impact to the dynamics of the system.

Stochastic nonlinear dynamics pattern formation and growth models

PubMed Central

Yaroslavsky, Leonid P

2007-01-01

Stochastic evolutionary growth and pattern formation models are treated in a unified way in terms of algorithmic models of nonlinear dynamic systems with feedback built of a standard set of signal processing units. A number of concrete models is described and illustrated by numerous examples of artificially generated patterns that closely imitate wide variety of patterns found in the nature. PMID:17908341

Housing demand or money supply? A new Keynesian dynamic stochastic general equilibrium model on China's housing market fluctuations

NASA Astrophysics Data System (ADS)

Wen, Xing-Chun; He, Ling-Yun

2015-08-01

There is a bitter controversy over what drives the housing price in China in the existing literature. In this paper, we investigate the underlying driving force behind housing price fluctuations in China, especially focusing on the role of housing demand shock with that of money supply shock in explaining housing price movements, by a new Keynesian dynamic stochastic general equilibrium model. Empirical results suggest that it is housing demand, instead of money supply, that mainly drives China's housing price movements. Relevant policy implication is further discussed, namely, whether to consider the housing price fluctuations in the conduct of monetary policy. By means of the policy simulations, we find that a real house price-augmented money supply rule is a better monetary policy for China's economy stabilization. 1. Investment refers to fixed capital investment. 2. Housing price refers to national average housing price. Quarterly data on housing price during the period of our work are not directly available. However, monthly data of the value of sales on housing and sale volume on housing can be directly obtained from National Bureau of Statistics of China. We add up the monthly data and calculate one quarter's housing price by dividing the value of housing sales by its sale volume in one quarter. 3. M2 means the broad money supply in China.

Stochastic and information-thermodynamic structures of population dynamics in a fluctuating environment

NASA Astrophysics Data System (ADS)

Kobayashi, Tetsuya J.; Sughiyama, Yuki

2017-07-01

Adaptation in a fluctuating environment is a process of fueling environmental information to gain fitness. Living systems have gradually developed strategies for adaptation from random and passive diversification of the phenotype to more proactive decision making, in which environmental information is sensed and exploited more actively and effectively. Understanding the fundamental relation between fitness and information is therefore crucial to clarify the limits and universal properties of adaptation. In this work, we elucidate the underlying stochastic and information-thermodynamic structure in this process, by deriving causal fluctuation relations (FRs) of fitness and information. Combined with a duality between phenotypic and environmental dynamics, the FRs reveal the limit of fitness gain, the relation of time reversibility with the achievability of the limit, and the possibility and condition for gaining excess fitness due to environmental fluctuation. The loss of fitness due to causal constraints and the limited capacity of real organisms is shown to be the difference between time-forward and time-backward path probabilities of phenotypic and environmental dynamics. Furthermore, the FRs generalize the concept of the evolutionary stable state (ESS) for fluctuating environment by giving the probability that the optimal strategy on average can be invaded by a suboptimal one owing to rare environmental fluctuation. These results clarify the information-thermodynamic structures in adaptation and evolution.

Mean Field Analysis of Large-Scale Interacting Populations of Stochastic Conductance-Based Spiking Neurons Using the Klimontovich Method

NASA Astrophysics Data System (ADS)

Gandolfo, Daniel; Rodriguez, Roger; Tuckwell, Henry C.

2017-03-01

We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The network dynamics is controlled by a set of neural population probability distributions (PPD) which are constructed along the same lines as in the Klimontovich approach to the kinetic theory of plasmas. An exact non-closed, nonlinear, system of integro-partial differential equations is derived for the PPDs. As is customary, a closing procedure leads to a mean field limit. The equations we have obtained are of the same type as those which have been recently derived using rigorous techniques of probability theory. The numerical solutions of these so called McKean-Vlasov-Fokker-Planck equations, which are only valid in the limit of infinite size networks, actually shows that the statistical measures as obtained from PPDs are in good agreement with those obtained through direct integration of the stochastic dynamical system for large but finite size networks. Although numerical solutions have been obtained for networks of Fitzhugh-Nagumo model neurons, which are often used to approximate Hodgkin-Huxley model neurons, the theory can be readily applied to networks of general conductance-based model neurons of arbitrary dimension.

Waiting time distribution for continuous stochastic systems

NASA Astrophysics Data System (ADS)

Gernert, Robert; Emary, Clive; Klapp, Sabine H. L.

2014-12-01

The waiting time distribution (WTD) is a common tool for analyzing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete, or where it is favourable to discuss the dynamics on a discretized and a continuous level in parallel. An example is the hindered motion of particles through potential landscapes with barriers. In the present paper we propose a consistent generalization of the WTD from the discrete case to situations where the particles perform continuous barrier crossing characterized by a finite duration. To this end, we introduce a recipe to calculate the WTD from the Fokker-Planck (Smoluchowski) equation. In contrast to the closely related first passage time distribution (FPTD), which is frequently used to describe continuous processes, the WTD contains information about the direction of motion. As an application, we consider the paradigmatic example of an overdamped particle diffusing through a washboard potential. To verify the approach and to elucidate its numerical implications, we compare the WTD defined via the Smoluchowski equation with data from direct simulation of the underlying Langevin equation and find full consistency provided that the jumps in the Langevin approach are defined properly. Moreover, for sufficiently large energy barriers, the WTD defined via the Smoluchowski equation becomes consistent with that resulting from the analytical solution of a (two-state) master equation model for the short-time dynamics developed previously by us [Phys. Rev. E 86, 061135 (2012), 10.1103/PhysRevE.86.061135]. Thus, our approach "interpolates" between these two types of stochastic motion. We illustrate our approach for both symmetric systems and systems under constant force.

Theory and applications survey of decentralized control methods

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

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

Bistability: Requirements on Cell-Volume, Protein Diffusion, and Thermodynamics

PubMed Central

Endres, Robert G.

2015-01-01

Bistability is considered wide-spread among bacteria and eukaryotic cells, useful e.g. for enzyme induction, bet hedging, and epigenetic switching. However, this phenomenon has mostly been described with deterministic dynamic or well-mixed stochastic models. Here, we map known biological bistable systems onto the well-characterized biochemical Schlögl model, using analytical calculations and stochastic spatiotemporal simulations. In addition to network architecture and strong thermodynamic driving away from equilibrium, we show that bistability requires fine-tuning towards small cell volumes (or compartments) and fast protein diffusion (well mixing). Bistability is thus fragile and hence may be restricted to small bacteria and eukaryotic nuclei, with switching triggered by volume changes during the cell cycle. For large volumes, single cells generally loose their ability for bistable switching and instead undergo a first-order phase transition. PMID:25874711

Noise effects in nonlinear biochemical signaling

NASA Astrophysics Data System (ADS)

Bostani, Neda; Kessler, David A.; Shnerb, Nadav M.; Rappel, Wouter-Jan; Levine, Herbert

2012-01-01

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it is a priori obvious that this approximation can violate physical constraints, such as the positivity of chemical concentrations. Here, we show that even when such nonphysical fluctuations are rare, an exact solution of the Gaussian model shows that the model can yield unphysical results. This is done in the context of a simple incoherent-feedforward model which exhibits perfect adaptation in the deterministic limit. We show how one can use the natural separation of time scales in this model to yield an approximate model, that is analytically solvable, including its dynamical response to an environmental change. Alternatively, one can employ a cutoff procedure to regularize the Gaussian result.

Light induced kickoff of magnetic domain walls in Ising chains

NASA Astrophysics Data System (ADS)

Bogani, Lapo

2012-02-01

Controlling the speed at which systems evolve is a challenge shared by all disciplines, and otherwise unrelated areas use common theoretical frameworks towards this goal. A particularly widespread model is Glauber dynamics, which describes the time evolution of the Ising model and can be applied to any binary system. Here we show, using molecular nanowires under irradiation, that Glauber dynamics can be controlled by a novel domain-wall kickoff mechanism. Contrary to known processes, the kickoff has unambiguous fingerprints, slowing down the spin-flip attempt rate by several orders of magnitude, and following a scaling law. The required irradiation power is very low, a substantial improvement over present methods of magnetooptical switching: in our experimental demonstration we switched molecular nanowires with light, using powers thousands of times lower than in previous optical switching methods. This manipulation of stochastic dynamic processes is extremely clean, leading to fingerprint signatures and scaling laws. These observations can be used, in material science, to better study domain-wall displacements and solitons in discrete lattices. These results provide a new way to control and study stochastic dynamic processes. Being general for Glauber dynamics, they can be extended to different kinds of magnetic nanowires and to a myriad of fields, ranging from social evolution to neural networks and chemical reactivity. For nanoelectronics and molecular spintronics the kickoff affords external control of molecular spin-valves and a magnetic fingerprint in single molecule measurements. It can also be applied to the dynamics of mechanical switches and the related study of phasons and order-disorder transitions.

Dynamical behaviors determined by the Lyapunov function in competitive Lotka-Volterra systems.

PubMed

Tang, Ying; Yuan, Ruoshi; Ma, Yian

2013-01-01

Dynamical behaviors of the competitive Lotka-Volterra system even for 3 species are not fully understood. In this paper, we study this problem from the perspective of the Lyapunov function. We construct explicitly the Lyapunov function using three examples of the competitive Lotka-Volterra system for the whole state space: (1) the general 2-species case, (2) a 3-species model, and (3) the model of May-Leonard. The basins of attraction for these examples are demonstrated, including cases with bistability and cyclical behavior. The first two examples are the generalized gradient system, where the energy dissipation may not follow the gradient of the Lyapunov function. In addition, under a new type of stochastic interpretation, the Lyapunov function also leads to the Boltzmann-Gibbs distribution on the final steady state when multiplicative noise is added.

Dynamical behaviors determined by the Lyapunov function in competitive Lotka-Volterra systems

NASA Astrophysics Data System (ADS)

Tang, Ying; Yuan, Ruoshi; Ma, Yian

2013-01-01

Dynamical behaviors of the competitive Lotka-Volterra system even for 3 species are not fully understood. In this paper, we study this problem from the perspective of the Lyapunov function. We construct explicitly the Lyapunov function using three examples of the competitive Lotka-Volterra system for the whole state space: (1) the general 2-species case, (2) a 3-species model, and (3) the model of May-Leonard. The basins of attraction for these examples are demonstrated, including cases with bistability and cyclical behavior. The first two examples are the generalized gradient system, where the energy dissipation may not follow the gradient of the Lyapunov function. In addition, under a new type of stochastic interpretation, the Lyapunov function also leads to the Boltzmann-Gibbs distribution on the final steady state when multiplicative noise is added.

Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks

NASA Astrophysics Data System (ADS)

Smith, Eric; Krishnamurthy, Supriya

2017-12-01

Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying uniqueness and positivity of steady states and surprising, low-information forms for their associated probability distributions. Here we derive equations of motion for fluctuation moments at all orders for stochastic CRNs at general deficiency. We show, for the standard base case of proportional sampling without replacement (which underlies the mass-action rate law), that the generator of the stochastic process acts on the hierarchy of factorial moments with a finite representation. Whereas simulation of high-order moments for many-particle systems is costly, this representation reduces the solution of moment hierarchies to a complexity comparable to solving a heat equation. At steady states, moment hierarchies for finite CRNs interpolate between low-order and high-order scaling regimes, which may be approximated separately by distributions similar to those for deficiency-zero networks and connected through matched asymptotic expansions. In CRNs with multiple stable or metastable steady states, boundedness of high-order moments provides the starting condition for recursive solution downward to low-order moments, reversing the order usually used to solve moment hierarchies. A basis for a subset of network flows defined by having the same mean-regressing property as the flows in deficiency-zero networks gives the leading contribution to low-order moments in CRNs at general deficiency, in a 1 /n expansion in large particle numbers. Our results give a physical picture of the different informational roles of mean-regressing and non-mean-regressing flows and clarify the dynamical meaning of deficiency not only for first-moment conditions but for all orders in fluctuations.

Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2011-01-01

The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances. PMID:23543641

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

Equivalence of Brownian dynamics and dynamic Monte Carlo simulations in multicomponent colloidal suspensions.

PubMed

Cuetos, Alejandro; Patti, Alessandro

2015-08-01

We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.

Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

NASA Technical Reports Server (NTRS)

Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.

1996-01-01

An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

Effects of stochastic sodium channels on extracellular excitation of myelinated nerve fibers.

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

The effects of the stochastic gating properties of sodium channels on the extracellular excitation properties of mammalian nerve fibers was determined by computer simulation. To reduce computation time, a hybrid multicompartment cable model including five central nodes of Ranvier containing stochastic sodium channels and 16 flanking nodes containing detenninistic membrane dynamics was developed. The excitation properties of the hybrid cable model were comparable with those of a full stochastic cable model including 21 nodes of Ranvier containing stochastic sodium channels, indicating the validity of the hybrid cable model. The hybrid cable model was used to investigate whether or not the excitation properties of extracellularly activated fibers were influenced by the stochastic gating of sodium channels, including spike latencies, strength-duration (SD), current-distance (IX), and recruitment properties. The stochastic properties of the sodium channels in the hybrid cable model had the greatest impact when considering the temporal dynamics of nerve fibers, i.e., a large variability in latencies, while they did not influence the SD, IX, or recruitment properties as compared with those of the conventional deterministic cable model. These findings suggest that inclusion of stochastic nodes is not important for model-based design of stimulus waveforms for activation of motor nerve fibers. However, in cases where temporal fine structure is important, for example in sensory neural prostheses in the auditory and visual systems, the stochastic properties of the sodium channels may play a key role in the design of stimulus waveforms.

Dynamic control of magnetic nanowires by light-induced domain-wall kickoffs

NASA Astrophysics Data System (ADS)

Heintze, Eric; El Hallak, Fadi; Clauß, Conrad; Rettori, Angelo; Pini, Maria Gloria; Totti, Federico; Dressel, Martin; Bogani, Lapo

2013-03-01

Controlling the speed at which systems evolve is a challenge shared by all disciplines, and otherwise unrelated areas use common theoretical frameworks towards this goal. A particularly widespread model is Glauber dynamics, which describes the time evolution of the Ising model and can be applied to any binary system. Here we show, using molecular nanowires under irradiation, that Glauber dynamics can be controlled by a novel domain-wall kickoff mechanism. In contrast to known processes, the kickoff has unambiguous fingerprints, slowing down the spin-flip attempt rate by several orders of magnitude, and following a scaling law. The required irradiance is very low, a substantial improvement over present methods of magneto-optical switching. These results provide a new way to control and study stochastic dynamic processes. Being general for Glauber dynamics, they can be extended to different kinds of magnetic nanowires and to numerous fields, ranging from social evolution to neural networks and chemical reactivity.

Ab Initio and Monte Carlo Approaches For the MagnetocaloricEffect in Co- and In-Doped Ni-Mn-Ga Heusler Alloys

NASA Astrophysics Data System (ADS)

Sokolovskiy, Vladimir; Grünebohm, Anna; Buchelnikov, Vasiliy; Entel, Peter

2014-09-01

This special issue collects contributions from the participants of the "Information in Dynamical Systems and Complex Systems" workshop, which cover a wide range of important problems and new approaches that lie in the intersection of information theory and dynamical systems. The contributions include theoretical characterization and understanding of the different types of information flow and causality in general stochastic processes, inference and identification of coupling structure and parameters of system dynamics, rigorous coarse-grain modeling of network dynamical systems, and exact statistical testing of fundamental information-theoretic quantities such as the mutual information. The collective efforts reported herein reflect a modern perspective of the intimate connection between dynamical systems and information flow, leading to the promise of better understanding and modeling of natural complex systems and better/optimal design of engineering systems.

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia

A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

Joint  effects of habitat configuration and temporal stochasticity on population dynamics

Treesearch

Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner

2009-01-01

Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....

Stable schemes for dissipative particle dynamics with conserved energy

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

Stoltz, Gabriel, E-mail: stoltz@cermics.enpc.fr

2017-07-01

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal conduction) to effective single-variable dynamics, and to approximate the solution of these dynamics with one step of a Metropolis–Hastings algorithm. This ensures by construction that no negative internal energies are encountered during the simulation, and hence allows to increase the admissible timesteps to integrate the dynamics, even for systems with small heat capacities. Stability is only limited by the Hamiltonian part of the dynamics, which suggests resorting to multiplemore » timestep strategies where the stochastic part is integrated less frequently than the Hamiltonian one.« less

Quantum demolition filtering and optimal control of unstable systems.

PubMed

Belavkin, V P

2012-11-28

A brief account of the quantum information dynamics and dynamical programming methods for optimal control of quantum unstable systems is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme, we exploit the separation theorem of filtering and control aspects as in the usual case of quantum stable systems with non-demolition observation. This allows us to start with the Belavkin quantum filtering equation generalized to demolition observations and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to Hamiltonian terms in the filtering equation. An unstable controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

Properties of a certain stochastic dynamical system, channel polarization, and polar codes

NASA Astrophysics Data System (ADS)

Tanaka, Toshiyuki

2010-06-01

A new family of codes, called polar codes, has recently been proposed by Arikan. Polar codes are of theoretical importance because they are provably capacity achieving with low-complexity encoding and decoding. We first discuss basic properties of a certain stochastic dynamical system, on the basis of which properties of channel polarization and polar codes are reviewed, with emphasis on our recent results.

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Decentralized stochastic control

NASA Technical Reports Server (NTRS)

Speyer, J. L.

1980-01-01

Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

Graph Theory-Based Pinning Synchronization of Stochastic Complex Dynamical Networks.

PubMed

Li, Xiao-Jian; Yang, Guang-Hong

2017-02-01

This paper is concerned with the adaptive pinning synchronization problem of stochastic complex dynamical networks (CDNs). Based on algebraic graph theory and Lyapunov theory, pinning controller design conditions are derived, and the rigorous convergence analysis of synchronization errors in the probability sense is also conducted. Compared with the existing results, the topology structures of stochastic CDN are allowed to be unknown due to the use of graph theory. In particular, it is shown that the selection of nodes for pinning depends on the unknown lower bounds of coupling strengths. Finally, an example on a Chua's circuit network is given to validate the effectiveness of the theoretical results.

FINITE-STATE APPROXIMATIONS TO DENUMERABLE-STATE DYNAMIC PROGRAMS,

DTIC Science & Technology

AIR FORCE OPERATIONS, LOGISTICS), (*INVENTORY CONTROL, DYNAMIC PROGRAMMING), (*DYNAMIC PROGRAMMING, APPROXIMATION(MATHEMATICS)), INVENTORY CONTROL, DECISION MAKING, STOCHASTIC PROCESSES, GAME THEORY, ALGORITHMS, CONVERGENCE

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

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

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

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

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

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

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

Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes

NASA Astrophysics Data System (ADS)

Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti

2016-08-01

Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.

Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes.

PubMed

Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti

2016-08-28

Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.

Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes

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

Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu

Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kineticsmore » resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.« less

A stochastic-field description of finite-size spiking neural networks

PubMed Central

Longtin, André

2017-01-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity—the density of active neurons per unit time—is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics. PMID:28787447

IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

PubMed

Bayard, David S; Schumitzky, Alan

2010-03-01

This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

Fluctuations and Noise in Stochastic Spread of Respiratory Infection Epidemics in Social Networks

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Emelyanova, Natalya; Demin, Sergey; Gafarov, Fail; Hänggi, Peter; Yulmetyeva, Dinara

2003-05-01

For the analysis of epidemic and disease dynamics complexity, it is necessary to understand the basic principles and notions of its spreading in long-time memory media. Here we considering the problem from a theoretical and practical viewpoint, presenting the quantitative evidence confirming the existence of stochastic long-range memory and robust chaos in a real time series of respiratory infections of human upper respiratory track. In this work we present a new statistical method of analyzing the spread of grippe and acute respiratory track infections epidemic process of human upper respiratory track by means of the theory of discrete non-Markov stochastic processes. We use the results of our recent theory (Phys. Rev. E 65, 046107 (2002)) for the study of statistical effects of memory in real data series, describing the epidemic dynamics of human acute respiratory track infections and grippe. The obtained results testify to an opportunity of the strict quantitative description of the regular and stochastic components in epidemic dynamics of social networks with a view to time discreteness and effects of statistical memory.

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

NASA Astrophysics Data System (ADS)

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

2018-11-01

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

Fractional noise destroys or induces a stochastic bifurcation

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

Yang, Qigui, E-mail: qgyang@scut.edu.cn; Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640

2013-12-15

Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

NASA Astrophysics Data System (ADS)

Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

2010-09-01

Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

In this paper, a new stochastic nonautonomous SIRI epidemic model is formulated. Given that the incidence rates of diseases may change with the environment, we propose a novel type of transmission function. The main aim of this paper is to obtain the thresholds of the stochastic SIRI epidemic model. To this end, we investigate the dynamics of the stochastic system and establish the conditions for extinction and persistence in mean of the disease by constructing some suitable Lyapunov functions and using stochastic analysis technique. Furthermore, we show that the stochastic system has at least one nontrivial positive periodic solution. Finally, numerical simulations are introduced to illustrate our results.

An equation-free probabilistic steady-state approximation: dynamic application to the stochastic simulation of biochemical reaction networks.

PubMed

Salis, Howard; Kaznessis, Yiannis N

2005-12-01

Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Li, X. M., E-mail: lixinmiaotju@163.com; Xu, J., E-mail: xujia-ld@163.com

A kind of magnetic shape memory alloy (MSMA) microgripper is proposed in this paper, and its nonlinear dynamic characteristics are studied when the stochastic perturbation is considered. Nonlinear differential items are introduced to explain the hysteretic phenomena of MSMA, and the constructive relationships among strain, stress, and magnetic field intensity are obtained by the partial least-square regression method. The nonlinear dynamic model of a MSMA microgripper subjected to in-plane stochastic excitation is developed. The stationary probability density function of the system’s response is obtained, the transition sets of the system are determined, and the conditions of stochastic bifurcation are obtained.more » The homoclinic and heteroclinic orbits of the system are given, and the boundary of the system’s safe basin is obtained by stochastic Melnikov integral method. The numerical and experimental results show that the system’s motion depends on its parameters, and stochastic Hopf bifurcation appears in the variation of the parameters; the area of the safe basin decreases with the increase of the stochastic excitation, and the boundary of the safe basin becomes fractal. The results of this paper are helpful for the application of MSMA microgripper in engineering fields.« less

Stochastic mixed-mode oscillations in a three-species predator-prey model

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

Properties of networks with partially structured and partially random connectivity

NASA Astrophysics Data System (ADS)

Ahmadian, Yashar; Fumarola, Francesco; Miller, Kenneth D.

2015-01-01

Networks studied in many disciplines, including neuroscience and mathematical biology, have connectivity that may be stochastic about some underlying mean connectivity represented by a non-normal matrix. Furthermore, the stochasticity may not be independent and identically distributed (iid) across elements of the connectivity matrix. More generally, the problem of understanding the behavior of stochastic matrices with nontrivial mean structure and correlations arises in many settings. We address this by characterizing large random N ×N matrices of the form A =M +L J R , where M ,L , and R are arbitrary deterministic matrices and J is a random matrix of zero-mean iid elements. M can be non-normal, and L and R allow correlations that have separable dependence on row and column indices. We first provide a general formula for the eigenvalue density of A . For A non-normal, the eigenvalues do not suffice to specify the dynamics induced by A , so we also provide general formulas for the transient evolution of the magnitude of activity and frequency power spectrum in an N -dimensional linear dynamical system with a coupling matrix given by A . These quantities can also be thought of as characterizing the stability and the magnitude of the linear response of a nonlinear network to small perturbations about a fixed point. We derive these formulas and work them out analytically for some examples of M ,L , and R motivated by neurobiological models. We also argue that the persistence as N →∞ of a finite number of randomly distributed outlying eigenvalues outside the support of the eigenvalue density of A , as previously observed, arises in regions of the complex plane Ω where there are nonzero singular values of L-1(z 1 -M ) R-1 (for z ∈Ω ) that vanish as N →∞ . When such singular values do not exist and L and R are equal to the identity, there is a correspondence in the normalized Frobenius norm (but not in the operator norm) between the support of the spectrum of A for J of norm σ and the σ pseudospectrum of M .

Quantum-field-theoretical approach to phase-space techniques: Generalizing the positive-P representation

NASA Astrophysics Data System (ADS)

Plimak, L. I.; Fleischhauer, M.; Olsen, M. K.; Collett, M. J.

2003-01-01

We present an introduction to phase-space techniques (PST) based on a quantum-field-theoretical (QFT) approach. In addition to bridging the gap between PST and QFT, our approach results in a number of generalizations of the PST. First, for problems where the usual PST do not result in a genuine Fokker-Planck equation (even after phase-space doubling) and hence fail to produce a stochastic differential equation (SDE), we show how the system in question may be approximated via stochastic difference equations (SΔE). Second, we show that introducing sources into the SDE’s (or SΔE’s) generalizes them to a full quantum nonlinear stochastic response problem (thus generalizing Kubo’s linear reaction theory to a quantum nonlinear stochastic response theory). Third, we establish general relations linking quantum response properties of the system in question to averages of operator products ordered in a way different from time normal. This extends PST to a much wider assemblage of operator products than are usually considered in phase-space approaches. In all cases, our approach yields a very simple and straightforward way of deriving stochastic equations in phase space.

Classification framework for partially observed dynamical systems

NASA Astrophysics Data System (ADS)

Shen, Yuan; Tino, Peter; Tsaneva-Atanasova, Krasimira

2017-04-01

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using point estimates of model parameters to represent individual data items, we employ posterior distributions over model parameters, thus taking into account in a principled manner the uncertainty due to both the generative (observational and/or dynamic noise) and observation (sampling in time) processes. We evaluate the framework on two test beds: a biological pathway model and a stochastic double-well system. Crucially, we show that the classification performance is not impaired when the model structure used for inferring posterior distributions is much more simple than the observation-generating model structure, provided the reduced-complexity inferential model structure captures the essential characteristics needed for the given classification task.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

The interplay of seasonality, the system’s nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

Stochastic Gain in Population Dynamics

NASA Astrophysics Data System (ADS)

Traulsen, Arne; Röhl, Torsten; Schuster, Heinz Georg

2004-07-01

We introduce an extension of the usual replicator dynamics to adaptive learning rates. We show that a population with a dynamic learning rate can gain an increased average payoff in transient phases and can also exploit external noise, leading the system away from the Nash equilibrium, in a resonancelike fashion. The payoff versus noise curve resembles the signal to noise ratio curve in stochastic resonance. Seen in this broad context, we introduce another mechanism that exploits fluctuations in order to improve properties of the system. Such a mechanism could be of particular interest in economic systems.

Long-term influence of asteroids on planet longitudes and chaotic dynamics of the solar system

NASA Astrophysics Data System (ADS)

Woillez, E.; Bouchet, F.

2017-11-01

Over timescales much longer than an orbital period, the solar system exhibits large-scale chaotic behavior and can thus be viewed as a stochastic dynamical system. The aim of the present paper is to compare different sources of stochasticity in the solar system. More precisely we studied the importance of the long term influence of asteroids on the chaotic dynamics of the solar system. We show that the effects of asteroids on planets is similar to a white noise process, when those effects are considered on a timescale much larger than the correlation time τϕ ≃ 104 yr of asteroid trajectories. We computed the timescale τe after which the effects of the stochastic evolution of the asteroids lead to a loss of information for the initial conditions of the perturbed Laplace-Lagrange secular dynamics. The order of magnitude of this timescale is precisely determined by theoretical argument, and we find that τe ≃ 104 Myr. Although comparable to the full main-sequence lifetime of the sun, this timescale is considerably longer than the Lyapunov time τI ≃ 10 Myr of the solar system without asteroids. This shows that the external sources of chaos arise as a small perturbation in the stochastic secular behavior of the solar system, rather due to intrinsic chaos.

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.

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

Generalization of uncertainty relation for quantum and stochastic systems

NASA Astrophysics Data System (ADS)

Koide, T.; Kodama, T.

2018-06-01

The generalized uncertainty relation applicable to quantum and stochastic systems is derived within the stochastic variational method. This relation not only reproduces the well-known inequality in quantum mechanics but also is applicable to the Gross-Pitaevskii equation and the Navier-Stokes-Fourier equation, showing that the finite minimum uncertainty between the position and the momentum is not an inherent property of quantum mechanics but a common feature of stochastic systems. We further discuss the possible implication of the present study in discussing the application of the hydrodynamic picture to microscopic systems, like relativistic heavy-ion collisions.

The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

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

Edirisinghe, C.

1994-12-31

Models for portfolio selection in the presence of an outstanding liability have received significant attention, for example, models for pricing options. The problem may be described briefly as follows: given a set of risky securities (and a riskless security such as a bond), and given a set of cash flows, i.e., outstanding liability, to be met at some future date, determine an initial portfolio and a dynamic trading strategy for the underlying securities such that the initial cost of the portfolio is within a prescribed wealth level and the expected cash surpluses arising from trading is maximized. While the tradingmore » strategy should be self-financing, there may also be other restrictions such as leverage and short-sale constraints. Usually the treatment is limited to binomial evolution of uncertainty (of stock price), with possible extensions for developing computational bounds for multinomial generalizations. Posing as stochastic programming models of decision making, we investigate alternative efficient solution procedures under continuous evolution of uncertainty, for discrete time economies. We point out an important moment problem arising in the portfolio selection problem, the solution (or bounds) on which provides the basis for developing efficient computational algorithms. While the underlying stochastic program may be computationally tedious even for a modest number of trading opportunities (i.e., time periods), the derived algorithms may used to solve problems whose sizes are beyond those considered within stochastic optimization.« less

Hermite-Hadamard type inequality for φ{sub h}-convex stochastic processes

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

Sarıkaya, Mehmet Zeki, E-mail: sarikayamz@gmail.com; Kiriş, Mehmet Eyüp, E-mail: kiris@aku.edu.tr; Çelik, Nuri, E-mail: ncelik@bartin.edu.tr

2016-04-18

The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.

The global dynamics for a stochastic SIS epidemic model with isolation

NASA Astrophysics Data System (ADS)

Chen, Yiliang; Wen, Buyu; Teng, Zhidong

2018-02-01

In this paper, we investigate the dynamical behavior for a stochastic SIS epidemic model with isolation which is as an important strategy for the elimination of infectious diseases. It is assumed that the stochastic effects manifest themselves mainly as fluctuation in the transmission coefficient, the death rate and the proportional coefficient of the isolation of infective. It is shown that the extinction and persistence in the mean of the model are determined by a threshold value R0S . That is, if R0S < 1, then disease dies out with probability one, and if R0S > 1, then the disease is stochastic persistent in the means with probability one. Furthermore, the existence of a unique stationary distribution is discussed, and the sufficient conditions are established by using the Lyapunov function method. Finally, some numerical examples are carried out to confirm the analytical results.

On an aggregation in birth-and-death stochastic dynamics

NASA Astrophysics Data System (ADS)

Finkelshtein, Dmitri; Kondratiev, Yuri; Kutoviy, Oleksandr; Zhizhina, Elena

2014-06-01

We consider birth-and-death stochastic dynamics of particle systems with attractive interaction. The heuristic generator of the dynamics has a constant birth rate and density-dependent decreasing death rate. The corresponding statistical dynamics is constructed. Using the Vlasov-type scaling we derive the limiting mesoscopic evolution and prove that this evolution propagates chaos. We study a nonlinear non-local kinetic equation for the first correlation function (density of population). The existence of uniformly bounded solutions as well as solutions growing inside of a bounded domain and expanding in the space are shown. These solutions describe two regimes in the mesoscopic system: regulation and aggregation.

Eternal non-Markovianity: from random unitary to Markov chain realisations.

PubMed

Megier, Nina; Chruściński, Dariusz; Piilo, Jyrki; Strunz, Walter T

2017-07-25

The theoretical description of quantum dynamics in an intriguing way does not necessarily imply the underlying dynamics is indeed intriguing. Here we show how a known very interesting master equation with an always negative decay rate [eternal non-Markovianity (ENM)] arises from simple stochastic Schrödinger dynamics (random unitary dynamics). Equivalently, it may be seen as arising from a mixture of Markov (semi-group) open system dynamics. Both these approaches lead to a more general family of CPT maps, characterized by a point within a parameter triangle. Our results show how ENM quantum dynamics can be realised easily in the laboratory. Moreover, we find a quantum time-continuously measured (quantum trajectory) realisation of the dynamics of the ENM master equation based on unitary transformations and projective measurements in an extended Hilbert space, guided by a classical Markov process. Furthermore, a Gorini-Kossakowski-Sudarshan-Lindblad (GKSL) representation of the dynamics in an extended Hilbert space can be found, with a remarkable property: there is no dynamics in the ancilla state. Finally, analogous constructions for two qubits extend these results from non-CP-divisible to non-P-divisible dynamics.

Wheat forecast economics effect study. [value of improved information on crop inventories, production, imports and exports

NASA Technical Reports Server (NTRS)

Mehra, R. K.; Rouhani, R.; Jones, S.; Schick, I.

1980-01-01

A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.

Probabilistic Structural Analysis Theory Development

NASA Technical Reports Server (NTRS)

Burnside, O. H.

1985-01-01

The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.

Limits of predictions in thermodynamic systems: a review

NASA Astrophysics Data System (ADS)

Marsland, Robert, III; England, Jeremy

2018-01-01

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental constraints on the dynamics of systems arbitrarily far from thermal equilibrium. Thermodynamic uncertainty relations bound the dissipative cost of precision in a wide variety of processes. Concepts of excess work and excess heat provide the basis for a complete thermodynamics of nonequilibrium steady states, including generalized Clausius relations and thermodynamic potentials. But these general results carry their own limitations: fluctuation theorems involve exponential averages that can depend sensitively on unobservably rare trajectories; steady-state thermodynamics makes use of a dual dynamics that lacks any direct physical interpretation. This review aims to present these central results of contemporary nonequilibrium thermodynamics in such a way that the power of each claim for making physical predictions can be clearly assessed, using examples from current topics in soft matter and biophysics.

Response formulae for n-point correlations in statistical mechanical systems and application to a problem of coarse graining

NASA Astrophysics Data System (ADS)

Lucarini, Valerio; Wouters, Jeroen

2017-09-01

Predicting the response of a system to perturbations is a key challenge in mathematical and natural sciences. Under suitable conditions on the nature of the system, of the perturbation, and of the observables of interest, response theories allow to construct operators describing the smooth change of the invariant measure of the system of interest as a function of the small parameter controlling the intensity of the perturbation. In particular, response theories can be developed both for stochastic and chaotic deterministic dynamical systems, where in the latter case stricter conditions imposing some degree of structural stability are required. In this paper we extend previous findings and derive general response formulae describing how n- point correlations are affected by perturbations to the vector flow. We also show how to compute the response of the spectral properties of the system to perturbations. We then apply our results to the seemingly unrelated problem of coarse graining in multiscale systems: we find explicit formulae describing the change in the terms describing the parameterisation of the neglected degrees of freedom resulting from applying perturbations to the full system. All the terms envisioned by the Mori-Zwanzig theory—the deterministic, stochastic, and non-Markovian terms—are affected at first order in the perturbation. The obtained results provide a more comprehensive understanding of the response of statistical mechanical systems to perturbations. They also contribute to the goal of constructing accurate and robust parameterisations and are of potential relevance for fields like molecular dynamics, condensed matter, and geophysical fluid dynamics. We envision possible applications of our general results to the study of the response of climate variability to anthropogenic and natural forcing and to the study of the equivalence of thermostatted statistical mechanical systems.

Advanced data assimilation in strongly nonlinear dynamical systems

NASA Technical Reports Server (NTRS)

Miller, Robert N.; Ghil, Michael; Gauthiez, Francois

1994-01-01

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Dynamics of a stochastic HIV-1 infection model with logistic growth

NASA Astrophysics Data System (ADS)

Jiang, Daqing; Liu, Qun; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed; Xia, Peiyan

2017-03-01

This paper is concerned with a stochastic HIV-1 infection model with logistic growth. Firstly, by constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of ergodic stationary distribution of the solution to the HIV-1 infection model. Then we obtain sufficient conditions for extinction of the infection. The stationary distribution shows that the infection can become persistent in vivo.

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

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

Xiu, Dongbin

2017-03-03

The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

Stochastic three-wave interaction in flaring solar loops

NASA Technical Reports Server (NTRS)

Vlahos, L.; Sharma, R. R.; Papadopoulos, K.

1983-01-01

A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.

Can a microscopic stochastic model explain the emergence of pain cycles in patients?

NASA Astrophysics Data System (ADS)

Di Patti, Francesca; Fanelli, Duccio

2009-01-01

A stochastic model is introduced here to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is explicitly accounted for. Finite size effects inevitably perturb the mean-field dynamics: oscillations in the amount of bound receptors are spontaneously manifested, driven by the noise which is intrinsic to the system under scrutiny. These effects are investigated both numerically, via stochastic simulations, and analytically, through a large size expansion. The claim that our findings could provide a consistent interpretative framework for explaining the emergence of cyclic behaviors in response to analgesic treatments is substantiated.

Optimal causal inference: estimating stored information and approximating causal architecture.

PubMed

Still, Susanne; Crutchfield, James P; Ellison, Christopher J

2010-09-01

We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate-distortion theory to use causal shielding--a natural principle of learning. We study two distinct cases of causal inference: optimal causal filtering and optimal causal estimation. Filtering corresponds to the ideal case in which the probability distribution of measurement sequences is known, giving a principled method to approximate a system's causal structure at a desired level of representation. We show that in the limit in which a model-complexity constraint is relaxed, filtering finds the exact causal architecture of a stochastic dynamical system, known as the causal-state partition. From this, one can estimate the amount of historical information the process stores. More generally, causal filtering finds a graded model-complexity hierarchy of approximations to the causal architecture. Abrupt changes in the hierarchy, as a function of approximation, capture distinct scales of structural organization. For nonideal cases with finite data, we show how the correct number of the underlying causal states can be found by optimal causal estimation. A previously derived model-complexity control term allows us to correct for the effect of statistical fluctuations in probability estimates and thereby avoid overfitting.

Past observable dynamics of a continuously monitored qubit

NASA Astrophysics Data System (ADS)

García-Pintos, Luis Pedro; Dressel, Justin

2017-12-01

Monitoring a quantum observable continuously in time produces a stochastic measurement record that noisily tracks the observable. For a classical process, such noise may be reduced to recover an average signal by minimizing the mean squared error between the noisy record and a smooth dynamical estimate. We show that for a monitored qubit, this usual procedure returns unusual results. While the record seems centered on the expectation value of the observable during causal generation, examining the collected past record reveals that it better approximates a moving-mean Gaussian stochastic process centered at a distinct (smoothed) observable estimate. We show that this shifted mean converges to the real part of a generalized weak value in the time-continuous limit without additional postselection. We verify that this smoothed estimate minimizes the mean squared error even for individual measurement realizations. We go on to show that if a second observable is weakly monitored concurrently, then that second record is consistent with the smoothed estimate of the second observable based solely on the information contained in the first observable record. Moreover, we show that such a smoothed estimate made from incomplete information can still outperform estimates made using full knowledge of the causal quantum state.

An Approach to Stochastic Peridynamic Theory.

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

Demmie, Paul N.

In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochasticmore » peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.« less

Representing Micro-Macro Linkages by Actor-Based Dynamic Network Models

PubMed Central

Snijders, Tom A.B.; Steglich, Christian E.G.

2014-01-01

Stochastic actor-based models for network dynamics have the primary aim of statistical inference about processes of network change, but may be regarded as a kind of agent-based models. Similar to many other agent-based models, they are based on local rules for actor behavior. Different from many other agent-based models, by including elements of generalized linear statistical models they aim to be realistic detailed representations of network dynamics in empirical data sets. Statistical parallels to micro-macro considerations can be found in the estimation of parameters determining local actor behavior from empirical data, and the assessment of goodness of fit from the correspondence with network-level descriptives. This article studies several network-level consequences of dynamic actor-based models applied to represent cross-sectional network data. Two examples illustrate how network-level characteristics can be obtained as emergent features implied by micro-specifications of actor-based models. PMID:25960578

Solutions of burnt-bridge models for molecular motor transport.

PubMed

Morozov, Alexander Yu; Pronina, Ekaterina; Kolomeisky, Anatoly B; Artyomov, Maxim N

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 a one-dimensional single-particle hopping model along the periodic infinite lattice that allows one to calculate exactly all dynamic properties. For the general case of p<1 a theoretical method is developed and dynamic properties are computed explicitly. Discrete-time and continuous-time dynamics for periodic distribution of bridges and different burning dynamics are analyzed and compared. Analytical predictions are supported by extensive Monte Carlo computer simulations. Theoretical results are applied for analysis of the experiments on collagenase motor proteins.

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.

Solutions of burnt-bridge models for molecular motor transport

NASA Astrophysics Data System (ADS)

Morozov, Alexander Yu.; Pronina, Ekaterina; Kolomeisky, Anatoly B.; Artyomov, Maxim N.

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 a one-dimensional single-particle hopping model along the periodic infinite lattice that allows one to calculate exactly all dynamic properties. For the general case of p<1 a theoretical method is developed and dynamic properties are computed explicitly. Discrete-time and continuous-time dynamics for periodic distribution of bridges and different burning dynamics are analyzed and compared. Analytical predictions are supported by extensive Monte Carlo computer simulations. Theoretical results are applied for analysis of the experiments on collagenase motor proteins.

Stochastic dynamics and stable equilibrium of evolutionary optional public goods game in finite populations

NASA Astrophysics Data System (ADS)

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2018-07-01

Continuous noise caused by mutation is widely present in evolutionary systems. Considering the noise effects and under the optional participation mechanism, a stochastic model for evolutionary public goods game in a finite size population is established. The evolutionary process of strategies in the population is described as a multidimensional ergodic and continuous time Markov process. The stochastic stable state of the system is analyzed by the limit distribution of the stochastic process. By numerical experiments, the influences of the fixed income coefficient for non-participants and the investment income coefficient of the public goods on the stochastic stable equilibrium of the system are analyzed. Through the numerical calculation results, we found that the optional participation mechanism can change the evolutionary dynamics and the equilibrium of the public goods game, and there is a range of parameters which can effectively promote the evolution of cooperation. Further, we obtain the accurate quantitative relationship between the parameters and the probabilities for the system to choose different stable equilibriums, which can be used to realize the control of cooperation.

Stochastic Evolution of Augmented Born-Infeld Equations

NASA Astrophysics Data System (ADS)

Holm, Darryl D.

2018-06-01

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.

Front propagation and effect of memory in stochastic desertification models with an absorbing state

NASA Astrophysics Data System (ADS)

Herman, Dor; Shnerb, Nadav M.

2017-08-01

Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.

Extending Bell's beables to encompass dissipation, decoherence, and the quantum-to-classical transition through quantum trajectories

NASA Astrophysics Data System (ADS)

Lorenzen, F.; de Ponte, M. A.; Moussa, M. H. Y.

2009-09-01

In this paper, employing the Itô stochastic Schrödinger equation, we extend Bell’s beable interpretation of quantum mechanics to encompass dissipation, decoherence, and the quantum-to-classical transition through quantum trajectories. For a particular choice of the source of stochasticity, the one leading to a dissipative Lindblad-type correction to the Hamiltonian dynamics, we find that the diffusive terms in Nelsons stochastic trajectories are naturally incorporated into Bohm’s causal dynamics, yielding a unified Bohm-Nelson theory. In particular, by analyzing the interference between quantum trajectories, we clearly identify the decoherence time, as estimated from the quantum formalism. We also observe the quantum-to-classical transition in the convergence of the infinite ensemble of quantum trajectories to their classical counterparts. Finally, we show that our extended beables circumvent the problems in Bohm’s causal dynamics regarding stationary states in quantum mechanics.

Isotropic stochastic rotation dynamics

NASA Astrophysics Data System (ADS)

Mühlbauer, Sebastian; Strobl, Severin; Pöschel, Thorsten

2017-12-01

Stochastic rotation dynamics (SRD) is a widely used method for the mesoscopic modeling of complex fluids, such as colloidal suspensions or multiphase flows. In this method, however, the underlying Cartesian grid defining the coarse-grained interaction volumes induces anisotropy. We propose an isotropic, lattice-free variant of stochastic rotation dynamics, termed iSRD. Instead of Cartesian grid cells, we employ randomly distributed spherical interaction volumes. This eliminates the requirement of a grid shift, which is essential in standard SRD to maintain Galilean invariance. We derive analytical expressions for the viscosity and the diffusion coefficient in relation to the model parameters, which show excellent agreement with the results obtained in iSRD simulations. The proposed algorithm is particularly suitable to model systems bound by walls of complex shape, where the domain cannot be meshed uniformly. The presented approach is not limited to SRD but is applicable to any other mesoscopic method, where particles interact within certain coarse-grained volumes.

Interplay between social debate and propaganda in an opinion formation model

NASA Astrophysics Data System (ADS)

Gimenez, M. C.; Revelli, J. A.; Lama, M. S. de la; Lopez, J. M.; Wio, H. S.

2013-01-01

We introduce a simple model of opinion dynamics in which a two-state agent modified Sznajd model evolves due to the simultaneous action of stochastic driving and a periodic signal. The stochastic effect mimics a social temperature, so the agents may adopt decisions in support for or against some opinion or position, according to a modified Sznajd rule with a varying probability. The external force represents a simplified picture by which society feels the influence of the external effects of propaganda. By means of Monte Carlo simulations we have shown the dynamical interplay between the social condition or mood and the external influence, finding a stochastic resonance-like phenomenon when we depict the noise-to-signal ratio as a function of the social temperature. In addition, we have also studied the effects of the system size and the external signal strength on the opinion formation dynamics.

Dynamic system classifier.

PubMed

Pumpe, Daniel; Greiner, Maksim; Müller, Ewald; Enßlin, Torsten A

2016-07-01

Stochastic differential equations describe well many physical, biological, and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and classify complex dynamical systems is proposed within a Bayesian framework. To this end, we develop a dynamic system classifier (DSC). The DSC first abstracts training data of a system in terms of time-dependent coefficients of the descriptive stochastic differential equation. Thereby the DSC identifies unique correlation structures within the training data. For definiteness we restrict the presentation of the DSC to oscillation processes with a time-dependent frequency ω(t) and damping factor γ(t). Although real systems might be more complex, this simple oscillator captures many characteristic features. The ω and γ time lines represent the abstract system characterization and permit the construction of efficient signal classifiers. Numerical experiments show that such classifiers perform well even in the low signal-to-noise regime.

Diffusion with stochastic resetting at power-law times.

PubMed

Nagar, Apoorva; Gupta, Shamik

2016-06-01

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals τ distributed as a power law ∼τ^{-(1+α)};α>0? Modeling the stochastic process by diffusion and the large changes as abrupt resets to the initial condition, we obtain exact closed-form expressions for both static and dynamic quantities, while accounting for strong correlations implied by a power law. Our results show that the resulting dynamics exhibits a spectrum of rich long-time behavior, from an ever-spreading spatial distribution for α<1, to one that is time independent for α>1. The dynamics has strong consequences on the time to reach a distant target for the first time; we specifically show that there exists an optimal α that minimizes the mean time to reach the target, thereby offering a step towards a viable strategy to locate targets in a crowded environment.

The role of noise in self-organized decision making by the true slime mold Physarum polycephalum.

PubMed

Meyer, Bernd; Ansorge, Cedrick; Nakagaki, Toshiyuki

2017-01-01

Self-organized mechanisms are frequently encountered in nature and known to achieve flexible, adaptive control and decision-making. Noise plays a crucial role in such systems: It can enable a self-organized system to reliably adapt to short-term changes in the environment while maintaining a generally stable behavior. This is fundamental in biological systems because they must strike a delicate balance between stable and flexible behavior. In the present paper we analyse the role of noise in the decision-making of the true slime mold Physarum polycephalum, an important model species for the investigation of computational abilities in simple organisms. We propose a simple biological experiment to investigate the reaction of P. polycephalum to time-variant risk factors and present a stochastic extension of an established mathematical model for P. polycephalum to analyze this experiment. It predicts that-due to the mechanism of stochastic resonance-noise can enable P. polycephalum to correctly assess time-variant risk factors, while the corresponding noise-free system fails to do so. Beyond the study of P. polycephalum we demonstrate that the influence of noise on self-organized decision-making is not tied to a specific organism. Rather it is a general property of the underlying process dynamics, which appears to be universal across a wide range of systems. Our study thus provides further evidence that stochastic resonance is a fundamental component of the decision-making in self-organized macroscopic and microscopic groups and organisms.

The role of noise in self-organized decision making by the true slime mold Physarum polycephalum

PubMed Central

Ansorge, Cedrick; Nakagaki, Toshiyuki

2017-01-01

Self-organized mechanisms are frequently encountered in nature and known to achieve flexible, adaptive control and decision-making. Noise plays a crucial role in such systems: It can enable a self-organized system to reliably adapt to short-term changes in the environment while maintaining a generally stable behavior. This is fundamental in biological systems because they must strike a delicate balance between stable and flexible behavior. In the present paper we analyse the role of noise in the decision-making of the true slime mold Physarum polycephalum, an important model species for the investigation of computational abilities in simple organisms. We propose a simple biological experiment to investigate the reaction of P. polycephalum to time-variant risk factors and present a stochastic extension of an established mathematical model for P. polycephalum to analyze this experiment. It predicts that—due to the mechanism of stochastic resonance—noise can enable P. polycephalum to correctly assess time-variant risk factors, while the corresponding noise-free system fails to do so. Beyond the study of P. polycephalum we demonstrate that the influence of noise on self-organized decision-making is not tied to a specific organism. Rather it is a general property of the underlying process dynamics, which appears to be universal across a wide range of systems. Our study thus provides further evidence that stochastic resonance is a fundamental component of the decision-making in self-organized macroscopic and microscopic groups and organisms. PMID:28355213

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

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

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

2014-08-01

In this paper, a new computational method based on the generalized hat basis functions is proposed for solving stochastic Itô–Volterra integral equations. In this way, a new stochastic operational matrix for generalized hat functions on the finite interval [0,T] is obtained. By using these basis functions and their stochastic operational matrix, such problems can be transformed into linear lower triangular systems of algebraic equations which can be directly solved by forward substitution. Also, the rate of convergence of the proposed method is considered and it has been shown that it is O(1/(n{sup 2}) ). Further, in order to show themore » accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient in comparison with the block pule functions method.« less

Molecular finite-size effects in stochastic models of equilibrium chemical systems.

PubMed

Cianci, Claudia; Smith, Stephen; Grima, Ramon

2016-02-28

The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here, we introduce the excluded volume reaction-diffusion master equation (vRDME) which takes into account volume exclusion effects on stochastic kinetics due to a finite molecular radius. We obtain an exact closed form solution of the RDME and of the vRDME for a general chemical system in equilibrium conditions. The difference between the two solutions increases with the ratio of molecular diameter to the compartment length scale. We show that an increase in the fraction of excluded space can (i) lead to deviations from the classical inverse square root law for the noise-strength, (ii) flip the skewness of the probability distribution from right to left-skewed, (iii) shift the equilibrium of bimolecular reactions so that more product molecules are formed, and (iv) strongly modulate the Fano factors and coefficients of variation. These volume exclusion effects are found to be particularly pronounced for chemical species not involved in chemical conservation laws. Finally, we show that statistics obtained using the vRDME are in good agreement with those obtained from Brownian dynamics with excluded volume interactions.

Stochastic processes on multiple scales: averaging, decimation and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

The recent advances in handling microscopic systems are increasingly motivating stochastic modeling in a large number of physical, chemical and biological phenomena. Relevant processes often take place on widely separated time scales. In order to simplify the description, one usually focuses on the slower degrees of freedom and only the average effect of the fast ones is retained. It is then fundamental to eliminate such fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. We shall present how this can be done by either decimating or coarse-graining the fast processes and discuss applications to physical, biological and chemical examples. With the same tools we will address the fate of functionals of the stochastic trajectories (such as residence times, counting statistics, fluxes, entropy production, etc.) upon elimination of the fast variables. In general, for functionals, such elimination can present additional difficulties. In some cases, it is not possible to express them in terms of the effective trajectories on the slow degrees of freedom but additional details of the fast processes must be retained. We will focus on such cases and show how naive procedures can lead to inconsistent results.

The timing and targeting of treatment in influenza pandemics influences the emergence of resistance in structured populations.

PubMed

Althouse, Benjamin M; Patterson-Lomba, Oscar; Goerg, Georg M; Hébert-Dufresne, Laurent

2013-01-01

Antiviral resistance in influenza is rampant and has the possibility of causing major morbidity and mortality. Previous models have identified treatment regimes to minimize total infections and keep resistance low. However, the bulk of these studies have ignored stochasticity and heterogeneous contact structures. Here we develop a network model of influenza transmission with treatment and resistance, and present both standard mean-field approximations as well as simulated dynamics. We find differences in the final epidemic sizes for identical transmission parameters (bistability) leading to different optimal treatment timing depending on the number initially infected. We also find, contrary to previous results, that treatment targeted by number of contacts per individual (node degree) gives rise to more resistance at lower levels of treatment than non-targeted treatment. Finally we highlight important differences between the two methods of analysis (mean-field versus stochastic simulations), and show where traditional mean-field approximations fail. Our results have important implications not only for the timing and distribution of influenza chemotherapy, but also for mathematical epidemiological modeling in general. Antiviral resistance in influenza may carry large consequences for pandemic mitigation efforts, and models ignoring contact heterogeneity and stochasticity may provide misleading policy recommendations.

Absolute Value Boundedness, Operator Decomposition, and Stochastic Media and Equations

NASA Technical Reports Server (NTRS)

Adomian, G.; Miao, C. C.

1973-01-01

The research accomplished during this period is reported. Published abstracts and technical reports are listed. Articles presented include: boundedness of absolute values of generalized Fourier coefficients, propagation in stochastic media, and stationary conditions for stochastic differential equations.

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

Intrinsic Information Processing and Energy Dissipation in Stochastic Input-Output Dynamical Systems

DTIC Science & Technology

2015-07-09

Crutchfield. Information Anatomy of Stochastic Equilibria, Entropy , (08 2014): 0. doi: 10.3390/e16094713 Virgil Griffith, Edwin Chong, Ryan James...Christopher Ellison, James Crutchfield. Intersection Information Based on Common Randomness, Entropy , (04 2014): 0. doi: 10.3390/e16041985 TOTAL: 5 Number...Learning Group Seminar, Complexity Sciences Center, UC Davis. Korana Burke and Greg Wimsatt (UCD), reviewed PRL “Measurement of Stochastic Entropy

Stochastic Dynamic Mixed-Integer Programming (SD-MIP)

DTIC Science & Technology

2015-05-05

stochastic linear programming ( SLP ) problems. By using a combination of ideas from cutting plane theory of deterministic MIP (especially disjunctive...developed to date. b) As part of this project, we have also developed tools for very large scale Stochastic Linear Programming ( SLP ). There are...several reasons for this. First, SLP models continue to challenge many of the fastest computers to date, and many applications within the DoD (e.g

Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

Accelerating deep neural network training with inconsistent stochastic gradient descent.

PubMed

Wang, Linnan; Yang, Yi; Min, Renqiang; Chakradhar, Srimat

2017-09-01

Stochastic Gradient Descent (SGD) updates Convolutional Neural Network (CNN) with a noisy gradient computed from a random batch, and each batch evenly updates the network once in an epoch. This model applies the same training effort to each batch, but it overlooks the fact that the gradient variance, induced by Sampling Bias and Intrinsic Image Difference, renders different training dynamics on batches. In this paper, we develop a new training strategy for SGD, referred to as Inconsistent Stochastic Gradient Descent (ISGD) to address this problem. The core concept of ISGD is the inconsistent training, which dynamically adjusts the training effort w.r.t the loss. ISGD models the training as a stochastic process that gradually reduces down the mean of batch's loss, and it utilizes a dynamic upper control limit to identify a large loss batch on the fly. ISGD stays on the identified batch to accelerate the training with additional gradient updates, and it also has a constraint to penalize drastic parameter changes. ISGD is straightforward, computationally efficient and without requiring auxiliary memories. A series of empirical evaluations on real world datasets and networks demonstrate the promising performance of inconsistent training. Copyright © 2017 Elsevier Ltd. All rights reserved.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Emergent user behavior on Twitter modelled by a stochastic differential equation.

PubMed

Mollgaard, Anders; Mathiesen, Joachim

2015-01-01

Data from the social-media site, Twitter, is used to study the fluctuations in tweet rates of brand names. The tweet rates are the result of a strongly correlated user behavior, which leads to bursty collective dynamics with a characteristic 1/f noise. Here we use the aggregated "user interest" in a brand name to model collective human dynamics by a stochastic differential equation with multiplicative noise. The model is supported by a detailed analysis of the tweet rate fluctuations and it reproduces both the exact bursty dynamics found in the data and the 1/f noise.

Emergent User Behavior on Twitter Modelled by a Stochastic Differential Equation

PubMed Central

Mollgaard, Anders; Mathiesen, Joachim

2015-01-01

Data from the social-media site, Twitter, is used to study the fluctuations in tweet rates of brand names. The tweet rates are the result of a strongly correlated user behavior, which leads to bursty collective dynamics with a characteristic 1/f noise. Here we use the aggregated "user interest" in a brand name to model collective human dynamics by a stochastic differential equation with multiplicative noise. The model is supported by a detailed analysis of the tweet rate fluctuations and it reproduces both the exact bursty dynamics found in the data and the 1/f noise. PMID:25955783

Long-time Dynamics of Stochastic Wave Breaking

NASA Astrophysics Data System (ADS)

Restrepo, J. M.; Ramirez, J. M.; Deike, L.; Melville, K.

2017-12-01

A stochastic parametrization is proposed for the dynamics of wave breaking of progressive water waves. The model is shown to agree with transport estimates, derived from the Lagrangian path of fluid parcels. These trajectories are obtained numerically and are shown to agree well with theory in the non-breaking regime. Of special interest is the impact of wave breaking on transport, momentum exchanges and energy dissipation, as well as dispersion of trajectories. The proposed model, ensemble averaged to larger time scales, is compared to ensemble averages of the numerically generated parcel dynamics, and is then used to capture energy dissipation and path dispersion.

GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem; Majda, Andrew J.

2016-09-01

The poor representation of tropical convection in general circulation models (GCMs) is believed to be responsible for much of the uncertainty in the predictions of weather and climate in the tropics. The stochastic multicloud model (SMCM) was recently developed by Khouider et al. (Commun Math Sci 8(1):187-216, 2010) to represent the missing variability in GCMs due to unresolved features of organized tropical convection. The SMCM is based on three cloud types (congestus, deep and stratiform), and transitions between these cloud types are formalized in terms of probability rules that are functions of the large-scale environment convective state and a set of seven arbitrary cloud timescale parameters. Here, a statistical inference method based on the Bayesian paradigm is applied to estimate these key cloud timescales from the Giga-LES dataset, a 24-h large-eddy simulation (LES) of deep tropical convection (Khairoutdinov et al. in J Adv Model Earth Syst 1(12), 2009) over a domain comparable to a GCM gridbox. A sequential learning strategy is used where the Giga-LES domain is partitioned into a few subdomains, and atmospheric time series obtained on each subdomain are used to train the Bayesian procedure incrementally. Convergence of the marginal posterior densities for all seven parameters is demonstrated for two different grid partitions, and sensitivity tests to other model parameters are also presented. A single column model simulation using the SMCM parameterization with the Giga-LES inferred parameters reproduces many important statistical features of the Giga-LES run, without any further tuning. In particular it exhibits intermittent dynamical behavior in both the stochastic cloud fractions and the large scale dynamics, with periods of dry phases followed by a coherent sequence of congestus, deep, and stratiform convection, varying on timescales of a few hours consistent with the Giga-LES time series. The chaotic variations of the cloud area fractions were captured fairly well both qualitatively and quantitatively demonstrating the stochastic nature of convection in the Giga-LES simulation.

Using Dynamic Stochastic Modelling to Estimate Population Risk Factors in Infectious Disease: The Example of FIV in 15 Cat Populations

PubMed Central

Fouchet, David; Leblanc, Guillaume; Sauvage, Frank; Guiserix, Micheline; Poulet, Hervé; Pontier, Dominique

2009-01-01

Background In natural cat populations, Feline Immunodeficiency Virus (FIV) is transmitted through bites between individuals. Factors such as the density of cats within the population or the sex-ratio can have potentially strong effects on the frequency of fight between individuals and hence appear as important population risk factors for FIV. Methodology/Principal Findings To study such population risk factors, we present data on FIV prevalence in 15 cat populations in northeastern France. We investigate five key social factors of cat populations; the density of cats, the sex-ratio, the number of males and the mean age of males and females within the population. We overcome the problem of dependence in the infective status data using sexually-structured dynamic stochastic models. Only the age of males and females had an effect (p = 0.043 and p = 0.02, respectively) on the male-to-female transmission rate. Due to multiple tests, it is even likely that these effects are, in reality, not significant. Finally we show that, in our study area, the data can be explained by a very simple model that does not invoke any risk factor. Conclusion Our conclusion is that, in host-parasite systems in general, fluctuations due to stochasticity in the transmission process are naturally very large and may alone explain a larger part of the variability in observed disease prevalence between populations than previously expected. Finally, we determined confidence intervals for the simple model parameters that can be used to further aid in management of the disease. PMID:19888418

A phenomenological approach to modeling chemical dynamics in nonlinear and two-dimensional spectroscopy.

PubMed

Ramasesha, Krupa; De Marco, Luigi; Horning, Andrew D; Mandal, Aritra; Tokmakoff, Andrei

2012-04-07

We present an approach for calculating nonlinear spectroscopic observables, which overcomes the approximations inherent to current phenomenological models without requiring the computational cost of performing molecular dynamics simulations. The trajectory mapping method uses the semi-classical approximation to linear and nonlinear response functions, and calculates spectra from trajectories of the system's transition frequencies and transition dipole moments. It rests on identifying dynamical variables important to the problem, treating the dynamics of these variables stochastically, and then generating correlated trajectories of spectroscopic quantities by mapping from the dynamical variables. This approach allows one to describe non-Gaussian dynamics, correlated dynamics between variables of the system, and nonlinear relationships between spectroscopic variables of the system and the bath such as non-Condon effects. We illustrate the approach by applying it to three examples that are often not adequately treated by existing analytical models--the non-Condon effect in the nonlinear infrared spectra of water, non-Gaussian dynamics inherent to strongly hydrogen bonded systems, and chemical exchange processes in barrier crossing reactions. The methods described are generally applicable to nonlinear spectroscopy throughout the optical, infrared and terahertz regions.

Intrinsic periodic and aperiodic stochastic resonance in an electrochemical cell

NASA Astrophysics Data System (ADS)

Tiwari, Ishant; Phogat, Richa; Parmananda, P.; Ocampo-Espindola, J. L.; Rivera, M.

2016-08-01

In this paper we show the interaction of a composite of a periodic or aperiodic signal and intrinsic electrochemical noise with the nonlinear dynamics of an electrochemical cell configured to study the corrosion of iron in an acidic media. The anodic voltage setpoint (V0) in the cell is chosen such that the anodic current (I ) exhibits excitable fixed point behavior in the absence of noise. The subthreshold periodic (aperiodic) signal consists of a train of rectangular pulses with a fixed amplitude and width, separated by regular (irregular) time intervals. The irregular time intervals chosen are of deterministic and stochastic origins. The amplitude of the intrinsic internal noise, regulated by the concentration of chloride ions, is then monotonically increased, and the provoked dynamics are analyzed. The signal to noise ratio and the cross-correlation coefficient versus the chloride ions' concentration curves have a unimodal shape indicating the emergence of an intrinsic periodic or aperiodic stochastic resonance. The abscissa for the maxima of these unimodal curves correspond to the optimum value of intrinsic noise where maximum regularity of the invoked dynamics is observed. In the particular case of the intrinsic periodic stochastic resonance, the scanning electron microscope images for the electrode metal surfaces are shown for certain values of chloride ions' concentrations. These images, qualitatively, corroborate the emergence of order as a result of the interaction between the nonlinear dynamics and the composite signal.

Quantum stochastic calculus associated with quadratic quantum noises

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

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr; Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculusmore » extends the Hudson-Parthasarathy quantum stochastic calculus.« less

Emergent Irreversibility and Entanglement Spectrum Statistics

NASA Astrophysics Data System (ADS)

Chamon, Claudio; Hamma, Alioscia; Mucciolo, Eduardo R.

2014-06-01

We study the problem of irreversibility when the dynamical evolution of a many-body system is described by a stochastic quantum circuit. Such evolution is more general than a Hamiltonian one, and since energy levels are not well defined, the well-established connection between the statistical fluctuations of the energy spectrum and irreversibility cannot be made. We show that the entanglement spectrum provides a more general connection. Irreversibility is marked by a failure of a disentangling algorithm and is preceded by the appearance of Wigner-Dyson statistical fluctuations in the entanglement spectrum. This analysis can be done at the wave-function level and offers an alternative route to study quantum chaos and quantum integrability.

Permanence and asymptotic behaviors of stochastic predator-prey system with Markovian switching and Lévy noise

NASA Astrophysics Data System (ADS)

Wang, Sheng; Wang, Linshan; Wei, Tengda

2018-04-01

This paper concerns the dynamics of a stochastic predator-prey system with Markovian switching and Lévy noise. First, the existence and uniqueness of global positive solution to the system is proved. Then, by combining stochastic analytical techniques with M-matrix analysis, sufficient conditions of stochastic permanence and extinction are obtained. Furthermore, for the stochastic permanence case, by means of four constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems, both the superior limit and the inferior limit of the average in time of the sample path of the solution are estimated. Finally, our conclusions are illustrated through an example.

Hierarchy of forward-backward stochastic Schrödinger equation

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2016-07-01

Driven by the impetus to simulate quantum dynamics in photosynthetic complexes or even larger molecular aggregates, we have established a hierarchy of forward-backward stochastic Schrödinger equation in the light of stochastic unravelling of the symmetric part of the influence functional in the path-integral formalism of reduced density operator. The method is numerically exact and is suited for Debye-Drude spectral density, Ohmic spectral density with an algebraic or exponential cutoff, as well as discrete vibrational modes. The power of this method is verified by performing the calculations of time-dependent population differences in the valuable spin-boson model from zero to high temperatures. By simulating excitation energy transfer dynamics of the realistic full FMO trimer, some important features are revealed.

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

NASA Astrophysics Data System (ADS)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-10-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle.more » Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.« less

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.