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.

Stochastic hybrid delay population dynamics: well-posed models and extinction.

PubMed

Yuan, Chenggui; Mao, Xuerong; Lygeros, John

2009-01-01

Nonlinear differential equations have been used for decades for studying fluctuations in the populations of species, interactions of species with the environment, and competition and symbiosis between species. Over the years, the original non-linear models have been embellished with delay terms, stochastic terms and more recently discrete dynamics. In this paper, we investigate stochastic hybrid delay population dynamics (SHDPD), a very general class of population dynamics that comprises all of these phenomena. For this class of systems, we provide sufficient conditions to ensure that SHDPD have global positive, ultimately bounded solutions, a minimum requirement for a realistic, well-posed model. We then study the question of extinction and establish conditions under which an ecosystem modelled by SHDPD is doomed.

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.

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.

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…

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.

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.

A kinetic theory for age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) 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 BBGKY-like hierarchy. 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. NSF.

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

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…

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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 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.

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.

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.

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.

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.

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

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.

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

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

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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

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.

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.

Method of sound synthesis

DOEpatents

Miner, Nadine E.; Caudell, Thomas P.

2004-06-08

A sound synthesis method for modeling and synthesizing dynamic, parameterized sounds. The sound synthesis method yields perceptually convincing sounds and provides flexibility through model parameterization. By manipulating model parameters, a variety of related, but perceptually different sounds can be generated. The result is subtle changes in sounds, in addition to synthesis of a variety of sounds, all from a small set of models. The sound models can change dynamically according to changes in the simulation environment. The method is applicable to both stochastic (impulse-based) and non-stochastic (pitched) sounds.

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 evolutionary model generating a mixture of exponential distributions

NASA Astrophysics Data System (ADS)

Fenner, Trevor; Levene, Mark; Loizou, George

2016-02-01

Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic urn-based model proposed in [T. Fenner, M. Levene, G. Loizou, J. Stat. Mech. 2015, P08015 (2015)] so that it can generate mixture models, in particular, a mixture of exponential distributions. The model is designed to capture the dynamics of survival analysis, traditionally employed in clinical trials, reliability analysis in engineering, and more recently in the analysis of large data sets recording human dynamics. The mixture modelling approach, which is relatively simple and well understood, is very effective in capturing heterogeneity in data. We provide empirical evidence for the validity of the model, using a data set of popular search engine queries collected over a period of 114 months. We show that the survival function of these queries is closely matched by the exponential mixture solution for our model.

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.

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.

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.

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.

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.

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

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

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.

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.

Immune Response to a Variable Pathogen: A Stochastic Model with Two Interlocked Darwinian Entities

PubMed Central

Kuhn, Christoph

2012-01-01

This paper presents the modeling of a host immune system, more precisely the immune effector cell and immune memory cell population, and its interaction with an invading pathogen population. It will tackle two issues of interest; on the one hand, in defining a stochastic model accounting for the inherent nature of organisms in population dynamics, namely multiplication with mutation and selection; on the other hand, in providing a description of pathogens that may vary their antigens through mutations during infection of the host. Unlike most of the literature, which models the dynamics with first-order differential equations, this paper proposes a Galton-Watson type branching process to describe stochastically by whole distributions the population dynamics of pathogens and immune cells. In the first model case, the pathogen of a given type is either eradicated or shows oscillatory chronic response. In the second model case, the pathogen shows variational behavior changing its antigen resulting in a prolonged immune reaction. PMID:23424603

Immune response to a variable pathogen: a stochastic model with two interlocked Darwinian entities.

PubMed

Kuhn, Christoph

2012-01-01

This paper presents the modeling of a host immune system, more precisely the immune effector cell and immune memory cell population, and its interaction with an invading pathogen population. It will tackle two issues of interest; on the one hand, in defining a stochastic model accounting for the inherent nature of organisms in population dynamics, namely multiplication with mutation and selection; on the other hand, in providing a description of pathogens that may vary their antigens through mutations during infection of the host. Unlike most of the literature, which models the dynamics with first-order differential equations, this paper proposes a Galton-Watson type branching process to describe stochastically by whole distributions the population dynamics of pathogens and immune cells. In the first model case, the pathogen of a given type is either eradicated or shows oscillatory chronic response. In the second model case, the pathogen shows variational behavior changing its antigen resulting in a prolonged immune reaction.

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.

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

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

NASA Astrophysics Data System (ADS)

Choustova, Olga

2007-02-01

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

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.

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

PubMed

Bittig, Arne T; Uhrmacher, Adelinde M

2017-01-01

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

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

Approaches for modeling within subject variability in pharmacometric count data analysis: dynamic inter-occasion variability and stochastic differential equations.

PubMed

Deng, Chenhui; Plan, Elodie L; Karlsson, Mats O

2016-06-01

Parameter variation in pharmacometric analysis studies can be characterized as within subject parameter variability (WSV) in pharmacometric models. WSV has previously been successfully modeled using inter-occasion variability (IOV), but also stochastic differential equations (SDEs). In this study, two approaches, dynamic inter-occasion variability (dIOV) and adapted stochastic differential equations, were proposed to investigate WSV in pharmacometric count data analysis. These approaches were applied to published count models for seizure counts and Likert pain scores. Both approaches improved the model fits significantly. In addition, stochastic simulation and estimation were used to explore further the capability of the two approaches to diagnose and improve models where existing WSV is not recognized. The results of simulations confirmed the gain in introducing WSV as dIOV and SDEs when parameters vary randomly over time. Further, the approaches were also informative as diagnostics of model misspecification, when parameters changed systematically over time but this was not recognized in the structural model. The proposed approaches in this study offer strategies to characterize WSV and are not restricted to count data.

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.

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

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

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.

Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

NASA Astrophysics Data System (ADS)

Wang, Zhi-Gang; Gao, Rui-Mei; Fan, Xiao-Ming; Han, Qi-Xing

2014-09-01

We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ0, a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ0, when the stochastic system obeys some conditions and ℛ0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations.

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.

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.

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.

A Markov model for the temporal dynamics of balanced random networks of finite size

PubMed Central

Lagzi, Fereshteh; Rotter, Stefan

2014-01-01

The balanced state of recurrent networks of excitatory and inhibitory spiking neurons is characterized by fluctuations of population activity about an attractive fixed point. Numerical simulations show that these dynamics are essentially nonlinear, and the intrinsic noise (self-generated fluctuations) in networks of finite size is state-dependent. Therefore, stochastic differential equations with additive noise of fixed amplitude cannot provide an adequate description of the stochastic dynamics. The noise model should, rather, result from a self-consistent description of the network dynamics. Here, we consider a two-state Markovian neuron model, where spikes correspond to transitions from the active state to the refractory state. Excitatory and inhibitory input to this neuron affects the transition rates between the two states. The corresponding nonlinear dependencies can be identified directly from numerical simulations of networks of leaky integrate-and-fire neurons, discretized at a time resolution in the sub-millisecond range. Deterministic mean-field equations, and a noise component that depends on the dynamic state of the network, are obtained from this model. The resulting stochastic model reflects the behavior observed in numerical simulations quite well, irrespective of the size of the network. In particular, a strong temporal correlation between the two populations, a hallmark of the balanced state in random recurrent networks, are well represented by our model. Numerical simulations of such networks show that a log-normal distribution of short-term spike counts is a property of balanced random networks with fixed in-degree that has not been considered before, and our model shares this statistical property. Furthermore, the reconstruction of the flow from simulated time series suggests that the mean-field dynamics of finite-size networks are essentially of Wilson-Cowan type. We expect that this novel nonlinear stochastic model of the interaction between neuronal populations also opens new doors to analyze the joint dynamics of multiple interacting networks. PMID:25520644

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.

Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

USDA-ARS?s Scientific Manuscript database

A dynamic, stochastic, mechanistic simulation model of a dairy business was developed to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm system within a partial budgeting fram...

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.

A Bayesian estimation of a stochastic predator-prey model of economic fluctuations

NASA Astrophysics Data System (ADS)

Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.

2007-06-01

In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

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...

Three-dimensional plant architecture and sunlit-shaded patterns: a stochastic model of light dynamics in canopies.

PubMed

Retkute, Renata; Townsend, Alexandra J; Murchie, Erik H; Jensen, Oliver E; Preston, Simon P

2018-05-25

Diurnal changes in solar position and intensity combined with the structural complexity of plant architecture result in highly variable and dynamic light patterns within the plant canopy. This affects productivity through the complex ways that photosynthesis responds to changes in light intensity. Current methods to characterize light dynamics, such as ray-tracing, are able to produce data with excellent spatio-temporal resolution but are computationally intensive and the resulting data are complex and high-dimensional. This necessitates development of more economical models for summarizing the data and for simulating realistic light patterns over the course of a day. High-resolution reconstructions of field-grown plants are assembled in various configurations to form canopies, and a forward ray-tracing algorithm is applied to the canopies to compute light dynamics at high (1 min) temporal resolution. From the ray-tracer output, the sunlit or shaded state for each patch on the plants is determined, and these data are used to develop a novel stochastic model for the sunlit-shaded patterns. The model is designed to be straightforward to fit to data using maximum likelihood estimation, and fast to simulate from. For a wide range of contrasting 3-D canopies, the stochastic model is able to summarize, and replicate in simulations, key features of the light dynamics. When light patterns simulated from the stochastic model are used as input to a model of photoinhibition, the predicted reduction in carbon gain is similar to that from calculations based on the (extremely costly) ray-tracer data. The model provides a way to summarize highly complex data in a small number of parameters, and a cost-effective way to simulate realistic light patterns. Simulations from the model will be particularly useful for feeding into larger-scale photosynthesis models for calculating how light dynamics affects the photosynthetic productivity of canopies.

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.

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 E2F activation and reconciliation of phenomenological cell-cycle models.

PubMed

Lee, Tae J; Yao, Guang; Bennett, Dorothy C; Nevins, Joseph R; You, Lingchong

2010-09-21

The transition of the mammalian cell from quiescence to proliferation is a highly variable process. Over the last four decades, two lines of apparently contradictory, phenomenological models have been proposed to account for such temporal variability. These include various forms of the transition probability (TP) model and the growth control (GC) model, which lack mechanistic details. The GC model was further proposed as an alternative explanation for the concept of the restriction point, which we recently demonstrated as being controlled by a bistable Rb-E2F switch. Here, through a combination of modeling and experiments, we show that these different lines of models in essence reflect different aspects of stochastic dynamics in cell cycle entry. In particular, we show that the variable activation of E2F can be described by stochastic activation of the bistable Rb-E2F switch, which in turn may account for the temporal variability in cell cycle entry. Moreover, we show that temporal dynamics of E2F activation can be recast into the frameworks of both the TP model and the GC model via parameter mapping. This mapping suggests that the two lines of phenomenological models can be reconciled through the stochastic dynamics of the Rb-E2F switch. It also suggests a potential utility of the TP or GC models in defining concise, quantitative phenotypes of cell physiology. This may have implications in classifying cell types or states.

Dynamics of a stochastic cell-to-cell HIV-1 model with distributed delay

NASA Astrophysics Data System (ADS)

Ji, Chunyan; Liu, Qun; Jiang, Daqing

2018-02-01

In this paper, we consider a stochastic cell-to-cell HIV-1 model with distributed delay. Firstly, we show that there is a global positive solution of this model before exploring its long-time behavior. Then sufficient conditions for extinction of the disease are established. Moreover, we obtain sufficient conditions for the existence of an ergodic stationary distribution of the model by constructing a suitable stochastic Lyapunov function. The stationary distribution implies that the disease is persistent in the mean. Finally, we provide some numerical examples to illustrate theoretical results.

Optimal regeneration planning for old-growth forest: addressing scientific uncertainty in endangered species recovery through adaptive management

USGS Publications Warehouse

Moore, C.T.; Conroy, M.J.

2006-01-01

Stochastic and structural uncertainties about forest dynamics present challenges in the management of ephemeral habitat conditions for endangered forest species. Maintaining critical foraging and breeding habitat for the endangered red-cockaded woodpecker (Picoides borealis) requires an uninterrupted supply of old-growth forest. We constructed and optimized a dynamic forest growth model for the Piedmont National Wildlife Refuge (Georgia, USA) with the objective of perpetuating a maximum stream of old-growth forest habitat. Our model accommodates stochastic disturbances and hardwood succession rates, and uncertainty about model structure. We produced a regeneration policy that was indexed by current forest state and by current weight of evidence among alternative model forms. We used adaptive stochastic dynamic programming, which anticipates that model probabilities, as well as forest states, may change through time, with consequent evolution of the optimal decision for any given forest state. In light of considerable uncertainty about forest dynamics, we analyzed a set of competing models incorporating extreme, but plausible, parameter values. Under any of these models, forest silviculture practices currently recommended for the creation of woodpecker habitat are suboptimal. We endorse fully adaptive approaches to the management of endangered species habitats in which predictive modeling, monitoring, and assessment are tightly linked.

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.

Peer pressure and Generalised Lotka Volterra models

NASA Astrophysics Data System (ADS)

Richmond, Peter; Sabatelli, Lorenzo

2004-12-01

We develop a novel approach to peer pressure and Generalised Lotka-Volterra (GLV) models that builds on the development of a simple Langevin equation that characterises stochastic processes. We generalise the approach to stochastic equations that model interacting agents. The agent models recently advocated by Marsilli and Solomon are motivated. Using a simple change of variable, we show that the peer pressure model (similar to the one introduced by Marsilli) and the wealth dynamics model of Solomon may be (almost) mapped one into the other. This may help shed light in the (apparently) different wealth dynamics described by GLV and the Marsili-like peer pressure models.

Neural Dynamics as Sampling: A Model for Stochastic Computation in Recurrent Networks of Spiking Neurons

PubMed Central

Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

2011-01-01

The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons. PMID:22096452

A Stochastic Super-Exponential Growth Model for Population Dynamics

NASA Astrophysics Data System (ADS)

Avila, P.; Rekker, A.

2010-11-01

A super-exponential growth model with environmental noise has been studied analytically. Super-exponential growth rate is a property of dynamical systems exhibiting endogenous nonlinear positive feedback, i.e., of self-reinforcing systems. Environmental noise acts on the growth rate multiplicatively and is assumed to be Gaussian white noise in the Stratonovich interpretation. An analysis of the stochastic super-exponential growth model with derivations of exact analytical formulae for the conditional probability density and the mean value of the population abundance are presented. Interpretations and various applications of the results are discussed.

Price dynamics of the financial markets using the stochastic differential equation for a potential double well

NASA Astrophysics Data System (ADS)

Lima, L. S.; Miranda, L. L. B.

2018-01-01

We have used the Itô's stochastic differential equation for the double well with additive white noise as a mathematical model for price dynamics of the financial market. We have presented a model which allows us to test within the same framework the comparative explanatory power of rational agents versus irrational agents, with respect to the facts of financial markets. We have obtained the mean price in terms of the β parameter that represents the force of the randomness term of the model.

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.

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.

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?'

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.

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

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

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

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.

Modeling and stochastic analysis of dynamic mechanisms of the perception

NASA Astrophysics Data System (ADS)

Pisarchik, A.; Bashkirtseva, I.; Ryashko, L.

2017-10-01

Modern studies in physiology and cognitive neuroscience consider a noise as an important constructive factor of the brain functionality. Under the adequate noise, the brain can rapidly access different ordered states, and provide decision-making by preventing deadlocks. Bistable dynamic models are often used for the study of the underlying mechanisms of the visual perception. In the present paper, we consider a bistable energy model subject to both additive and parametric noise. Using the catastrophe theory formalism and stochastic sensitivity functions technique, we analyze a response of the equilibria to noise, and study noise-induced transitions between equilibria. We demonstrate and analyse the effect of hysteresis squeezing when the intensity of noise is increased. Stochastic bifurcations connected with the suppression of oscillations by parametric noises are discussed.

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.

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.

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.

Neural Mechanism for Stochastic Behavior During a Competitive Game

PubMed Central

Soltani, Alireza; Lee, Daeyeol; Wang, Xiao-Jing

2006-01-01

Previous studies have shown that non-human primates can generate highly stochastic choice behavior, especially when this is required during a competitive interaction with another agent. To understand the neural mechanism of such dynamic choice behavior, we propose a biologically plausible model of decision making endowed with synaptic plasticity that follows a reward-dependent stochastic Hebbian learning rule. This model constitutes a biophysical implementation of reinforcement learning, and it reproduces salient features of behavioral data from an experiment with monkeys playing a matching pennies game. Due to interaction with an opponent and learning dynamics, the model generates quasi-random behavior robustly in spite of intrinsic biases. Furthermore, non-random choice behavior can also emerge when the model plays against a non-interactive opponent, as observed in the monkey experiment. Finally, when combined with a meta-learning algorithm, our model accounts for the slow drift in the animal’s strategy based on a process of reward maximization. PMID:17015181

Stochastic fire-diffuse-fire model with realistic cluster dynamics.

PubMed

Calabrese, Ana; Fraiman, Daniel; Zysman, Daniel; Ponce Dawson, Silvina

2010-09-01

Living organisms use waves that propagate through excitable media to transport information. Ca2+ waves are a paradigmatic example of this type of processes. A large hierarchy of Ca2+ signals that range from localized release events to global waves has been observed in Xenopus laevis oocytes. In these cells, Ca2+ release occurs trough inositol 1,4,5-trisphosphate receptors (IP3Rs) which are organized in clusters of channels located on the membrane of the endoplasmic reticulum. In this article we construct a stochastic model for a cluster of IP3R 's that replicates the experimental observations reported in [D. Fraiman, Biophys. J. 90, 3897 (2006)]. We then couple this phenomenological cluster model with a reaction-diffusion equation, so as to have a discrete stochastic model for calcium dynamics. The model we propose describes the transition regimes between isolated release and steadily propagating waves as the IP3 concentration is increased.

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

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

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

Spatial Stochastic Intracellular Kinetics: A Review of Modelling Approaches.

PubMed

Smith, Stephen; Grima, Ramon

2018-05-21

Models of chemical kinetics that incorporate both stochasticity and diffusion are an increasingly common tool for studying biology. The variety of competing models is vast, but two stand out by virtue of their popularity: the reaction-diffusion master equation and Brownian dynamics. In this review, we critically address a number of open questions surrounding these models: How can they be justified physically? How do they relate to each other? How do they fit into the wider landscape of chemical models, ranging from the rate equations to molecular dynamics? This review assumes no prior knowledge of modelling chemical kinetics and should be accessible to a wide range of readers.

Structured population dynamics: continuous size and discontinuous stage structures.

PubMed

Buffoni, Giuseppe; Pasquali, Sara

2007-04-01

A nonlinear stochastic model for the dynamics of a population with either a continuous size structure or a discontinuous stage structure is formulated in the Eulerian formalism. It takes into account dispersion effects due to stochastic variability of the development process of the individuals. The discrete equations of the numerical approximation are derived, and an analysis of the existence and stability of the equilibrium states is performed. An application to a copepod population is illustrated; numerical results of Eulerian and Lagrangian models are compared.

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.

The role of phase dynamics in a stochastic model of a passively advected scalar

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan

2016-05-01

Collective synchronous motion of the phases is introduced in a model for the stochastic passive advection-diffusion of a scalar with external forcing. The model for the phase coupling dynamics follows the well known Kuramoto model paradigm of limit-cycle oscillators. The natural frequencies in the Kuramoto model are assumed to obey a given scale dependence through a dispersion relation of the drift-wave form -βk/1 +k2 , where β is a constant representing the typical strength of the gradient. The present aim is to study the importance of collective phase dynamics on the characteristic time evolution of the fluctuation energy and the formation of coherent structures. Our results show that the assumption of a fully stochastic phase state of turbulence is more relevant for high values of β, where we find that the energy spectrum follows a k-7 /2 scaling. Whereas for lower β there is a significant difference between a-synchronised and synchronised phase states, one could expect the formation of coherent modulations in the latter case.

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.

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.

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.

Oscillatory regulation of Hes1: Discrete stochastic delay modelling and simulation.

PubMed

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-09-08

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein.

The impact of short term synaptic depression and stochastic vesicle dynamics on neuronal variability

PubMed Central

Reich, Steven

2014-01-01

Neuronal variability plays a central role in neural coding and impacts the dynamics of neuronal networks. Unreliability of synaptic transmission is a major source of neural variability: synaptic neurotransmitter vesicles are released probabilistically in response to presynaptic action potentials and are recovered stochastically in time. The dynamics of this process of vesicle release and recovery interacts with variability in the arrival times of presynaptic spikes to shape the variability of the postsynaptic response. We use continuous time Markov chain methods to analyze a model of short term synaptic depression with stochastic vesicle dynamics coupled with three different models of presynaptic spiking: one model in which the timing of presynaptic action potentials are modeled as a Poisson process, one in which action potentials occur more regularly than a Poisson process (sub-Poisson) and one in which action potentials occur more irregularly (super-Poisson). We use this analysis to investigate how variability in a presynaptic spike train is transformed by short term depression and stochastic vesicle dynamics to determine the variability of the postsynaptic response. We find that sub-Poisson presynaptic spiking increases the average rate at which vesicles are released, that the number of vesicles released over a time window is more variable for smaller time windows than larger time windows and that fast presynaptic spiking gives rise to Poisson-like variability of the postsynaptic response even when presynaptic spike times are non-Poisson. Our results complement and extend previously reported theoretical results and provide possible explanations for some trends observed in recorded data. PMID:23354693

Outbreak and Extinction Dynamics in a Stochastic Ebola Model

NASA Astrophysics Data System (ADS)

Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James

A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.

Stochastic cellular automata model for stock market dynamics

NASA Astrophysics Data System (ADS)

Bartolozzi, M.; Thomas, A. W.

2004-04-01

In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two-dimensional grid. Active traders are characterized by the decision to buy, σi (t)=+1 , or sell, σi (t)=-1 , a stock at a certain discrete time step. The remaining cells are inactive, σi (t)=0 . The trading dynamics is then determined by the stochastic interaction between traders belonging to the same cluster. Extreme, intermittent events, such as crashes or bubbles, are triggered by a phase transition in the state of the bigger clusters present on the grid, where almost all the active traders come to share the same spin orientation. Most of the stylized aspects of the financial market time series, including multifractal proprieties, are reproduced by the model. A direct comparison is made with the daily closures of the S&P500 index.

Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings

NASA Astrophysics Data System (ADS)

Cunha, Americo; Soize, Christian; Sampaio, Rubens

2015-11-01

This work intends to analyze the nonlinear stochastic dynamics of drillstrings in horizontal configuration. For this purpose, it considers a beam theory, with effects of rotatory inertia and shear deformation, which is capable of reproducing the large displacements that the beam undergoes. The friction and shock effects, due to beam/borehole wall transversal impacts, as well as the force and torque induced by bit-rock interaction, are also considered in the model. Uncertainties of bit-rock interaction model are taken into account using a parametric probabilistic approach. Numerical simulations have shown that the mechanical system of interest has a very rich nonlinear stochastic dynamics, which generate phenomena such as bit-bounce, stick-slip, and transverse impacts. A study aiming to maximize the drilling process efficiency, varying drillstring velocities of translation and rotation is presented. Also, the work presents the definition and solution of two optimizations problems, one deterministic and one robust, where the objective is to maximize drillstring rate of penetration into the soil respecting its structural limits.

Developing stochastic epidemiological models to quantify the dynamics of infectious diseases in domestic livestock.

PubMed

MacKenzie, K; Bishop, S C

2001-08-01

A stochastic model describing disease transmission dynamics for a microparasitic infection in a structured domestic animal population is developed and applied to hypothetical epidemics on a pig farm. Rational decision making regarding appropriate control strategies for infectious diseases in domestic livestock requires an understanding of the disease dynamics and risk profiles for different groups of animals. This is best achieved by means of stochastic epidemic models. Methodologies are presented for 1) estimating the probability of an epidemic, given the presence of an infected animal, whether this epidemic is major (requires intervention) or minor (dies out without intervention), and how the location of the infected animal on the farm influences the epidemic probabilities; 2) estimating the basic reproductive ratio, R0 (i.e., the expected number of secondary cases on the introduction of a single infected animal) and the variability of the estimate of this parameter; and 3) estimating the total proportion of animals infected during an epidemic and the total proportion infected at any point in time. The model can be used for assessing impact of altering farm structure on disease dynamics, as well as disease control strategies, including altering farm structure, vaccination, culling, and genetic selection.

Development of dynamic Bayesian models for web application test management

NASA Astrophysics Data System (ADS)

Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.

2018-03-01

The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.

The threshold of a stochastic delayed SIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2016-11-01

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

Mastodon

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

Coleman, Justin Leigh; Veeraraghavan, Swetha; Bolisetti, Chandrakanth

MASTODON has the capability to model stochastic nonlinear soil-structure interaction (NLSSI) in a dynamic probabilistic risk assessment framework. The NLSSI simulations include structural dynamics, time integration, dynamic porous media flow, nonlinear hysteretic soil constitutive models, geometric nonlinearities (gapping, sliding, and uplift). MASTODON is also the MOOSE based master application for dynamic PRA of external hazards.

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.

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

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.

Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-08-01

The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.

Analysis of the stochastic excitability in the flow chemical reactor

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

Bashkirtseva, Irina

2015-11-30

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation

PubMed Central

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-01-01

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein. PMID:16965175

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology.

PubMed

Allen, Edward J

2014-06-01

Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.

Effects of stochastic noise on dynamical decoupling procedures

NASA Astrophysics Data System (ADS)

Bernád, J. Z.; Frydrych, H.

2014-06-01

Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap between fidelity improvements achieved in practice compared to theoretical predictions. We propose a model for imperfect dynamical decoupling based on a stochastic Ito differential equation which could explain the observed gap. We discuss the impact of our model on the time evolution of various quantum systems in finite- and infinite-dimensional Hilbert spaces. Analytical results are given for the limit of continuous control, whereas we present numerical simulations and upper bounds for the case of finite control.

Toward the Darwinian transition: Switching between distributed and speciated states in a simple model of early life.

PubMed

Arnoldt, Hinrich; Strogatz, Steven H; Timme, Marc

2015-01-01

It has been hypothesized that in the era just before the last universal common ancestor emerged, life on earth was fundamentally collective. Ancient life forms shared their genetic material freely through massive horizontal gene transfer (HGT). At a certain point, however, life made a transition to the modern era of individuality and vertical descent. Here we present a minimal model for stochastic processes potentially contributing to this hypothesized "Darwinian transition." The model suggests that HGT-dominated dynamics may have been intermittently interrupted by selection-driven processes during which genotypes became fitter and decreased their inclination toward HGT. Stochastic switching in the population dynamics with three-point (hypernetwork) interactions may have destabilized the HGT-dominated collective state and essentially contributed to the emergence of vertical descent and the first well-defined species in early evolution. A systematic nonlinear analysis of the stochastic model dynamics covering key features of evolutionary processes (such as selection, mutation, drift and HGT) supports this view. Our findings thus suggest a viable direction out of early collective evolution, potentially enabling the start of individuality and vertical Darwinian evolution.

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Stochastic Models of Plant Diversity: Application to White Sands Missile Range

DTIC Science & Technology

2000-02-01

decades and its models have been well developed. These models fall in the categories: dynamic models and stochastic models. In their book , Modeling...Gelb 1974), and dendro- climatology (Visser and Molenaar 1988). Optimal Estimation An optimal estimator is a computational algorithm that...Evaluation, M.B. Usher, ed., Chapman and Hall, London. Visser, H., and J. Molenaar . 1990. "Estimating Trends in Tree-ring Data." For. Sei. 36(1): 87

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

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.

The ‘hit’ phenomenon: a mathematical model of human dynamics interactions as a stochastic process

NASA Astrophysics Data System (ADS)

Ishii, Akira; Arakaki, Hisashi; Matsuda, Naoya; Umemura, Sanae; Urushidani, Tamiko; Yamagata, Naoya; Yoshida, Narihiko

2012-06-01

A mathematical model for the ‘hit’ phenomenon in entertainment within a society is presented as a stochastic process of human dynamics interactions. The model uses only the advertisement budget time distribution as an input, and word-of-mouth (WOM), represented by posts on social network systems, is used as data to make a comparison with the calculated results. The unit of time is days. The WOM distribution in time is found to be very close to the revenue distribution in time. Calculations for the Japanese motion picture market based on the mathematical model agree well with the actual revenue distribution in time.

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.

Enhancement of epidemic spread by noise and stochastic resonance in spatial network models with viral dynamics.

PubMed

Tuckwell, H C; Toubiana, L; Vibert, J F

2000-05-01

We extend a previous dynamical viral network model to include stochastic effects. The dynamical equations for the viral and immune effector densities within a host population of size n are bilinear, and the noise is white, additive, and Gaussian. The individuals are connected with an n x n transmission matrix, with terms which decay exponentially with distance. In a single individual, for the range of noise parameters considered, it is found that increasing the amplitude of the noise tends to decrease the maximum mean virion level, and slightly accelerate its attainment. Two different spatial dynamical models are employed to ascertain the effects of environmental stochasticity on viral spread. In the first model transmission is unrestricted and there is no threshold within individuals. This model has the advantage that it can be analyzed using a Fokker-Planck approach. The noise is found both to synchronize and uniformize the trajectories of the viral levels across the population of infected individuals, and thus to promote the epidemic spread of the virus. Quantitative measures of the speed of spread and overall amplitude of the epidemic are obtained as functions of the noise and virulence parameters. The mean amplitude increases steadily without threshold effects for a fixed value of the virulence as the noise amplitude sigma is increased, and there is no evidence of a stochastic resonance. However, the speed of transmission, both with respect to its mean and variance, undergoes rapid increases as sigma changes by relatively small amounts. In the second, more realistic, model, there is a threshold for infection and an upper limit to the transmission rate. There may be no spread of infection at all in the absence of noise. With increasing noise level and a low threshold, the mean maximum virion level grows quickly and shows a broad-based stochastic resonance effect. When the threshold within individuals is increased, the mean population virion level increases only slowly as sigma increases, until a critical value is reached at which the mean infection level suddenly increases. Similar results are obtained when the parameters of the model are also randomized across the population. We conclude with a discussion and a description of a diffusion approximation for a model in which stochasticity arises through random contacts rather than fluctuation in ambient virion levels.

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.

Final Report for Dynamic Models for Causal Analysis of Panel Data. Models for Change in Quantitative Variables, Part II Scholastic Models. Part II, Chapter 4.

ERIC Educational Resources Information Center

Hannan, Michael T.

This document is part of a series of chapters described in SO 011 759. Stochastic models for the sociological analysis of change and the change process in quantitative variables are presented. The author lays groundwork for the statistical treatment of simple stochastic differential equations (SDEs) and discusses some of the continuities of…

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

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2012-01-01

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

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.

Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2018-06-01

The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

Generalised filtering and stochastic DCM for fMRI.

PubMed

Li, Baojuan; Daunizeau, Jean; Stephan, Klaas E; Penny, Will; Hu, Dewen; Friston, Karl

2011-09-15

This paper is about the fitting or inversion of dynamic causal models (DCMs) of fMRI time series. It tries to establish the validity of stochastic DCMs that accommodate random fluctuations in hidden neuronal and physiological states. We compare and contrast deterministic and stochastic DCMs, which do and do not ignore random fluctuations or noise on hidden states. We then compare stochastic DCMs, which do and do not ignore conditional dependence between hidden states and model parameters (generalised filtering and dynamic expectation maximisation, respectively). We first characterise state-noise by comparing the log evidence of models with different a priori assumptions about its amplitude, form and smoothness. Face validity of the inversion scheme is then established using data simulated with and without state-noise to ensure that DCM can identify the parameters and model that generated the data. Finally, we address construct validity using real data from an fMRI study of internet addiction. Our analyses suggest the following. (i) The inversion of stochastic causal models is feasible, given typical fMRI data. (ii) State-noise has nontrivial amplitude and smoothness. (iii) Stochastic DCM has face validity, in the sense that Bayesian model comparison can distinguish between data that have been generated with high and low levels of physiological noise and model inversion provides veridical estimates of effective connectivity. (iv) Relaxing conditional independence assumptions can have greater construct validity, in terms of revealing group differences not disclosed by variational schemes. Finally, we note that the ability to model endogenous or random fluctuations on hidden neuronal (and physiological) states provides a new and possibly more plausible perspective on how regionally specific signals in fMRI are generated. Copyright © 2011. Published by Elsevier Inc.

Stochastic tools hidden behind the empirical dielectric relaxation laws

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2017-03-01

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of ‘structures with variations’ (Goldenfield and Kadanoff 1999 Science 284 87-9) require application of such mathematical tools—by means of which their random nature can be analyzed and, independently of the details distinguishing various systems (dipolar materials, glasses, semiconductors, liquid crystals, polymers, etc), the empirical universal kinetic patterns can be derived. We begin with a brief survey of the historical background of the dielectric relaxation study. After a short outline of the theoretical ideas providing the random tools applicable to modeling of relaxation phenomena, we present probabilistic implications for the study of the relaxation-rate distribution models. In the framework of the probability distribution of relaxation rates we consider description of complex systems, in which relaxing entities form random clusters interacting with each other and single entities. Then we focus on stochastic mechanisms of the relaxation phenomenon. We discuss the diffusion approach and its usefulness for understanding of anomalous dynamics of relaxing systems. We also discuss extensions of the diffusive approach to systems under tempered random processes. Useful relationships among different stochastic approaches to the anomalous dynamics of complex systems allow us to get a fresh look at this subject. The paper closes with a final discussion on achievements of stochastic tools describing the anomalous time evolution of complex systems.

MSEE: Stochastic Cognitive Linguistic Behavior Models for Semantic Sensing

DTIC Science & Technology

2013-09-01

recognition, a Gaussian Process Dynamic Model with Social Network Analysis (GPDM-SNA) for a small human group action recognition, an extended GPDM-SNA...44  3.2. Small Human Group Activity Modeling Based on Gaussian Process Dynamic Model and Social Network Analysis (SN-GPDM...51  Approved for public release; distribution unlimited. 3 3.2.3. Gaussian Process Dynamical Model and

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

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

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.

Stochastic dynamics and non-equilibrium thermodynamics of a bistable chemical system: the Schlögl model revisited.

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.

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

Effects of deterministic and random refuge in a prey-predator model with parasite infection.

PubMed

Mukhopadhyay, B; Bhattacharyya, R

2012-09-01

Most natural ecosystem populations suffer from various infectious diseases and the resulting host-pathogen dynamics is dependent on host's characteristics. On the other hand, empirical evidences show that for most host pathogen systems, a part of the host population always forms a refuge. To study the role of refuge on the host-pathogen interaction, we study a predator-prey-pathogen model where the susceptible and the infected prey can undergo refugia of constant size to evade predator attack. The stability aspects of the model system is investigated from a local and global perspective. The study reveals that the refuge sizes for the susceptible and the infected prey are the key parameters that control possible predator extinction as well as species co-existence. Next we perform a global study of the model system using Lyapunov functions and show the existence of a global attractor. Finally we perform a stochastic extension of the basic model to study the phenomenon of random refuge arising from various intrinsic, habitat-related and environmental factors. The stochastic model is analyzed for exponential mean square stability. Numerical study of the stochastic model shows that increasing the refuge rates has a stabilizing effect on the stochastic dynamics. Copyright © 2012 Elsevier Inc. All rights reserved.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

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

2017-09-26

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

Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation-Maximization (SAEM) Algorithm.

PubMed

Chow, Sy-Miin; Lu, Zhaohua; Sherwood, Andrew; Zhu, Hongtu

2016-03-01

The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation-maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed.

FITTING NONLINEAR ORDINARY DIFFERENTIAL EQUATION MODELS WITH RANDOM EFFECTS AND UNKNOWN INITIAL CONDITIONS USING THE STOCHASTIC APPROXIMATION EXPECTATION–MAXIMIZATION (SAEM) ALGORITHM

PubMed Central

Chow, Sy- Miin; Lu, Zhaohua; Zhu, Hongtu; Sherwood, Andrew

2014-01-01

The past decade has evidenced the increased prevalence of irregularly spaced longitudinal data in social sciences. Clearly lacking, however, are modeling tools that allow researchers to fit dynamic models to irregularly spaced data, particularly data that show nonlinearity and heterogeneity in dynamical structures. We consider the issue of fitting multivariate nonlinear differential equation models with random effects and unknown initial conditions to irregularly spaced data. A stochastic approximation expectation–maximization algorithm is proposed and its performance is evaluated using a benchmark nonlinear dynamical systems model, namely, the Van der Pol oscillator equations. The empirical utility of the proposed technique is illustrated using a set of 24-h ambulatory cardiovascular data from 168 men and women. Pertinent methodological challenges and unresolved issues are discussed. PMID:25416456

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.

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.

Forecasting transitions in systems with high-dimensional stochastic complex dynamics: a linear stability analysis of the tangled nature model.

PubMed

Cairoli, Andrea; Piovani, Duccio; Jensen, Henrik Jeldtoft

2014-12-31

We propose a new procedure to monitor and forecast the onset of transitions in high-dimensional complex systems. We describe our procedure by an application to the tangled nature model of evolutionary ecology. The quasistable configurations of the full stochastic dynamics are taken as input for a stability analysis by means of the deterministic mean-field equations. Numerical analysis of the high-dimensional stability matrix allows us to identify unstable directions associated with eigenvalues with a positive real part. The overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean-field approximation is found to be a good early warning of the transitions occurring intermittently.

Gryphon: A Hybrid Agent-Based Modeling and Simulation Platform for Infectious Diseases

NASA Astrophysics Data System (ADS)

Yu, Bin; Wang, Jijun; McGowan, Michael; Vaidyanathan, Ganesh; Younger, Kristofer

In this paper we present Gryphon, a hybrid agent-based stochastic modeling and simulation platform developed for characterizing the geographic spread of infectious diseases and the effects of interventions. We study both local and non-local transmission dynamics of stochastic simulations based on the published parameters and data for SARS. The results suggest that the expected numbers of infections and the timeline of control strategies predicted by our stochastic model are in reasonably good agreement with previous studies. These preliminary results indicate that Gryphon is able to characterize other future infectious diseases and identify endangered regions in advance.

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.

Stochastic simulation of multiscale complex systems with PISKaS: A rule-based approach.

PubMed

Perez-Acle, Tomas; Fuenzalida, Ignacio; Martin, Alberto J M; Santibañez, Rodrigo; Avaria, Rodrigo; Bernardin, Alejandro; Bustos, Alvaro M; Garrido, Daniel; Dushoff, Jonathan; Liu, James H

2018-03-29

Computational simulation is a widely employed methodology to study the dynamic behavior of complex systems. Although common approaches are based either on ordinary differential equations or stochastic differential equations, these techniques make several assumptions which, when it comes to biological processes, could often lead to unrealistic models. Among others, model approaches based on differential equations entangle kinetics and causality, failing when complexity increases, separating knowledge from models, and assuming that the average behavior of the population encompasses any individual deviation. To overcome these limitations, simulations based on the Stochastic Simulation Algorithm (SSA) appear as a suitable approach to model complex biological systems. In this work, we review three different models executed in PISKaS: a rule-based framework to produce multiscale stochastic simulations of complex systems. These models span multiple time and spatial scales ranging from gene regulation up to Game Theory. In the first example, we describe a model of the core regulatory network of gene expression in Escherichia coli highlighting the continuous model improvement capacities of PISKaS. The second example describes a hypothetical outbreak of the Ebola virus occurring in a compartmentalized environment resembling cities and highways. Finally, in the last example, we illustrate a stochastic model for the prisoner's dilemma; a common approach from social sciences describing complex interactions involving trust within human populations. As whole, these models demonstrate the capabilities of PISKaS providing fertile scenarios where to explore the dynamics of complex systems. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Ensemble methods for stochastic networks with special reference to the biological clock of Neurospora crassa.

PubMed

Caranica, C; Al-Omari, A; Deng, Z; Griffith, J; Nilsen, R; Mao, L; Arnold, J; Schüttler, H-B

2018-01-01

A major challenge in systems biology is to infer the parameters of regulatory networks that operate in a noisy environment, such as in a single cell. In a stochastic regime it is hard to distinguish noise from the real signal and to infer the noise contribution to the dynamical behavior. When the genetic network displays oscillatory dynamics, it is even harder to infer the parameters that produce the oscillations. To address this issue we introduce a new estimation method built on a combination of stochastic simulations, mass action kinetics and ensemble network simulations in which we match the average periodogram and phase of the model to that of the data. The method is relatively fast (compared to Metropolis-Hastings Monte Carlo Methods), easy to parallelize, applicable to large oscillatory networks and large (~2000 cells) single cell expression data sets, and it quantifies the noise impact on the observed dynamics. Standard errors of estimated rate coefficients are typically two orders of magnitude smaller than the mean from single cell experiments with on the order of ~1000 cells. We also provide a method to assess the goodness of fit of the stochastic network using the Hilbert phase of single cells. An analysis of phase departures from the null model with no communication between cells is consistent with a hypothesis of Stochastic Resonance describing single cell oscillators. Stochastic Resonance provides a physical mechanism whereby intracellular noise plays a positive role in establishing oscillatory behavior, but may require model parameters, such as rate coefficients, that differ substantially from those extracted at the macroscopic level from measurements on populations of millions of communicating, synchronized cells.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

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

2018-01-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

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

2018-06-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

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.

A calibrated agent-based computer model of stochastic cell dynamics in normal human colon crypts useful for in silico experiments.

PubMed

Bravo, Rafael; Axelrod, David E

2013-11-18

Normal colon crypts consist of stem cells, proliferating cells, and differentiated cells. Abnormal rates of proliferation and differentiation can initiate colon cancer. We have measured the variation in the number of each of these cell types in multiple crypts in normal human biopsy specimens. This has provided the opportunity to produce a calibrated computational model that simulates cell dynamics in normal human crypts, and by changing model parameter values, to simulate the initiation and treatment of colon cancer. An agent-based model of stochastic cell dynamics in human colon crypts was developed in the multi-platform open-source application NetLogo. It was assumed that each cell's probability of proliferation and probability of death is determined by its position in two gradients along the crypt axis, a divide gradient and in a die gradient. A cell's type is not intrinsic, but rather is determined by its position in the divide gradient. Cell types are dynamic, plastic, and inter-convertible. Parameter values were determined for the shape of each of the gradients, and for a cell's response to the gradients. This was done by parameter sweeps that indicated the values that reproduced the measured number and variation of each cell type, and produced quasi-stationary stochastic dynamics. The behavior of the model was verified by its ability to reproduce the experimentally observed monocolonal conversion by neutral drift, the formation of adenomas resulting from mutations either at the top or bottom of the crypt, and by the robust ability of crypts to recover from perturbation by cytotoxic agents. One use of the virtual crypt model was demonstrated by evaluating different cancer chemotherapy and radiation scheduling protocols. A virtual crypt has been developed that simulates the quasi-stationary stochastic cell dynamics of normal human colon crypts. It is unique in that it has been calibrated with measurements of human biopsy specimens, and it can simulate the variation of cell types in addition to the average number of each cell type. The utility of the model was demonstrated with in silico experiments that evaluated cancer therapy protocols. The model is available for others to conduct additional experiments.

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.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and smallmore » in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.« less

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.

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

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.

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.

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

An Approach for Dynamic Optimization of Prevention Program Implementation in Stochastic Environments

NASA Astrophysics Data System (ADS)

Kang, Yuncheol; Prabhu, Vittal

The science of preventing youth problems has significantly advanced in developing evidence-based prevention program (EBP) by using randomized clinical trials. Effective EBP can reduce delinquency, aggression, violence, bullying and substance abuse among youth. Unfortunately the outcomes of EBP implemented in natural settings usually tend to be lower than in clinical trials, which has motivated the need to study EBP implementations. In this paper we propose to model EBP implementations in natural settings as stochastic dynamic processes. Specifically, we propose Markov Decision Process (MDP) for modeling and dynamic optimization of such EBP implementations. We illustrate these concepts using simple numerical examples and discuss potential challenges in using such approaches in practice.

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.

Combat Simulation Using Breach Computer Language

DTIC Science & Technology

1979-09-01

simulation and weapon system analysis computer language Two types of models were constructed: a stochastic duel and a dynamic engagement model The... duel model validates the BREACH approach by comparing results with mathematical solutions. The dynamic model shows the capability of the BREACH...BREACH 2 Background 2 The Language 3 Static Duel 4 Background and Methodology 4 Validation 5 Results 8 Tank Duel Simulation 8 Dynamic Assault Model

Seasonally forced disease dynamics explored as switching between attractors

NASA Astrophysics Data System (ADS)

Keeling, Matt J.; Rohani, Pejman; Grenfell, Bryan T.

2001-01-01

Biological phenomena offer a rich diversity of problems that can be understood using mathematical techniques. Three key features common to many biological systems are temporal forcing, stochasticity and nonlinearity. Here, using simple disease models compared to data, we examine how these three factors interact to produce a range of complicated dynamics. The study of disease dynamics has been amongst the most theoretically developed areas of mathematical biology; simple models have been highly successful in explaining the dynamics of a wide variety of diseases. Models of childhood diseases incorporate seasonal variation in contact rates due to the increased mixing during school terms compared to school holidays. This ‘binary’ nature of the seasonal forcing results in dynamics that can be explained as switching between two nonlinear spiral sinks. Finally, we consider the stability of the attractors to understand the interaction between the deterministic dynamics and demographic and environmental stochasticity. Throughout attention is focused on the behaviour of measles, whooping cough and rubella.

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

Finite metapopulation models with density-dependent migration and stochastic local dynamics

PubMed Central

Saether, B.-E.; Engen, S.; Lande, R.

1999-01-01

The effects of small density-dependent migration on the dynamics of a metapopulation are studied in a model with stochastic local dynamics. We use a diffusion approximation to study how changes in the migration rate and habitat occupancy affect the rates of local colonization and extinction. If the emigration rate increases or if the immigration rate decreases with local population size, a positive expected rate of change in habitat occupancy is found for a greater range of habitat occupancies than when the migration is density-independent. In contrast, the reverse patterns of density dependence in respective emigration and immigration reduce the range of habitat occupancies where the metapopulation will be viable. This occurs because density-dependent migration strongly influences both the establishment and rescue effects in the local dynamics of metapopulations.

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.

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.

Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

NASA Technical Reports Server (NTRS)

Hsia, Wei-Shen

1986-01-01

In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

Stochastic queueing-theory approach to human dynamics

NASA Astrophysics Data System (ADS)

Walraevens, Joris; Demoor, Thomas; Maertens, Tom; Bruneel, Herwig

2012-02-01

Recently, numerous studies have shown that human dynamics cannot be described accurately by exponential laws. For instance, Barabási [Nature (London)NATUAS0028-083610.1038/nature03459 435, 207 (2005)] demonstrates that waiting times of tasks to be performed by a human are more suitably modeled by power laws. He presumes that these power laws are caused by a priority selection mechanism among the tasks. Priority models are well-developed in queueing theory (e.g., for telecommunication applications), and this paper demonstrates the (quasi-)immediate applicability of such a stochastic priority model to human dynamics. By calculating generating functions and by studying them in their dominant singularity, we prove that nonexponential tails result naturally. Contrary to popular belief, however, these are not necessarily triggered by the priority selection mechanism.

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.

Asymptotic behavior of a stochastic delayed HIV-1 infection model with nonlinear incidence

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-11-01

In this paper, a stochastic delayed HIV-1 infection model with nonlinear incidence is proposed and investigated. First of all, we prove that there is a unique global positive solution as desired in any population dynamics. Then by constructing some suitable Lyapunov functions, we show that if the basic reproduction number R0 ≤ 1, then the solution of the stochastic system oscillates around the infection-free equilibrium E0, while if R0 > 1, then the solution of the stochastic system fluctuates around the infective equilibrium E∗. Sufficient conditions of these results are established. Finally, we give some examples and a series of numerical simulations to illustrate the analytical results.

Dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases driven by Lévy jumps

NASA Astrophysics Data System (ADS)

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

2018-02-01

In this paper, we study the dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases which make the research more complex. The environment variability in this paper is characterized by white noise and Lévy noise. We establish sufficient conditions for extinction and persistence in the mean of the two epidemic diseases. It is shown that: (i) time delay and Lévy noise have important effects on the persistence and extinction of epidemic diseases; (ii) two diseases can coexist under certain conditions.

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 algorithm for simulating gas transport coefficients

NASA Astrophysics Data System (ADS)

Rudyak, V. Ya.; Lezhnev, E. V.

2018-02-01

The aim of this paper is to create a molecular algorithm for modeling the transport processes in gases that will be more efficient than molecular dynamics method. To this end, the dynamics of molecules are modeled stochastically. In a rarefied gas, it is sufficient to consider the evolution of molecules only in the velocity space, whereas for a dense gas it is necessary to model the dynamics of molecules also in the physical space. Adequate integral characteristics of the studied system are obtained by averaging over a sufficiently large number of independent phase trajectories. The efficiency of the proposed algorithm was demonstrated by modeling the coefficients of self-diffusion and the viscosity of several gases. It was shown that the accuracy comparable to the experimental one can be obtained on a relatively small number of molecules. The modeling accuracy increases with the growth of used number of molecules and phase trajectories.

MONALISA for stochastic simulations of Petri net models of biochemical systems.

PubMed

Balazki, Pavel; Lindauer, Klaus; Einloft, Jens; Ackermann, Jörg; Koch, Ina

2015-07-10

The concept of Petri nets (PN) is widely used in systems biology and allows modeling of complex biochemical systems like metabolic systems, signal transduction pathways, and gene expression networks. In particular, PN allows the topological analysis based on structural properties, which is important and useful when quantitative (kinetic) data are incomplete or unknown. Knowing the kinetic parameters, the simulation of time evolution of such models can help to study the dynamic behavior of the underlying system. If the number of involved entities (molecules) is low, a stochastic simulation should be preferred against the classical deterministic approach of solving ordinary differential equations. The Stochastic Simulation Algorithm (SSA) is a common method for such simulations. The combination of the qualitative and semi-quantitative PN modeling and stochastic analysis techniques provides a valuable approach in the field of systems biology. Here, we describe the implementation of stochastic analysis in a PN environment. We extended MONALISA - an open-source software for creation, visualization and analysis of PN - by several stochastic simulation methods. The simulation module offers four simulation modes, among them the stochastic mode with constant firing rates and Gillespie's algorithm as exact and approximate versions. The simulator is operated by a user-friendly graphical interface and accepts input data such as concentrations and reaction rate constants that are common parameters in the biological context. The key features of the simulation module are visualization of simulation, interactive plotting, export of results into a text file, mathematical expressions for describing simulation parameters, and up to 500 parallel simulations of the same parameter sets. To illustrate the method we discuss a model for insulin receptor recycling as case study. We present a software that combines the modeling power of Petri nets with stochastic simulation of dynamic processes in a user-friendly environment supported by an intuitive graphical interface. The program offers a valuable alternative to modeling, using ordinary differential equations, especially when simulating single-cell experiments with low molecule counts. The ability to use mathematical expressions provides an additional flexibility in describing the simulation parameters. The open-source distribution allows further extensions by third-party developers. The software is cross-platform and is licensed under the Artistic License 2.0.

Stochastic Modeling of Past Volcanic Crises

NASA Astrophysics Data System (ADS)

Woo, Gordon

2018-01-01

The statistical foundation of disaster risk analysis is past experience. From a scientific perspective, history is just one realization of what might have happened, given the randomness and chaotic dynamics of Nature. Stochastic analysis of the past is an exploratory exercise in counterfactual history, considering alternative possible scenarios. In particular, the dynamic perturbations that might have transitioned a volcano from an unrest to an eruptive state need to be considered. The stochastic modeling of past volcanic crises leads to estimates of eruption probability that can illuminate historical volcanic crisis decisions. It can also inform future economic risk management decisions in regions where there has been some volcanic unrest, but no actual eruption for at least hundreds of years. Furthermore, the availability of a library of past eruption probabilities would provide benchmark support for estimates of eruption probability in future volcanic crises.

Chemical Memory Reactions Induced Bursting Dynamics in Gene Expression

PubMed Central

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems. PMID:23349679

Chemical memory reactions induced bursting dynamics in gene expression.

PubMed

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems.

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.

Etiology and treatment of hematological neoplasms: stochastic mathematical models.

PubMed

Radivoyevitch, Tomas; Li, Huamin; Sachs, Rainer K

2014-01-01

Leukemias are driven by stemlike cancer cells (SLCC), whose initiation, growth, response to treatment, and posttreatment behavior are often "stochastic", i.e., differ substantially even among very similar patients for reasons not observable with present techniques. We review the probabilistic mathematical methods used to analyze stochastics and give two specific examples. The first example concerns a treatment protocol, e.g., for acute myeloid leukemia (AML), where intermittent cytotoxic drug dosing (e.g., once each weekday) is used with intent to cure. We argue mathematically that, if independent SLCC are growing stochastically during prolonged treatment, then, other things being equal, front-loading doses are more effective for tumor eradication than back loading. We also argue that the interacting SLCC dynamics during treatment is often best modeled by considering SLCC in microenvironmental niches, with SLCC-SLCC interactions occurring only among SLCC within the same niche, and we present a stochastic dynamics formalism, involving "Poissonization," applicable in such situations. Interactions at a distance due to partial control of total cell numbers are also considered. The second half of this chapter concerns chromosomal aberrations, lesions known to cause some leukemias. A specific example is the induction of a Philadelphia chromosome by ionizing radiation, subsequent development of chronic myeloid leukemia (CML), CML treatment, and treatment outcome. This time evolution involves a coordinated sequence of > 10 steps, each stochastic in its own way, at the subatomic, molecular, macromolecular, cellular, tissue, and population scales, with corresponding time scales ranging from picoseconds to decades. We discuss models of these steps and progress in integrating models across scales.

Persistence and ergodicity of a stochastic single species model with Allee effect under regime switching

NASA Astrophysics Data System (ADS)

Yu, Xingwang; Yuan, Sanling; Zhang, Tonghua

2018-06-01

Allee effect can interact with environment stochasticity and is active when population numbers are small. Our goal of this paper is to investigate such effect on population dynamics. More precisely, we develop and investigate a stochastic single species model with Allee effect under regime switching. We first prove the existence of global positive solution of the model. Then, we perform the survival analysis to seek sufficient conditions for the extinction, non-persistence in mean, persistence in mean and stochastic permanence. By constructing a suitable Lyapunov function, we show that the model is positive recurrent and ergodic. Our results indicate that the regime switching can suppress the extinction of the species. Finally, numerical simulations are carried out to illustrate the obtained theoretical results, where a real-life example is also discussed showing the inclusion of Allee effect in the model provides a better match to the data.

A stochastic spatiotemporal model of a response-regulator network in the Caulobacter crescentus cell cycle

NASA Astrophysics Data System (ADS)

Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang

2016-06-01

The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.

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

Ng, B

This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

PubMed

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Representing Micro-Macro Linkages by Actor-Based Dynamic Network Models

ERIC Educational Resources Information Center

Snijders, Tom A. B.; Steglich, Christian E. G.

2015-01-01

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…

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.

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.

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.

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.

The stochastic resonance for the incidence function model of metapopulation

NASA Astrophysics Data System (ADS)

Li, Jiang-Cheng; Dong, Zhi-Wei; Zhou, Ruo-Wei; Li, Yun-Xian; Qian, Zhen-Wei

2017-06-01

A stochastic model with endogenous and exogenous periodicities is proposed in this paper on the basis of metapopulation dynamics to model the crop yield losses due to pests and diseases. The rationale is that crop yield losses occur because the physiology of the growing crop is negatively affected by pests and diseases in a dynamic way over time as crop both grows and develops. Metapopulation dynamics can thus be used to model the resultant crop yield losses. The stochastic metapopulation process is described by using the Simplified Incidence Function model (IFM). Compared to the original IFMs, endogenous and exogenous periodicities are considered in the proposed model to handle the cyclical patterns observed in pest infestations, diseases epidemics, and exogenous affecting factors such as temperature and rainfalls. Agricultural loss data in China are used to fit the proposed model. Experimental results demonstrate that: (1) Model with endogenous and exogenous periodicities is a better fit; (2) When the internal system fluctuations and external environmental fluctuations are negatively correlated, EIL or the cost of loss is monotonically increasing; when the internal system fluctuations and external environmental fluctuations are positively correlated, an outbreak of pests and diseases might occur; (3) If the internal system fluctuations and external environmental fluctuations are positively correlated, an optimal patch size can be identified which will greatly weaken the effects of external environmental influence and hence inhibit pest infestations and disease epidemics.

A stochastic spatial model of HIV dynamics with an asymmetric battle between the virus and the immune system

NASA Astrophysics Data System (ADS)

Lin, Hai; Shuai, J. W.

2010-04-01

A stochastic spatial model based on the Monte Carlo approach is developed to study the dynamics of human immunodeficiency virus (HIV) infection. We aim to propose a more detailed and realistic simulation frame by incorporating many important features of HIV dynamics, which include infections, replications and mutations of viruses, antigen recognitions, activations and proliferations of lymphocytes, and diffusions, encounters and interactions of virions and lymphocytes. Our model successfully reproduces the three-phase pattern observed in HIV infection, and the simulation results for the time distribution from infection to AIDS onset are also in good agreement with the clinical data. The interactions of viruses and the immune system in all the three phases are investigated. We assess the relative importance of various immune system components in the acute phase. The dynamics of how the two important factors, namely the viral diversity and the asymmetric battle between HIV and the immune system, result in AIDS are investigated in detail with the model.

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.

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.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

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

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.

Exact solution for a non-Markovian dissipative quantum dynamics.

PubMed

Ferialdi, Luca; Bassi, Angelo

2012-04-27

We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

Modeling heart rate variability by stochastic feedback

NASA Technical Reports Server (NTRS)

Amaral, L. A.; Goldberger, A. L.; Stanley, H. E.

1999-01-01

We consider the question of how the cardiac rhythm spontaneously self-regulates and propose a new mechanism as a possible answer. We model the neuroautonomic regulation of the heart rate as a stochastic feedback system and find that the model successfully accounts for key characteristics of cardiac variability, including the 1/f power spectrum, the functional form and scaling of the distribution of variations of the interbeat intervals, and the correlations in the Fourier phases which indicate nonlinear dynamics.

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.

Dynamic analysis of a stochastic delayed rumor propagation model

NASA Astrophysics Data System (ADS)

Jia, Fangju; Lv, Guangying; Wang, Shuangfeng; Zou, Guang-an

2018-02-01

The rapid development of the Internet, especially the emergence of the social networks, has led rumor propagation into a new media era. In this paper, we are concerned with a stochastic delayed rumor propagation model. Firstly, we obtain the existence of the global solution. Secondly, sufficient conditions for extinction of the rumor are established. Lastly, the boundedness of solution is proved and some simulations are given to verify our results.

Inference of a Nonlinear Stochastic Model of the Cardiorespiratory Interaction

NASA Astrophysics Data System (ADS)

Smelyanskiy, V. N.; Luchinsky, D. G.; Stefanovska, A.; McClintock, P. V.

2005-03-01

We reconstruct a nonlinear stochastic model of the cardiorespiratory interaction in terms of a set of polynomial basis functions representing the nonlinear force governing system oscillations. The strength and direction of coupling and noise intensity are simultaneously inferred from a univariate blood pressure signal. Our new inference technique does not require extensive global optimization, and it is applicable to a wide range of complex dynamical systems subject to noise.

Simulations of Technology-Induced and Crisis-Led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment

ERIC Educational Resources Information Center

Ahmet, Kara

2015-01-01

This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. I use the methods of system dynamics to simulate these processes in the context of a particular sociologically interesting case, namely that of the Turkish higher education…

Stochastic population dynamic models as probability networks

Treesearch

M.E. and D.C. Lee Borsuk

2009-01-01

The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...

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.

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-10-01

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction-diffusion models.

PubMed

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K; Byrne, Helen

2015-10-15

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. PMID:26478601

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

Wu, Wei; Wang, Jin, E-mail: jin.wang.1@stonybrook.edu; State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, 130022 Changchun, China and College of Physics, Jilin University, 130021 Changchun

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic andmore » thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.« less

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgür D.

2015-12-01

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced following the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto-type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear, which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed.

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

Stochastic inference with spiking neurons in the high-conductance state

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

A cholinergic feedback circuit to regulate striatal population uncertainty and optimize reinforcement learning.

PubMed

Franklin, Nicholas T; Frank, Michael J

2015-12-25

Convergent evidence suggests that the basal ganglia support reinforcement learning by adjusting action values according to reward prediction errors. However, adaptive behavior in stochastic environments requires the consideration of uncertainty to dynamically adjust the learning rate. We consider how cholinergic tonically active interneurons (TANs) may endow the striatum with such a mechanism in computational models spanning three Marr's levels of analysis. In the neural model, TANs modulate the excitability of spiny neurons, their population response to reinforcement, and hence the effective learning rate. Long TAN pauses facilitated robustness to spurious outcomes by increasing divergence in synaptic weights between neurons coding for alternative action values, whereas short TAN pauses facilitated stochastic behavior but increased responsiveness to change-points in outcome contingencies. A feedback control system allowed TAN pauses to be dynamically modulated by uncertainty across the spiny neuron population, allowing the system to self-tune and optimize performance across stochastic environments.

Collective stochastic coherence in recurrent neuronal networks

NASA Astrophysics Data System (ADS)

Sancristóbal, Belén; Rebollo, Beatriz; Boada, Pol; Sanchez-Vives, Maria V.; Garcia-Ojalvo, Jordi

2016-09-01

Recurrent networks of dynamic elements frequently exhibit emergent collective oscillations, which can show substantial regularity even when the individual elements are considerably noisy. How noise-induced dynamics at the local level coexists with regular oscillations at the global level is still unclear. Here we show that a combination of stochastic recurrence-based initiation with deterministic refractoriness in an excitable network can reconcile these two features, leading to maximum collective coherence for an intermediate noise level. We report this behaviour in the slow oscillation regime exhibited by a cerebral cortex network under dynamical conditions resembling slow-wave sleep and anaesthesia. Computational analysis of a biologically realistic network model reveals that an intermediate level of background noise leads to quasi-regular dynamics. We verify this prediction experimentally in cortical slices subject to varying amounts of extracellular potassium, which modulates neuronal excitability and thus synaptic noise. The model also predicts that this effectively regular state should exhibit noise-induced memory of the spatial propagation profile of the collective oscillations, which is also verified experimentally. Taken together, these results allow us to construe the high regularity observed experimentally in the brain as an instance of collective stochastic coherence.

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.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

DOE PAGES

Hagos, Samson; Feng, Zhe; Plant, Robert S.; ...

2018-02-20

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

NASA Astrophysics Data System (ADS)

Hagos, Samson; Feng, Zhe; Plant, Robert S.; Houze, Robert A.; Xiao, Heng

2018-02-01

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii) the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. In addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

Hagos, Samson; Feng, Zhe; Plant, Robert S.

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The approach used follows the non-equilibrium statistical mechanical approach through a master equation. The aim is to represent the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and mass flux is a non-linear function of convective cell area, mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated mass flux variability under diurnally varying forcing. Besides its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to be capable of providing alternative, non-equilibrium, closure formulations for spectral mass flux parameterizations.« less

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

Hagos, Samson; Feng, Zhe; Plant, Robert S.

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

A Mathematical Framework for the Complex System Approach to Group Dynamics: The Case of Recovery House Social Integration.

PubMed

Light, John M; Jason, Leonard A; Stevens, Edward B; Callahan, Sarah; Stone, Ariel

2016-03-01

The complex system conception of group social dynamics often involves not only changing individual characteristics, but also changing within-group relationships. Recent advances in stochastic dynamic network modeling allow these interdependencies to be modeled from data. This methodology is discussed within a context of other mathematical and statistical approaches that have been or could be applied to study the temporal evolution of relationships and behaviors within small- to medium-sized groups. An example model is presented, based on a pilot study of five Oxford House recovery homes, sober living environments for individuals following release from acute substance abuse treatment. This model demonstrates how dynamic network modeling can be applied to such systems, examines and discusses several options for pooling, and shows how results are interpreted in line with complex system concepts. Results suggest that this approach (a) is a credible modeling framework for studying group dynamics even with limited data, (b) improves upon the most common alternatives, and (c) is especially well-suited to complex system conceptions. Continuing improvements in stochastic models and associated software may finally lead to mainstream use of these techniques for the study of group dynamics, a shift already occurring in related fields of behavioral science.

A stochastic regulator for integrated communication and control systems. I - Formulation of control law. II - Numerical analysis and simulation

NASA Technical Reports Server (NTRS)

Liou, Luen-Woei; Ray, Asok

1991-01-01

A state feedback control law for integrated communication and control systems (ICCS) is formulated by using the dynamic programming and optimality principle on a finite-time horizon. The control law is derived on the basis of a stochastic model of the plant which is augmented in state space to allow for the effects of randomly varying delays in the feedback loop. A numerical procedure for synthesizing the control parameters is then presented, and the performance of the control law is evaluated by simulating the flight dynamics model of an advanced aircraft. Finally, recommendations for future work are made.

Patterns formation in ferrofluids and solid dissolutions using stochastic models with dissipative dynamics

NASA Astrophysics Data System (ADS)

Morales, Marco A.; Fernández-Cervantes, Irving; Agustín-Serrano, Ricardo; Anzo, Andrés; Sampedro, Mercedes P.

2016-08-01

A functional with interactions short-range and long-range low coarse-grained approximation is proposed. This functional satisfies models with dissipative dynamics A, B and the stochastic Swift-Hohenberg equation. Furthermore, terms associated with multiplicative noise source are added in these models. These models are solved numerically using the method known as fast Fourier transform. Results of the spatio-temporal dynamic show similarity with respect to patterns behaviour in ferrofluids phases subject to external fields (magnetic, electric and temperature), as well as with the nucleation and growth phenomena present in some solid dissolutions. As a result of the multiplicative noise effect over the dynamic, some microstructures formed by changing solid phase and composed by binary alloys of Pb-Sn, Fe-C and Cu-Ni, as well as a NiAl-Cr(Mo) eutectic composite material. The model A for active-particles with a non-potential term in form of quadratic gradient explain the formation of nanostructured particles of silver phosphate. With these models is shown that the underlying mechanisms in the patterns formation in all these systems depends of: (a) dissipative dynamics; (b) the short-range and long-range interactions and (c) the appropiate combination of quadratic and multiplicative noise terms.

Quasi-dynamic earthquake fault systems with rheological heterogeneity

NASA Astrophysics Data System (ADS)

Brietzke, G. B.; Hainzl, S.; Zoeller, G.; Holschneider, M.

2009-12-01

Seismic risk and hazard estimates mostly use pure empirical, stochastic models of earthquake fault systems tuned specifically to the vulnerable areas of interest. Although such models allow for reasonable risk estimates, such models cannot allow for physical statements of the described seismicity. In contrary such empirical stochastic models, physics based earthquake fault systems models allow for a physical reasoning and interpretation of the produced seismicity and system dynamics. Recently different fault system earthquake simulators based on frictional stick-slip behavior have been used to study effects of stress heterogeneity, rheological heterogeneity, or geometrical complexity on earthquake occurrence, spatial and temporal clustering of earthquakes, and system dynamics. Here we present a comparison of characteristics of synthetic earthquake catalogs produced by two different formulations of quasi-dynamic fault system earthquake simulators. Both models are based on discretized frictional faults embedded in an elastic half-space. While one (1) is governed by rate- and state-dependent friction with allowing three evolutionary stages of independent fault patches, the other (2) is governed by instantaneous frictional weakening with scheduled (and therefore causal) stress transfer. We analyze spatial and temporal clustering of events and characteristics of system dynamics by means of physical parameters of the two approaches.

Time Series Modeling of Nano-Gold Immunochromatographic Assay via Expectation Maximization Algorithm.

PubMed

Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Cao, Jie; Liu, Xiaohui

2013-12-01

In this paper, the expectation maximization (EM) algorithm is applied to the modeling of the nano-gold immunochromatographic assay (nano-GICA) via available time series of the measured signal intensities of the test and control lines. The model for the nano-GICA is developed as the stochastic dynamic model that consists of a first-order autoregressive stochastic dynamic process and a noisy measurement. By using the EM algorithm, the model parameters, the actual signal intensities of the test and control lines, as well as the noise intensity can be identified simultaneously. Three different time series data sets concerning the target concentrations are employed to demonstrate the effectiveness of the introduced algorithm. Several indices are also proposed to evaluate the inferred models. It is shown that the model fits the data very well.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Stochastic 3D modeling of Ostwald ripening at ultra-high volume fractions of the coarsening phase

NASA Astrophysics Data System (ADS)

Spettl, A.; Wimmer, R.; Werz, T.; Heinze, M.; Odenbach, S.; Krill, C. E., III; Schmidt, V.

2015-09-01

We present a (dynamic) stochastic simulation model for 3D grain morphologies undergoing a grain coarsening phenomenon known as Ostwald ripening. For low volume fractions of the coarsening phase, the classical LSW theory predicts a power-law evolution of the mean particle size and convergence toward self-similarity of the particle size distribution; experiments suggest that this behavior holds also for high volume fractions. In the present work, we have analyzed 3D images that were recorded in situ over time in semisolid Al-Cu alloys manifesting ultra-high volume fractions of the coarsening (solid) phase. Using this information we developed a stochastic simulation model for the 3D morphology of the coarsening grains at arbitrary time steps. Our stochastic model is based on random Laguerre tessellations and is by definition self-similar—i.e. it depends only on the mean particle diameter, which in turn can be estimated at each point in time. For a given mean diameter, the stochastic model requires only three additional scalar parameters, which influence the distribution of particle sizes and their shapes. An evaluation shows that even with this minimal information the stochastic model yields an excellent representation of the statistical properties of the experimental data.

Stochastic Accumulation by Cortical Columns May Explain the Scalar Property of Multistable Perception

NASA Astrophysics Data System (ADS)

Cao, Robin; Braun, Jochen; Mattia, Maurizio

2014-08-01

The timing of certain mental events is thought to reflect random walks performed by underlying neural dynamics. One class of such events—stochastic reversals of multistable perceptions—exhibits a unique scalar property: even though timing densities vary widely, higher moments stay in particular proportions to the mean. We show that stochastic accumulation of activity in a finite number of idealized cortical columns—realizing a generalized Ehrenfest urn model—may explain these observations. Modeling stochastic reversals as the first-passage time of a threshold number of active columns, we obtain higher moments of the first-passage time density. We derive analytical expressions for noninteracting columns and generalize the results to interacting columns in simulations. The scalar property of multistable perception is reproduced by a dynamic regime with a fixed, low threshold, in which the activation of a few additional columns suffices for a reversal.

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

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.

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.

Optimal Control of Hybrid Systems in Air Traffic Applications

NASA Astrophysics Data System (ADS)

Kamgarpour, Maryam

Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

Stochastic Parameterization: Toward a New View of Weather and Climate Models

DOE PAGES

Berner, Judith; Achatz, Ulrich; Batté, Lauriane; ...

2017-03-31

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

Stochastic Parameterization: Toward a New View of Weather and Climate Models

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

Stochastic simulation of ecohydrological interactions between vegetation and groundwater

NASA Astrophysics Data System (ADS)

Dwelle, M. C.; Ivanov, V. Y.; Sargsyan, K.

2017-12-01

The complex interactions between groundwater and vegetation in the Amazon rainforest may yield vital ecophysiological interactions in specific landscape niches such as buffering plant water stress during dry season or suppression of water uptake due to anoxic conditions. Representation of such processes is greatly impacted by both external and internal sources of uncertainty: inaccurate data and subjective choice of model representation. The models that can simulate these processes are complex and computationally expensive, and therefore make it difficult to address uncertainty using traditional methods. We use the ecohydrologic model tRIBS+VEGGIE and a novel uncertainty quantification framework applied to the ZF2 watershed near Manaus, Brazil. We showcase the capability of this framework for stochastic simulation of vegetation-hydrology dynamics. This framework is useful for simulation with internal and external stochasticity, but this work will focus on internal variability of groundwater depth distribution and model parameterizations. We demonstrate the capability of this framework to make inferences on uncertain states of groundwater depth from limited in situ data, and how the realizations of these inferences affect the ecohydrological interactions between groundwater dynamics and vegetation function. We place an emphasis on the probabilistic representation of quantities of interest and how this impacts the understanding and interpretation of the dynamics at the groundwater-vegetation interface.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

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

Gupta, Chinmaya; López, José Manuel; Azencott, Robert

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemicalmore » Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.« less

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent setup times

NASA Astrophysics Data System (ADS)

Sharma, Pankaj; Jain, Ajai

2014-12-01

Stochastic dynamic job shop scheduling problem with consideration of sequence-dependent setup times are among the most difficult classes of scheduling problems. This paper assesses the performance of nine dispatching rules in such shop from makespan, mean flow time, maximum flow time, mean tardiness, maximum tardiness, number of tardy jobs, total setups and mean setup time performance measures viewpoint. A discrete event simulation model of a stochastic dynamic job shop manufacturing system is developed for investigation purpose. Nine dispatching rules identified from literature are incorporated in the simulation model. The simulation experiments are conducted under due date tightness factor of 3, shop utilization percentage of 90% and setup times less than processing times. Results indicate that shortest setup time (SIMSET) rule provides the best performance for mean flow time and number of tardy jobs measures. The job with similar setup and modified earliest due date (JMEDD) rule provides the best performance for makespan, maximum flow time, mean tardiness, maximum tardiness, total setups and mean setup time measures.

Control of Complex Dynamic Systems by Neural Networks

NASA Technical Reports Server (NTRS)

Spall, James C.; Cristion, John A.

1993-01-01

This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

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.

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.

Deterministic and stochastic bifurcations in the Hindmarsh-Rose neuronal model

NASA Astrophysics Data System (ADS)

Dtchetgnia Djeundam, S. R.; Yamapi, R.; Kofane, T. C.; Aziz-Alaoui, M. A.

2013-09-01

We analyze the bifurcations occurring in the 3D Hindmarsh-Rose neuronal model with and without random signal. When under a sufficient stimulus, the neuron activity takes place; we observe various types of bifurcations that lead to chaotic transitions. Beside the equilibrium solutions and their stability, we also investigate the deterministic bifurcation. It appears that the neuronal activity consists of chaotic transitions between two periodic phases called bursting and spiking solutions. The stochastic bifurcation, defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value, or under certain condition as the collision of a stochastic attractor with a stochastic saddle, occurs when a random Gaussian signal is added. Our study reveals two kinds of stochastic bifurcation: the phenomenological bifurcation (P-bifurcations) and the dynamical bifurcation (D-bifurcations). The asymptotical method is used to analyze phenomenological bifurcation. We find that the neuronal activity of spiking and bursting chaos remains for finite values of the noise intensity.

Evolutionary stability concepts in a stochastic environment

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

2017-09-01

Over the past 30 years, evolutionary game theory and the concept of an evolutionarily stable strategy have been not only extensively developed and successfully applied to explain the evolution of animal behaviors, but also widely used in economics and social sciences. Nonetheless, the stochastic dynamical properties of evolutionary games in randomly fluctuating environments are still unclear. In this study, we investigate conditions for stochastic local stability of fixation states and constant interior equilibria in a two-phenotype model with random payoffs following pairwise interactions. Based on this model, we develop the concepts of stochastic evolutionary stability (SES) and stochastic convergence stability (SCS). We show that the condition for a pure strategy to be SES and SCS is more stringent than in a constant environment, while the condition for a constant mixed strategy to be SES is less stringent than the condition to be SCS, which is less stringent than the condition in a constant environment.

Dynamic analysis of a stochastic rumor propagation model

NASA Astrophysics Data System (ADS)

Jia, Fangju; Lv, Guangying

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Stochastic Online Learning in Dynamic Networks under Unknown Models

DTIC Science & Technology

2016-08-02

Repeated Game with Incomplete Information, IEEE International Conference on Acoustics, Speech, and Signal Processing. 20-MAR-16, Shanghai, China...in a game theoretic framework for the application of multi-seller dynamic pricing with unknown demand models. We formulated the problem as an...infinitely repeated game with incomplete information and developed a dynamic pricing strategy referred to as Competitive and Cooperative Demand Learning

Mathematical Models to Determine Stable Behavior of Complex Systems

NASA Astrophysics Data System (ADS)

Sumin, V. I.; Dushkin, A. V.; Smolentseva, T. E.

2018-05-01

The paper analyzes a possibility to predict functioning of a complex dynamic system with a significant amount of circulating information and a large number of random factors impacting its functioning. Functioning of the complex dynamic system is described as a chaotic state, self-organized criticality and bifurcation. This problem may be resolved by modeling such systems as dynamic ones, without applying stochastic models and taking into account strange attractors.

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.

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.

Ensemble superparameterization versus stochastic parameterization: A comparison of model uncertainty representation in tropical weather prediction

NASA Astrophysics Data System (ADS)

Subramanian, Aneesh C.; Palmer, Tim N.

2017-06-01

Stochastic schemes to represent model uncertainty in the European Centre for Medium-Range Weather Forecasts (ECMWF) ensemble prediction system has helped improve its probabilistic forecast skill over the past decade by both improving its reliability and reducing the ensemble mean error. The largest uncertainties in the model arise from the model physics parameterizations. In the tropics, the parameterization of moist convection presents a major challenge for the accurate prediction of weather and climate. Superparameterization is a promising alternative strategy for including the effects of moist convection through explicit turbulent fluxes calculated from a cloud-resolving model (CRM) embedded within a global climate model (GCM). In this paper, we compare the impact of initial random perturbations in embedded CRMs, within the ECMWF ensemble prediction system, with stochastically perturbed physical tendency (SPPT) scheme as a way to represent model uncertainty in medium-range tropical weather forecasts. We especially focus on forecasts of tropical convection and dynamics during MJO events in October-November 2011. These are well-studied events for MJO dynamics as they were also heavily observed during the DYNAMO field campaign. We show that a multiscale ensemble modeling approach helps improve forecasts of certain aspects of tropical convection during the MJO events, while it also tends to deteriorate certain large-scale dynamic fields with respect to stochastically perturbed physical tendencies approach that is used operationally at ECMWF.