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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

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

Optimal sensor locations for the backward Lagrangian stochastic technique in measuring lagoon gas emission

USDA-ARS?s Scientific Manuscript database

This study evaluated the impact of gas concentration and wind sensor locations on the accuracy of the backward Lagrangian stochastic inverse-dispersion technique (bLS) for measuring gas emission rates from a typical lagoon environment. Path-integrated concentrations (PICs) and 3-dimensional (3D) wi...

AUTOMATIC CALIBRATION OF A STOCHASTIC-LAGRANGIAN TRANSPORT MODEL (SLAM)

EPA Science Inventory

Numerical models are a useful tool in evaluating and designing NAPL remediation systems. Traditional constitutive finite difference and finite element models are complex and expensive to apply. For this reason, this paper presents the application of a simplified stochastic-Lagran...

Uncertainty quantification in Eulerian-Lagrangian models for particle-laden flows

NASA Astrophysics Data System (ADS)

Fountoulakis, Vasileios; Jacobs, Gustaaf; Udaykumar, Hs

2017-11-01

A common approach to ameliorate the computational burden in simulations of particle-laden flows is to use a point-particle based Eulerian-Lagrangian model, which traces individual particles in their Lagrangian frame and models particles as mathematical points. The particle motion is determined by Stokes drag law, which is empirically corrected for Reynolds number, Mach number and other parameters. The empirical corrections are subject to uncertainty. Treating them as random variables renders the coupled system of PDEs and ODEs stochastic. An approach to quantify the propagation of this parametric uncertainty to the particle solution variables is proposed. The approach is based on averaging of the governing equations and allows for estimation of the first moments of the quantities of interest. We demonstrate the feasibility of our proposed methodology of uncertainty quantification of particle-laden flows on one-dimensional linear and nonlinear Eulerian-Lagrangian systems. This research is supported by AFOSR under Grant FA9550-16-1-0008.

Improved quantification of CO2 emission at Campi Flegrei by combined Lagrangian Stochastic and Eulerian dispersion modelling

NASA Astrophysics Data System (ADS)

Pedone, Maria; Granieri, Domenico; Moretti, Roberto; Fedele, Alessandro; Troise, Claudia; Somma, Renato; De Natale, Giuseppe

2017-12-01

This study investigates fumarolic CO2 emissions at Campi Flegrei (Southern Italy) and their dispersion in the lowest atmospheric boundary layer. We innovatively utilize a Lagrangian Stochastic dispersion model (WindTrax) combined with an Eulerian model (DISGAS) to diagnose the dispersion of diluted gas plumes over large and complex topographic domains. New measurements of CO2 concentrations acquired in February and October 2014 in the area of Pisciarelli and Solfatara, the two major fumarolic fields of Campi Flegrei caldera, and simultaneous measurements of meteorological parameters are used to: 1) test the ability of WindTrax to calculate the fumarolic CO2 flux from the investigated sources, and 2) perform predictive numerical simulations to resolve the mutual interference between the CO2 emissions of the two adjacent areas. This novel approach allows us to a) better quantify the CO2 emission of the fumarolic source, b) discriminate ;true; CO2 contributions for each source, and c) understand the potential impact of the composite CO2 plume (Pisciarelli ;plus; Solfatara) on the highly populated areas inside the Campi Flegrei caldera.

Predictability of the Lagrangian Motion in the Upper Ocean

NASA Astrophysics Data System (ADS)

Piterbarg, L. I.; Griffa, A.; Griffa, A.; Mariano, A. J.; Ozgokmen, T. M.; Ryan, E. H.

2001-12-01

The complex non-linear dynamics of the upper ocean leads to chaotic behavior of drifter trajectories in the ocean. Our study is focused on estimating the predictability limit for the position of an individual Lagrangian particle or a particle cluster based on the knowledge of mean currents and observations of nearby particles (predictors). The Lagrangian prediction problem, besides being a fundamental scientific problem, is also of great importance for practical applications such as search and rescue operations and for modeling the spread of fish larvae. A stochastic multi-particle model for the Lagrangian motion has been rigorously formulated and is a generalization of the well known "random flight" model for a single particle. Our model is mathematically consistent and includes a few easily interpreted parameters, such as the Lagrangian velocity decorrelation time scale, the turbulent velocity variance, and the velocity decorrelation radius, that can be estimated from data. The top Lyapunov exponent for an isotropic version of the model is explicitly expressed as a function of these parameters enabling us to approximate the predictability limit to first order. Lagrangian prediction errors for two new prediction algorithms are evaluated against simple algorithms and each other and are used to test the predictability limits of the stochastic model for isotropic turbulence. The first algorithm is based on a Kalman filter and uses the developed stochastic model. Its implementation for drifter clusters in both the Tropical Pacific and Adriatic Sea, showed good prediction skill over a period of 1-2 weeks. The prediction error is primarily a function of the data density, defined as the number of predictors within a velocity decorrelation spatial scale from the particle to be predicted. The second algorithm is model independent and is based on spatial regression considerations. Preliminary results, based on simulated, as well as, real data, indicate that it performs

Bayesian Lagrangian Data Assimilation and Drifter Deployment Strategies

NASA Astrophysics Data System (ADS)

Dutt, A.; Lermusiaux, P. F. J.

2017-12-01

Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials and other objects (e.g. pollutants, floating debris, search and rescue, etc.). Lagrangian Coherent Structures (LCSs) or the most influential/persistent material lines in a flow, provide a robust approach to characterize such Lagrangian transports and organize classic trajectories. Using the flow-map stochastic advection and a dynamically-orthogonal decomposition, we develop uncertainty prediction schemes for both Eulerian and Lagrangian variables. We then extend our Bayesian Gaussian Mixture Model (GMM)-DO filter to a joint Eulerian-Lagrangian Bayesian data assimilation scheme. The resulting nonlinear filter allows the simultaneous non-Gaussian estimation of Eulerian variables (e.g. velocity, temperature, salinity, etc.) and Lagrangian variables (e.g. drifter/float positions, trajectories, LCSs, etc.). Its results are showcased using a double-gyre flow with a random frequency, a stochastic flow past a cylinder, and realistic ocean examples. We further show how our Bayesian mutual information and adaptive sampling equations provide a rigorous efficient methodology to plan optimal drifter deployment strategies and predict the optimal times, locations, and types of measurements to be collected.

Simulation of atmospheric dispersion of radionuclides using an Eulerian-Lagrangian modelling system.

PubMed

Basit, Abdul; Espinosa, Francisco; Avila, Ruben; Raza, S; Irfan, N

2008-12-01

In this paper we present an atmospheric dispersion scenario for a proposed nuclear power plant in Pakistan involving the hypothetical accidental release of radionuclides. For this, a concept involving a Lagrangian stochastic particle model (LSPM) coupled with an Eulerian regional atmospheric modelling system (RAMS) is used. The atmospheric turbulent dispersion of radionuclides (represented by non-buoyant particles/neutral traces) in the LSPM is modelled by applying non-homogeneous turbulence conditions. The mean wind velocities governed by the topography of the region and the surface fluxes of momentum and heat are calculated by the RAMS code. A moving least squares (MLS) technique is introduced to calculate the concentration of radionuclides at ground level. The numerically calculated vertical profiles of wind velocity and temperature are compared with observed data. The results obtained demonstrate that in regions of complex terrain it is not sufficient to model the atmospheric dispersion of particles using a straight-line Gaussian plume model, and that by utilising a Lagrangian stochastic particle model and regional atmospheric modelling system a much more realistic estimation of the dispersion in such a hypothetical scenario was ascertained. The particle dispersion results for a 12 h ground release show that a triangular area of about 400 km(2) situated in the north-west quadrant of release is under radiological threat. The particle distribution shows that the use of a Gaussian plume model (GPM) in such situations will yield quite misleading results.

Comparing Lagrangian and Eulerian models for CO2 transport - a step towards Bayesian inverse modeling using WRF/STILT-VPRM

NASA Astrophysics Data System (ADS)

Pillai, D.; Gerbig, C.; Kretschmer, R.; Beck, V.; Karstens, U.; Neininger, B.; Heimann, M.

2012-10-01

We present simulations of atmospheric CO2 concentrations provided by two modeling systems, run at high spatial resolution: the Eulerian-based Weather Research Forecasting (WRF) model and the Lagrangian-based Stochastic Time-Inverted Lagrangian Transport (STILT) model, both of which are coupled to a diagnostic biospheric model, the Vegetation Photosynthesis and Respiration Model (VPRM). The consistency of the simulations is assessed with special attention paid to the details of horizontal as well as vertical transport and mixing of CO2 concentrations in the atmosphere. The dependence of model mismatch (Eulerian vs. Lagrangian) on models' spatial resolution is further investigated. A case study using airborne measurements during which two models showed large deviations from each other is analyzed in detail as an extreme case. Using aircraft observations and pulse release simulations, we identified differences in the representation of details in the interaction between turbulent mixing and advection through wind shear as the main cause of discrepancies between WRF and STILT transport at a spatial resolution such as 2 and 6 km. Based on observations and inter-model comparisons of atmospheric CO2 concentrations, we show that a refinement of the parameterization of turbulent velocity variance and Lagrangian time-scale in STILT is needed to achieve a better match between the Eulerian and the Lagrangian transport at such a high spatial resolution (e.g. 2 and 6 km). Nevertheless, the inter-model differences in simulated CO2 time series for a tall tower observatory at Ochsenkopf in Germany are about a factor of two smaller than the model-data mismatch and about a factor of three smaller than the mismatch between the current global model simulations and the data.

Modeling of confined turbulent fluid-particle flows using Eulerian and Lagrangian schemes

NASA Technical Reports Server (NTRS)

Adeniji-Fashola, A.; Chen, C. P.

1990-01-01

Two important aspects of fluid-particulate interaction in dilute gas-particle turbulent flows (the turbulent particle dispersion and the turbulence modulation effects) are addressed, using the Eulerian and Lagrangian modeling approaches to describe the particulate phase. Gradient-diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangina formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. Models proposed for both schemes are used to predict turbulent fully-developed gas-solid vertical pipe flow with reasonable accuracy.

Comparing Lagrangian and Eulerian models for CO2 transport - a step towards Bayesian inverse modeling using WRF/STILT-VPRM

NASA Astrophysics Data System (ADS)

Pillai, D.; Gerbig, C.; Kretschmer, R.; Beck, V.; Karstens, U.; Neininger, B.; Heimann, M.

2012-01-01

We present simulations of atmospheric CO2 concentrations provided by two modeling systems, run at high spatial resolution: the Eulerian-based Weather Research Forecasting (WRF) model and the Lagrangian-based Stochastic Time-Inverted Lagrangian Transport (STILT) model, both of which are coupled to a diagnostic biospheric model, the Vegetation Photosynthesis and Respiration Model (VPRM). The consistency of the simulations is assessed with special attention paid to the details of horizontal as well as vertical transport and mixing of CO2 concentrations in the atmosphere. The dependence of model mismatch (Eulerian vs. Lagrangian) on models' spatial resolution is further investigated. A case study using airborne measurements during which both models showed large deviations from each other is analyzed in detail as an extreme case. Using aircraft observations and pulse release simulations, we identified differences in the representation of details in the interaction between turbulent mixing and advection through wind shear as the main cause of discrepancies between WRF and STILT transport at a spatial resolution such as 2 and 6 km. Based on observations and inter-model comparisons of atmospheric CO2 concentrations, we show that a refinement of the parameterization of turbulent velocity variance and Lagrangian time-scale in STILT is needed to achieve a better match between the Eulerian and the Lagrangian transport at such a high spatial resolution (e.g. 2 and 6 km). Nevertheless, the inter-model differences in simulated CO2 time series for a tall tower observatory at Ochsenkopf in Germany are about a factor of two smaller than the model-data mismatch and about a factor of three smaller than the mismatch between the current global model simulations and the data. Thus suggests that it is reasonable to use STILT as an adjoint model of WRF atmospheric transport.

A Eulerian-Lagrangian Model to Simulate Two-Phase/Particulate Flows

NASA Technical Reports Server (NTRS)

Apte, S. V.; Mahesh, K.; Lundgren, T.

2003-01-01

Figure 1 shows a snapshot of liquid fuel spray coming out of an injector nozzle in a realistic gas-turbine combustor. Here the spray atomization was simulated using a stochastic secondary breakup model (Apte et al. 2003a) with point-particle approximation for the droplets. Very close to the injector, it is observed that the spray density is large and the droplets cannot be treated as point-particles. The volume displaced by the liquid in this region is significant and can alter the gas-phase ow and spray evolution. In order to address this issue, one can compute the dense spray regime by an Eulerian-Lagrangian technique using advanced interface tracking/level-set methods (Sussman et al. 1994; Tryggvason et al. 2001; Herrmann 2003). This, however, is computationally intensive and may not be viable in realistic complex configurations. We therefore plan to develop a methodology based on Eulerian-Lagrangian technique which will allow us to capture the essential features of primary atomization using models to capture interactions between the fluid and droplets and which can be directly applied to the standard atomization models used in practice. The numerical scheme for unstructured grids developed by Mahesh et al. (2003) for incompressible flows is modified to take into account the droplet volume fraction. The numerical framework is directly applicable to realistic combustor geometries. Our main objectives in this work are: Develop a numerical formulation based on Eulerian-Lagrangian techniques with models for interaction terms between the fluid and particles to capture the Kelvin- Helmholtz type instabilities observed during primary atomization. Validate this technique for various two-phase and particulate flows. Assess its applicability to capture primary atomization of liquid jets in conjunction with secondary atomization models.

Stochastic modelling of turbulent combustion for design optimization of gas turbine combustors

NASA Astrophysics Data System (ADS)

Mehanna Ismail, Mohammed Ali

The present work covers the development and the implementation of an efficient algorithm for the design optimization of gas turbine combustors. The purpose is to explore the possibilities and indicate constructive suggestions for optimization techniques as alternative methods for designing gas turbine combustors. The algorithm is general to the extent that no constraints are imposed on the combustion phenomena or on the combustor configuration. The optimization problem is broken down into two elementary problems: the first is the optimum search algorithm, and the second is the turbulent combustion model used to determine the combustor performance parameters. These performance parameters constitute the objective and physical constraints in the optimization problem formulation. The examination of both turbulent combustion phenomena and the gas turbine design process suggests that the turbulent combustion model represents a crucial part of the optimization algorithm. The basic requirements needed for a turbulent combustion model to be successfully used in a practical optimization algorithm are discussed. In principle, the combustion model should comply with the conflicting requirements of high fidelity, robustness and computational efficiency. To that end, the problem of turbulent combustion is discussed and the current state of the art of turbulent combustion modelling is reviewed. According to this review, turbulent combustion models based on the composition PDF transport equation are found to be good candidates for application in the present context. However, these models are computationally expensive. To overcome this difficulty, two different models based on the composition PDF transport equation were developed: an improved Lagrangian Monte Carlo composition PDF algorithm and the generalized stochastic reactor model. Improvements in the Lagrangian Monte Carlo composition PDF model performance and its computational efficiency were achieved through the

Lagrangian acceleration statistics in a turbulent channel flow

NASA Astrophysics Data System (ADS)

Stelzenmuller, Nickolas; Polanco, Juan Ignacio; Vignal, Laure; Vinkovic, Ivana; Mordant, Nicolas

2017-05-01

Lagrangian acceleration statistics in a fully developed turbulent channel flow at Reτ=1440 are investigated, based on tracer particle tracking in experiments and direct numerical simulations. The evolution with wall distance of the Lagrangian velocity and acceleration time scales is analyzed. Dependency between acceleration components in the near-wall region is described using cross-correlations and joint probability density functions. The strong streamwise coherent vortices typical of wall-bounded turbulent flows are shown to have a significant impact on the dynamics. This results in a strong anisotropy at small scales in the near-wall region that remains present in most of the channel. Such statistical properties may be used as constraints in building advanced Lagrangian stochastic models to predict the dispersion and mixing of chemical components for combustion or environmental studies.

Quantifying Aerial Concentrations of Maize Pollen in the Atmospheric Surface Layer Using Remote-Piloted Airplanes and Lagrangian Stochastic Modeling

NASA Astrophysics Data System (ADS)

Aylor, Donald E.; Boehm, Matthew T.; Shields, Elson J.

2006-07-01

The extensive adoption of genetically modified crops has led to a need to understand better the dispersal of pollen in the atmosphere because of the potential for unwanted movement of genetic traits via pollen flow in the environment. The aerial dispersal of maize pollen was studied by comparing the results of a Lagrangian stochastic (LS) model with pollen concentration measurements made over cornfields using a combination of tower-based rotorod samplers and airborne radio-controlled remote-piloted vehicles (RPVs) outfitted with remotely operated pollen samplers. The comparison between model and measurements was conducted in two steps. In the first step, the LS model was used in combination with the rotorod samplers to estimate the pollen release rate Q for each sampling period. In the second step, a modeled value for the concentration Cmodel, corresponding to each RPV measured value Cmeasure, was calculated by simulating the RPV flight path through the LS model pollen plume corresponding to the atmospheric conditions, field geometry, wind direction, and source strength. The geometric mean and geometric standard deviation of the ratio Cmodel/Cmeasure over all of the sampling periods, except those determined to be upwind of the field, were 1.42 and 4.53, respectively, and the lognormal distribution corresponding to these values was found to fit closely the PDF of Cmodel/Cmeasure. Model output was sensitive to the turbulence parameters, with a factor-of-100 difference in the average value of Cmodel over the range of values encountered during the experiment. In comparison with this large potential variability, it is concluded that the average factor of 1.4 between Cmodel and Cmeasure found here indicates that the LS model is capable of accurately predicting, on average, concentrations over a range of atmospheric conditions.

Stochastic modelling of animal movement.

PubMed

Smouse, Peter E; Focardi, Stefano; Moorcroft, Paul R; Kie, John G; Forester, James D; Morales, Juan M

2010-07-27

Modern animal movement modelling derives from two traditions. Lagrangian models, based on random walk behaviour, are useful for multi-step trajectories of single animals. Continuous Eulerian models describe expected behaviour, averaged over stochastic realizations, and are usefully applied to ensembles of individuals. We illustrate three modern research arenas. (i) Models of home-range formation describe the process of an animal 'settling down', accomplished by including one or more focal points that attract the animal's movements. (ii) Memory-based models are used to predict how accumulated experience translates into biased movement choices, employing reinforced random walk behaviour, with previous visitation increasing or decreasing the probability of repetition. (iii) Lévy movement involves a step-length distribution that is over-dispersed, relative to standard probability distributions, and adaptive in exploring new environments or searching for rare targets. Each of these modelling arenas implies more detail in the movement pattern than general models of movement can accommodate, but realistic empiric evaluation of their predictions requires dense locational data, both in time and space, only available with modern GPS telemetry.

Stochastic flux freezing and magnetic dynamo.

PubMed

Eyink, Gregory L

2011-05-01

Magnetic flux conservation in turbulent plasmas at high magnetic Reynolds numbers is argued neither to hold in the conventional sense nor to be entirely broken, but instead to be valid in a statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle trajectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. Empirical evidence is presented for spontaneous stochasticity, including numerical results. A Lagrangian path-integral approach is then exploited to establish stochastic flux freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux conservation must remain stochastic at infinite magnetic Reynolds number. An important application of these results is the kinematic, fluctuation dynamo in nonhelical, incompressible turbulence at magnetic Prandtl number (Pr(m)) equal to unity. Numerical results on the Lagrangian dynamo mechanisms by a stochastic particle method demonstrate a strong similarity between the Pr(m)=1 and 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. Finally, some consequences for nonlinear magnetohydrodynamic turbulence, dynamo, and reconnection are briefly considered. © 2011 American Physical Society

An online-coupled NWP/ACT model with conserved Lagrangian levels

NASA Astrophysics Data System (ADS)

Sørensen, B.; Kaas, E.; Lauritzen, P. H.

2012-04-01

Numerical weather and climate modelling is under constant development. Semi-implicit semi-Lagrangian (SISL) models have proven to be numerically efficient in both short-range weather forecasts and climate models, due to the ability to use long time steps. Chemical/aerosol feedback mechanism are becoming more and more relevant in NWP as well as climate models, since the biogenic and anthropogenic emissions can have a direct effect on the dynamics and radiative properties of the atmosphere. To include chemical feedback mechanisms in the NWP models, on-line coupling is crucial. In 3D semi-Lagrangian schemes with quasi-Lagrangian vertical coordinates the Lagrangian levels are remapped to Eulerian model levels each time step. This remapping introduces an undesirable tendency to smooth sharp gradients and creates unphysical numerical diffusion in the vertical distribution. A semi-Lagrangian advection method is introduced, it combines an inherently mass conserving 2D semi-Lagrangian scheme, with a SISL scheme employing both hybrid vertical coordinates and a fully Lagrangian vertical coordinate. This minimizes the vertical diffusion and thus potentially improves the simulation of the vertical profiles of moisture, clouds, and chemical constituents. Since the Lagrangian levels suffer from traditional Lagrangian limitations caused by the convergence and divergence of the flow, remappings to the Eulerian model levels are generally still required - but this need only be applied after a number of time steps - unless dynamic remapping methods are used. For this several different remapping methods has been implemented. The combined scheme is mass conserving, consistent, and multi-tracer efficient.

A large deviations principle for stochastic flows of viscous fluids

NASA Astrophysics Data System (ADS)

Cipriano, Fernanda; Costa, Tiago

2018-04-01

We study the well-posedness of a stochastic differential equation on the two dimensional torus T2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L2 (0 , T ;H1 (T2)) . The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokes flow approaches the Euler deterministic Lagrangian flow with an exponential rate function.

A Lagrangian subgrid-scale model with dynamic estimation of Lagrangian time scale for large eddy simulation of complex flows

NASA Astrophysics Data System (ADS)

Verma, Aman; Mahesh, Krishnan

2012-08-01

The dynamic Lagrangian averaging approach for the dynamic Smagorinsky model for large eddy simulation is extended to an unstructured grid framework and applied to complex flows. The Lagrangian time scale is dynamically computed from the solution and does not need any adjustable parameter. The time scale used in the standard Lagrangian model contains an adjustable parameter θ. The dynamic time scale is computed based on a "surrogate-correlation" of the Germano-identity error (GIE). Also, a simple material derivative relation is used to approximate GIE at different events along a pathline instead of Lagrangian tracking or multi-linear interpolation. Previously, the time scale for homogeneous flows was computed by averaging along directions of homogeneity. The present work proposes modifications for inhomogeneous flows. This development allows the Lagrangian averaged dynamic model to be applied to inhomogeneous flows without any adjustable parameter. The proposed model is applied to LES of turbulent channel flow on unstructured zonal grids at various Reynolds numbers. Improvement is observed when compared to other averaging procedures for the dynamic Smagorinsky model, especially at coarse resolutions. The model is also applied to flow over a cylinder at two Reynolds numbers and good agreement with previous computations and experiments is obtained. Noticeable improvement is obtained using the proposed model over the standard Lagrangian model. The improvement is attributed to a physically consistent Lagrangian time scale. The model also shows good performance when applied to flow past a marine propeller in an off-design condition; it regularizes the eddy viscosity and adjusts locally to the dominant flow features.

Conditional Stochastic Models in Reduced Space: Towards Efficient Simulation of Tropical Cyclone Precipitation Patterns

NASA Astrophysics Data System (ADS)

Dodov, B.

2017-12-01

Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon

Tracking plastics in the Mediterranean: 2D Lagrangian model.

PubMed

Liubartseva, S; Coppini, G; Lecci, R; Clementi, E

2018-04-01

Drift of floating debris is studied with a 2D Lagrangian model with stochastic beaching and sedimentation of plastics. An ensemble of >10 10 virtual particles is tracked from anthropogenic sources (coastal human populations, rivers, shipping lanes) to environmental destinations (sea surface, coastlines, seabed). Daily analyses of ocean currents and waves provided by CMEMS at a horizontal resolution of 1/16° are used to force the plastics. High spatio-temporal variability in sea-surface plastic concentrations without any stable long-term accumulations is found. Substantial accumulation of plastics is detected on coastlines and the sea bottom. The most contaminated areas are in the Cilician subbasin, Catalan Sea, and near the Po River Delta. Also, highly polluted local patches in the vicinity of sources with limited circulation are identified. An inverse problem solution, used to quantify the origins of plastics, shows that plastic pollution of every Mediterranean country is caused primarily by its own terrestrial sources. Copyright © 2018 Elsevier Ltd. All rights reserved.

Lagrangian particles with mixing. I. Simulating scalar transport

NASA Astrophysics Data System (ADS)

Klimenko, A. Y.

2009-06-01

The physical similarity and mathematical equivalence of continuous diffusion and particle random walk forms one of the cornerstones of modern physics and the theory of stochastic processes. The randomly walking particles do not need to posses any properties other than location in physical space. However, particles used in many models dealing with simulating turbulent transport and turbulent combustion do posses a set of scalar properties and mixing between particle properties is performed to reflect the dissipative nature of the diffusion processes. We show that the continuous scalar transport and diffusion can be accurately specified by means of localized mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. Particles with scalar properties and localized mixing represent an alternative formulation for the process, which is selected to represent the continuous diffusion. Simulating diffusion by Lagrangian particles with mixing involves three main competing requirements: minimizing stochastic uncertainty, minimizing bias introduced by numerical diffusion, and preserving independence of particles. These requirements are analyzed for two limited cases of mixing between two particles and mixing between a large number of particles. The problem of possible dependences between particles is most complicated. This problem is analyzed using a coupled chain of equations that has similarities with Bogolubov-Born-Green-Kirkwood-Yvon chain in statistical physics. Dependences between particles can be significant in close proximity of the particles resulting in a reduced rate of mixing. This work develops further ideas introduced in the previously published letter [Phys. Fluids 19, 031702 (2007)]. Paper I of this work is followed by Paper II [Phys. Fluids 19, 065102 (2009)] where modeling of turbulent reacting flows by Lagrangian particles with localized mixing is specifically considered.

Programmers manual for a one-dimensional Lagrangian transport model

USGS Publications Warehouse

Schoellhamer, D.H.; Jobson, H.E.

1986-01-01

A one-dimensional Lagrangian transport model for simulating water-quality constituents such as temperature, dissolved oxygen , and suspended sediment in rivers is presented in this Programmers Manual. Lagrangian transport modeling techniques, the model 's subroutines, and the user-written decay-coefficient subroutine are discussed in detail. Appendices list the program codes. The Programmers Manual is intended for the model user who needs to modify code either to adapt the model to a particular need or to use reaction kinetics not provided with the model. (Author 's abstract)

Lagrangian Particle Tracking Simulation for Warm-Rain Processes in Quasi-One-Dimensional Domain

NASA Astrophysics Data System (ADS)

Kunishima, Y.; Onishi, R.

2017-12-01

Conventional cloud simulations are based on the Euler method and compute each microphysics process in a stochastic way assuming infinite numbers of particles within each numerical grid. They therefore cannot provide the Lagrangian statistics of individual particles in cloud microphysics (i.e., aerosol particles, cloud particles, and rain drops) nor discuss the statistical fluctuations due to finite number of particles. We here simulate the entire precipitation process of warm-rain, with tracking individual particles. We use the Lagrangian Cloud Simulator (LCS), which is based on the Euler-Lagrangian framework. In that framework, flow motion and scalar transportation are computed with the Euler method, and particle motion with the Lagrangian one. The LCS tracks particle motions and collision events individually with considering the hydrodynamic interaction between approaching particles with a superposition method, that is, it can directly represent the collisional growth of cloud particles. It is essential for trustworthy collision detection to take account of the hydrodynamic interaction. In this study, we newly developed a stochastic model based on the Twomey cloud condensation nuclei (CCN) activation for the Lagrangian tracking simulation and integrated it into the LCS. Coupling with the Euler computation for water vapour and temperature fields, the initiation and condensational growth of water droplets were computed in the Lagrangian way. We applied the integrated LCS for a kinematic simulation of warm-rain processes in a vertically-elongated domain of, at largest, 0.03×0.03×3000 (m3) with horizontal periodicity. Aerosol particles with a realistic number density, 5×107 (m3), were evenly distributed over the domain at the initial state. Prescribed updraft at the early stage initiated development of a precipitating cloud. We have confirmed that the obtained bulk statistics fairly agree with those from a conventional spectral-bin scheme for a vertical column

Assimilating Eulerian and Lagrangian data in traffic-flow models

NASA Astrophysics Data System (ADS)

Xia, Chao; Cochrane, Courtney; DeGuire, Joseph; Fan, Gaoyang; Holmes, Emma; McGuirl, Melissa; Murphy, Patrick; Palmer, Jenna; Carter, Paul; Slivinski, Laura; Sandstede, Björn

2017-05-01

Data assimilation of traffic flow remains a challenging problem. One difficulty is that data come from different sources ranging from stationary sensors and camera data to GPS and cell phone data from moving cars. Sensors and cameras give information about traffic density, while GPS data provide information about the positions and velocities of individual cars. Previous methods for assimilating Lagrangian data collected from individual cars relied on specific properties of the underlying computational model or its reformulation in Lagrangian coordinates. These approaches make it hard to assimilate both Eulerian density and Lagrangian positional data simultaneously. In this paper, we propose an alternative approach that allows us to assimilate both Eulerian and Lagrangian data. We show that the proposed algorithm is accurate and works well in different traffic scenarios and regardless of whether ensemble Kalman or particle filters are used. We also show that the algorithm is capable of estimating parameters and assimilating real traffic observations and synthetic observations obtained from microscopic models.

Lagrangian predictability characteristics of an Ocean Model

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Palatella, Luigi; Santoleri, Rosalia

2014-11-01

The Mediterranean Forecasting System (MFS) Ocean Model, provided by INGV, has been chosen as case study to analyze Lagrangian trajectory predictability by means of a dynamical systems approach. To this regard, numerical trajectories are tested against a large amount of Mediterranean drifter data, used as sample of the actual tracer dynamics across the sea. The separation rate of a trajectory pair is measured by computing the Finite-Scale Lyapunov Exponent (FSLE) of first and second kind. An additional kinematic Lagrangian model (KLM), suitably treated to avoid "sweeping"-related problems, has been nested into the MFS in order to recover, in a statistical sense, the velocity field contributions to pair particle dispersion, at mesoscale level, smoothed out by finite resolution effects. Some of the results emerging from this work are: (a) drifter pair dispersion displays Richardson's turbulent diffusion inside the [10-100] km range, while numerical simulations of MFS alone (i.e., without subgrid model) indicate exponential separation; (b) adding the subgrid model, model pair dispersion gets very close to observed data, indicating that KLM is effective in filling the energy "mesoscale gap" present in MFS velocity fields; (c) there exists a threshold size beyond which pair dispersion becomes weakly sensitive to the difference between model and "real" dynamics; (d) the whole methodology here presented can be used to quantify model errors and validate numerical current fields, as far as forecasts of Lagrangian dispersion are concerned.

Lagrangian methods for blood damage estimation in cardiovascular devices--How numerical implementation affects the results.

PubMed

Marom, Gil; Bluestein, Danny

2016-01-01

This paper evaluated the influence of various numerical implementation assumptions on predicting blood damage in cardiovascular devices using Lagrangian methods with Eulerian computational fluid dynamics. The implementation assumptions that were tested included various seeding patterns, stochastic walk model, and simplified trajectory calculations with pathlines. Post processing implementation options that were evaluated included single passage and repeated passages stress accumulation and time averaging. This study demonstrated that the implementation assumptions can significantly affect the resulting stress accumulation, i.e., the blood damage model predictions. Careful considerations should be taken in the use of Lagrangian models. Ultimately, the appropriate assumptions should be considered based the physics of the specific case and sensitivity analysis, similar to the ones presented here, should be employed.

Lagrangian methods for blood damage estimation in cardiovascular devices - How numerical implementation affects the results

PubMed Central

Marom, Gil; Bluestein, Danny

2016-01-01

Summary This paper evaluated the influence of various numerical implementation assumptions on predicting blood damage in cardiovascular devices using Lagrangian methods with Eulerian computational fluid dynamics. The implementation assumptions that were tested included various seeding patterns, stochastic walk model, and simplified trajectory calculations with pathlines. Post processing implementation options that were evaluated included single passage and repeated passages stress accumulation and time averaging. This study demonstrated that the implementation assumptions can significantly affect the resulting stress accumulation, i.e., the blood damage model predictions. Careful considerations should be taken in the use of Lagrangian models. Ultimately, the appropriate assumptions should be considered based the physics of the specific case and sensitivity analysis, similar to the ones presented here, should be employed. PMID:26679833

Coupled Stochastic Time-Inverted Lagrangian Transport/Weather Forecast and Research/Vegetation Photosynthesis and Respiration Model. Part II; Simulations of Tower-Based and Airborne CO2 Measurements

NASA Technical Reports Server (NTRS)

Eluszkiewicz, Janusz; Nehrkorn, Thomas; Wofsy, Steven C.; Matross, Daniel; Gerbig, Christoph; Lin, John C.; Freitas, Saulo; Longo, Marcos; Andrews, Arlyn E.; Peters, Wouter

2007-01-01

This paper evaluates simulations of atmospheric CO2 measured in 2004 at continental surface and airborne receptors, intended to test the capability to use data with high temporal and spatial resolution for analyses of carbon sources and sinks at regional and continental scales. The simulations were performed using the Stochastic Time-Inverted Lagrangian Transport (STILT) model driven by the Weather Forecast and Research (WRF) model, and linked to surface fluxes from the satellite-driven Vegetation Photosynthesis and Respiration Model (VPRM). The simulations provide detailed representations of hourly CO2 tower data and reproduce the shapes of airborne vertical profiles with high fidelity. WRF meteorology gives superior model performance compared with standard meteorological products, and the impact of including WRF convective mass fluxes in the STILT trajectory calculations is significant in individual cases. Important biases in the simulation are associated with the nighttime CO2 build-up and subsequent morning transition to convective conditions, and with errors in the advected lateral boundary condition. Comparison of STILT simulations driven by the WRF model against those driven by the Brazilian variant of the Regional Atmospheric Modeling System (BRAMS) shows that model-to-model differences are smaller than between an individual transport model and observations, pointing to systematic errors in the simulated transport. Future developments in the WRF model s data assimilation capabilities, basic research into the fundamental aspects of trajectory calculations, and intercomparison studies involving other transport models, are possible venues for reducing these errors. Overall, the STILT/WRF/VPRM offers a powerful tool for continental and regional scale carbon flux estimates.

Users manual for a one-dimensional Lagrangian transport model

USGS Publications Warehouse

Schoellhamer, D.H.; Jobson, H.E.

1986-01-01

A Users Manual for the Lagrangian Transport Model (LTM) is presented. The LTM uses Lagrangian calculations that are based on a reference frame moving with the river flow. The Lagrangian reference frame eliminates the need to numerically solve the convective term of the convection-diffusion equation and provides significant numerical advantages over the more commonly used Eulerian reference frame. When properly applied, the LTM can simulate riverine transport and decay processes within the accuracy required by most water quality studies. The LTM is applicable to steady or unsteady one-dimensional unidirectional flows in fixed channels with tributary and lateral inflows. Application of the LTM is relatively simple and optional capabilities improve the model 's convenience. Appendices give file formats and three example LTM applications that include the incorporation of the QUAL II water quality model 's reaction kinetics into the LTM. (Author 's abstract)

Differential geometry based solvation model II: Lagrangian formulation.

PubMed

Chen, Zhan; Baker, Nathan A; Wei, G W

2011-12-01

Solvation is an elementary process in nature and is of paramount importance to more sophisticated chemical, biological and biomolecular processes. The understanding of solvation is an essential prerequisite for the quantitative description and analysis of biomolecular systems. This work presents a Lagrangian formulation of our differential geometry based solvation models. The Lagrangian representation of biomolecular surfaces has a few utilities/advantages. First, it provides an essential basis for biomolecular visualization, surface electrostatic potential map and visual perception of biomolecules. Additionally, it is consistent with the conventional setting of implicit solvent theories and thus, many existing theoretical algorithms and computational software packages can be directly employed. Finally, the Lagrangian representation does not need to resort to artificially enlarged van der Waals radii as often required by the Eulerian representation in solvation analysis. The main goal of the present work is to analyze the connection, similarity and difference between the Eulerian and Lagrangian formalisms of the solvation model. Such analysis is important to the understanding of the differential geometry based solvation model. The present model extends the scaled particle theory of nonpolar solvation model with a solvent-solute interaction potential. The nonpolar solvation model is completed with a Poisson-Boltzmann (PB) theory based polar solvation model. The differential geometry theory of surfaces is employed to provide a natural description of solvent-solute interfaces. The optimization of the total free energy functional, which encompasses the polar and nonpolar contributions, leads to coupled potential driven geometric flow and PB equations. Due to the development of singularities and nonsmooth manifolds in the Lagrangian representation, the resulting potential-driven geometric flow equation is embedded into the Eulerian representation for the purpose of

Differential geometry based solvation model II: Lagrangian formulation

PubMed Central

Chen, Zhan; Baker, Nathan A.; Wei, G. W.

2010-01-01

Solvation is an elementary process in nature and is of paramount importance to more sophisticated chemical, biological and biomolecular processes. The understanding of solvation is an essential prerequisite for the quantitative description and analysis of biomolecular systems. This work presents a Lagrangian formulation of our differential geometry based solvation model. The Lagrangian representation of biomolecular surfaces has a few utilities/advantages. First, it provides an essential basis for biomolecular visualization, surface electrostatic potential map and visual perception of biomolecules. Additionally, it is consistent with the conventional setting of implicit solvent theories and thus, many existing theoretical algorithms and computational software packages can be directly employed. Finally, the Lagrangian representation does not need to resort to artificially enlarged van der Waals radii as often required by the Eulerian representation in solvation analysis. The main goal of the present work is to analyze the connection, similarity and difference between the Eulerian and Lagrangian formalisms of the solvation model. Such analysis is important to the understanding of the differential geometry based solvation model. The present model extends the scaled particle theory (SPT) of nonpolar solvation model with a solvent-solute interaction potential. The nonpolar solvation model is completed with a Poisson-Boltzmann (PB) theory based polar solvation model. The differential geometry theory of surfaces is employed to provide a natural description of solvent-solute interfaces. The minimization of the total free energy functional, which encompasses the polar and nonpolar contributions, leads to coupled potential driven geometric flow and Poisson-Boltzmann equations. Due to the development of singularities and nonsmooth manifolds in the Lagrangian representation, the resulting potential-driven geometric flow equation is embedded into the Eulerian representation for

A Lagrangian mixing frequency model for transported PDF modeling

NASA Astrophysics Data System (ADS)

Turkeri, Hasret; Zhao, Xinyu

2017-11-01

In this study, a Lagrangian mixing frequency model is proposed for molecular mixing models within the framework of transported probability density function (PDF) methods. The model is based on the dissipations of mixture fraction and progress variables obtained from Lagrangian particles in PDF methods. The new model is proposed as a remedy to the difficulty in choosing the optimal model constant parameters when using conventional mixing frequency models. The model is implemented in combination with the Interaction by exchange with the mean (IEM) mixing model. The performance of the new model is examined by performing simulations of Sandia Flame D and the turbulent premixed flame from the Cambridge stratified flame series. The simulations are performed using the pdfFOAM solver which is a LES/PDF solver developed entirely in OpenFOAM. A 16-species reduced mechanism is used to represent methane/air combustion, and in situ adaptive tabulation is employed to accelerate the finite-rate chemistry calculations. The results are compared with experimental measurements as well as with the results obtained using conventional mixing frequency models. Dynamic mixing frequencies are predicted using the new model without solving additional transport equations, and good agreement with experimental data is observed.

Development of an analytical Lagrangian model for passive scalar dispersion in low-wind speed meandering conditions

NASA Astrophysics Data System (ADS)

Stefanello, M. B.; Degrazia, G. A.; Mortarini, L.; Buligon, L.; Maldaner, S.; Carvalho, J. C.; Acevedo, O. C.; Martins, L. G. N.; Anfossi, D.; Buriol, C.; Roberti, D.

2018-02-01

Describing the effects of wind meandering motions on the dispersion of scalars is a challenging task, since this type of flow represents a physical state characterized by multiple scales. In this study, a Lagrangian stochastic diffusion model is derived to describe scalar transport during the horizontal wind meandering phenomenon that occurs within a planetary boundary layer. The model is derived from the linearization of the Langevin equation, and it employs a heuristic functional form that represents the autocorrelation function of meandering motion. The new solutions, which describe the longitudinal and lateral wind components, were used to simulate tracer experiments that were performed in low-wind speed conditions. The results of the comparison indicate that the new model can effectively reproduce the observed concentrations of the contaminants, and therefore, it can satisfactorily describe enhanced dispersion effects due to the presence of meandering.

Learn the Lagrangian: A Vector-Valued RKHS Approach to Identifying Lagrangian Systems.

PubMed

Cheng, Ching-An; Huang, Han-Pang

2016-12-01

We study the modeling of Lagrangian systems with multiple degrees of freedom. Based on system dynamics, canonical parametric models require ad hoc derivations and sometimes simplification for a computable solution; on the other hand, due to the lack of prior knowledge in the system's structure, modern nonparametric models in machine learning face the curse of dimensionality, especially in learning large systems. In this paper, we bridge this gap by unifying the theories of Lagrangian systems and vector-valued reproducing kernel Hilbert space. We reformulate Lagrangian systems with kernels that embed the governing Euler-Lagrange equation-the Lagrangian kernels-and show that these kernels span a subspace capturing the Lagrangian's projection as inverse dynamics. By such property, our model uses only inputs and outputs as in machine learning and inherits the structured form as in system dynamics, thereby removing the need for the mundane derivations for new systems as well as the generalization problem in learning from scratches. In effect, it learns the system's Lagrangian, a simpler task than directly learning the dynamics. To demonstrate, we applied the proposed kernel to identify the robot inverse dynamics in simulations and experiments. Our results present a competitive novel approach to identifying Lagrangian systems, despite using only inputs and outputs.

Generalization of one-dimensional solute transport: A stochastic-convective flow conceptualization

NASA Astrophysics Data System (ADS)

Simmons, C. S.

1986-04-01

A stochastic-convective representation of one-dimensional solute transport is derived. It is shown to conceptually encompass solutions of the conventional convection-dispersion equation. This stochastic approach, however, does not rely on the assumption that dispersive flux satisfies Fick's diffusion law. Observable values of solute concentration and flux, which together satisfy a conservation equation, are expressed as expectations over a flow velocity ensemble, representing the inherent random processess that govern dispersion. Solute concentration is determined by a Lagrangian pdf for random spatial displacements, while flux is determined by an equivalent Eulerian pdf for random travel times. A condition for such equivalence is derived for steady nonuniform flow, and it is proven that both Lagrangian and Eulerian pdfs are required to account for specified initial and boundary conditions on a global scale. Furthermore, simplified modeling of transport is justified by proving that an ensemble of effectively constant velocities always exists that constitutes an equivalent representation. An example of how a two-dimensional transport problem can be reduced to a single-dimensional stochastic viewpoint is also presented to further clarify concepts.

Leading-order classical Lagrangians for the nonminimal standard-model extension

NASA Astrophysics Data System (ADS)

Reis, J. A. A. S.; Schreck, M.

2018-03-01

In this paper, we derive the general leading-order classical Lagrangian covering all fermion operators of the nonminimal standard-model extension (SME). Such a Lagrangian is considered to be the point-particle analog of the effective field theory description of Lorentz violation that is provided by the SME. At leading order in Lorentz violation, the Lagrangian obtained satisfies the set of five nonlinear equations that govern the map from the field theory to the classical description. This result can be of use for phenomenological studies of classical bodies in gravitational fields.

Lagrangian Observations and Modeling of Marine Larvae

NASA Astrophysics Data System (ADS)

Paris, Claire B.; Irisson, Jean-Olivier

2017-04-01

Just within the past two decades, studies on the early-life history stages of marine organisms have led to new paradigms in population dynamics. Unlike passive plant seeds that are transported by the wind or by animals, marine larvae have motor and sensory capabilities. As a result, marine larvae have a tremendous capacity to actively influence their dispersal. This is continuously revealed as we develop new techniques to observe larvae in their natural environment and begin to understand their ability to detect cues throughout ontogeny, process the information, and use it to ride ocean currents and navigate their way back home, or to a place like home. We present innovative in situ and numerical modeling approaches developed to understand the underlying mechanisms of larval transport in the ocean. We describe a novel concept of a Lagrangian platform, the Drifting In Situ Chamber (DISC), designed to observe and quantify complex larval behaviors and their interactions with the pelagic environment. We give a brief history of larval ecology research with the DISC, showing that swimming is directional in most species, guided by cues as diverse as the position of the sun or the underwater soundscape, and even that (unlike humans!) larvae orient better and swim faster when moving as a group. The observed Lagrangian behavior of individual larvae are directly implemented in the Connectivity Modeling System (CMS), an open source Lagrangian tracking application. Simulations help demonstrate the impact that larval behavior has compared to passive Lagrangian trajectories. These methodologies are already the base of exciting findings and are promising tools for documenting and simulating the behavior of other small pelagic organisms, forecasting their migration in a changing ocean.

A new method to calibrate Lagrangian model with ASAR images for oil slick trajectory.

PubMed

Tian, Siyu; Huang, Xiaoxia; Li, Hongga

2017-03-15

Since Lagrangian model coefficients vary with different conditions, it is necessary to calibrate the model to obtain optimal coefficient combination for special oil spill accident. This paper focuses on proposing a new method to calibrate Lagrangian model with time series of Envisat ASAR images. Oil slicks extracted from time series images form a detected trajectory of special oil slick. Lagrangian model is calibrated by minimizing the difference between simulated trajectory and detected trajectory. mean center position distance difference (MCPD) and rotation difference (RD) of Oil slicks' or particles' standard deviational ellipses (SDEs) are calculated as two evaluations. The two parameters are taken to evaluate the performance of Lagrangian transport model with different coefficient combinations. This method is applied to Penglai 19-3 oil spill accident. The simulation result with calibrated model agrees well with related satellite observations. It is suggested the new method is effective to calibrate Lagrangian model. Copyright © 2016 Elsevier Ltd. All rights reserved.

A Lagrangian dynamic subgrid-scale model turbulence

NASA Technical Reports Server (NTRS)

Meneveau, C.; Lund, T. S.; Cabot, W.

1994-01-01

A new formulation of the dynamic subgrid-scale model is tested in which the error associated with the Germano identity is minimized over flow pathlines rather than over directions of statistical homogeneity. This procedure allows the application of the dynamic model with averaging to flows in complex geometries that do not possess homogeneous directions. The characteristic Lagrangian time scale over which the averaging is performed is chosen such that the model is purely dissipative, guaranteeing numerical stability when coupled with the Smagorinsky model. The formulation is tested successfully in forced and decaying isotropic turbulence and in fully developed and transitional channel flow. In homogeneous flows, the results are similar to those of the volume-averaged dynamic model, while in channel flow, the predictions are superior to those of the plane-averaged dynamic model. The relationship between the averaged terms in the model and vortical structures (worms) that appear in the LES is investigated. Computational overhead is kept small (about 10 percent above the CPU requirements of the volume or plane-averaged dynamic model) by using an approximate scheme to advance the Lagrangian tracking through first-order Euler time integration and linear interpolation in space.

Lagrangian velocity and acceleration correlations of large inertial particles in a closed turbulent flow

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

Machicoane, Nathanaël; Volk, Romain

We investigate the response of large inertial particle to turbulent fluctuations in an inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters are comparable to the flow integral scale. Both velocity and acceleration correlation functions are analyzed to compute the Lagrangian integral time and the acceleration time scale of such particles. The knowledge of how size and density affect these time scales is crucial in understanding particle dynamics and may permit stochastic process modelization using two-time models (for instance, Sawford’s). As particles are tracked over long timesmore » in the quasi-totality of a closed flow, the mean flow influences their behaviour and also biases the velocity time statistics, in particular the velocity correlation functions. By using a method that allows for the computation of turbulent velocity trajectories, we can obtain unbiased Lagrangian integral time. This is particularly useful in accessing the scale separation for such particles and to comparing it to the case of fluid particles in a similar configuration.« less

Steepest Ascent Low/Non-Low-Frequency Ratio in Empirical Mode Decomposition to Separate Deterministic and Stochastic Velocities From a Single Lagrangian Drifter

NASA Astrophysics Data System (ADS)

Chu, Peter C.

2018-03-01

SOund Fixing And Ranging (RAFOS) floats deployed by the Naval Postgraduate School (NPS) in the California Current system from 1992 to 2001 at depth between 150 and 600 m (http://www.oc.nps.edu/npsRAFOS/) are used to study 2-D turbulent characteristics. Each drifter trajectory is adaptively decomposed using the empirical mode decomposition (EMD) into a series of intrinsic mode functions (IMFs) with corresponding specific scale for each IMF. A new steepest ascent low/non-low-frequency ratio is proposed in this paper to separate a Lagrangian trajectory into low-frequency (nondiffusive, i.e., deterministic) and high-frequency (diffusive, i.e., stochastic) components. The 2-D turbulent (or called eddy) diffusion coefficients are calculated on the base of the classical turbulent diffusion with mixing length theory from stochastic component of a single drifter. Statistical characteristics of the calculated 2-D turbulence length scale, strength, and diffusion coefficients from the NPS RAFOS data are presented with the mean values (over the whole drifters) of the 2-D diffusion coefficients comparable to the commonly used diffusivity tensor method.

Lagrangian averages, averaged Lagrangians, and the mean effects of fluctuations in fluid dynamics.

PubMed

Holm, Darryl D.

2002-06-01

We begin by placing the generalized Lagrangian mean (GLM) equations for a compressible adiabatic fluid into the Euler-Poincare (EP) variational framework of fluid dynamics, for an averaged Lagrangian. This is the Lagrangian averaged Euler-Poincare (LAEP) theorem. Next, we derive a set of approximate small amplitude GLM equations (glm equations) at second order in the fluctuating displacement of a Lagrangian trajectory from its mean position. These equations express the linear and nonlinear back-reaction effects on the Eulerian mean fluid quantities by the fluctuating displacements of the Lagrangian trajectories in terms of their Eulerian second moments. The derivation of the glm equations uses the linearized relations between Eulerian and Lagrangian fluctuations, in the tradition of Lagrangian stability analysis for fluids. The glm derivation also uses the method of averaged Lagrangians, in the tradition of wave, mean flow interaction. Next, the new glm EP motion equations for incompressible ideal fluids are compared with the Euler-alpha turbulence closure equations. An alpha model is a GLM (or glm) fluid theory with a Taylor hypothesis closure. Such closures are based on the linearized fluctuation relations that determine the dynamics of the Lagrangian statistical quantities in the Euler-alpha equations. Thus, by using the LAEP theorem, we bridge between the GLM equations and the Euler-alpha closure equations, through the small-amplitude glm approximation in the EP variational framework. We conclude by highlighting a new application of the GLM, glm, and alpha-model results for Lagrangian averaged ideal magnetohydrodynamics. (c) 2002 American Institute of Physics.

Lagrangian Timescales of Southern Ocean Upwelling in a Hierarchy of Model Resolutions

NASA Astrophysics Data System (ADS)

Drake, Henri F.; Morrison, Adele K.; Griffies, Stephen M.; Sarmiento, Jorge L.; Weijer, Wilbert; Gray, Alison R.

2018-01-01

In this paper we study upwelling pathways and timescales of Circumpolar Deep Water (CDW) in a hierarchy of models using a Lagrangian particle tracking method. Lagrangian timescales of CDW upwelling decrease from 87 years to 31 years to 17 years as the ocean resolution is refined from 1° to 0.25° to 0.1°. We attribute some of the differences in timescale to the strength of the eddy fields, as demonstrated by temporally degrading high-resolution model velocity fields. Consistent with the timescale dependence, we find that an average Lagrangian particle completes 3.2 circumpolar loops in the 1° model in comparison to 0.9 loops in the 0.1° model. These differences suggest that advective timescales and thus interbasin merging of upwelling CDW may be overestimated by coarse-resolution models, potentially affecting the skill of centennial scale climate change projections.

Comparisons of Lagrangian and Eulerian PDF methods in simulations of non-premixed turbulent jet flames with moderate-to-strong turbulence-chemistry interactions

NASA Astrophysics Data System (ADS)

Jaishree, J.; Haworth, D. C.

2012-06-01

Transported probability density function (PDF) methods have been applied widely and effectively for modelling turbulent reacting flows. In most applications of PDF methods to date, Lagrangian particle Monte Carlo algorithms have been used to solve a modelled PDF transport equation. However, Lagrangian particle PDF methods are computationally intensive and are not readily integrated into conventional Eulerian computational fluid dynamics (CFD) codes. Eulerian field PDF methods have been proposed as an alternative. Here a systematic comparison is performed among three methods for solving the same underlying modelled composition PDF transport equation: a consistent hybrid Lagrangian particle/Eulerian mesh (LPEM) method, a stochastic Eulerian field (SEF) method and a deterministic Eulerian field method with a direct-quadrature-method-of-moments closure (a multi-environment PDF-MEPDF method). The comparisons have been made in simulations of a series of three non-premixed, piloted methane-air turbulent jet flames that exhibit progressively increasing levels of local extinction and turbulence-chemistry interactions: Sandia/TUD flames D, E and F. The three PDF methods have been implemented using the same underlying CFD solver, and results obtained using the three methods have been compared using (to the extent possible) equivalent physical models and numerical parameters. Reasonably converged mean and rms scalar profiles are obtained using 40 particles per cell for the LPEM method or 40 Eulerian fields for the SEF method. Results from these stochastic methods are compared with results obtained using two- and three-environment MEPDF methods. The relative advantages and disadvantages of each method in terms of accuracy and computational requirements are explored and identified. In general, the results obtained from the two stochastic methods (LPEM and SEF) are very similar, and are in closer agreement with experimental measurements than those obtained using the MEPDF method

Sensitivity Analysis of a Lagrangian Sea Ice Model

NASA Astrophysics Data System (ADS)

Rabatel, Matthias; Rampal, Pierre; Bertino, Laurent; Carrassi, Alberto; Jones, Christopher K. R. T.

2017-04-01

Large changes in the Arctic sea ice have been observed in the last decades in terms of the ice thickness, extension and drift. Understanding the mechanisms behind these changes is of paramount importance to enhance our modeling and forecasting capabilities. For 40 years, models have been developed to describe the non-linear dynamical response of the sea ice to a number of external and internal factors. Nevertheless, there still exists large deviations between predictions and observations. There are related to incorrect descriptions of the sea ice response and/or to the uncertainties about the different sources of information: parameters, initial and boundary conditions and external forcing. Data assimilation (DA) methods are used to combine observations with models, and there is nowadays an increasing interest of DA for sea-ice models and observations. We consider here the state-of-the art sea-ice model, neXtSIM te{Rampal2016a}, which is based on a time-varying Lagrangian mesh and makes use of the Elasto-Brittle rheology. Our ultimate goal is designing appropriate DA scheme for such a modelling facility. This contribution reports about the first milestone along this line: a sensitivity analysis in order to quantify forecast error to guide model development and to set basis for further Lagrangian DA methods. Specific features of the sea-ice dynamics in relation to the wind are thus analysed. Virtual buoys are deployed across the Arctic domain and their trajectories of motion are analysed. The simulated trajectories are also compared to real buoys trajectories observed. The model response is also compared with that one from a model version not including internal forcing to highlight the role of the rheology. Conclusions and perspectives for the general DA implementation are also discussed. \\bibitem{Rampal2016a} P. Rampal, S. Bouillon, E. Ólason, and M. Morlighem. ne{X}t{SIM}: a new {L}agrangian sea ice model. The Cryosphere, 10 (3): 1055-1073, 2016.

Testing of a new dense gas approach in the Lagrangian Dispersion Model SPRAY.

NASA Astrophysics Data System (ADS)

Mortarini, Luca; Alessandrini, Stefano; Ferrero, Enrico; Anfossi, Domenico; Manfrin, Massimiliano

2013-04-01

A new original method for the dispersion of a positively and negatively buoyant plume is proposed. The buoyant pollutant movement is treated introducing a fictitious scalar inside the Lagrangian Stochastic Particle Model SPRAY. The method is based on the same idea of Alessandrini and Ferrero (Phys. A 388:1375-1387, 2009) for the treatment of a background substance entrainment into the plume. In this application, the fictitious scalar is the density and momentum difference between the plume portions and the environment air that naturally takes into account the interaction between the plume and the environment. As a consequence, no more particles than those inside the plume have to be released to simulate the entrainment of the background air temperature. In this way the entrainment is properly simulated and the plume sink is calculated from the local property of the flow. This new approach is wholly Lagrangian in the sense that the Eulerian grid is only used to compute the propriety of a portion of the plume from the particles contained in every cell. No equation of the bulk plume is solved on a fixed grid. To thoroughly test the turbulent velocity field calculated by the model, the latter is compared with a water tank experiment carried out in the TURLAB laboratory in Turin (Italy). A vertical density driven current was created releasing a saline solution (salt and water) in a water tank with no mean flow. The experiment reproduces in physical similarity, based on the density Froud number, the release of a dense gas in the planetary boundary layer and the Particle Image Velocimetry technique has been used to analyze the buoyancy generated velocity field. The high temporal and spatial resolution of the measurements gives a deep insight to the problems of the bouncing of the dense gas and of the creation of the outflow velocity at the ground.

Transport upscaling from pore- to Darcy-scale: Incorporating pore-scale Berea sandstone Lagrangian velocity statistics into a Darcy-scale transport CTRW model

NASA Astrophysics Data System (ADS)

Puyguiraud, Alexandre; Dentz, Marco; Gouze, Philippe

2017-04-01

For the past several years a lot of attention has been given to pore-scale flow in order to understand and model transport, mixing and reaction in porous media. Nevertheless we believe that an accurate study of spatial and temporal evolution of velocities could bring important additional information for the upscaling from pore to higher scales. To gather these pieces of information, we perform Stokes flow simulations on pore-scale digitized images of a Berea sandstone core. First, micro-tomography (XRMT) imaging and segmentation processes allow us to obtain 3D black and white images of the sample [1]. Then we used an OpenFoam solver to perform the Stokes flow simulations mentioned above, which gives us the velocities at the interfaces of a cubic mesh. Subsequently, we use a particle streamline reconstruction technique which uses the Eulerian velocity field previously obtained. This technique, based on a modified Pollock algorithm [2], enables us to make particle tracking simulations on the digitized sample. In order to build a stochastic pore-scale transport model, we analyze the Lagrangian velocity series in two different ways. First we investigate the velocity evolution by sampling isochronically (t-Lagrangian), and by studying its statistical properties in terms of one- and two-points statistics. Intermittent patterns can be observed. These are due to the persistance of low velocities over a characteristic space length. Other results are investigated, such as correlation functions and velocity PDFs, which permit us to study more deeply this persistence in the velocities and to compute the correlation times. However, with the second approach, doing these same analysis in space by computing the velocities equidistantly, enables us to remove the intermittency shown in the temporal evolution and to model these velocity series as a Markov process. This renders the stochastic particle dynamics into a CTRW [3]. [1] Gjetvaj, F., A. Russian, P. Gouze, and M. Dentz (2015

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

About non standard Lagrangians in cosmology

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

Dimitrijevic, Dragoljub D.; Milosevic, Milan

A review of non standard Lagrangians present in modern cosmological models will be considered. Well known example of non standard Lagrangian is Dirac-Born-Infeld (DBI) type Lagrangian for tachyon field. Another type of non standard Lagrangian under consideration contains scalar field which describes open p-adic string tachyon and is called p-adic string theory Lagrangian. We will investigate homogenous cases of both DBI and p-adic fields and obtain Lagrangians of the standard type which have the same equations of motions as aforementioned non standard one.

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.

A shifted hyperbolic augmented Lagrangian-based artificial fish two-swarm algorithm with guaranteed convergence for constrained global optimization

NASA Astrophysics Data System (ADS)

Rocha, Ana Maria A. C.; Costa, M. Fernanda P.; Fernandes, Edite M. G. P.

2016-12-01

This article presents a shifted hyperbolic penalty function and proposes an augmented Lagrangian-based algorithm for non-convex constrained global optimization problems. Convergence to an ?-global minimizer is proved. At each iteration k, the algorithm requires the ?-global minimization of a bound constrained optimization subproblem, where ?. The subproblems are solved by a stochastic population-based metaheuristic that relies on the artificial fish swarm paradigm and a two-swarm strategy. To enhance the speed of convergence, the algorithm invokes the Nelder-Mead local search with a dynamically defined probability. Numerical experiments with benchmark functions and engineering design problems are presented. The results show that the proposed shifted hyperbolic augmented Lagrangian compares favorably with other deterministic and stochastic penalty-based methods.

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

Fluid Dynamics Lagrangian Simulation Model

NASA Astrophysics Data System (ADS)

Hyman, Ellis

1994-02-01

The work performed by Science Applications International Corporation (SAIC) on this contract, Fluid Dynamics Lagrangian Simulation Model, Contract Number N00014-89-C-2106, SAIC Project Number 01-0157-03-0768, focused on a number of research topics in fluid dynamics. The work was in support of the programs of NRL's Laboratory for Computational Physics and Fluid Dynamics and covered the period from 10 September 1989 to 9 December 1993. In the following sections, we describe each of the efforts and the results obtained. Much of the research work has resulted in journal publications. These are included in Appendices of this report for which the reader is referred for complete details.

A kinematic wave model in Lagrangian coordinates incorporating capacity drop: Application to homogeneous road stretches and discontinuities

NASA Astrophysics Data System (ADS)

Yuan, Kai; Knoop, Victor L.; Hoogendoorn, Serge P.

2017-01-01

On freeways, congestion always leads to capacity drop. This means the queue discharge rate is lower than the pre-queue capacity. Our recent research findings indicate that the queue discharge rate increases with the speed in congestion, that is the capacity drop is strongly correlated with the congestion state. Incorporating this varying capacity drop into a kinematic wave model is essential for assessing consequences of control strategies. However, to the best of authors' knowledge, no such a model exists. This paper fills the research gap by presenting a Lagrangian kinematic wave model. "Lagrangian" denotes that the new model is solved in Lagrangian coordinates. The new model can give capacity drops accompanying both of stop-and-go waves (on homogeneous freeway section) and standing queues (at nodes) in a network. The new model can be applied in a network operation. In this Lagrangian kinematic wave model, the queue discharge rate (or the capacity drop) is a function of vehicular speed in traffic jams. Four case studies on links as well as at lane-drop and on-ramp nodes show that the Lagrangian kinematic wave model can give capacity drops well, consistent with empirical observations.

On Markov modelling of near-wall turbulent shear flow

NASA Astrophysics Data System (ADS)

Reynolds, A. M.

1999-11-01

The role of Reynolds number in determining particle trajectories in near-wall turbulent shear flow is investigated in numerical simulations using a second-order Lagrangian stochastic (LS) model (Reynolds, A.M. 1999: A second-order Lagrangian stochastic model for particle trajectories in inhomogeneous turbulence. Quart. J. Roy. Meteorol. Soc. (In Press)). In such models, it is the acceleration, velocity and position of a particle rather than just its velocity and position which are assumed to evolve jointly as a continuous Markov process. It is found that Reynolds number effects are significant in determining simulated particle trajectories in the viscous sub-layer and the buffer zone. These effects are due almost entirely to the change in the Lagrangian integral timescale and are shown to be well represented in a first-order LS model by Sawford's correction footnote Sawford, B.L. 1991: Reynolds number effects in Lagrangian stochastic models of turbulent dispersion. Phys Fluids, 3, 1577-1586). This is found to remain true even when the Taylor-Reynolds number R_λ ~ O(0.1). This is somewhat surprising because the assumption of a Markovian evolution for velocity and position is strictly applicable only in the large Reynolds number limit because then the Lagrangian acceleration autocorrelation function approaches a delta function at the origin, corresponding to an uncorrelated component in the acceleration, and hence a Markov process footnote Borgas, M.S. and Sawford, B.L. 1991: The small-scale structure of acceleration correlations and its role in the statistical theory of turbulent dispersion. J. Fluid Mech. 288, 295-320.

A Vertically Lagrangian Finite-Volume Dynamical Core for Global Models

NASA Technical Reports Server (NTRS)

Lin, Shian-Jiann

2003-01-01

A finite-volume dynamical core with a terrain-following Lagrangian control-volume discretization is described. The vertically Lagrangian discretization reduces the dimensionality of the physical problem from three to two with the resulting dynamical system closely resembling that of the shallow water dynamical system. The 2D horizontal-to-Lagrangian-surface transport and dynamical processes are then discretized using the genuinely conservative flux-form semi-Lagrangian algorithm. Time marching is split- explicit, with large-time-step for scalar transport, and small fractional time step for the Lagrangian dynamics, which permits the accurate propagation of fast waves. A mass, momentum, and total energy conserving algorithm is developed for mapping the state variables periodically from the floating Lagrangian control-volume to an Eulerian terrain-following coordinate for dealing with physical parameterizations and to prevent severe distortion of the Lagrangian surfaces. Deterministic baroclinic wave growth tests and long-term integrations using the Held-Suarez forcing are presented. Impact of the monotonicity constraint is discussed.

Lagrangian postprocessing of computational hemodynamics.

PubMed

Shadden, Shawn C; Arzani, Amirhossein

2015-01-01

Recent advances in imaging, modeling, and computing have rapidly expanded our capabilities to model hemodynamics in the large vessels (heart, arteries, and veins). This data encodes a wealth of information that is often under-utilized. Modeling (and measuring) blood flow in the large vessels typically amounts to solving for the time-varying velocity field in a region of interest. Flow in the heart and larger arteries is often complex, and velocity field data provides a starting point for investigating the hemodynamics. This data can be used to perform Lagrangian particle tracking, and other Lagrangian-based postprocessing. As described herein, Lagrangian methods are necessary to understand inherently transient hemodynamic conditions from the fluid mechanics perspective, and to properly understand the biomechanical factors that lead to acute and gradual changes of vascular function and health. The goal of the present paper is to review Lagrangian methods that have been used in post-processing velocity data of cardiovascular flows.

Lagrangian postprocessing of computational hemodynamics

PubMed Central

Shadden, Shawn C.; Arzani, Amirhossein

2014-01-01

Recent advances in imaging, modeling and computing have rapidly expanded our capabilities to model hemodynamics in the large vessels (heart, arteries and veins). This data encodes a wealth of information that is often under-utilized. Modeling (and measuring) blood flow in the large vessels typically amounts to solving for the time-varying velocity field in a region of interest. Flow in the heart and larger arteries is often complex, and velocity field data provides a starting point for investigating the hemodynamics. This data can be used to perform Lagrangian particle tracking, and other Lagrangian-based postprocessing. As described herein, Lagrangian methods are necessary to understand inherently transient hemodynamic conditions from the fluid mechanics perspective, and to properly understand the biomechanical factors that lead to acute and gradual changes of vascular function and health. The goal of the present paper is to review Lagrangian methods that have been used in post-processing velocity data of cardiovascular flows. PMID:25059889

A stochastic model of particle dispersion in turbulent reacting gaseous environments

NASA Astrophysics Data System (ADS)

Sun, Guangyuan; Lignell, David; Hewson, John

2012-11-01

We are performing fundamental studies of dispersive transport and time-temperature histories of Lagrangian particles in turbulent reacting flows. The particle-flow statistics including the full particle temperature PDF are of interest. A challenge in modeling particle motions is the accurate prediction of fine-scale aerosol-fluid interactions. A computationally affordable stochastic modeling approach, one-dimensional turbulence (ODT), is a proven method that captures the full range of length and time scales, and provides detailed statistics of fine-scale turbulent-particle mixing and transport. Limited results of particle transport in ODT have been reported in non-reacting flow. Here, we extend ODT to particle transport in reacting flow. The results of particle transport in three flow configurations are presented: channel flow, homogeneous isotropic turbulence, and jet flames. We investigate the functional dependence of the statistics of particle-flow interactions including (1) parametric study with varying temperatures, Reynolds numbers, and particle Stokes numbers; (2) particle temperature histories and PDFs; (3) time scale and the sensitivity of initial and boundary conditions. Flow statistics are compared to both experimental measurements and DNS data.

Some Stochastic-Duel Models of Combat.

DTIC Science & Technology

1983-03-01

AD-R127 879 SOME STOCHASTIC- DUEL MODELS OF CONBAT(U) NAVAL - / POSTGRADUATE SCHOOL MONTEREY CA J S CHOE MAR 83 UNCLASSiIED FC1/Ehhh1; F/ 12/ ,iE...SCHOOL Monterey, California DTIC ELECTE :MAY 10 1983 "T !H ES IS SOME STOCHASTIC- DUEL MODELS OF COMBAT by Jum Soo Choe March 1983 Thesis Advisor: J. G...TYPE OF RETORT a PERIOD COVIOCe Master’s Thesis Some Stochastic- Duel Models of Combat March 1983 S. PERFORINGi *no. 44POOi umet 7. AUTHORW.) a

On the efficacy of stochastic collocation, stochastic Galerkin, and stochastic reduced order models for solving stochastic problems

DOE PAGES

Richard V. Field, Jr.; Emery, John M.; Grigoriu, Mircea Dan

2015-05-19

The stochastic collocation (SC) and stochastic Galerkin (SG) methods are two well-established and successful approaches for solving general stochastic problems. A recently developed method based on stochastic reduced order models (SROMs) can also be used. Herein we provide a comparison of the three methods for some numerical examples; our evaluation only holds for the examples considered in the paper. The purpose of the comparisons is not to criticize the SC or SG methods, which have proven very useful for a broad range of applications, nor is it to provide overall ratings of these methods as compared to the SROM method.more » Furthermore, our objectives are to present the SROM method as an alternative approach to solving stochastic problems and provide information on the computational effort required by the implementation of each method, while simultaneously assessing their performance for a collection of specific problems.« less

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

3 Lectures: "Lagrangian Models", "Numerical Transport Schemes", and "Chemical and Transport Models"

NASA Technical Reports Server (NTRS)

Douglass, A.

2005-01-01

The topics for the three lectures for the Canadian Summer School are Lagrangian Models, numerical transport schemes, and chemical and transport models. In the first lecture I will explain the basic components of the Lagrangian model (a trajectory code and a photochemical code), the difficulties in using such a model (initialization) and show some applications in interpretation of aircraft and satellite data. If time permits I will show some results concerning inverse modeling which is being used to evaluate sources of tropospheric pollutants. In the second lecture I will discuss one of the core components of any grid point model, the numerical transport scheme. I will explain the basics of shock capturing schemes, and performance criteria. I will include an example of the importance of horizontal resolution to polar processes. We have learned from NASA's global modeling initiative that horizontal resolution matters for predictions of the future evolution of the ozone hole. The numerical scheme will be evaluated using performance metrics based on satellite observations of long-lived tracers. The final lecture will discuss the evolution of chemical transport models over the last decade. Some of the problems with assimilated winds will be demonstrated, using satellite data to evaluate the simulations.

The stochastic dynamics of intermittent porescale particle motion

NASA Astrophysics Data System (ADS)

Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

2017-04-01

Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

Stochastic Optimization for Unit Commitment-A Review

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

Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

2015-07-01

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

Option volatility and the acceleration Lagrangian

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Cao, Yang

2014-01-01

This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black-Scholes model is a simpler case that has a velocity dependent Lagrangian. The acceleration Lagrangian is defined, and the classical solution of the system in Euclidean time is solved by choosing proper boundary conditions. The conditional probability distribution of final position given the initial position is obtained from the transition amplitude. The volatility is the standard deviation of the conditional probability distribution. Using the conditional probability and the path integral method, the martingale condition is applied, and one of the parameters in the Lagrangian is fixed. The call option price is obtained using the conditional probability and the path integral method.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

A Skill Score of Trajectory Model Evaluation Using Reinitialized Series of Normalized Cumulative Lagrangian Separation

NASA Astrophysics Data System (ADS)

Liu, Y.; Weisberg, R. H.

2017-12-01

The Lagrangian separation distance between the endpoints of simulated and observed drifter trajectories is often used to assess the performance of numerical particle trajectory models. However, the separation distance fails to indicate relative model performance in weak and strong current regions, such as a continental shelf and its adjacent deep ocean. A skill score is proposed based on the cumulative Lagrangian separation distances normalized by the associated cumulative trajectory lengths. The new metrics correctly indicates the relative performance of the Global HYCOM in simulating the strong currents of the Gulf of Mexico Loop Current and the weaker currents of the West Florida Shelf in the eastern Gulf of Mexico. In contrast, the Lagrangian separation distance alone gives a misleading result. Also, the observed drifter position series can be used to reinitialize the trajectory model and evaluate its performance along the observed trajectory, not just at the drifter end position. The proposed dimensionless skill score is particularly useful when the number of drifter trajectories is limited and neither a conventional Eulerian-based velocity nor a Lagrangian-based probability density function may be estimated.

Preserving Lagrangian Structure in Nonlinear Model Reduction with Application to Structural Dynamics

DOE PAGES

Carlberg, Kevin; Tuminaro, Ray; Boggs, Paul

2015-03-11

Our work proposes a model-reduction methodology that preserves Lagrangian structure and achieves computational efficiency in the presence of high-order nonlinearities and arbitrary parameter dependence. As such, the resulting reduced-order model retains key properties such as energy conservation and symplectic time-evolution maps. We focus on parameterized simple mechanical systems subjected to Rayleigh damping and external forces, and consider an application to nonlinear structural dynamics. To preserve structure, the method first approximates the system's “Lagrangian ingredients''---the Riemannian metric, the potential-energy function, the dissipation function, and the external force---and subsequently derives reduced-order equations of motion by applying the (forced) Euler--Lagrange equation with thesemore » quantities. Moreover, from the algebraic perspective, key contributions include two efficient techniques for approximating parameterized reduced matrices while preserving symmetry and positive definiteness: matrix gappy proper orthogonal decomposition and reduced-basis sparsification. Our results for a parameterized truss-structure problem demonstrate the practical importance of preserving Lagrangian structure and illustrate the proposed method's merits: it reduces computation time while maintaining high accuracy and stability, in contrast to existing nonlinear model-reduction techniques that do not preserve structure.« less

Preserving Lagrangian Structure in Nonlinear Model Reduction with Application to Structural Dynamics

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

Carlberg, Kevin; Tuminaro, Ray; Boggs, Paul

Our work proposes a model-reduction methodology that preserves Lagrangian structure and achieves computational efficiency in the presence of high-order nonlinearities and arbitrary parameter dependence. As such, the resulting reduced-order model retains key properties such as energy conservation and symplectic time-evolution maps. We focus on parameterized simple mechanical systems subjected to Rayleigh damping and external forces, and consider an application to nonlinear structural dynamics. To preserve structure, the method first approximates the system's “Lagrangian ingredients''---the Riemannian metric, the potential-energy function, the dissipation function, and the external force---and subsequently derives reduced-order equations of motion by applying the (forced) Euler--Lagrange equation with thesemore » quantities. Moreover, from the algebraic perspective, key contributions include two efficient techniques for approximating parameterized reduced matrices while preserving symmetry and positive definiteness: matrix gappy proper orthogonal decomposition and reduced-basis sparsification. Our results for a parameterized truss-structure problem demonstrate the practical importance of preserving Lagrangian structure and illustrate the proposed method's merits: it reduces computation time while maintaining high accuracy and stability, in contrast to existing nonlinear model-reduction techniques that do not preserve structure.« less

Using Lagrangian Chemical Transport Modeling to Assess the Impact of Biomass Burning on Ozone and PM2.5

NASA Astrophysics Data System (ADS)

Alvarado, M. J.; Lonsdale, C. R.; Brodowski, C. M.

2017-12-01

One of the challenges of using in situ measurements to study the air quality and climate impacts of biomass burning is correctly determining the contribution of biomass burning sources to the measured ambient concentrations. This is especially important for policy purposes, as the ozone (O3) and fine particulate matter (PM2.5) from natural wildfires should not be confused with that from controllable anthropogenic sources. We have developed a Lagrangian chemical transport model called STILT-ASP that is able to quantify the impact of wildfire events on O3 and PM2.5 measurements made at surface monitoring sites, by mobile laboratories, or by aircraft. STILT-ASP is built by coupling the Stochastic Time Inverted Lagrangian Transport (STILT) model with AER's Aerosol Simulation Program (ASP), which has been used in many studies of the gas and aerosol chemistry of biomass burning smoke. Here we present recent revisions made in STILT-ASP v2.0, including the use of more detailed chemical speciation of fire emissions and biogenic emissions calculated using the MEGAN model with meteorological inputs consistent with those used to drive STILT. We will present the results of an evaluation of the performance of STILT-ASP v2.0 using surface, mobile lab, and aircraft data from the 2013 Houston DISCOVER-AQ campaign. STILT-ASP v2.0 showed good average performance for O3 during the peak of the high O3 episodes on Sept. 25-26, 2013, with a mean bias of -4 ppbv. We will also demonstrate the use of STILT-ASP to evaluate the impact of biomass burning on O3 and PM2.5 in urban areas and to assess the impact of remote fires on the boundary conditions used in Eulerian chemical transport models like CAMx.

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?'

Lagrangian analysis by clustering. An example in the Nordic Seas.

NASA Astrophysics Data System (ADS)

Koszalka, Inga; Lacasce, Joseph H.

2010-05-01

We propose a new method for obtaining average velocities and eddy diffusivities from Lagrangian data. Rather than grouping the drifter-derived velocities in uniform geographical bins, as is commonly done, we group a specified number of nearest-neighbor velocities. This is done via a clustering algorithm operating on the instantaneous positions of the drifters. Thus it is the data distribution itself which determines the positions of the averages and the areal extent of the clusters. A major advantage is that because the number of members is essentially the same for all clusters, the statistical accuracy is more uniform than with geographical bins. We illustrate the technique using synthetic data from a stochastic model, employing a realistic mean flow. The latter is an accurate representation of the surface currents in the Nordic Seas and is strongly inhomogeneous in space. We use the clustering algorithm to extract the mean velocities and diffusivities (both of which are known from the stochastic model). We also compare the results to those obtained with fixed geographical bins. Clustering is more successful at capturing spatial variability of the mean flow and also improves convergence in the eddy diffusivity estimates. We discuss both the future prospects and shortcomings of the new method.

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

2009-06-15

Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

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.

Dispersion of a Passive Scalar Fluctuating Plume in a Turbulent Boundary Layer. Part III: Stochastic Modelling

NASA Astrophysics Data System (ADS)

Marro, Massimo; Salizzoni, Pietro; Soulhac, Lionel; Cassiani, Massimo

2018-06-01

We analyze the reliability of the Lagrangian stochastic micromixing method in predicting higher-order statistics of the passive scalar concentration induced by an elevated source (of varying diameter) placed in a turbulent boundary layer. To that purpose we analyze two different modelling approaches by testing their results against the wind-tunnel measurements discussed in Part I (Nironi et al., Boundary-Layer Meteorology, 2015, Vol. 156, 415-446). The first is a probability density function (PDF) micromixing model that simulates the effects of the molecular diffusivity on the concentration fluctuations by taking into account the background particles. The second is a new model, named VPΓ, conceived in order to minimize the computational costs. This is based on the volumetric particle approach providing estimates of the first two concentration moments with no need for the simulation of the background particles. In this second approach, higher-order moments are computed based on the estimates of these two moments and under the assumption that the concentration PDF is a Gamma distribution. The comparisons concern the spatial distribution of the first four moments of the concentration and the evolution of the PDF along the plume centreline. The novelty of this work is twofold: (i) we perform a systematic comparison of the results of micro-mixing Lagrangian models against experiments providing profiles of the first four moments of the concentration within an inhomogeneous and anisotropic turbulent flow, and (ii) we show the reliability of the VPΓ model as an operational tool for the prediction of the PDF of the concentration.

Dispersion of a Passive Scalar Fluctuating Plume in a Turbulent Boundary Layer. Part III: Stochastic Modelling

NASA Astrophysics Data System (ADS)

Marro, Massimo; Salizzoni, Pietro; Soulhac, Lionel; Cassiani, Massimo

2018-01-01

We analyze the reliability of the Lagrangian stochastic micromixing method in predicting higher-order statistics of the passive scalar concentration induced by an elevated source (of varying diameter) placed in a turbulent boundary layer. To that purpose we analyze two different modelling approaches by testing their results against the wind-tunnel measurements discussed in Part I (Nironi et al., Boundary-Layer Meteorology, 2015, Vol. 156, 415-446). The first is a probability density function (PDF) micromixing model that simulates the effects of the molecular diffusivity on the concentration fluctuations by taking into account the background particles. The second is a new model, named VPΓ, conceived in order to minimize the computational costs. This is based on the volumetric particle approach providing estimates of the first two concentration moments with no need for the simulation of the background particles. In this second approach, higher-order moments are computed based on the estimates of these two moments and under the assumption that the concentration PDF is a Gamma distribution. The comparisons concern the spatial distribution of the first four moments of the concentration and the evolution of the PDF along the plume centreline. The novelty of this work is twofold: (i) we perform a systematic comparison of the results of micro-mixing Lagrangian models against experiments providing profiles of the first four moments of the concentration within an inhomogeneous and anisotropic turbulent flow, and (ii) we show the reliability of the VPΓ model as an operational tool for the prediction of the PDF of the concentration.

ATLAS - A new Lagrangian transport and mixing model with detailed stratospheric chemistry

NASA Astrophysics Data System (ADS)

Wohltmann, I.; Rex, M.; Lehmann, R.

2009-04-01

We present a new global Chemical Transport Model (CTM) with full stratospheric chemistry and Lagrangian transport and mixing called ATLAS. Lagrangian models have some crucial advantages over Eulerian grid-box based models, like no numerical diffusion, no limitation of the time step of the model by the CFL criterion, conservation of mixing ratios by design and easy parallelization of code. The transport module is based on a trajectory code developed at the Alfred Wegener Institute. The horizontal and vertical resolution, the vertical coordinate system (pressure, potential temperature, hybrid coordinate) and the time step of the model are flexible, so that the model can be used both for process studies and long-time runs over several decades. Mixing of the Lagrangian air parcels is parameterized based on the local shear and strain of the flow with a method similar to that used in the CLaMS model, but with some modifications like a triangulation that introduces no vertical layers. The stratospheric chemistry module was developed at the Institute and includes 49 species and 170 reactions and a detailed treatment of heterogenous chemistry on polar stratospheric clouds. We present an overview over the model architecture, the transport and mixing concept and some validation results. Comparison of model results with tracer data from flights of the ER2 aircraft in the stratospheric polar vortex in 1999/2000 which are able to resolve fine tracer filaments show that excellent agreement with observed tracer structures can be achieved with a suitable mixing parameterization.

A Lagrangian Transport Eulerian Reaction Spatial (LATERS) Markov Model for Prediction of Effective Bimolecular Reactive Transport

NASA Astrophysics Data System (ADS)

Sund, Nicole; Porta, Giovanni; Bolster, Diogo; Parashar, Rishi

2017-11-01

Prediction of effective transport for mixing-driven reactive systems at larger scales, requires accurate representation of mixing at small scales, which poses a significant upscaling challenge. Depending on the problem at hand, there can be benefits to using a Lagrangian framework, while in others an Eulerian might have advantages. Here we propose and test a novel hybrid model which attempts to leverage benefits of each. Specifically, our framework provides a Lagrangian closure required for a volume-averaging procedure of the advection diffusion reaction equation. This hybrid model is a LAgrangian Transport Eulerian Reaction Spatial Markov model (LATERS Markov model), which extends previous implementations of the Lagrangian Spatial Markov model and maps concentrations to an Eulerian grid to quantify closure terms required to calculate the volume-averaged reaction terms. The advantage of this approach is that the Spatial Markov model is known to provide accurate predictions of transport, particularly at preasymptotic early times, when assumptions required by traditional volume-averaging closures are least likely to hold; likewise, the Eulerian reaction method is efficient, because it does not require calculation of distances between particles. This manuscript introduces the LATERS Markov model and demonstrates by example its ability to accurately predict bimolecular reactive transport in a simple benchmark 2-D porous medium.

LAGRANGIAN MODELING OF A SUSPENDED-SEDIMENT PULSE.

USGS Publications Warehouse

Schoellhamer, David H.

1987-01-01

The one-dimensional Lagrangian Transport Model (LTM) has been applied in a quasi two-dimensional manner to simulate the transport of a slug injection of microbeads in steady experimental flows. A stationary bed segment was positioned below each parcel location to simulate temporary storage of beads on the bottom of the flume. Only one degree of freedom was available for all three bead simulations. The results show the versatility of the LTM and the ability of the LTM to accurately simulate transport of fine suspended sediment.

Forecasting Future Sea Ice Conditions: A Lagrangian Approach

DTIC Science & Technology

2015-09-30

1 DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. Forecasting Future Sea Ice Conditions: A Lagrangian ...GCMs participating in IPCC AR5 agree with observed source region patterns from the satellite- derived dataset. 4- Compare Lagrangian ice... Lagrangian sea-ice back trajectories to estimate thermodynamic and dynamic (advection) ice loss. APPROACH We use a Lagrangian trajectory model to

Testing higher-order Lagrangian perturbation theory against numerical simulations. 2: Hierarchical models

NASA Technical Reports Server (NTRS)

Melott, A. L.; Buchert, T.; Weib, A. G.

1995-01-01

We present results showing an improvement of the accuracy of perturbation theory as applied to cosmological structure formation for a useful range of scales. The Lagrangian theory of gravitational instability of Friedmann-Lemaitre cosmogonies is compared with numerical simulations. We study the dynamics of hierarchical models as a second step. In the first step we analyzed the performance of the Lagrangian schemes for pancake models, the difference being that in the latter models the initial power spectrum is truncated. This work probed the quasi-linear and weakly non-linear regimes. We here explore whether the results found for pancake models carry over to hierarchical models which are evolved deeply into the non-linear regime. We smooth the initial data by using a variety of filter types and filter scales in order to determine the optimal performance of the analytical models, as has been done for the 'Zel'dovich-approximation' - hereafter TZA - in previous work. We find that for spectra with negative power-index the second-order scheme performs considerably better than TZA in terms of statistics which probe the dynamics, and slightly better in terms of low-order statistics like the power-spectrum. However, in contrast to the results found for pancake models, where the higher-order schemes get worse than TZA at late non-linear stages and on small scales, we here find that the second-order model is as robust as TZA, retaining the improvement at later stages and on smaller scales. In view of these results we expect that the second-order truncated Lagrangian model is especially useful for the modelling of standard dark matter models such as Hot-, Cold-, and Mixed-Dark-Matter.

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

A novel method for unsteady flow field segmentation based on stochastic similarity of direction

NASA Astrophysics Data System (ADS)

Omata, Noriyasu; Shirayama, Susumu

2018-04-01

Recent developments in fluid dynamics research have opened up the possibility for the detailed quantitative understanding of unsteady flow fields. However, the visualization techniques currently in use generally provide only qualitative insights. A method for dividing the flow field into physically relevant regions of interest can help researchers quantify unsteady fluid behaviors. Most methods at present compare the trajectories of virtual Lagrangian particles. The time-invariant features of an unsteady flow are also frequently of interest, but the Lagrangian specification only reveals time-variant features. To address these challenges, we propose a novel method for the time-invariant spatial segmentation of an unsteady flow field. This segmentation method does not require Lagrangian particle tracking but instead quantitatively compares the stochastic models of the direction of the flow at each observed point. The proposed method is validated with several clustering tests for 3D flows past a sphere. Results show that the proposed method reveals the time-invariant, physically relevant structures of an unsteady flow.

Enhancements to the Branched Lagrangian Transport Modeling System

USGS Publications Warehouse

Jobson, Harvey E.

1997-01-01

The Branched Lagrangian Transport Model (BLTM) has received wide use within the U.S. Geological Survey over the past 10 years. This report documents the enhancements and modifications that have been made to this modeling system since it was first introduced. The programs in the modeling system are arranged into five levels?programs to generate time-series of meteorological data (EQULTMP, SOLAR), programs to process time-series data (INTRP, MRG), programs to build input files for transport model (BBLTM, BQUAL2E), the model with defined reaction kinetics (BLTM, QUAL2E), and post processor plotting programs (CTPLT, CXPLT). An example application is presented to illustrate how the modeling system can be used to simulate 10 water-quality constituents in the Chattahoochee River below Atlanta, Georgia.

A stochastic SIS epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming

2017-11-01

In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s < 1, under some mild extra conditions, there exists a disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.

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.

Two-dimensional Lagrangian simulation of suspended sediment

USGS Publications Warehouse

Schoellhamer, David H.

1988-01-01

A two-dimensional laterally averaged model for suspended sediment transport in steady gradually varied flow that is based on the Lagrangian reference frame is presented. The layered Lagrangian transport model (LLTM) for suspended sediment performs laterally averaged concentration. The elevations of nearly horizontal streamlines and the simulation time step are selected to optimize model stability and efficiency. The computational elements are parcels of water that are moved along the streamlines in the Lagrangian sense and are mixed with neighboring parcels. Three applications show that the LLTM can accurately simulate theoretical and empirical nonequilibrium suspended sediment distributions and slug injections of suspended sediment in a laboratory flume.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

Coherent Lagrangian swirls among submesoscale motions.

PubMed

Beron-Vera, F J; Hadjighasem, A; Xia, Q; Olascoaga, M J; Haller, G

2018-03-05

The emergence of coherent Lagrangian swirls (CLSs) among submesoscale motions in the ocean is illustrated. This is done by applying recent nonlinear dynamics tools for Lagrangian coherence detection on a surface flow realization produced by a data-assimilative submesoscale-permitting ocean general circulation model simulation of the Gulf of Mexico. Both mesoscale and submesoscale CLSs are extracted. These extractions prove the relevance of coherent Lagrangian eddies detected in satellite-altimetry-based geostrophic flow data for the arguably more realistic ageostrophic multiscale flow.

Stochastic Lanchester Air-to-Air Campaign Model: Model Description and Users Guides

DTIC Science & Technology

2009-01-01

STOCHASTIC LANCHESTER AIR-TO-AIR CAMPAIGN MODEL MODEL DESCRIPTION AND USERS GUIDES—2009 REPORT PA702T1 Rober t V. Hemm Jr. Dav id A . Lee...LMI © 2009. ALL RIGHTS RESERVED. Stochastic Lanchester Air-to-Air Campaign Model: Model Description and Users Guides—2009 PA702T1/JANUARY...2009 Executive Summary This report documents the latest version of the Stochastic Lanchester Air-to-Air Campaign Model (SLAACM), developed by LMI for

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

Model selection for integrated pest management with stochasticity.

PubMed

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

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…

Spectral-Lagrangian methods for collisional models of non-equilibrium statistical states

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

Gamba, Irene M.; Tharkabhushanam, Sri Harsha

We propose a new spectral Lagrangian based deterministic solver for the non-linear Boltzmann transport equation (BTE) in d-dimensions for variable hard sphere (VHS) collision kernels with conservative or non-conservative binary interactions. The method is based on symmetries of the Fourier transform of the collision integral, where the complexity in its computation is reduced to a separate integral over the unit sphere S{sup d-1}. The conservation of moments is enforced by Lagrangian constraints. The resulting scheme, implemented in free space, is very versatile and adjusts in a very simple manner to several cases that involve energy dissipation due to local micro-reversibilitymore » (inelastic interactions) or elastic models of slowing down process. Our simulations are benchmarked with available exact self-similar solutions, exact moment equations and analytical estimates for the homogeneous Boltzmann equation, both for elastic and inelastic VHS interactions. Benchmarking of the simulations involves the selection of a time self-similar rescaling of the numerical distribution function which is performed using the continuous spectrum of the equation for Maxwell molecules as studied first in Bobylev et al. [A.V. Bobylev, C. Cercignani, G. Toscani, Proof of an asymptotic property of self-similar solutions of the Boltzmann equation for granular materials, Journal of Statistical Physics 111 (2003) 403-417] and generalized to a wide range of related models in Bobylev et al. [A.V. Bobylev, C. Cercignani, I.M. Gamba, On the self-similar asymptotics for generalized non-linear kinetic Maxwell models, Communication in Mathematical Physics, in press. URL: ()]. The method also produces accurate results in the case of inelastic diffusive Boltzmann equations for hard spheres (inelastic collisions under thermal bath), where overpopulated non-Gaussian exponential tails have been conjectured in computations by stochastic methods [T.V. Noije, M

Stochastic models for inferring genetic regulation from microarray gene expression data.

PubMed

Tian, Tianhai

2010-03-01

Microarray expression profiles are inherently noisy and many different sources of variation exist in microarray experiments. It is still a significant challenge to develop stochastic models to realize noise in microarray expression profiles, which has profound influence on the reverse engineering of genetic regulation. Using the target genes of the tumour suppressor gene p53 as the test problem, we developed stochastic differential equation models and established the relationship between the noise strength of stochastic models and parameters of an error model for describing the distribution of the microarray measurements. Numerical results indicate that the simulated variance from stochastic models with a stochastic degradation process can be represented by a monomial in terms of the hybridization intensity and the order of the monomial depends on the type of stochastic process. The developed stochastic models with multiple stochastic processes generated simulations whose variance is consistent with the prediction of the error model. This work also established a general method to develop stochastic models from experimental information. 2009 Elsevier Ireland Ltd. All rights reserved.

Quantification of errors induced by temporal resolution on Lagrangian particles in an eddy-resolving model

NASA Astrophysics Data System (ADS)

Qin, Xuerong; van Sebille, Erik; Sen Gupta, Alexander

2014-04-01

Lagrangian particle tracking within ocean models is an important tool for the examination of ocean circulation, ventilation timescales and connectivity and is increasingly being used to understand ocean biogeochemistry. Lagrangian trajectories are obtained by advecting particles within velocity fields derived from hydrodynamic ocean models. For studies of ocean flows on scales ranging from mesoscale up to basin scales, the temporal resolution of the velocity fields should ideally not be more than a few days to capture the high frequency variability that is inherent in mesoscale features. However, in reality, the model output is often archived at much lower temporal resolutions. Here, we quantify the differences in the Lagrangian particle trajectories embedded in velocity fields of varying temporal resolution. Particles are advected from 3-day to 30-day averaged fields in a high-resolution global ocean circulation model. We also investigate whether adding lateral diffusion to the particle movement can compensate for the reduced temporal resolution. Trajectory errors reveal the expected degradation of accuracy in the trajectory positions when decreasing the temporal resolution of the velocity field. Divergence timescales associated with averaging velocity fields up to 30 days are faster than the intrinsic dispersion of the velocity fields but slower than the dispersion caused by the interannual variability of the velocity fields. In experiments focusing on the connectivity along major currents, including western boundary currents, the volume transport carried between two strategically placed sections tends to increase with increased temporal averaging. Simultaneously, the average travel times tend to decrease. Based on these two bulk measured diagnostics, Lagrangian experiments that use temporal averaging of up to nine days show no significant degradation in the flow characteristics for a set of six currents investigated in more detail. The addition of random

Understanding spatial and temporal behavior of sea spray droplets in the marine atmospheric boundary layer using an Eulerian-Lagrangian model

NASA Astrophysics Data System (ADS)

Nissanka, I. D.; Richter, D. H.

2017-12-01

Previous studies have shown that sea spray droplets can play a significant role in air-sea heat and moisture exchange. The larger spray droplets have potential to transfer considerable amount of mass, momentum and heat, however they remain closer to surface and their residence times are shorter due to the faster settling. On the other hand, smaller droplets have high vertical mobility which allows sufficient time for droplets to adjust to ambient conditions. Hence, to study the heat and moisture characteristics of sea spray droplets it is important to understand how different droplet sizes behave in the Marine Atmospheric Boundary Layer (MABL), especially their temporal evolutions. In this study sea spray droplet transport in the MABL is simulated using Large Eddy Simulation combined with a Lagrangian Particle model which represents spray droplets of varying size. The individual droplets are tracked while their radius and temperature evolve based on local ambient conditions. The particles are advected based on the local resolved velocities and the particle dispersion due to sub-filtered scale motions are modeled using a Lagrangian stochastic model. In this study a series of simulations are conducted with the focus of understanding fundamental droplet microphysics, which will help characterize and quantify the lifetime and airborne concentrations of spray droplets in the MABL, thus elucidating ongoing knowledge gaps which are impossible to fill using observations alone. We measure the size resolved spray droplet vertical concentrations, particle residence times, and temporal evolution of droplet radius and temperature to explain the behavior of sea spry droplets in MABL. The PDF of residence time of different initial droplet sizes and joint PDFs of droplet life time and radius and temperature for different droplet sizes are calculated to further quantify the temporal and spatial behavior of sea spray droplets in the MABL, which can be used as inputs into bulk models

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

Stochastic versions of stability equations are developed in order to develop integrated models of transition and turbulence and to understand the effects of uncertain initial conditions on disturbance growth. Stochastic forms of the resonant triad equations, a high Reynolds number asymptotic theory, and the parabolized stability equations are developed.

Lagrangian formulation for penny-shaped and Perkins-Kern geometry models

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

Lee, W.S.

1989-09-01

This paper discusses basic theories for vertical penny-shaped and Perkins-Kern (PK) geometry models developed with a Lagrangian formulation combined with a virtual-work analysis. The Lagrangian formulation yields a pair of nonlinear equations in R/sub f/ or L/sub f/ and b/sub f/, the fracture radius or length and half-width. By introduction of a virtual-work analysis, a simple equation is obtained that can be solved numerically. This equation is written in a form that can be used to determine fracture geometry when the fluid-loss coefficient of the fracturing fluid is known. Also, this equation, coupled with a material-balance equation after shut-in, canmore » be used to analyze pressure-decline data after shut-in to determine the effective fluid-loss coefficient and fracture geometry.« less

One-Week Module on Stochastic Groundwater Modeling

ERIC Educational Resources Information Center

Mays, David C.

2010-01-01

This article describes a one-week introduction to stochastic groundwater modeling, intended for the end of a first course on groundwater hydrology, or the beginning of a second course on stochastic hydrogeology or groundwater modeling. The motivation for this work is to strengthen groundwater education, which has been identified among the factors…

Lagrangian mixed layer modeling of the western equatorial Pacific

NASA Technical Reports Server (NTRS)

Shinoda, Toshiaki; Lukas, Roger

1995-01-01

Processes that control the upper ocean thermohaline structure in the western equatorial Pacific are examined using a Lagrangian mixed layer model. The one-dimensional bulk mixed layer model of Garwood (1977) is integrated along the trajectories derived from a nonlinear 1 1/2 layer reduced gravity model forced with actual wind fields. The Global Precipitation Climatology Project (GPCP) data are used to estimate surface freshwater fluxes for the mixed layer model. The wind stress data which forced the 1 1/2 layer model are used for the mixed layer model. The model was run for the period 1987-1988. This simple model is able to simulate the isothermal layer below the mixed layer in the western Pacific warm pool and its variation. The subduction mechanism hypothesized by Lukas and Lindstrom (1991) is evident in the model results. During periods of strong South Equatorial Current, the warm and salty mixed layer waters in the central Pacific are subducted below the fresh shallow mixed layer in the western Pacific. However, this subduction mechanism is not evident when upwelling Rossby waves reach the western equatorial Pacific or when a prominent deepening of the mixed layer occurs in the western equatorial Pacific or when a prominent deepening of the mixed layer occurs in the western equatorial Pacific due to episodes of strong wind and light precipitation associated with the El Nino-Southern Oscillation. Comparison of the results between the Lagrangian mixed layer model and a locally forced Eulerian mixed layer model indicated that horizontal advection of salty waters from the central Pacific strongly affects the upper ocean salinity variation in the western Pacific, and that this advection is necessary to maintain the upper ocean thermohaline structure in this region.

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

Over half a century ago, the Harvard Water Program introduced the field of operational or synthetic hydrology providing stochastic streamflow models (SSMs), which could generate ensembles of synthetic streamflow traces useful for hydrologic risk management. The application of SSMs, based on streamflow observations alone, revolutionized water resources planning activities, yet has fallen out of favor due, in part, to their inability to account for the now nearly ubiquitous anthropogenic influences on streamflow. This commentary advances the modern equivalent of SSMs, termed `stochastic watershed models' (SWMs) useful as input to nearly all modern risk based water resource decision making approaches. SWMs are deterministic watershed models implemented using stochastic meteorological series, model parameters and model errors, to generate ensembles of streamflow traces that represent the variability in possible future streamflows. SWMs combine deterministic watershed models, which are ideally suited to accounting for anthropogenic influences, with recent developments in uncertainty analysis and principles of stochastic simulation

Eulerian-Lagrangian CFD modelling of pesticide dust emissions from maize planters

NASA Astrophysics Data System (ADS)

Devarrewaere, Wouter; Foqué, Dieter; Nicolai, Bart; Nuyttens, David; Verboven, Pieter

2018-07-01

An Eulerian-Lagrangian 3D computational fluid dynamics (CFD) model of pesticide dust drift from precision vacuum planters in field conditions was developed. Tractor and planter models were positioned in an atmospheric computational domain, representing the field and its edges. Physicochemical properties of dust abraded from maize seeds (particle size, shape, porosity, density, a.i. content), dust emission rates and exhaust air velocity values at the planter fan outlets were measured experimentally and implemented in the model. The wind profile, the airflow pattern around the machines and the dust dispersion were computed. Various maize sowing scenarios with different wind conditions, dust properties, planter designs and vacuum pressures were simulated. Dust particle trajectories were calculated by means of Lagrangian particle tracking, considering nonspherical particle drag, gravity and turbulent dispersion. The dust dispersion model was previously validated with wind tunnel data. In this study, simulated pesticide concentrations in the air and on the soil in the different sowing scenarios were compared and discussed. The model predictions were similar to experimental literature data in terms of concentrations and drift distance. Pesticide exposure levels to bees during flight and foraging were estimated from the simulated concentrations. The proposed CFD model can be used in risk assessment studies and in the evaluation of dust drift mitigation measures.

A Theoretically Consistent Framework for Modelling Lagrangian Particle Deposition in Plant Canopies

NASA Astrophysics Data System (ADS)

Bailey, Brian N.; Stoll, Rob; Pardyjak, Eric R.

2018-06-01

We present a theoretically consistent framework for modelling Lagrangian particle deposition in plant canopies. The primary focus is on describing the probability of particles encountering canopy elements (i.e., potential deposition), and provides a consistent means for including the effects of imperfect deposition through any appropriate sub-model for deposition efficiency. Some aspects of the framework draw upon an analogy to radiation propagation through a turbid medium with which to develop model theory. The present method is compared against one of the most commonly used heuristic Lagrangian frameworks, namely that originally developed by Legg and Powell (Agricultural Meteorology, 1979, Vol. 20, 47-67), which is shown to be theoretically inconsistent. A recommendation is made to discontinue the use of this heuristic approach in favour of the theoretically consistent framework developed herein, which is no more difficult to apply under equivalent assumptions. The proposed framework has the additional advantage that it can be applied to arbitrary canopy geometries given readily measurable parameters describing vegetation structure.

Stochastic kinetic mean field model

NASA Astrophysics Data System (ADS)

Erdélyi, Zoltán; Pasichnyy, Mykola; Bezpalchuk, Volodymyr; Tomán, János J.; Gajdics, Bence; Gusak, Andriy M.

2016-07-01

This paper introduces a new model for calculating the change in time of three-dimensional atomic configurations. The model is based on the kinetic mean field (KMF) approach, however we have transformed that model into a stochastic approach by introducing dynamic Langevin noise. The result is a stochastic kinetic mean field model (SKMF) which produces results similar to the lattice kinetic Monte Carlo (KMC). SKMF is, however, far more cost-effective and easier to implement the algorithm (open source program code is provided on http://skmf.eu website). We will show that the result of one SKMF run may correspond to the average of several KMC runs. The number of KMC runs is inversely proportional to the amplitude square of the noise in SKMF. This makes SKMF an ideal tool also for statistical purposes.

Models of stochastic gene expression

NASA Astrophysics Data System (ADS)

Paulsson, Johan

2005-06-01

Gene expression is an inherently stochastic process: Genes are activated and inactivated by random association and dissociation events, transcription is typically rare, and many proteins are present in low numbers per cell. The last few years have seen an explosion in the stochastic modeling of these processes, predicting protein fluctuations in terms of the frequencies of the probabilistic events. Here I discuss commonalities between theoretical descriptions, focusing on a gene-mRNA-protein model that includes most published studies as special cases. I also show how expression bursts can be explained as simplistic time-averaging, and how generic approximations can allow for concrete interpretations without requiring concrete assumptions. Measures and nomenclature are discussed to some extent and the modeling literature is briefly reviewed.

Validation of the Poisson Stochastic Radiative Transfer Model

NASA Technical Reports Server (NTRS)

Zhuravleva, Tatiana; Marshak, Alexander

2004-01-01

A new approach to validation of the Poisson stochastic radiative transfer method is proposed. In contrast to other validations of stochastic models, the main parameter of the Poisson model responsible for cloud geometrical structure - cloud aspect ratio - is determined entirely by matching measurements and calculations of the direct solar radiation. If the measurements of the direct solar radiation is unavailable, it was shown that there is a range of the aspect ratios that allows the stochastic model to accurately approximate the average measurements of surface downward and cloud top upward fluxes. Realizations of the fractionally integrated cascade model are taken as a prototype of real measurements.

Tests of dynamic Lagrangian eddy viscosity models in Large Eddy Simulations of flow over three-dimensional bluff bodies

NASA Astrophysics Data System (ADS)

Tseng, Yu-Heng; Meneveau, Charles; Parlange, Marc B.

2004-11-01

Large Eddy Simulations (LES) of atmospheric boundary-layer air movement in urban environments are especially challenging due to complex ground topography. Typically in such applications, fairly coarse grids must be used where the subgrid-scale (SGS) model is expected to play a crucial role. A LES code using pseudo-spectral discretization in horizontal planes and second-order differencing in the vertical is implemented in conjunction with the immersed boundary method to incorporate complex ground topography, with the classic equilibrium log-law boundary condition in the new-wall region, and with several versions of the eddy-viscosity model: (1) the constant-coefficient Smagorinsky model, (2) the dynamic, scale-invariant Lagrangian model, and (3) the dynamic, scale-dependent Lagrangian model. Other planar-averaged type dynamic models are not suitable because spatial averaging is not possible without directions of statistical homogeneity. These SGS models are tested in LES of flow around a square cylinder and of flow over surface-mounted cubes. Effects on the mean flow are documented and found not to be major. Dynamic Lagrangian models give a physically more realistic SGS viscosity field, and in general, the scale-dependent Lagrangian model produces larger Smagorinsky coefficient than the scale-invariant one, leading to reduced distributions of resolved rms velocities especially in the boundary layers near the bluff bodies.

Some Lagrangians for systems without a Lagrangian

NASA Astrophysics Data System (ADS)

Nucci, M. C.; Leach, P. G. L.

2011-03-01

We demonstrate how to construct many different Lagrangians for two famous examples that were deemed by Douglas (1941 Trans. Am. Math. Soc. 50 71-128) not to have a Lagrangian. Following Bateman's dictum (1931 Phys. Rev. 38 815-9), we determine different sets of equations that are compatible with those of Douglas and derivable from a variational principle.

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

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Dawson, A.; Palmer, T.

2017-12-01

Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

Stochastic and deterministic models for agricultural production networks.

PubMed

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

2007-07-01

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

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

Implications of Lagrangian transport for coupled chemistry-climate simulations

NASA Astrophysics Data System (ADS)

Stenke, A.; Dameris, M.; Grewe, V.; Garny, H.

2008-10-01

For the first time a purely Lagrangian transport algorithm is applied in a fully coupled chemistry-climate model (CCM). We use the Lagrangian scheme ATTILA for the transport of water vapour, cloud water and chemical trace species in the ECHAM4.L39(DLR)/CHEM (E39C) CCM. The advantage of the Lagrangian approach is that it is numerically non-diffusive and therefore maintains steeper and more realistic gradients than the operational semi-Lagrangian transport scheme. In case of radiatively active species changes in the simulated distributions feed back to model dynamics which in turn affect the modelled transport. The implications of the Lagrangian transport scheme for stratospheric model dynamics and tracer distributions in the upgraded model version E39C-ATTILA (E39C-A) are evaluated by comparison with observations and results of the E39C model with the operational semi-Lagrangian advection scheme. We find that several deficiencies in stratospheric dynamics in E39C seem to originate from a pronounced modelled wet bias and an associated cold bias in the extra-tropical lowermost stratosphere. The reduction of the simulated moisture and temperature bias in E39C-A leads to a significant advancement of stratospheric dynamics in terms of the mean state as well as annual and interannual variability. As a consequence of the favourable numerical characteristics of the Lagrangian transport scheme and the improved model dynamics, E39C-A generally shows more realistic stratospheric tracer distributions: Compared to E39C high stratospheric chlorine (Cly) concentrations extend further downward and agree now well with analyses derived from observations. Therefore E39C-A realistically covers the altitude of maximum ozone depletion in the stratosphere. The location of the ozonopause, i.e. the transition from low tropospheric to high stratospheric ozone values, is also clearly improved in E39C-A. Furthermore, the simulated temporal evolution of stratospheric Cly in the past is

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

The devastating consequences of the 2004 Indian Ocean and 2011 Japan tsunamis have led to increased research into many different aspects of the tsunami phenomenon. In this entry, we review research related to the observed complexity and uncertainty associated with tsunami generation, propagation, and occurrence described and analyzed using a variety of stochastic methods. In each case, seismogenic tsunamis are primarily considered. Stochastic models are developed from the physical theories that govern tsunami evolution combined with empirical models fitted to seismic and tsunami observations, as well as tsunami catalogs. These stochastic methods are key to providing probabilistic forecasts and hazard assessments for tsunamis. The stochastic methods described here are similar to those described for earthquakes (Vere-Jones 2013) and volcanoes (Bebbington 2013) in this encyclopedia.

A Lagrangian effective field theory

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

Vlah, Zvonimir; White, Martin; Aviles, Alejandro

We have continued the development of Lagrangian, cosmological perturbation theory for the low-order correlators of the matter density field. We provide a new route to understanding how the effective field theory (EFT) of large-scale structure can be formulated in the Lagrandian framework and a new resummation scheme, comparing our results to earlier work and to a series of high-resolution N-body simulations in both Fourier and configuration space. The `new' terms arising from EFT serve to tame the dependence of perturbation theory on small-scale physics and improve agreement with simulations (though with an additional free parameter). We find that all ofmore » our models fare well on scales larger than about two to three times the non-linear scale, but fail as the non-linear scale is approached. This is slightly less reach than has been seen previously. At low redshift the Lagrangian model fares as well as EFT in its Eulerian formulation, but at higher z the Eulerian EFT fits the data to smaller scales than resummed, Lagrangian EFT. Furthermore, all the perturbative models fare better than linear theory.« less

A Lagrangian effective field theory

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

Vlah, Zvonimir; White, Martin; Aviles, Alejandro, E-mail: zvlah@stanford.edu, E-mail: mwhite@berkeley.edu, E-mail: aviles@berkeley.edu

We have continued the development of Lagrangian, cosmological perturbation theory for the low-order correlators of the matter density field. We provide a new route to understanding how the effective field theory (EFT) of large-scale structure can be formulated in the Lagrandian framework and a new resummation scheme, comparing our results to earlier work and to a series of high-resolution N-body simulations in both Fourier and configuration space. The 'new' terms arising from EFT serve to tame the dependence of perturbation theory on small-scale physics and improve agreement with simulations (though with an additional free parameter). We find that all ofmore » our models fare well on scales larger than about two to three times the non-linear scale, but fail as the non-linear scale is approached. This is slightly less reach than has been seen previously. At low redshift the Lagrangian model fares as well as EFT in its Eulerian formulation, but at higher z the Eulerian EFT fits the data to smaller scales than resummed, Lagrangian EFT. All the perturbative models fare better than linear theory.« less

A Lagrangian effective field theory

DOE PAGES

Vlah, Zvonimir; White, Martin; Aviles, Alejandro

2015-09-02

We have continued the development of Lagrangian, cosmological perturbation theory for the low-order correlators of the matter density field. We provide a new route to understanding how the effective field theory (EFT) of large-scale structure can be formulated in the Lagrandian framework and a new resummation scheme, comparing our results to earlier work and to a series of high-resolution N-body simulations in both Fourier and configuration space. The `new' terms arising from EFT serve to tame the dependence of perturbation theory on small-scale physics and improve agreement with simulations (though with an additional free parameter). We find that all ofmore » our models fare well on scales larger than about two to three times the non-linear scale, but fail as the non-linear scale is approached. This is slightly less reach than has been seen previously. At low redshift the Lagrangian model fares as well as EFT in its Eulerian formulation, but at higher z the Eulerian EFT fits the data to smaller scales than resummed, Lagrangian EFT. Furthermore, all the perturbative models fare better than linear theory.« less

Imposing a Lagrangian Particle Framework on an Eulerian Hydrodynamics Infrastructure in Flash

NASA Technical Reports Server (NTRS)

Dubey, A.; Daley, C.; ZuHone, J.; Ricker, P. M.; Weide, K.; Graziani, C.

2012-01-01

In many astrophysical simulations, both Eulerian and Lagrangian quantities are of interest. For example, in a galaxy cluster merger simulation, the intracluster gas can have Eulerian discretization, while dark matter can be modeled using particles. FLASH, a component-based scientific simulation code, superimposes a Lagrangian framework atop an adaptive mesh refinement Eulerian framework to enable such simulations. The discretization of the field variables is Eulerian, while the Lagrangian entities occur in many different forms including tracer particles, massive particles, charged particles in particle-in-cell mode, and Lagrangian markers to model fluid structure interactions. These widely varying roles for Lagrangian entities are possible because of the highly modular, flexible, and extensible architecture of the Lagrangian framework. In this paper, we describe the Lagrangian framework in FLASH in the context of two very different applications, Type Ia supernovae and galaxy cluster mergers, which use the Lagrangian entities in fundamentally different ways.

Imposing a Lagrangian Particle Framework on an Eulerian Hydrodynamics Infrastructure in FLASH

NASA Astrophysics Data System (ADS)

Dubey, A.; Daley, C.; ZuHone, J.; Ricker, P. M.; Weide, K.; Graziani, C.

2012-08-01

In many astrophysical simulations, both Eulerian and Lagrangian quantities are of interest. For example, in a galaxy cluster merger simulation, the intracluster gas can have Eulerian discretization, while dark matter can be modeled using particles. FLASH, a component-based scientific simulation code, superimposes a Lagrangian framework atop an adaptive mesh refinement Eulerian framework to enable such simulations. The discretization of the field variables is Eulerian, while the Lagrangian entities occur in many different forms including tracer particles, massive particles, charged particles in particle-in-cell mode, and Lagrangian markers to model fluid-structure interactions. These widely varying roles for Lagrangian entities are possible because of the highly modular, flexible, and extensible architecture of the Lagrangian framework. In this paper, we describe the Lagrangian framework in FLASH in the context of two very different applications, Type Ia supernovae and galaxy cluster mergers, which use the Lagrangian entities in fundamentally different ways.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

NASA Astrophysics Data System (ADS)

DeVille, R. E. L.; Riemer, N.; West, M.

2011-09-01

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.

Modeling of combustion processes of stick propellants via combined Eulerian-Lagrangian approach

NASA Technical Reports Server (NTRS)

Kuo, K. K.; Hsieh, K. C.; Athavale, M. M.

1988-01-01

This research is motivated by the improved ballistic performance of large-caliber guns using stick propellant charges. A comprehensive theoretical model for predicting the flame spreading, combustion, and grain deformation phenomena of long, unslotted stick propellants is presented. The formulation is based upon a combined Eulerian-Lagrangian approach to simulate special characteristics of the two phase combustion process in a cartridge loaded with a bundle of sticks. The model considers five separate regions consisting of the internal perforation, the solid phase, the external interstitial gas phase, and two lumped parameter regions at either end of the stick bundle. For the external gas phase region, a set of transient one-dimensional fluid-dynamic equations using the Eulerian approach is obtained; governing equations for the stick propellants are formulated using the Lagrangian approach. The motion of a representative stick is derived by considering the forces acting on the entire propellant stick. The instantaneous temperature and stress fields in the stick propellant are modeled by considering the transient axisymmetric heat conduction equation and dynamic structural analysis.

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

SHEDS-Pesticides (Stochastic Human Exposure and Dose Simulation Model for Pesticides) is a physically-based stochastic model developed to quantify exposure and dose of humans to multimedia, multipathway pollutants. Probabilistic inputs are combined in physical/mechanistic algorit...

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

Stochastic modeling of experimental chaotic time series.

PubMed

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

2007-01-26

Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.

Adjoint of the global Eulerian-Lagrangian coupled atmospheric transport model (A-GELCA v1.0): development and validation

NASA Astrophysics Data System (ADS)

Belikov, Dmitry A.; Maksyutov, Shamil; Yaremchuk, Alexey; Ganshin, Alexander; Kaminski, Thomas; Blessing, Simon; Sasakawa, Motoki; Gomez-Pelaez, Angel J.; Starchenko, Alexander

2016-02-01

We present the development of the Adjoint of the Global Eulerian-Lagrangian Coupled Atmospheric (A-GELCA) model that consists of the National Institute for Environmental Studies (NIES) model as an Eulerian three-dimensional transport model (TM), and FLEXPART (FLEXible PARTicle dispersion model) as the Lagrangian Particle Dispersion Model (LPDM). The forward tangent linear and adjoint components of the Eulerian model were constructed directly from the original NIES TM code using an automatic differentiation tool known as TAF (Transformation of Algorithms in Fortran; http://www.FastOpt.com, with additional manual pre- and post-processing aimed at improving transparency and clarity of the code and optimizing the performance of the computing, including MPI (Message Passing Interface). The Lagrangian component did not require any code modification, as LPDMs are self-adjoint and track a significant number of particles backward in time in order to calculate the sensitivity of the observations to the neighboring emission areas. The constructed Eulerian adjoint was coupled with the Lagrangian component at a time boundary in the global domain. The simulations presented in this work were performed using the A-GELCA model in forward and adjoint modes. The forward simulation shows that the coupled model improves reproduction of the seasonal cycle and short-term variability of CO2. Mean bias and standard deviation for five of the six Siberian sites considered decrease roughly by 1 ppm when using the coupled model. The adjoint of the Eulerian model was shown, through several numerical tests, to be very accurate (within machine epsilon with mismatch around to ±6 e-14) compared to direct forward sensitivity calculations. The developed adjoint of the coupled model combines the flux conservation and stability of an Eulerian discrete adjoint formulation with the flexibility, accuracy, and high resolution of a Lagrangian backward trajectory formulation. A-GELCA will be incorporated

Modeling Sediment Transport Using a Lagrangian Particle Tracking Algorithm Coupled with High-Resolution Large Eddy Simulations: a Critical Analysis of Model Limits and Sensitivity

NASA Astrophysics Data System (ADS)

Garcia, M. H.

2016-12-01

Modeling Sediment Transport Using a Lagrangian Particle Tracking Algorithm Coupled with High-Resolution Large Eddy Simulations: a Critical Analysis of Model Limits and Sensitivity Som Dutta1, Paul Fischer2, Marcelo H. Garcia11Department of Civil and Environmental Engineering, University of Illinois at Urbana-Champaign, Urbana, Il, 61801 2Department of Computer Science and Department of MechSE, University of Illinois at Urbana-Champaign, Urbana, Il, 61801 Since the seminal work of Niño and Garcia [1994], one-way coupled Lagrangian particle tracking has been used extensively for modeling sediment transport. Over time, the Lagrangian particle tracking method has been coupled with Eulerian flow simulations, ranging from Reynolds Averaged Navier-Stokes (RANS) based models to Detached Eddy Simulations (DES) [Escauriaza and Sotiropoulos, 2011]. Advent of high performance computing (HPC) platforms and faster algorithms have resulted in the work of Dutta et al. [2016], where Lagrangian particle tracking was coupled with high-resolution Large Eddy Simulations (LES) to model the complex and highly non-linear phenomenon of Bulle-Effect at diversions. Despite all the advancements in using Lagrangian particle tracking, there has not been a study that looks in detail at the limits of the model in the context of sediment transport, and also analyzes the sensitivity of the various force formulation in the force balance equation of the particles. Niño and Garcia [1994] did a similar analysis, but the vertical flow velocity distribution was modeled as the log-law. The current study extends the analysis by modeling the flow using high-resolution LES at a Reynolds number comparable to experiments of Niño et al. [1994]. Dutta et al., (2016), Large Eddy Simulation (LES) of flow and bedload transport at an idealized 90-degree diversion: insight into Bulle-Effect, River Flow 2016 - Constantinescu, Garcia & Hanes (Eds), Taylor & Francis Group, London, 101-109. Escauriaza and Sotiropoulos

Stochastic lattice model of synaptic membrane protein domains.

PubMed

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

2017-05-01

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

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.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

Stochastic modeling of macrodispersion in unsaturated heterogeneous porous media. Final report

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

Yeh, T.C.J.

1995-02-01

Spatial heterogeneity of geologic media leads to uncertainty in predicting both flow and transport in the vadose zone. In this work an efficient and flexible, combined analytical-numerical Monte Carlo approach is developed for the analysis of steady-state flow and transient transport processes in highly heterogeneous, variably saturated porous media. The approach is also used for the investigation of the validity of linear, first order analytical stochastic models. With the Monte Carlo analysis accurate estimates of the ensemble conductivity, head, velocity, and concentration mean and covariance are obtained; the statistical moments describing displacement of solute plumes, solute breakthrough at a compliancemore » surface, and time of first exceedance of a given solute flux level are analyzed; and the cumulative probability density functions for solute flux across a compliance surface are investigated. The results of the Monte Carlo analysis show that for very heterogeneous flow fields, and particularly in anisotropic soils, the linearized, analytical predictions of soil water tension and soil moisture flux become erroneous. Analytical, linearized Lagrangian transport models also overestimate both the longitudinal and the transverse spreading of the mean solute plume in very heterogeneous soils and in dry soils. A combined analytical-numerical conditional simulation algorithm is also developed to estimate the impact of in-situ soil hydraulic measurements on reducing the uncertainty of concentration and solute flux predictions.« less

Stochastic Spectral Descent for Discrete Graphical Models

DOE PAGES

Carlson, David; Hsieh, Ya-Ping; Collins, Edo; ...

2015-12-14

Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted asmore » gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.« less

Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

Stochastic models of the Social Security trust funds.

PubMed

Burdick, Clark; Manchester, Joyce

Each year in March, the Board of Trustees of the Social Security trust funds reports on the current and projected financial condition of the Social Security programs. Those programs, which pay monthly benefits to retired workers and their families, to the survivors of deceased workers, and to disabled workers and their families, are financed through the Old-Age, Survivors, and Disability Insurance (OASDI) Trust Funds. In their 2003 report, the Trustees present, for the first time, results from a stochastic model of the combined OASDI trust funds. Stochastic modeling is an important new tool for Social Security policy analysis and offers the promise of valuable new insights into the financial status of the OASDI trust funds and the effects of policy changes. The results presented in this article demonstrate that several stochastic models deliver broadly consistent results even though they use very different approaches and assumptions. However, they also show that the variation in trust fund outcomes differs as the approach and assumptions are varied. Which approach and assumptions are best suited for Social Security policy analysis remains an open question. Further research is needed before the promise of stochastic modeling is fully realized. For example, neither parameter uncertainty nor variability in ultimate assumption values is recognized explicitly in the analyses. Despite this caveat, stochastic modeling results are already shedding new light on the range and distribution of trust fund outcomes that might occur in the future.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

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

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

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

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

NSWC-PCD has made considerable improvements to their pedestrian flow modeling . In addition to the linear paths, the 2011 version now includes...using stochastic paths. 2.2 Linear Paths vs. Stochastic Paths 2.2.1 Linear Paths and Direct Maximum Pd Calculation Modeling pedestrian traffic flow...as a stochastic process begins with the linear path model . Let the detec- tion area be R x C voxels. This creates C 2 total linear paths, path(Cs

Turbulent Dispersion of Pathogenic Spores Within and Above Plant Canopies: Field Experiments and Lagrangian Modeling

NASA Astrophysics Data System (ADS)

Gleicher, S.; Chamecki, M.; Isard, S.; Katul, G. G.

2012-12-01

Plant disease epidemics caused by pathogenic spores are a common and consequential threat to agricultural crops. In most cases, pathogenic spores are produced and released deep inside plant canopies and must be transported out of the canopy region in order to infect other fields and spread the disease. The fraction of spores that "escape" the canopy is crucial in determining how fast and far these plant diseases will spread. The goal of this work is to use a field experiment, coupled with a Lagrangian Stochastic Model (LSM), to investigate how properties of canopy turbulence impact the dispersion of spores inside the canopy and the fraction of spores that escape from the canopy. An extensive field experiment was conducted to study spore dispersion inside and outside a corn canopy. The spores were released from point sources located at various depths inside the canopy. Concentration measurements were obtained inside and above the canopy by a 3-dimensional grid of spore collectors. The experimental measurements of mean spore concentration are used to validate a LSM for spore dispersion. In the LSM, flow field statistics used to drive the particle dispersion are specified by a second-order closure model for turbulence within plant canopies. The dispersion model includes spore deposition on and rebound from canopy elements. The combination of experimental and numerical simulations is used to quantify the fraction of spores that escape the canopy. Effects of release height, friction velocity, and canopy architecture on the escape fraction of spores are explored using the LSM, and implications for disease propagation are discussed.

A production planning model considering uncertain demand using two-stage stochastic programming in a fresh vegetable supply chain context.

PubMed

Mateo, Jordi; Pla, Lluis M; Solsona, Francesc; Pagès, Adela

2016-01-01

Production planning models are achieving more interest for being used in the primary sector of the economy. The proposed model relies on the formulation of a location model representing a set of farms susceptible of being selected by a grocery shop brand to supply local fresh products under seasonal contracts. The main aim is to minimize overall procurement costs and meet future demand. This kind of problem is rather common in fresh vegetable supply chains where producers are located in proximity either to processing plants or retailers. The proposed two-stage stochastic model determines which suppliers should be selected for production contracts to ensure high quality products and minimal time from farm-to-table. Moreover, Lagrangian relaxation and parallel computing algorithms are proposed to solve these instances efficiently in a reasonable computational time. The results obtained show computational gains from our algorithmic proposals in front of the usage of plain CPLEX solver. Furthermore, the results ensure the competitive advantages of using the proposed model by purchase managers in the fresh vegetables industry.

Lagrangian derivation of the two coupled field equations in the Janus cosmological model

NASA Astrophysics Data System (ADS)

Petit, Jean-Pierre; D'Agostini, G.

2015-05-01

After a review citing the results obtained in previous articles introducing the Janus Cosmological Model, consisting of a set of two coupled field equations, where one metrics refers to the positive masses and the other to the negative masses, which explains the observed cosmic acceleration and the nature of dark energy, we present the Lagrangian derivation of the model.

The Gaussian streaming model and convolution Lagrangian effective field theory

DOE PAGES

Vlah, Zvonimir; Castorina, Emanuele; White, Martin

2016-12-05

We update the ingredients of the Gaussian streaming model (GSM) for the redshift-space clustering of biased tracers using the techniques of Lagrangian perturbation theory, effective field theory (EFT) and a generalized Lagrangian bias expansion. After relating the GSM to the cumulant expansion, we present new results for the real-space correlation function, mean pairwise velocity and pairwise velocity dispersion including counter terms from EFT and bias terms through third order in the linear density, its leading derivatives and its shear up to second order. We discuss the connection to the Gaussian peaks formalism. We compare the ingredients of the GSM tomore » a suite of large N-body simulations, and show the performance of the theory on the low order multipoles of the redshift-space correlation function and power spectrum. We highlight the importance of a general biasing scheme, which we find to be as important as higher-order corrections due to non-linear evolution for the halos we consider on the scales of interest to us.« less

The Gaussian streaming model and convolution Lagrangian effective field theory

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

Vlah, Zvonimir; Castorina, Emanuele; White, Martin, E-mail: zvlah@stanford.edu, E-mail: ecastorina@berkeley.edu, E-mail: mwhite@berkeley.edu

We update the ingredients of the Gaussian streaming model (GSM) for the redshift-space clustering of biased tracers using the techniques of Lagrangian perturbation theory, effective field theory (EFT) and a generalized Lagrangian bias expansion. After relating the GSM to the cumulant expansion, we present new results for the real-space correlation function, mean pairwise velocity and pairwise velocity dispersion including counter terms from EFT and bias terms through third order in the linear density, its leading derivatives and its shear up to second order. We discuss the connection to the Gaussian peaks formalism. We compare the ingredients of the GSM tomore » a suite of large N-body simulations, and show the performance of the theory on the low order multipoles of the redshift-space correlation function and power spectrum. We highlight the importance of a general biasing scheme, which we find to be as important as higher-order corrections due to non-linear evolution for the halos we consider on the scales of interest to us.« less

Normal forms for reduced stochastic climate models

PubMed Central

Majda, Andrew J.; Franzke, Christian; Crommelin, Daan

2009-01-01

The systematic development of reduced low-dimensional stochastic climate models from observations or comprehensive high-dimensional climate models is an important topic for atmospheric low-frequency variability, climate sensitivity, and improved extended range forecasting. Here techniques from applied mathematics are utilized to systematically derive normal forms for reduced stochastic climate models for low-frequency variables. The use of a few Empirical Orthogonal Functions (EOFs) (also known as Principal Component Analysis, Karhunen–Loéve and Proper Orthogonal Decomposition) depending on observational data to span the low-frequency subspace requires the assessment of dyad interactions besides the more familiar triads in the interaction between the low- and high-frequency subspaces of the dynamics. It is shown below that the dyad and multiplicative triad interactions combine with the climatological linear operator interactions to simultaneously produce both strong nonlinear dissipation and Correlated Additive and Multiplicative (CAM) stochastic noise. For a single low-frequency variable the dyad interactions and climatological linear operator alone produce a normal form with CAM noise from advection of the large scales by the small scales and simultaneously strong cubic damping. These normal forms should prove useful for developing systematic strategies for the estimation of stochastic models from climate data. As an illustrative example the one-dimensional normal form is applied below to low-frequency patterns such as the North Atlantic Oscillation (NAO) in a climate model. The results here also illustrate the short comings of a recent linear scalar CAM noise model proposed elsewhere for low-frequency variability. PMID:19228943

Rupture Propagation for Stochastic Fault Models

NASA Astrophysics Data System (ADS)

Favreau, P.; Lavallee, D.; Archuleta, R.

2003-12-01

The inversion of strong motion data of large earhquakes give the spatial distribution of pre-stress on the ruptured faults and it can be partially reproduced by stochastic models, but a fundamental question remains: how rupture propagates, constrained by the presence of spatial heterogeneity? For this purpose we investigate how the underlying random variables, that control the pre-stress spatial variability, condition the propagation of the rupture. Two stochastic models of prestress distributions are considered, respectively based on Cauchy and Gaussian random variables. The parameters of the two stochastic models have values corresponding to the slip distribution of the 1979 Imperial Valley earthquake. We use a finite difference code to simulate the spontaneous propagation of shear rupture on a flat fault in a 3D continuum elastic body. The friction law is the slip dependent friction law. The simulations show that the propagation of the rupture front is more complex, incoherent or snake-like for a prestress distribution based on Cauchy random variables. This may be related to the presence of a higher number of asperities in this case. These simulations suggest that directivity is stronger in the Cauchy scenario, compared to the smoother rupture of the Gauss scenario.

Lagrangian description of warm plasmas

NASA Technical Reports Server (NTRS)

Kim, H.

1970-01-01

Efforts are described to extend the averaged Lagrangian method of describing small signal wave propagation and nonlinear wave interaction, developed by earlier workers for cold plasmas, to the more general conditions of warm collisionless plasmas, and to demonstrate particularly the effectiveness of the method in analyzing wave-wave interactions. The theory is developed for both the microscopic description and the hydrodynamic approximation to plasma behavior. First, a microscopic Lagrangian is formulated rigorously, and expanded in terms of perturbations about equilibrium. Two methods are then described for deriving a hydrodynamic Lagrangian. In the first of these, the Lagrangian is obtained by velocity integration of the exact microscopic Lagrangian. In the second, the expanded hydrodynamic Lagrangian is obtained directly from the expanded microscopic Lagrangian. As applications of the microscopic Lagrangian, the small-signal dispersion relations and the coupled mode equations are derived for all possible waves in a warm infinite, weakly inhomogeneous magnetoplasma, and their interactions are examined.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

Modeling NIF experimental designs with adaptive mesh refinement and Lagrangian hydrodynamics

NASA Astrophysics Data System (ADS)

Koniges, A. E.; Anderson, R. W.; Wang, P.; Gunney, B. T. N.; Becker, R.; Eder, D. C.; MacGowan, B. J.; Schneider, M. B.

2006-06-01

Incorporation of adaptive mesh refinement (AMR) into Lagrangian hydrodynamics algorithms allows for the creation of a highly powerful simulation tool effective for complex target designs with three-dimensional structure. We are developing an advanced modeling tool that includes AMR and traditional arbitrary Lagrangian-Eulerian (ALE) techniques. Our goal is the accurate prediction of vaporization, disintegration and fragmentation in National Ignition Facility (NIF) experimental target elements. Although our focus is on minimizing the generation of shrapnel in target designs and protecting the optics, the general techniques are applicable to modern advanced targets that include three-dimensional effects such as those associated with capsule fill tubes. Several essential computations in ordinary radiation hydrodynamics need to be redesigned in order to allow for AMR to work well with ALE, including algorithms associated with radiation transport. Additionally, for our goal of predicting fragmentation, we include elastic/plastic flow into our computations. We discuss the integration of these effects into a new ALE-AMR simulation code. Applications of this newly developed modeling tool as well as traditional ALE simulations in two and three dimensions are applied to NIF early-light target designs.

The Stochastic Modelling of Endemic Diseases

NASA Astrophysics Data System (ADS)

Susvitasari, Kurnia; Siswantining, Titin

2017-01-01

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

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.

Linking agent-based models and stochastic models of financial markets

PubMed Central

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene

2012-01-01

It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that “fat” tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting. PMID:22586086

Linking agent-based models and stochastic models of financial markets.

PubMed

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H Eugene

2012-05-29

It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that "fat" tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting.

Computing eddy-driven effective diffusivity using Lagrangian particles

DOE PAGES

Wolfram, Phillip J.; Ringler, Todd D.

2017-08-14

A novel method to derive effective diffusivity from Lagrangian particle trajectory data sets is developed and then analyzed relative to particle-derived meridional diffusivity for eddy-driven mixing in an idealized circumpolar current. Quantitative standard dispersion- and transport-based mixing diagnostics are defined, compared and contrasted to motivate the computation and use of effective diffusivity derived from Lagrangian particles. We compute the effective diffusivity by first performing scalar transport on Lagrangian control areas using stored trajectories computed from online Lagrangian In-situ Global High-performance particle Tracking (LIGHT) using the Model for Prediction Across Scales Ocean (MPAS-O). Furthermore, the Lagrangian scalar transport scheme is comparedmore » against an Eulerian scalar transport scheme. Spatially-variable effective diffusivities are computed from resulting time-varying cumulative concentrations that vary as a function of cumulative area. The transport-based Eulerian and Lagrangian effective diffusivity diagnostics are found to be qualitatively consistent with the dispersion-based diffusivity. All diffusivity estimates show a region of increased subsurface diffusivity within the core of an idealized circumpolar current and results are within a factor of two of each other. The Eulerian and Lagrangian effective diffusivities are most similar; smaller and more spatially diffused values are obtained with the dispersion-based diffusivity computed with particle clusters.« less

Computing eddy-driven effective diffusivity using Lagrangian particles

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

Wolfram, Phillip J.; Ringler, Todd D.

A novel method to derive effective diffusivity from Lagrangian particle trajectory data sets is developed and then analyzed relative to particle-derived meridional diffusivity for eddy-driven mixing in an idealized circumpolar current. Quantitative standard dispersion- and transport-based mixing diagnostics are defined, compared and contrasted to motivate the computation and use of effective diffusivity derived from Lagrangian particles. We compute the effective diffusivity by first performing scalar transport on Lagrangian control areas using stored trajectories computed from online Lagrangian In-situ Global High-performance particle Tracking (LIGHT) using the Model for Prediction Across Scales Ocean (MPAS-O). Furthermore, the Lagrangian scalar transport scheme is comparedmore » against an Eulerian scalar transport scheme. Spatially-variable effective diffusivities are computed from resulting time-varying cumulative concentrations that vary as a function of cumulative area. The transport-based Eulerian and Lagrangian effective diffusivity diagnostics are found to be qualitatively consistent with the dispersion-based diffusivity. All diffusivity estimates show a region of increased subsurface diffusivity within the core of an idealized circumpolar current and results are within a factor of two of each other. The Eulerian and Lagrangian effective diffusivities are most similar; smaller and more spatially diffused values are obtained with the dispersion-based diffusivity computed with particle clusters.« less

Shear and shearless Lagrangian structures in compound channels

NASA Astrophysics Data System (ADS)

Enrile, F.; Besio, G.; Stocchino, A.

2018-03-01

Transport processes in a physical model of a natural stream with a composite cross-section (compound channel) are investigated by means of a Lagrangian analysis based on nonlinear dynamical system theory. Two-dimensional free surface Eulerian experimental velocity fields of a uniform flow in a compound channel form the basis for the identification of the so-called Lagrangian Coherent Structures. Lagrangian structures are recognized as the key features that govern particle trajectories. We seek for two particular class of Lagrangian structures: Shear and shearless structures. The former are generated whenever the shear dominates the flow whereas the latter behave as jet-cores. These two type of structures are detected as ridges and trenches of the Finite-Time Lyapunov Exponents fields, respectively. Besides, shearlines computed applying the geodesic theory of transport barriers mark Shear Lagrangian Coherent Structures. So far, the detection of these structures in real experimental flows has not been deeply investigated. Indeed, the present results obtained in a wide range of the controlling parameters clearly show a different behaviour depending on the shallowness of the flow. Shear and Shearless Lagrangian Structures detected from laboratory experiments clearly appear as the flow develops in shallow conditions. The presence of these Lagrangian Structures tends to fade in deep flow conditions.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-06-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Vorticity-divergence semi-Lagrangian global atmospheric model SL-AV20: dynamical core

NASA Astrophysics Data System (ADS)

Tolstykh, Mikhail; Shashkin, Vladimir; Fadeev, Rostislav; Goyman, Gordey

2017-05-01

SL-AV (semi-Lagrangian, based on the absolute vorticity equation) is a global hydrostatic atmospheric model. Its latest version, SL-AV20, provides global operational medium-range weather forecast with 20 km resolution over Russia. The lower-resolution configurations of SL-AV20 are being tested for seasonal prediction and climate modeling. The article presents the model dynamical core. Its main features are a vorticity-divergence formulation at the unstaggered grid, high-order finite-difference approximations, semi-Lagrangian semi-implicit discretization and the reduced latitude-longitude grid with variable resolution in latitude. The accuracy of SL-AV20 numerical solutions using a reduced lat-lon grid and the variable resolution in latitude is tested with two idealized test cases. Accuracy and stability of SL-AV20 in the presence of the orography forcing are tested using the mountain-induced Rossby wave test case. The results of all three tests are in good agreement with other published model solutions. It is shown that the use of the reduced grid does not significantly affect the accuracy up to the 25 % reduction in the number of grid points with respect to the regular grid. Variable resolution in latitude allows us to improve the accuracy of a solution in the region of interest.

Using OCO-2 Observations and Lagrangian Modeling to Constrain Urban Carbon Dioxide Emissions in the Middle East

NASA Astrophysics Data System (ADS)

Yang, E. G.; Kort, E. A.; Ware, J.; Ye, X.; Lauvaux, T.; Wu, D.; Lin, J. C.; Oda, T.

2017-12-01

Anthropogenic carbon dioxide (CO2) emissions are greatly perturbing the Earth's carbon cycle. Rising emissions from the developing world are increasing uncertainties in global CO2 emissions. With the rapid urbanization of developing regions, methods of constraining urban CO2 emissions in these areas can address critical uncertainties in the global carbon budget. In this study, we work toward constraining urban CO2 emissions in the Middle East by comparing top-down observations and bottom-up simulations of total column CO2 (XCO2) in four cities (Riyadh, Cairo, Baghdad, and Doha), both separately and in aggregate. This comparison involves quantifying the relationship for all available data in the period of September 2014 until March 2016 between observations of XCO2 from the Orbiting Carbon Observatory-2 (OCO-2) satellite and simulations of XCO2 using the Stochastic Time-Inverted Lagrangian Transport (STILT) model coupled with Global Data Assimilation System (GDAS) reanalysis products and multiple CO2 emissions inventories. We discuss the extent to which our observation/model framework can distinguish between the different emissions representations and determine optimized emissions estimates for this domain. We also highlight the implications of our comparisons on the fidelity of the bottom-up inventories used, and how these implications may inform the use of OCO-2 data for urban regions around the world.

Sea Fog Forecasting with Lagrangian Models

NASA Astrophysics Data System (ADS)

Lewis, J. M.

2014-12-01

In 1913, G. I. Taylor introduced us to a Lagrangian view of sea fog formation. He conducted his study off the coast of Newfoundland in the aftermath of the Titanic disaster. We briefly review Taylor's classic work and then apply these same principles to a case of sea fog formation and dissipation off the coast of California. The resources used in this study consist of: 1) land-based surface and upper-air observations, 2) NDBC (National Data Buoy Center) observations from moored buoys equipped to measure dew point temperature as well as the standard surface observations at sea (wind, sea surface temperature, pressure, and air temperature), 3) satellite observations of cloud, and 4) a one-dimensional (vertically directed) boundary layer model that tracks with the surface air motion and makes use of sophisticated turbulence-radiation parameterizations. Results of the investigation indicate that delicate interplay and interaction between the radiation and turbulence processes makes accurate forecasts of sea fog onset unlikely in the near future. This pessimistic attitude stems from inadequacy of the existing network of observations and uncertainties in modeling dynamical processes within the boundary layer.

Lagrangian Assimilation of Satellite Data for Climate Studies in the Arctic

NASA Technical Reports Server (NTRS)

Lindsay, Ronald W.; Zhang, Jin-Lun; Stern, Harry

2004-01-01

Under this grant we have developed and tested a new Lagrangian model of sea ice. A Lagrangian model keeps track of material parcels as they drift in the model domain. Besides providing a natural framework for the assimilation of Lagrangian data, it has other advantages: 1) a model that follows material elements is well suited for a medium such as sea ice in which an element retains its identity for a long period of time; 2) model cells can be added or dropped as needed, allowing the spatial resolution to be increased in areas of high variability or dense observations; 3) ice from particular regions, such as the marginal seas, can be marked and traced for a long time; and 4) slip lines in the ice motion are accommodated more naturally because there is no internal grid. Our work makes use of these strengths of the Lagrangian formulation.

Birch regeneration: a stochastic model

Treesearch

William B. Leak

1968-01-01

The regeneration of a clearcutting with paper or yellow birch is expressed as an elementary stochastic (probabalistic) model that is computationally similar to an absorbing Markov chain. In the general case, the model contains 29 states beginning with the development of a flower (ament) and terminating with the abortion of a flower or seed, or the development of an...

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Can lagrangian models reproduce the migration time of European eel obtained from otolith analysis?

NASA Astrophysics Data System (ADS)

Rodríguez-Díaz, L.; Gómez-Gesteira, M.

2017-12-01

European eel can be found at the Bay of Biscay after a long migration across the Atlantic. The duration of migration, which takes place at larval stage, is of primary importance to understand eel ecology and, hence, its survival. This duration is still a controversial matter since it can range from 7 months to > 4 years depending on the method to estimate duration. The minimum migration duration estimated from our lagrangian model is similar to the duration obtained from the microstructure of eel otoliths, which is typically on the order of 7-9 months. The lagrangian model showed to be sensitive to different conditions like spatial and time resolution, release depth, release area and initial distribution. In general, migration showed to be faster when decreasing the depth and increasing the resolution of the model. In average, the fastest migration was obtained when only advective horizontal movement was considered. However, faster migration was even obtained in some cases when locally oriented random migration was taken into account.

Modeling and Numerical Challenges in Eulerian-Lagrangian Computations of Shock-driven Multiphase Flows

NASA Astrophysics Data System (ADS)

Diggs, Angela; Balachandar, Sivaramakrishnan

2015-06-01

The present work addresses the numerical methods required for particle-gas and particle-particle interactions in Eulerian-Lagrangian simulations of multiphase flow. Local volume fraction as seen by each particle is the quantity of foremost importance in modeling and evaluating such interactions. We consider a general multiphase flow with a distribution of particles inside a fluid flow discretized on an Eulerian grid. Particle volume fraction is needed both as a Lagrangian quantity associated with each particle and also as an Eulerian quantity associated with the flow. In Eulerian Projection (EP) methods, the volume fraction is first obtained within each cell as an Eulerian quantity and then interpolated to each particle. In Lagrangian Projection (LP) methods, the particle volume fraction is obtained at each particle and then projected onto the Eulerian grid. Traditionally, EP methods are used in multiphase flow, but sub-grid resolution can be obtained through use of LP methods. By evaluating the total error and its components we compare the performance of EP and LP methods. The standard von Neumann error analysis technique has been adapted for rigorous evaluation of rate of convergence. The methods presented can be extended to obtain accurate field representations of other Lagrangian quantities. Most importantly, we will show that such careful attention to numerical methodologies is needed in order to capture complex shock interaction with a bed of particles. Supported by U.S. Department of Defense SMART Program and the U.S. Department of Energy PSAAP-II program under Contract No. DE-NA0002378.

A majorized Newton-CG augmented Lagrangian-based finite element method for 3D restoration of geological models

NASA Astrophysics Data System (ADS)

Tang, Peipei; Wang, Chengjing; Dai, Xiaoxia

2016-04-01

In this paper, we propose a majorized Newton-CG augmented Lagrangian-based finite element method for 3D elastic frictionless contact problems. In this scheme, we discretize the restoration problem via the finite element method and reformulate it to a constrained optimization problem. Then we apply the majorized Newton-CG augmented Lagrangian method to solve the optimization problem, which is very suitable for the ill-conditioned case. Numerical results demonstrate that the proposed method is a very efficient algorithm for various large-scale 3D restorations of geological models, especially for the restoration of geological models with complicated faults.

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

In contemporary image and vision analysis, stochastic approaches demonstrate great flexibility in representing and modeling complex phenomena, while variational-PDE methods gain enormous computational advantages over Monte Carlo or other stochastic algorithms. In combination, the two can lead to much more powerful novel models and efficient algorithms. In the current work, we propose a stochastic-variational model for soft (or fuzzy) Mumford-Shah segmentation of mixture image patterns. Unlike the classical hard Mumford-Shah segmentation, the new model allows each pixel to belong to each image pattern with some probability. Soft segmentation could lead to hard segmentation, and hence is more general. The modeling procedure, mathematical analysis on the existence of optimal solutions, and computational implementation of the new model are explored in detail, and numerical examples of both synthetic and natural images are presented. PMID:23165059

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

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

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

Classical Lagrangians and Finsler structures for the nonminimal fermion sector of the standard model extension

NASA Astrophysics Data System (ADS)

Schreck, M.

2016-05-01

This article is devoted to finding classical point-particle equivalents for the fermion sector of the nonminimal standard model extension (SME). For a series of nonminimal operators, such Lagrangians are derived at first order in Lorentz violation using the algebraic concept of Gröbner bases. Subsequently, the Lagrangians serve as a basis for reanalyzing the results of certain kinematic tests of special relativity that were carried out in the past century. Thereby, a number of new constraints on coefficients of the nonminimal SME is obtained. In the last part of the paper we point out connections to Finsler geometry.

Variable Density Effects in Stochastic Lagrangian Models for Turbulent Combustion

DTIC Science & Technology

2016-07-20

PDF methods in dealing with chemical reaction and convection are preserved irrespective of density variation. Since the density variation in a typical...combustion process may be as large as factor of seven, including variable- density effects in PDF methods is of significance. Conventionally, the...strategy of modelling variable density flows in PDF methods is similar to that used for second-moment closure models (SMCM): models are developed based on

A Lagrangian particle model to predict the airborne spread of foot-and-mouth disease virus

NASA Astrophysics Data System (ADS)

Mayer, D.; Reiczigel, J.; Rubel, F.

Airborne spread of bioaerosols in the boundary layer over a complex terrain is simulated using a Lagrangian particle model, and applied to modelling the airborne spread of foot-and-mouth disease (FMD) virus. Two case studies are made with study domains located in a hilly region in the northwest of the Styrian capital Graz, the second largest town in Austria. Mountainous terrain as well as inhomogeneous and time varying meteorological conditions prevent from application of so far used Gaussian dispersion models, while the proposed model can handle these realistically. In the model, trajectories of several thousands of particles are computed and the distribution of virus concentration near the ground is calculated. This allows to assess risk of infection areas with respect to animal species of interest, such as cattle, swine or sheep. Meteorological input data like wind field and other variables necessary to compute turbulence were taken from the new pre-operational version of the non-hydrostatic numerical weather prediction model LMK ( Lokal-Modell-Kürzestfrist) running at the German weather service DWD ( Deutscher Wetterdienst). The LMK model provides meteorological parameters with a spatial resolution of about 2.8 km. To account for the spatial resolution of 400 m used by the Lagrangian particle model, the initial wind field is interpolated upon the finer grid by a mass consistent interpolation method. Case studies depict a significant influence of local wind systems on the spread of virus. Higher virus concentrations at the upwind side of the hills and marginal concentrations in the lee are well observable, as well as canalization effects by valleys. The study demonstrates that the Lagrangian particle model is an appropriate tool for risk assessment of airborne spread of virus by taking into account the realistic orographic and meteorological conditions.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-12-01

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

Euler-Lagrangian computation for estuarine hydrodynamics

USGS Publications Warehouse

Cheng, Ralph T.

1983-01-01

The transport of conservative and suspended matter in fluid flows is a phenomenon of Lagrangian nature because the process is usually convection dominant. Nearly all numerical investigations of such problems use an Eulerian formulation for the convenience that the computational grids are fixed in space and because the vast majority of field data are collected in an Eulerian reference frame. Several examples are given in this paper to illustrate a modeling approach which combines the advantages of both the Eulerian and Lagrangian computational techniques.

Lagrangian-averaged model for magnetohydrodynamic turbulence and the absence of bottlenecks.

PubMed

Pietarila Graham, Jonathan; Mininni, Pablo D; Pouquet, Annick

2009-07-01

We demonstrate that, for the case of quasiequipartition between the velocity and the magnetic field, the Lagrangian-averaged magnetohydrodynamics (LAMHD) alpha model reproduces well both the large-scale and the small-scale properties of turbulent flows; in particular, it displays no increased (superfilter) bottleneck effect with its ensuing enhanced energy spectrum at the onset of the subfilter scales. This is in contrast to the case of the neutral fluid in which the Lagrangian-averaged Navier-Stokes alpha model is somewhat limited in its applications because of the formation of spatial regions with no internal degrees of freedom and subsequent contamination of superfilter-scale spectral properties. We argue that, as the Lorentz force breaks the conservation of circulation and enables spectrally nonlocal energy transfer (associated with Alfvén waves), it is responsible for the absence of a viscous bottleneck in magnetohydrodynamics (MHD), as compared to the fluid case. As LAMHD preserves Alfvén waves and the circulation properties of MHD, there is also no (superfilter) bottleneck found in LAMHD, making this method capable of large reductions in required numerical degrees of freedom; specifically, we find a reduction factor of approximately 200 when compared to a direct numerical simulation on a large grid of 1536;{3} points at the same Reynolds number.

Lagrangian motion, coherent structures, and lines of persistent material strain.

PubMed

Samelson, R M

2013-01-01

Lagrangian motion in geophysical fluids may be strongly influenced by coherent structures that support distinct regimes in a given flow. The problems of identifying and demarcating Lagrangian regime boundaries associated with dynamical coherent structures in a given velocity field can be studied using approaches originally developed in the context of the abstract geometric theory of ordinary differential equations. An essential insight is that when coherent structures exist in a flow, Lagrangian regime boundaries may often be indicated as material curves on which the Lagrangian-mean principal-axis strain is large. This insight is the foundation of many numerical techniques for identifying such features in complex observed or numerically simulated ocean flows. The basic theoretical ideas are illustrated with a simple, kinematic traveling-wave model. The corresponding numerical algorithms for identifying candidate Lagrangian regime boundaries and lines of principal Lagrangian strain (also called Lagrangian coherent structures) are divided into parcel and bundle schemes; the latter include the finite-time and finite-size Lyapunov exponent/Lagrangian strain (FTLE/FTLS and FSLE/FSLS) metrics. Some aspects and results of oceanographic studies based on these approaches are reviewed, and the results are discussed in the context of oceanographic observations of dynamical coherent structures.

On tide-induced Lagrangian residual current and residual transport: 1. Lagrangian residual current

USGS Publications Warehouse

Feng, Shizuo; Cheng, Ralph T.; Pangen, Xi

1986-01-01

Residual currents in tidal estuaries and coastal embayments have been recognized as fundamental factors which affect the long-term transport processes. It has been pointed out by previous studies that it is more relevant to use a Lagrangian mean velocity than an Eulerian mean velocity to determine the movements of water masses. Under weakly nonlinear approximation, the parameter k, which is the ratio of the net displacement of a labeled water mass in one tidal cycle to the tidal excursion, is assumed to be small. Solutions for tides, tidal current, and residual current have been considered for two-dimensional, barotropic estuaries and coastal seas. Particular attention has been paid to the distinction between the Lagrangian and Eulerian residual currents. When k is small, the first-order Lagrangian residual is shown to be the sum of the Eulerian residual current and the Stokes drift. The Lagrangian residual drift velocity or the second-order Lagrangian residual current has been shown to be dependent on the phase of tidal current. The Lagrangian drift velocity is induced by nonlinear interactions between tides, tidal currents, and the first-order residual currents, and it takes the form of an ellipse on a hodograph plane. Several examples are given to further demonstrate the unique properties of the Lagrangian residual current.

Non-linear stochastic growth rates and redshift space distortions

DOE PAGES

Jennings, Elise; Jennings, David

2015-04-09

The linear growth rate is commonly defined through a simple deterministic relation between the velocity divergence and the matter overdensity in the linear regime. We introduce a formalism that extends this to a non-linear, stochastic relation between θ = ∇ ∙ v(x,t)/aH and δ. This provides a new phenomenological approach that examines the conditional mean , together with the fluctuations of θ around this mean. We also measure these stochastic components using N-body simulations and find they are non-negative and increase with decreasing scale from ~10 per cent at k < 0.2 h Mpc -1 to 25 per cent atmore » k ~ 0.45 h Mpc -1 at z = 0. Both the stochastic relation and non-linearity are more pronounced for haloes, M ≤ 5 × 10 12 M ⊙ h -1, compared to the dark matter at z = 0 and 1. Non-linear growth effects manifest themselves as a rotation of the mean away from the linear theory prediction -f LTδ, where f LT is the linear growth rate. This rotation increases with wavenumber, k, and we show that it can be well-described by second-order Lagrangian perturbation theory (2LPT) fork < 0.1 h Mpc -1. Furthermore, the stochasticity in the θ – δ relation is not so simply described by 2LPT, and we discuss its impact on measurements of f LT from two-point statistics in redshift space. Furthermore, given that the relationship between δ and θ is stochastic and non-linear, this will have implications for the interpretation and precision of f LT extracted using models which assume a linear, deterministic expression.« less

Diffusion of test particles in stochastic magnetic fields for small Kubo numbers.

PubMed

Neuer, Marcus; Spatschek, Karl H

2006-02-01

Motion of charged particles in a collisional plasma with stochastic magnetic field lines is investigated on the basis of the so-called A-Langevin equation. Compared to the previously used A-Langevin model, here finite Larmor radius effects are taken into account. The A-Langevin equation is solved under the assumption that the Lagrangian correlation function for the magnetic field fluctuations is related to the Eulerian correlation function (in Gaussian form) via the Corrsin approximation. The latter is justified for small Kubo numbers. The velocity correlation function, being averaged with respect to the stochastic variables including collisions, leads to an implicit differential equation for the mean square displacement. From the latter, different transport regimes, including the well-known Rechester-Rosenbluth diffusion coefficient, are derived. Finite Larmor radius contributions show a decrease of the diffusion coefficient compared to the guiding center limit. The case of small (or vanishing) mean fields is also discussed.

Do Assimilated Drifter Velocities Improve Lagrangian Predictability in an Operational Ocean Model?

DTIC Science & Technology

2015-05-01

extended Kalman filter . Molcard et al. (2005) used a statistical method to cor- relate model and drifter velocities. Taillandier et al. (2006) describe the... temperature and salinity observations. Trajectory angular differ- ences are also reduced. 1. Introduction The importance of Lagrangian forecasts was seen... Temperature , salinity, and sea surface height (SSH, measured along-track by satellite altimeters) observa- tions are typically assimilated in

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

Howe, N.; Williams, P. D.; Gregory, J. M.; Smith, R. S.

2014-12-01

High-resolution ocean models, which are eddy permitting and resolving, require large computing resources to produce centuries worth of data. Also, some previous studies have suggested that increasing resolution does not necessarily solve the problem of unresolved scales, because it simply introduces a new set of unresolved scales. Applying stochastic parameterisations to ocean models is one solution that is expected to improve the representation of small-scale (eddy) effects without increasing run-time. Stochastic parameterisation has been shown to have an impact in atmosphere-only models and idealised ocean models, but has not previously been studied in ocean general circulation models. Here we apply simple stochastic perturbations to the ocean temperature and salinity tendencies in the low-resolution coupled climate model, FAMOUS. The stochastic perturbations are implemented according to T(t) = T(t-1) + (ΔT(t) + ξ(t)), where T is temperature or salinity, ΔT is the corresponding deterministic increment in one time step, and ξ(t) is Gaussian noise. We use high-resolution HiGEM data coarse-grained to the FAMOUS grid to provide information about the magnitude and spatio-temporal correlation structure of the noise to be added to the lower resolution model. Here we present results of adding white and red noise, showing the impacts of an additive stochastic perturbation on mean climate state and variability in an AOGCM.

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.

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

Upscaling anomalous reactive kinetics (A+B-->C) from pore scale Lagrangian velocity analysis

NASA Astrophysics Data System (ADS)

De Anna, P.; Tartakovsky, A. M.; Le Borgne, T.; Dentz, M.

2011-12-01

Lagrangian velocities across a characteristic correlation distance. We quantify this transition probability density from pore scale simulations and use it in the effective stochastic model. In this framework, we investigate the ability of this effective model to represent correctly dispersion and mixing.

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

EPA Science Inventory

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

This paper proposes a stochastic procedure for modeling consumer preferences via LOGIT analysis. First, a simple, non-technical exposition of the use of a stochastic approach in health care marketing is presented. Second, a study illustrating the application of the LOGIT model in assessing consumer preferences for hospitals is given. The paper concludes with several implications of the proposed approach.

Lagrangian ocean analysis: Fundamentals and practices

DOE PAGES

van Sebille, Erik; Griffies, Stephen M.; Abernathey, Ryan; ...

2017-11-24

Lagrangian analysis is a powerful way to analyse the output of ocean circulation models and other ocean velocity data such as from altimetry. In the Lagrangian approach, large sets of virtual particles are integrated within the three-dimensional, time-evolving velocity fields. A variety of tools and methods for this purpose have emerged, over several decades. Here, we review the state of the art in the field of Lagrangian analysis of ocean velocity data, starting from a fundamental kinematic framework and with a focus on large-scale open ocean applications. Beyond the use of explicit velocity fields, we consider the influence of unresolvedmore » physics and dynamics on particle trajectories. We comprehensively list and discuss the tools currently available for tracking virtual particles. We then showcase some of the innovative applications of trajectory data, and conclude with some open questions and an outlook. Our overall goal of this review paper is to reconcile some of the different techniques and methods in Lagrangian ocean analysis, while recognising the rich diversity of codes that have and continue to emerge, and the challenges of the coming age of petascale computing.« less

Lagrangian ocean analysis: Fundamentals and practices

NASA Astrophysics Data System (ADS)

van Sebille, Erik; Griffies, Stephen M.; Abernathey, Ryan; Adams, Thomas P.; Berloff, Pavel; Biastoch, Arne; Blanke, Bruno; Chassignet, Eric P.; Cheng, Yu; Cotter, Colin J.; Deleersnijder, Eric; Döös, Kristofer; Drake, Henri F.; Drijfhout, Sybren; Gary, Stefan F.; Heemink, Arnold W.; Kjellsson, Joakim; Koszalka, Inga Monika; Lange, Michael; Lique, Camille; MacGilchrist, Graeme A.; Marsh, Robert; Mayorga Adame, C. Gabriela; McAdam, Ronan; Nencioli, Francesco; Paris, Claire B.; Piggott, Matthew D.; Polton, Jeff A.; Rühs, Siren; Shah, Syed H. A. M.; Thomas, Matthew D.; Wang, Jinbo; Wolfram, Phillip J.; Zanna, Laure; Zika, Jan D.

2018-01-01

Lagrangian analysis is a powerful way to analyse the output of ocean circulation models and other ocean velocity data such as from altimetry. In the Lagrangian approach, large sets of virtual particles are integrated within the three-dimensional, time-evolving velocity fields. Over several decades, a variety of tools and methods for this purpose have emerged. Here, we review the state of the art in the field of Lagrangian analysis of ocean velocity data, starting from a fundamental kinematic framework and with a focus on large-scale open ocean applications. Beyond the use of explicit velocity fields, we consider the influence of unresolved physics and dynamics on particle trajectories. We comprehensively list and discuss the tools currently available for tracking virtual particles. We then showcase some of the innovative applications of trajectory data, and conclude with some open questions and an outlook. The overall goal of this review paper is to reconcile some of the different techniques and methods in Lagrangian ocean analysis, while recognising the rich diversity of codes that have and continue to emerge, and the challenges of the coming age of petascale computing.

Lagrangian ocean analysis: Fundamentals and practices

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

van Sebille, Erik; Griffies, Stephen M.; Abernathey, Ryan

Lagrangian analysis is a powerful way to analyse the output of ocean circulation models and other ocean velocity data such as from altimetry. In the Lagrangian approach, large sets of virtual particles are integrated within the three-dimensional, time-evolving velocity fields. A variety of tools and methods for this purpose have emerged, over several decades. Here, we review the state of the art in the field of Lagrangian analysis of ocean velocity data, starting from a fundamental kinematic framework and with a focus on large-scale open ocean applications. Beyond the use of explicit velocity fields, we consider the influence of unresolvedmore » physics and dynamics on particle trajectories. We comprehensively list and discuss the tools currently available for tracking virtual particles. We then showcase some of the innovative applications of trajectory data, and conclude with some open questions and an outlook. Our overall goal of this review paper is to reconcile some of the different techniques and methods in Lagrangian ocean analysis, while recognising the rich diversity of codes that have and continue to emerge, and the challenges of the coming age of petascale computing.« less

On Lagrangian residual currents with applications in south San Francisco Bay, California

USGS Publications Warehouse

Cheng, Ralph T.; Casulli, Vincenzo

1982-01-01

The Lagrangian residual circulation has often been introduced as the sum of the Eulerian residual circulation and the Stokes' drift. Unfortunately, this definition of the Lagrangian residual circulation is conceptually incorrect because both the Eulerian residual circulation and the Stokes' drift are Eulerian variables. In this paper a classification of various residual variables are reviewed and properly defined. The Lagrangian residual circulation is then studied by means of a two-stage formulation of a computer model. The tidal circulation is first computed in a conventional Eulerian way, and then the Lagrangian residual circulation is determined by a method patterned after the method of markers and cells. To demonstrate properties of the Lagrangian residual circulation, application of this approach in South San Francisco Bay, California, is considered. With the aid of the model results, properties of the Eulerian and Lagrangian residual circulation are examined. It can be concluded that estimation of the Lagrangian residual circulation from Eulerian data may lead to unacceptable error, particularly in a tidal estuary where the tidal excursion is of the same order of magnitude as the length scale of the basin. A direction calculation of the Lagrangian residual circulation must be made and has been shown to be feasible.

Stochastic ontogenetic growth model

NASA Astrophysics Data System (ADS)

West, B. J.; West, D.

2012-02-01

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

Asymptotic-preserving Lagrangian approach for modeling anisotropic transport in magnetized plasmas

NASA Astrophysics Data System (ADS)

Chacon, Luis; Del-Castillo-Negrete, Diego

2012-03-01

Modeling electron transport in magnetized plasmas is extremely challenging due to the extreme anisotropy between parallel (to the magnetic field) and perpendicular directions (the transport-coefficient ratio χ/χ˜10^10 in fusion plasmas). Recently, a novel Lagrangian Green's function method has been proposedfootnotetextD. del-Castillo-Negrete, L. Chac'on, PRL, 106, 195004 (2011); D. del-Castillo-Negrete, L. Chac'on, Phys. Plasmas, submitted (2011) to solve the local and non-local purely parallel transport equation in general 3D magnetic fields. The approach avoids numerical pollution, is inherently positivity-preserving, and is scalable algorithmically (i.e., work per degree-of-freedom is grid-independent). In this poster, we discuss the extension of the Lagrangian Green's function approach to include perpendicular transport terms and sources. We present an asymptotic-preserving numerical formulation, which ensures a consistent numerical discretization temporally and spatially for arbitrary χ/χ ratios. We will demonstrate the potential of the approach with various challenging configurations, including the case of transport across a magnetic island in cylindrical geometry.

Multivariate moment closure techniques for stochastic kinetic models

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

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

Lagrangian modeling of global atmospheric methane (1990-2012)

NASA Astrophysics Data System (ADS)

Arfeuille, Florian; Henne, Stephan; Brunner, Dominik

2016-04-01

In the MAIOLICA-II project, the lagrangian particle model FLEXPART is used to simulate the global atmospheric methane over the 1990-2012 period. In this lagrangian framework, 3 million particles are permanently transported based on winds from ERA-interim. The history of individual particles can be followed allowing for a comprehensive analysis of transport pathways and timescales. The link between sources (emissions) and receptors (measurement stations) is then established in a straightforward manner, a prerequisite for source inversion problems. FLEXPART was extended to incorporate the methane loss by reaction with OH, soil uptake and stratospheric loss reactions with prescribed Cl and O(1d) radicals. Sources are separated into 245 different tracers, depending on source origin (anthropogenic, wetlands, rice, biomass burning, termites, wild animals, oceans, volcanoes), region of emission, and time since emission (5 age classes). The inversion method applied is a fixed-lag Kalman smoother similar to that described in Bruhwiler et al. [2005]. Results from the FLEXPART global methane simulation and from the subsequent inversion will be presented. Results notably suggest: - A reduction in methane growth rates due to diminished wetland emissions and anthropogenic European emission in 1990-1993. - A second decrease in 1995-1996 is also mainly attributed to these two emission categories. - A reduced increase in Chinese anthropogenic emissions after 2003 compared to EDGAR inventories. - Large South American wetlands emissions during the entire period. Bruhwiler, L. M. P., Michalak, A. M., Peters, W., Baker, D. F. & Tans, P. 2005: An improved Kalman smoother fore atmospheric inversions, Atmos Chem Phys, 5, 2691-2702.

Comparison of updated Lagrangian FEM with arbitrary Lagrangian Eulerian method for 3D thermo-mechanical extrusion of a tube profile

NASA Astrophysics Data System (ADS)

Kronsteiner, J.; Horwatitsch, D.; Zeman, K.

2017-10-01

Thermo-mechanical numerical modelling and simulation of extrusion processes faces several serious challenges. Large plastic deformations in combination with a strong coupling of thermal with mechanical effects leads to a high numerical demand for the solution as well as for the handling of mesh distortions. The two numerical methods presented in this paper also reflect two different ways to deal with mesh distortions. Lagrangian Finite Element Methods (FEM) tackle distorted elements by building a new mesh (called re-meshing) whereas Arbitrary Lagrangian Eulerian (ALE) methods use an "advection" step to remap the solution from the distorted to the undistorted mesh. Another difference between conventional Lagrangian and ALE methods is the separate treatment of material and mesh in ALE, allowing the definition of individual velocity fields. In theory, an ALE formulation contains the Eulerian formulation as a subset to the Lagrangian description of the material. The investigations presented in this paper were dealing with the direct extrusion of a tube profile using EN-AW 6082 aluminum alloy and a comparison of experimental with Lagrangian and ALE results. The numerical simulations cover the billet upsetting and last until one third of the billet length is extruded. A good qualitative correlation of experimental and numerical results could be found, however, major differences between Lagrangian and ALE methods concerning thermo-mechanical coupling lead to deviations in the thermal results.

Modeling stochastic noise in gene regulatory systems

PubMed Central

Meister, Arwen; Du, Chao; Li, Ye Henry; Wong, Wing Hung

2014-01-01

The Master equation is considered the gold standard for modeling the stochastic mechanisms of gene regulation in molecular detail, but it is too complex to solve exactly in most cases, so approximation and simulation methods are essential. However, there is still a lack of consensus about the best way to carry these out. To help clarify the situation, we review Master equation models of gene regulation, theoretical approximations based on an expansion method due to N.G. van Kampen and R. Kubo, and simulation algorithms due to D.T. Gillespie and P. Langevin. Expansion of the Master equation shows that for systems with a single stable steady-state, the stochastic model reduces to a deterministic model in a first-order approximation. Additional theory, also due to van Kampen, describes the asymptotic behavior of multistable systems. To support and illustrate the theory and provide further insight into the complex behavior of multistable systems, we perform a detailed simulation study comparing the various approximation and simulation methods applied to synthetic gene regulatory systems with various qualitative characteristics. The simulation studies show that for large stochastic systems with a single steady-state, deterministic models are quite accurate, since the probability distribution of the solution has a single peak tracking the deterministic trajectory whose variance is inversely proportional to the system size. In multistable stochastic systems, large fluctuations can cause individual trajectories to escape from the domain of attraction of one steady-state and be attracted to another, so the system eventually reaches a multimodal probability distribution in which all stable steady-states are represented proportional to their relative stability. However, since the escape time scales exponentially with system size, this process can take a very long time in large systems. PMID:25632368

Study on individual stochastic model of GNSS observations for precise kinematic applications

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

Studying Resist Stochastics with the Multivariate Poisson Propagation Model

DOE PAGES

Naulleau, Patrick; Anderson, Christopher; Chao, Weilun; ...

2014-01-01

Progress in the ultimate performance of extreme ultraviolet resist has arguably decelerated in recent years suggesting an approach to stochastic limits both in photon counts and material parameters. Here we report on the performance of a variety of leading extreme ultraviolet resist both with and without chemical amplification. The measured performance is compared to stochastic modeling results using the Multivariate Poisson Propagation Model. The results show that the best materials are indeed nearing modeled performance limits.

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

Determining Reduced Order Models for Optimal Stochastic Reduced Order Models

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

Bonney, Matthew S.; Brake, Matthew R.W.

2015-08-01

The use of parameterized reduced order models(PROMs) within the stochastic reduced order model (SROM) framework is a logical progression for both methods. In this report, five different parameterized reduced order models are selected and critiqued against the other models along with truth model for the example of the Brake-Reuss beam. The models are: a Taylor series using finite difference, a proper orthogonal decomposition of the the output, a Craig-Bampton representation of the model, a method that uses Hyper-Dual numbers to determine the sensitivities, and a Meta-Model method that uses the Hyper-Dual results and constructs a polynomial curve to better representmore » the output data. The methods are compared against a parameter sweep and a distribution propagation where the first four statistical moments are used as a comparison. Each method produces very accurate results with the Craig-Bampton reduction having the least accurate results. The models are also compared based on time requirements for the evaluation of each model where the Meta- Model requires the least amount of time for computation by a significant amount. Each of the five models provided accurate results in a reasonable time frame. The determination of which model to use is dependent on the availability of the high-fidelity model and how many evaluations can be performed. Analysis of the output distribution is examined by using a large Monte-Carlo simulation along with a reduced simulation using Latin Hypercube and the stochastic reduced order model sampling technique. Both techniques produced accurate results. The stochastic reduced order modeling technique produced less error when compared to an exhaustive sampling for the majority of methods.« less

Development and evaluation of GRAL-C dispersion model, a hybrid Eulerian-Lagrangian approach capturing NO-NO 2-O 3 chemistry

NASA Astrophysics Data System (ADS)

Oettl, Dietmar; Uhrner, Ulrich

2011-02-01

Based on two recent publications using Lagrangian dispersion models to simulate NO-NO 2-O 3 chemistry for industrial plumes, a similar modified approach was implemented using GRAL-C ( Graz Lagrangian Model with Chemistry) and tested on two urban applications. In the hybrid dispersion model GRAL-C, the transport and turbulent diffusion of primary species such as NO and NO 2 are treated in a Lagrangian framework while those of O 3 are treated in an Eulerian framework. GRAL-C was employed on a one year street canyon simulation in Berlin and on a four-day simulation during a winter season in Graz, the second biggest city in Austria. In contrast to Middleton D.R., Jones A.R., Redington A.L., Thomson D.J., Sokhi R.S., Luhana L., Fisher B.E.A. (2008. Lagrangian modelling of plume chemistry for secondary pollutants in large industrial plumes. Atmospheric Environment 42, 415-427) and Alessandrini S., Ferrero E. (2008. A Lagrangian model with chemical reactions: application in real atmosphere. Proceedings of the 12th Int. Conf. on Harmonization within atmospheric dispersion modelling for regulatory purposes. Croatian Meteorological Journal, 43, ISSN: 1330-0083, 235-239) the treatment of ozone was modified in order to facilitate urban scale simulations encompassing dense road networks. For the street canyon application, modelled daily mean NO x/NO 2 concentrations deviated by +0.4%/-15% from observations, while the correlations for NO x and NO 2 were 0.67 and 0.76 respectively. NO 2 concentrations were underestimated in summer, but were captured well for other seasons. In Graz a fair agreement for NO x and NO 2 was obtained between observed and modelled values for NO x and NO 2. Simulated diurnal cycles of NO 2 and O 3 matched observations reasonably well, although O 3 was underestimated during the day. A possible explanation here might lie in the non-consideration of volatile organic compounds (VOCs) chemistry.

Coevolution Maintains Diversity in the Stochastic "Kill the Winner" Model

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

The "kill the winner" hypothesis is an attempt to address the problem of diversity in biology. It argues that host-specific predators control the population of each prey, preventing a winner from emerging and thus maintaining the coexistence of all species in the system. We develop a stochastic model for the kill the winner paradigm and show that the stable coexistence state of the deterministic kill the winner model is destroyed by demographic stochasticity, through a cascade of extinction events. We formulate an individual-level stochastic model in which predator-prey coevolution promotes the high diversity of the ecosystem by generating a persistent population flux of species.

A two-field modified Lagrangian formulation for robust simulations of extrinsic cohesive zone models

NASA Astrophysics Data System (ADS)

Cazes, F.; Coret, M.; Combescure, A.

2013-06-01

This paper presents the robust implementation of a cohesive zone model based on extrinsic cohesive laws (i.e. laws involving an infinite initial stiffness). To this end, a two-field Lagrangian weak formulation in which cohesive tractions are chosen as the field variables along the crack's path is presented. Unfortunately, this formulation cannot model the infinite compliance of the broken elements accurately, and no simple criterion can be defined to determine the loading-unloading change of state at the integration points of the cohesive elements. Therefore, a modified Lagrangian formulation using a fictitious cohesive traction instead of the classical cohesive traction as the field variable is proposed. Thanks to this change of variable, the cohesive law becomes an increasing function of the equivalent displacement jump, which eliminates the problems mentioned previously. The ability of the proposed formulations to simulate fracture accurately and without field oscillations is investigated through three numerical test examples.

Asymptotic-preserving Lagrangian approach for modeling anisotropic transport in magnetized plasmas for arbitrary magnetic fields

NASA Astrophysics Data System (ADS)

Chacon, Luis; Del-Castillo-Negrete, Diego; Hauck, Cory

2012-10-01

Modeling electron transport in magnetized plasmas is extremely challenging due to the extreme anisotropy between parallel (to the magnetic field) and perpendicular directions (χ/χ˜10^10 in fusion plasmas). Recently, a Lagrangian Green's function approach, developed for the purely parallel transport case,footnotetextD. del-Castillo-Negrete, L. Chac'on, PRL, 106, 195004 (2011)^,footnotetextD. del-Castillo-Negrete, L. Chac'on, Phys. Plasmas, 19, 056112 (2012) has been extended to the anisotropic transport case in the tokamak-ordering limit with constant density.footnotetextL. Chac'on, D. del-Castillo-Negrete, C. Hauck, JCP, submitted (2012) An operator-split algorithm is proposed that allows one to treat Eulerian and Lagrangian components separately. The approach is shown to feature bounded numerical errors for arbitrary χ/χ ratios, which renders it asymptotic-preserving. In this poster, we will present the generalization of the Lagrangian approach to arbitrary magnetic fields. We will demonstrate the potential of the approach with various challenging configurations, including the case of transport across a magnetic island in cylindrical geometry.

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Stochastic hyperfine interactions modeling library

NASA Astrophysics Data System (ADS)

Zacate, Matthew O.; Evenson, William E.

2011-04-01

The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When

Stochastic Parametrisations and Regime Behaviour of Atmospheric Models

NASA Astrophysics Data System (ADS)

Arnold, Hannah; Moroz, Irene; Palmer, Tim

2013-04-01

The presence of regimes is a characteristic of non-linear, chaotic systems (Lorenz, 2006). In the atmosphere, regimes emerge as familiar circulation patterns such as the El-Nino Southern Oscillation (ENSO), the North Atlantic Oscillation (NAO) and Scandinavian Blocking events. In recent years there has been much interest in the problem of identifying and studying atmospheric regimes (Solomon et al, 2007). In particular, how do these regimes respond to an external forcing such as anthropogenic greenhouse gas emissions? The importance of regimes in observed trends over the past 50-100 years indicates that in order to predict anthropogenic climate change, our climate models must be able to represent accurately natural circulation regimes, their statistics and variability. It is well established that representing model uncertainty as well as initial condition uncertainty is important for reliable weather forecasts (Palmer, 2001). In particular, stochastic parametrisation schemes have been shown to improve the skill of weather forecast models (e.g. Berner et al., 2009; Frenkel et al., 2012; Palmer et al., 2009). It is possible that including stochastic physics as a representation of model uncertainty could also be beneficial in climate modelling, enabling the simulator to explore larger regions of the climate attractor including other flow regimes. An alternative representation of model uncertainty is a perturbed parameter scheme, whereby physical parameters in subgrid parametrisation schemes are perturbed about their optimal value. Perturbing parameters gives a greater control over the ensemble than multi-model or multiparametrisation ensembles, and has been used as a representation of model uncertainty in climate prediction (Stainforth et al., 2005; Rougier et al., 2009). We investigate the effect of including representations of model uncertainty on the regime behaviour of a simulator. A simple chaotic model of the atmosphere, the Lorenz '96 system, is used to study

Parent formulation at the Lagrangian level

NASA Astrophysics Data System (ADS)

Grigoriev, Maxim

2011-07-01

The recently proposed first-order parent formalism at the level of equations of motion is specialized to the case of Lagrangian systems. It is shown that for diffeomorphism-invariant theories the parent formulation takes the form of an AKSZ-type sigma model. The proposed formulation can be also seen as a Lagrangian version of the BV-BRST extension of the Vasiliev unfolded approach. We also discuss its possible interpretation as a multidimensional generalization of the Hamiltonian BFV-BRST formalism. The general construction is illustrated by examples of (parametrized) mechanics, relativistic particle, Yang-Mills theory, and gravity.

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.

Nonunitary Lagrangians and Unitary Non-Lagrangian Conformal Field Theories.

PubMed

Buican, Matthew; Laczko, Zoltan

2018-02-23

In various dimensions, we can sometimes compute observables of interacting conformal field theories (CFTs) that are connected to free theories via the renormalization group (RG) flow by computing protected quantities in the free theories. On the other hand, in two dimensions, it is often possible to algebraically construct observables of interacting CFTs using free fields without the need to explicitly construct an underlying RG flow. In this Letter, we begin to extend this idea to higher dimensions by showing that one can compute certain observables of an infinite set of unitary strongly interacting four-dimensional N=2 superconformal field theories (SCFTs) by performing simple calculations involving sets of nonunitary free four-dimensional hypermultiplets. These free fields are distant cousins of the Majorana fermion underlying the two-dimensional Ising model and are not obviously connected to our interacting theories via an RG flow. Rather surprisingly, this construction gives us Lagrangians for particular observables in certain subsectors of many "non-Lagrangian" SCFTs by sacrificing unitarity while preserving the full N=2 superconformal algebra. As a by-product, we find relations between characters in unitary and nonunitary affine Kac-Moody algebras. We conclude by commenting on possible generalizations of our construction.

Nonunitary Lagrangians and Unitary Non-Lagrangian Conformal Field Theories

NASA Astrophysics Data System (ADS)

Buican, Matthew; Laczko, Zoltan

2018-02-01

In various dimensions, we can sometimes compute observables of interacting conformal field theories (CFTs) that are connected to free theories via the renormalization group (RG) flow by computing protected quantities in the free theories. On the other hand, in two dimensions, it is often possible to algebraically construct observables of interacting CFTs using free fields without the need to explicitly construct an underlying RG flow. In this Letter, we begin to extend this idea to higher dimensions by showing that one can compute certain observables of an infinite set of unitary strongly interacting four-dimensional N =2 superconformal field theories (SCFTs) by performing simple calculations involving sets of nonunitary free four-dimensional hypermultiplets. These free fields are distant cousins of the Majorana fermion underlying the two-dimensional Ising model and are not obviously connected to our interacting theories via an RG flow. Rather surprisingly, this construction gives us Lagrangians for particular observables in certain subsectors of many "non-Lagrangian" SCFTs by sacrificing unitarity while preserving the full N =2 superconformal algebra. As a by-product, we find relations between characters in unitary and nonunitary affine Kac-Moody algebras. We conclude by commenting on possible generalizations of our construction.

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.

2018-02-01

A hydrological impact analysis concerns the study of the consequences of certain scenarios on one or more variables or fluxes in the hydrological cycle. In such an exercise, discharge is often considered, as floods originating from extremely high discharges often cause damage. Investigating the impact of extreme discharges generally requires long time series of precipitation and evapotranspiration to be used to force a rainfall-runoff model. However, such kinds of data may not be available and one should resort to stochastically generated time series, even though the impact of using such data on the overall discharge, and especially on the extreme discharge events, is not well studied. In this paper, stochastically generated rainfall and corresponding evapotranspiration time series, generated by means of vine copulas, are used to force a simple conceptual hydrological model. The results obtained are comparable to the modelled discharge using observed forcing data. Yet, uncertainties in the modelled discharge increase with an increasing number of stochastically generated time series used. Notwithstanding this finding, it can be concluded that using a coupled stochastic rainfall-evapotranspiration model has great potential for hydrological impact analysis.

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

Stochastic model of transcription factor-regulated gene expression

NASA Astrophysics Data System (ADS)

Karmakar, Rajesh; Bose, Indrani

2006-09-01

We consider a stochastic model of transcription factor (TF)-regulated gene expression. The model describes two genes, gene A and gene B, which synthesize the TFs and the target gene proteins, respectively. We show through analytic calculations that the TF fluctuations have a significant effect on the distribution of the target gene protein levels when the mean TF level falls in the highest sensitive region of the dose-response curve. We further study the effect of reducing the copy number of gene A from two to one. The enhanced TF fluctuations yield results different from those in the deterministic case. The probability that the target gene protein level exceeds a threshold value is calculated with the knowledge of the probability density functions associated with the TF and target gene protein levels. Numerical simulation results for a more detailed stochastic model are shown to be in agreement with those obtained through analytic calculations. The relevance of these results in the context of the genetic disorder haploinsufficiency is pointed out. Some experimental observations on the haploinsufficiency of the tumour suppressor gene, Nkx 3.1, are explained with the help of the stochastic model of TF-regulated gene expression.

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.

Agent based reasoning for the non-linear stochastic models of long-range memory

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

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

2014-01-01

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

Lagrangians for generalized Argyres-Douglas theories

NASA Astrophysics Data System (ADS)

Benvenuti, Sergio; Giacomelli, Simone

2017-10-01

We continue the study of Lagrangian descriptions of N=2 Argyres-Douglas theories. We use our recent interpretation in terms of sequential confinement to guess the Lagrangians of all the Argyres-Douglas models with Abelian three dimensional mirror. We find classes of four dimensional N=1 quivers that flow in the infrared to generalized Argyres-Douglas theories, such as the ( A k , A kN + N -1) models. We study in detail how the N=1 chiral rings map to the Coulomb and Higgs Branches of the N=2 CFT's. The three dimensional mirror RG flows are shown to land on the N=4 complete graph quivers. We also compactify to three dimensions the gauge theory dual to ( A 1, D 4), and find the expected Abelianization duality with N=4 SQED with 3 flavors.

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.

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

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Form of the manifestly covariant Lagrangian

NASA Astrophysics Data System (ADS)

Johns, Oliver Davis

1985-10-01

The preferred form for the manifestly covariant Lagrangian function of a single, charged particle in a given electromagnetic field is the subject of some disagreement in the textbooks. Some authors use a ``homogeneous'' Lagrangian and others use a ``modified'' form in which the covariant Hamiltonian function is made to be nonzero. We argue in favor of the ``homogeneous'' form. We show that the covariant Lagrangian theories can be understood only if one is careful to distinguish quantities evaluated on the varied (in the sense of the calculus of variations) world lines from quantities evaluated on the unvaried world lines. By making this distinction, we are able to derive the Hamilton-Jacobi and Klein-Gordon equations from the ``homogeneous'' Lagrangian, even though the covariant Hamiltonian function is identically zero on all world lines. The derivation of the Klein-Gordon equation in particular gives Lagrangian theoretical support to the derivations found in standard quantum texts, and is also shown to be consistent with the Feynman path-integral method. We conclude that the ``homogeneous'' Lagrangian is a completely adequate basis for covariant Lagrangian theory both in classical and quantum mechanics. The article also explores the analogy with the Fermat theorem of optics, and illustrates a simple invariant notation for the Lagrangian and other four-vector equations.

Lagrangian formulation of the 2(2S+1)-component model and its connection with the skew symmetric/tensor description

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

Dvoeglazov, V.V.

1993-12-01

In the framework of the 2(2S + 1)-component theory for massless particles, the dynamical invariants have been derived from the Lagrangian density which is considered to be a 4-vector. A la Majorana interpretation of the 6-component spinors, the field operators of S=1 particles, as the left- and right-circularly polarized radiation, leads the author to the conserved quantities which are analogous to ones obtained by Lipkin and Sudbery. The scalar Lagrangian of this model is shown to be equivalent to the Lagrangian of a free massless field, introduced by Hayashi. As a consequence of a new {open_quotes}gauge{close_quotes} invariance this skew-symmetric fieldmore » describes physical particles with the longitudinal components only.« less

Lagrangian methods in nonlinear plasma wave interaction

NASA Technical Reports Server (NTRS)

Crawford, F. W.

1980-01-01

Analysis of nonlinear plasma wave interactions is usually very complicated, and simplifying mathematical approaches are highly desirable. The application of averaged-Lagrangian methods offers a considerable reduction in effort, with improved insight into synchronism and conservation (Manley-Rowe) relations. This chapter indicates how suitable Lagrangian densities have been defined, expanded, and manipulated to describe nonlinear wave-wave and wave-particle interactions in the microscopic, macroscopic and cold plasma models. Recently, further simplifications have been introduced by the use of techniques derived from Lie algebra. These and likely future developments are reviewed briefly.

Functional integral for non-Lagrangian systems

NASA Astrophysics Data System (ADS)

Kochan, Denis

2010-02-01

A functional integral formulation of quantum mechanics for non-Lagrangian systems is presented. The approach, which we call “stringy quantization,” is based solely on classical equations of motion and is free of any ambiguity arising from Lagrangian and/or Hamiltonian formulation of the theory. The functionality of the proposed method is demonstrated on several examples. Special attention is paid to the stringy quantization of systems with a general A-power friction force -κq˙A. Results for A=1 are compared with those obtained in the approaches by Caldirola-Kanai, Bateman, and Kostin. Relations to the Caldeira-Leggett model and to the Feynman-Vernon approach are discussed as well.

Pores-scale hydrodynamics in a progressively bio-clogged three-dimensional porous medium: 3D particle tracking experiments and stochastic transport modelling

NASA Astrophysics Data System (ADS)

Morales, V. L.; Carrel, M.; Dentz, M.; Derlon, N.; Morgenroth, E.; Holzner, M.

2017-12-01

Biofilms are ubiquitous bacterial communities growing in various porous media including soils, trickling and sand filters and are relevant for applications such as the degradation of pollutants for bioremediation, waste water or drinking water production purposes. By their development, biofilms dynamically change the structure of porous media, increasing the heterogeneity of the pore network and the non-Fickian or anomalous dispersion. In this work, we use an experimental approach to investigate the influence of biofilm growth on pore scale hydrodynamics and transport processes and propose a correlated continuous time random walk model capturing these observations. We perform three-dimensional particle tracking velocimetry at four different time points from 0 to 48 hours of biofilm growth. The biofilm growth notably impacts pore-scale hydrodynamics, as shown by strong increase of the average velocity and in tailing of Lagrangian velocity probability density functions. Additionally, the spatial correlation length of the flow increases substantially. This points at the formation of preferential flow pathways and stagnation zones, which ultimately leads to an increase of anomalous transport in the porous media considered, characterized by non-Fickian scaling of mean-squared displacements and non-Gaussian distributions of the displacement probability density functions. A gamma distribution provides a remarkable approximation of the bulk and the high tail of the Lagrangian pore-scale velocity magnitude, indicating a transition from a parallel pore arrangement towards a more serial one. Finally, a correlated continuous time random walk based on a stochastic relation velocity model accurately reproduces the observations and could be used to predict transport beyond the time scales accessible to the experiment.

On temporal stochastic modeling of precipitation, nesting models across scales

NASA Astrophysics Data System (ADS)

Paschalis, Athanasios; Molnar, Peter; Fatichi, Simone; Burlando, Paolo

2014-01-01

We analyze the performance of composite stochastic models of temporal precipitation which can satisfactorily reproduce precipitation properties across a wide range of temporal scales. The rationale is that a combination of stochastic precipitation models which are most appropriate for specific limited temporal scales leads to better overall performance across a wider range of scales than single models alone. We investigate different model combinations. For the coarse (daily) scale these are models based on Alternating renewal processes, Markov chains, and Poisson cluster models, which are then combined with a microcanonical Multiplicative Random Cascade model to disaggregate precipitation to finer (minute) scales. The composite models were tested on data at four sites in different climates. The results show that model combinations improve the performance in key statistics such as probability distributions of precipitation depth, autocorrelation structure, intermittency, reproduction of extremes, compared to single models. At the same time they remain reasonably parsimonious. No model combination was found to outperform the others at all sites and for all statistics, however we provide insight on the capabilities of specific model combinations. The results for the four different climates are similar, which suggests a degree of generality and wider applicability of the approach.

A Stochastic Seismic Model for the European Arctic

NASA Astrophysics Data System (ADS)

Hauser, J.; Dyer, K.; Pasyanos, M. E.; Bungum, H.; Faleide, J. I.; Clark, S. A.

2009-12-01

The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data, while observing some regularization constraints. Such deterministic models however ignore a fundamental property of many inverse problems in geophysics, non-uniqueness, that is, if a model can be found to satisfy given datasets an infinite number of alternative models will exist that satisfy the datasets equally well. The solution to the inverse problem presented here is therefore a stochastic model, an ensemble of models that satisfy all available data to the same degree, the posterior distribution. It is based on two sources of information, (1) the data, in this work surface-wave group velocities, regional body-wave travel times, gravity data, compiled 1D velocity models, and thickness relationships between sedimentary rocks and underlying crystalline rocks, and (2) prior information, which is independent from the data. A Monte Carlo Markov Chain (MCMC) algorithm allows us to sample models from the prior distribution and test them against the data to generate the posterior distribution. While being computationally much more expensive, such a stochastic inversion provides a more complete picture of solution space and allows to seamlessly combine various datasets. The resulting stochastic model gives an overview of the different structures that can explain the observed datasets while taking the uncertainties in the data into account. Stochastic models are important for improving seismic monitoring capabilities as they allow to not only predict new observables but also their uncertainties. The model introduced here for the crust and upper mantle structure of the European Arctic is parametrized by a series of 8 layers in an equidistant mesh. Within each layer the seismic parameters (Vp, Vs and density) can vary linearly with depth. This allows to model changes of seismic parameters within the

Modeling the lake eutrophication stochastic ecosystem and the research of its stability.

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

In the reality, the lake system will be disturbed by stochastic factors including the external and internal factors. By adding the additive noise and the multiplicative noise to the right-hand sides of the model equation, the additive stochastic model and the multiplicative stochastic model are established respectively in order to reduce model errors induced by the absence of some physical processes. For both the two kinds of stochastic ecosystems, the authors studied the bifurcation characteristics with the FPK equation and the Lyapunov exponent method based on the Stratonovich-Khasminiskii stochastic average principle. Results show that, for the additive stochastic model, when control parameter (i.e., nutrient loading rate) falls into the interval [0.388644, 0.66003825], there exists bistability for the ecosystem and the additive noise intensities cannot make the bifurcation point drift. In the region of the bistability, the external stochastic disturbance which is one of the main triggers causing the lake eutrophication, may make the ecosystem unstable and induce a transition. When control parameter (nutrient loading rate) falls into the interval (0,  0.388644) and (0.66003825,  1.0), there only exists a stable equilibrium state and the additive noise intensity could not change it. For the multiplicative stochastic model, there exists more complex bifurcation performance and the multiplicative ecosystem will be broken by the multiplicative noise. Also, the multiplicative noise could reduce the extent of the bistable region, ultimately, the bistable region vanishes for sufficiently large noise. What's more, both the nutrient loading rate and the multiplicative noise will make the ecosystem have a regime shift. On the other hand, for the two kinds of stochastic ecosystems, the authors also discussed the evolution of the ecological variable in detail by using the Four-stage Runge-Kutta method of strong order γ=1.5. The numerical method was found to be

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.

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

PubMed

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

2017-09-01

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

Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

PubMed

Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

2014-01-01

Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

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.

Variational data assimilation with a semi-Lagrangian semi-implicit global shallow-water equation model and its adjoint

NASA Technical Reports Server (NTRS)

Li, Y.; Navon, I. M.; Courtier, P.; Gauthier, P.

1993-01-01

An adjoint model is developed for variational data assimilation using the 2D semi-Lagrangian semi-implicit (SLSI) shallow-water equation global model of Bates et al. with special attention being paid to the linearization of the interpolation routines. It is demonstrated that with larger time steps the limit of the validity of the tangent linear model will be curtailed due to the interpolations, especially in regions where sharp gradients in the interpolated variables coupled with strong advective wind occur, a synoptic situation common in the high latitudes. This effect is particularly evident near the pole in the Northern Hemisphere during the winter season. Variational data assimilation experiments of 'identical twin' type with observations available only at the end of the assimilation period perform well with this adjoint model. It is confirmed that the computational efficiency of the semi-Lagrangian scheme is preserved during the minimization process, related to the variational data assimilation procedure.

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

Bistability arises within a wide range of biological systems from the lambda phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks. PMID:16714385

Extreme Lagrangian acceleration in confined turbulent flow.

PubMed

Kadoch, Benjamin; Bos, Wouter J T; Schneider, Kai

2008-05-09

A Lagrangian study of two-dimensional turbulence for two different geometries, a periodic and a confined circular geometry, is presented to investigate the influence of solid boundaries on the Lagrangian dynamics. It is found that the Lagrangian acceleration is even more intermittent in the confined domain than in the periodic domain. The flatness of the Lagrangian acceleration as a function of the radius shows that the influence of the wall on the Lagrangian dynamics becomes negligible in the center of the domain, and it also reveals that the wall is responsible for the increased intermittency. The transition in the Lagrangian statistics between this region, not directly influenced by the walls, and a critical radius which defines a Lagrangian boundary layer is shown to be very sharp with a sudden increase of the acceleration flatness from about 5 to about 20.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into

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

Digital hardware implementation of a stochastic two-dimensional neuron model.

PubMed

Grassia, F; Kohno, T; Levi, T

2016-11-01

This study explores the feasibility of stochastic neuron simulation in digital systems (FPGA), which realizes an implementation of a two-dimensional neuron model. The stochasticity is added by a source of current noise in the silicon neuron using an Ornstein-Uhlenbeck process. This approach uses digital computation to emulate individual neuron behavior using fixed point arithmetic operation. The neuron model's computations are performed in arithmetic pipelines. It was designed in VHDL language and simulated prior to mapping in the FPGA. The experimental results confirmed the validity of the developed stochastic FPGA implementation, which makes the implementation of the silicon neuron more biologically plausible for future hybrid experiments. Copyright © 2017 Elsevier Ltd. All rights reserved.

"Lagrangian" for a Non-Lagrangian Field Theory with N=2 Supersymmetry.

PubMed

Gadde, Abhijit; Razamat, Shlomo S; Willett, Brian

2015-10-23

We suggest that at least some of the strongly coupled N=2 quantum field theories in 4D can have a nonconformal N=1 Lagrangian description flowing to them at low energies. In particular, we construct such a description for the N=2 rank one superconformal field theory with E(6) flavor symmetry, for which a Lagrangian description was previously unavailable. We utilize this description to compute several supersymmetric partition functions.

Improved ensemble-mean forecasting of ENSO events by a zero-mean stochastic error model of an intermediate coupled model

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

How to design a reliable ensemble prediction strategy with considering the major uncertainties of a forecasting system is a crucial issue for performing an ensemble forecast. In this study, a new stochastic perturbation technique is developed to improve the prediction skills of El Niño-Southern Oscillation (ENSO) through using an intermediate coupled model. We first estimate and analyze the model uncertainties from the ensemble Kalman filter analysis results through assimilating the observed sea surface temperatures. Then, based on the pre-analyzed properties of model errors, we develop a zero-mean stochastic model-error model to characterize the model uncertainties mainly induced by the missed physical processes of the original model (e.g., stochastic atmospheric forcing, extra-tropical effects, Indian Ocean Dipole). Finally, we perturb each member of an ensemble forecast at each step by the developed stochastic model-error model during the 12-month forecasting process, and add the zero-mean perturbations into the physical fields to mimic the presence of missing processes and high-frequency stochastic noises. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr hindcast experiments, which are initialized from the same initial conditions and differentiated by whether they consider the stochastic perturbations. The comparison results show that the stochastic perturbations have a significant effect on improving the ensemble-mean prediction skills during the entire 12-month forecasting process. This improvement occurs mainly because the nonlinear terms in the model can form a positive ensemble-mean from a series of zero-mean perturbations, which reduces the forecasting biases and then corrects the forecast through this nonlinear heating mechanism.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I

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.

Asymptotic-preserving Lagrangian approach for modeling anisotropic transport in magnetized plasmas

NASA Astrophysics Data System (ADS)

Chacon, Luis; Del-Castillo-Negrete, Diego

2011-10-01

Modeling electron transport in magnetized plasmas is extremely challenging due to the extreme anisotropy introduced by the presence of the magnetic field (χ∥ /χ⊥ ~1010 in fusion plasmas). Recently, a novel Lagrangian method has been proposed to solve the local and non-local purely parallel transport equation in general 3D magnetic fields. The approach avoids numerical pollution (in fact, it respects transport barriers -flux surfaces- exactly by construction), is inherently positivity-preserving, and is scalable algorithmically (i.e., work per degree-of-freedom is grid-independent). In this poster, we discuss the extension of the Lagrangian approach to include perpendicular transport and sources. We present an asymptotic-preserving numerical formulation that ensures a consistent numerical discretization temporally and spatially for arbitrary χ∥ /χ⊥ ratios. This is of importance because parallel and perpendicular transport terms in the transport equation may become comparable in regions of the plasma (e.g., at incipient islands), while remaining disparate elsewhere. We will demonstrate the potential of the approach with various challenging configurations, including the case of transport across a magnetic island in cylindrical geometry. D. del-Castillo-Negrete, L. Chacón, PRL, 106, 195004 (2011); DPP11 invited talk by del-Castillo-Negrete.

Analysis of novel stochastic switched SILI epidemic models with continuous and impulsive control

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

In this paper, we establish two new stochastic switched epidemic models with continuous and impulsive control. The stochastic perturbations are considered for the natural death rate in each equation of the models. Firstly, a stochastic switched SILI model with continuous control schemes is investigated. By using Lyapunov-Razumikhin method, the sufficient conditions for extinction in mean are established. Our result shows that the disease could be die out theoretically if threshold value R is less than one, regardless of whether the disease-free solutions of the corresponding subsystems are stable or unstable. Then, a stochastic switched SILI model with continuous control schemes and pulse vaccination is studied. The threshold value R is derived. The global attractivity of the model is also obtained. At last, numerical simulations are carried out to support our results.

Sigma decomposition: the CP-odd Lagrangian

NASA Astrophysics Data System (ADS)

Hierro, I. M.; Merlo, L.; Rigolin, S.

2016-04-01

In Alonso et al., JHEP 12 (2014) 034, the CP-even sector of the effective chiral Lagrangian for a generic composite Higgs model with a symmetric coset has been constructed, up to four momenta. In this paper, the CP-odd couplings are studied within the same context. If only the Standard Model bosonic sources of custodial symmetry breaking are considered, then at most six independent operators form a basis. One of them is the weak- θ term linked to non-perturbative sources of CP violation, while the others describe CP-odd perturbative couplings between the Standard Model gauge bosons and an Higgs-like scalar belonging to the Goldstone boson sector. The procedure is then applied to three distinct exemplifying frameworks: the original SU(5)/SO(5) Georgi-Kaplan model, the minimal custodial-preserving SO(5)/SO(4) model and the minimal SU(3)/(SU(2) × U(1)) model, which intrinsically breaks custodial symmetry. Moreover, the projection of the high-energy electroweak effective theory to the low-energy chiral effective Lagrangian for a dynamical Higgs is performed, uncovering strong relations between the operator coefficients and pinpointing the differences with the elementary Higgs scenario.

Parameterizing Urban Canopy Layer transport in an Lagrangian Particle Dispersion Model

NASA Astrophysics Data System (ADS)

Stöckl, Stefan; Rotach, Mathias W.

2016-04-01

The percentage of people living in urban areas is rising worldwide, crossed 50% in 2007 and is even higher in developed countries. High population density and numerous sources of air pollution in close proximity can lead to health issues. Therefore it is important to understand the nature of urban pollutant dispersion. In the last decades this field has experienced considerable progress, however the influence of large roughness elements is complex and has as of yet not been completely described. Hence, this work studied urban particle dispersion close to source and ground. It used an existing, steady state, three-dimensional Lagrangian particle dispersion model, which includes Roughness Sublayer parameterizations of turbulence and flow. The model is valid for convective and neutral to stable conditions and uses the kernel method for concentration calculation. As most Lagrangian models, its lower boundary is the zero-plane displacement, which means that roughly the lower two-thirds of the mean building height are not included in the model. This missing layer roughly coincides with the Urban Canopy Layer. An earlier work "traps" particles hitting the lower model boundary for a recirculation period, which is calculated under the assumption of a vortex in skimming flow, before "releasing" them again. The authors hypothesize that improving the lower boundary condition by including Urban Canopy Layer transport could improve model predictions. This was tested herein by not only trapping the particles, but also advecting them with a mean, parameterized flow in the Urban Canopy Layer. Now the model calculates the trapping period based on either recirculation due to vortex motion in skimming flow regimes or vertical velocity if no vortex forms, depending on incidence angle of the wind on a randomly chosen street canyon. The influence of this modification, as well as the model's sensitivity to parameterization constants, was investigated. To reach this goal, the model was

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Simple and Hierarchical Models for Stochastic Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

1993-01-01

Test misgrading is treated as a stochastic process. The expected number of misgradings, inter-occurrence time of misgradings, and waiting time for the "n"th misgrading are discussed based on a simple Poisson model and a hierarchical Beta-Poisson model. Examples of model construction are given. (SLD)

Stochastic Mixing Model with Power Law Decay of Variance

NASA Technical Reports Server (NTRS)

Fedotov, S.; Ihme, M.; Pitsch, H.

2003-01-01

Here we present a simple stochastic mixing model based on the law of large numbers (LLN). The reason why the LLN is involved in our formulation of the mixing problem is that the random conserved scalar c = c(t,x(t)) appears to behave as a sample mean. It converges to the mean value mu, while the variance sigma(sup 2)(sub c) (t) decays approximately as t(exp -1). Since the variance of the scalar decays faster than a sample mean (typically is greater than unity), we will introduce some non-linear modifications into the corresponding pdf-equation. The main idea is to develop a robust model which is independent from restrictive assumptions about the shape of the pdf. The remainder of this paper is organized as follows. In Section 2 we derive the integral equation from a stochastic difference equation describing the evolution of the pdf of a passive scalar in time. The stochastic difference equation introduces an exchange rate gamma(sub n) which we model in a first step as a deterministic function. In a second step, we generalize gamma(sub n) as a stochastic variable taking fluctuations in the inhomogeneous environment into account. In Section 3 we solve the non-linear integral equation numerically and analyze the influence of the different parameters on the decay rate. The paper finishes with a conclusion.

Stochastic Models of Human Errors

NASA Technical Reports Server (NTRS)

Elshamy, Maged; Elliott, Dawn M. (Technical Monitor)

2002-01-01

Humans play an important role in the overall reliability of engineering systems. More often accidents and systems failure are traced to human errors. Therefore, in order to have meaningful system risk analysis, the reliability of the human element must be taken into consideration. Describing the human error process by mathematical models is a key to analyzing contributing factors. Therefore, the objective of this research effort is to establish stochastic models substantiated by sound theoretic foundation to address the occurrence of human errors in the processing of the space shuttle.

Coupled stochastic soil moisture simulation-optimization model of deficit irrigation

NASA Astrophysics Data System (ADS)

Alizadeh, Hosein; Mousavi, S. Jamshid

2013-07-01

This study presents an explicit stochastic optimization-simulation model of short-term deficit irrigation management for large-scale irrigation districts. The model which is a nonlinear nonconvex program with an economic objective function is built on an agrohydrological simulation component. The simulation component integrates (1) an explicit stochastic model of soil moisture dynamics of the crop-root zone considering interaction of stochastic rainfall and irrigation with shallow water table effects, (2) a conceptual root zone salt balance model, and 3) the FAO crop yield model. Particle Swarm Optimization algorithm, linked to the simulation component, solves the resulting nonconvex program with a significantly better computational performance compared to a Monte Carlo-based implicit stochastic optimization model. The model has been tested first by applying it in single-crop irrigation problems through which the effects of the severity of water deficit on the objective function (net benefit), root-zone water balance, and irrigation water needs have been assessed. Then, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. While the maximum net benefit has been obtained for a stress-avoidance (SA) irrigation policy, the highest water profitability has been resulted when only about 60% of the water used in the SA policy is applied. The DAID with respectively 33% of total cultivated area and 37% of total applied water has produced only 14% of the total net benefit due to low-valued crops and adverse soil and shallow water table conditions.

Applying Boundary Conditions Using a Time-Dependent Lagrangian for Modeling Laser-Plasma Interactions

NASA Astrophysics Data System (ADS)

Reyes, Jonathan; Shadwick, B. A.

2016-10-01

Modeling the evolution of a short, intense laser pulse propagating through an underdense plasma is of particular interest in the physics of laser-plasma interactions. Numerical models are typically created by first discretizing the equations of motion and then imposing boundary conditions. Using the variational principle of Chen and Sudan, we spatially discretize the Lagrangian density to obtain discrete equations of motion and a discrete energy conservation law which is exactly satisfied regardless of the spatial grid resolution. Modifying the derived equations of motion (e.g., enforcing boundary conditions) generally ruins energy conservation. However, time-dependent terms can be added to the Lagrangian which force the equations of motion to have the desired boundary conditions. Although some foresight is needed to choose these time-dependent terms, this approach provides a mechanism for energy to exit the closed system while allowing the conservation law to account for the loss. An appropriate time discretization scheme is selected based on stability analysis and resolution requirements. We present results using this variational approach in a co-moving coordinate system and compare such results to those using traditional second-order methods. This work was supported by the U. S. Department of Energy under Contract No. DE-SC0008382 and by the National Science Foundation under Contract No. PHY- 1104683.

Stochastic Lanchester-type Combat Models I.

DTIC Science & Technology

1979-10-01

necessarily hold when the attrition rates become non- linear in b and/or r. 13 iL 4. OTHER COMBAT MODELS In this section we briefly describe how other...AD-A092 898 FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS F/6 12/2 STOCHASTIC LANCHESTER-TYPE COMBAT MODELS I.(U) OCT 79 L BILLARD N62271-79-M...COMBAT MODELS I by L. BILLARD October 1979 Approved for public release; distribution unlimited. Prepared for: Naval Postgraduate School Monterey, CA 93940

Variational formulation for Black-Scholes equations in stochastic volatility models

NASA Astrophysics Data System (ADS)

Gyulov, Tihomir B.; Valkov, Radoslav L.

2012-11-01

In this note we prove existence and uniqueness of weak solutions to a boundary value problem arising from stochastic volatility models in financial mathematics. Our settings are variational in weighted Sobolev spaces. Nevertheless, as it will become apparent our variational formulation agrees well with the stochastic part of the problem.

Lagrangian averaging with geodesic mean

NASA Astrophysics Data System (ADS)

Oliver, Marcel

2017-11-01

This paper revisits the derivation of the Lagrangian averaged Euler (LAE), or Euler-α equations in the light of an intrinsic definition of the averaged flow map as the geodesic mean on the volume-preserving diffeomorphism group. Under the additional assumption that first-order fluctuations are statistically isotropic and transported by the mean flow as a vector field, averaging of the kinetic energy Lagrangian of an ideal fluid yields the LAE Lagrangian. The derivation presented here assumes a Euclidean spatial domain without boundaries.

Lagrangian averaging with geodesic mean.

PubMed

Oliver, Marcel

2017-11-01

This paper revisits the derivation of the Lagrangian averaged Euler (LAE), or Euler- α equations in the light of an intrinsic definition of the averaged flow map as the geodesic mean on the volume-preserving diffeomorphism group. Under the additional assumption that first-order fluctuations are statistically isotropic and transported by the mean flow as a vector field, averaging of the kinetic energy Lagrangian of an ideal fluid yields the LAE Lagrangian. The derivation presented here assumes a Euclidean spatial domain without boundaries.

ON NONSTATIONARY STOCHASTIC MODELS FOR EARTHQUAKES.

USGS Publications Warehouse

Safak, Erdal; Boore, David M.

1986-01-01

A seismological stochastic model for earthquake ground-motion description is presented. Seismological models are based on the physical properties of the source and the medium and have significant advantages over the widely used empirical models. The model discussed here provides a convenient form for estimating structural response by using random vibration theory. A commonly used random process for ground acceleration, filtered white-noise multiplied by an envelope function, introduces some errors in response calculations for structures whose periods are longer than the faulting duration. An alternate random process, filtered shot-noise process, eliminates these errors.

Doubly stochastic Poisson process models for precipitation at fine time-scales

NASA Astrophysics Data System (ADS)

Ramesh, Nadarajah I.; Onof, Christian; Xie, Dichao

2012-09-01

This paper considers a class of stochastic point process models, based on doubly stochastic Poisson processes, in the modelling of rainfall. We examine the application of this class of models, a neglected alternative to the widely-known Poisson cluster models, in the analysis of fine time-scale rainfall intensity. These models are mainly used to analyse tipping-bucket raingauge data from a single site but an extension to multiple sites is illustrated which reveals the potential of this class of models to study the temporal and spatial variability of precipitation at fine time-scales.

Analysis of a novel stochastic SIRS epidemic model with two different saturated incidence rates

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

This paper presents a stochastic SIRS epidemic model with two different nonlinear incidence rates and double epidemic asymmetrical hypothesis, and we devote to develop a mathematical method to obtain the threshold of the stochastic epidemic model. We firstly investigate the boundness and extinction of the stochastic system. Furthermore, we use Ito's formula, the comparison theorem and some new inequalities techniques of stochastic differential systems to discuss persistence in mean of two diseases on three cases. The results indicate that stochastic fluctuations can suppress the disease outbreak. Finally, numerical simulations about different noise disturbance coefficients are carried out to illustrate the obtained theoretical results.

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.

Lagrangian-Hamiltonian unified formalism for autonomous higher order dynamical systems

NASA Astrophysics Data System (ADS)

Prieto-Martínez, Pedro Daniel; Román-Roy, Narciso

2011-09-01

The Lagrangian-Hamiltonian unified formalism of Skinner and Rusk was originally stated for autonomous dynamical systems in classical mechanics. It has been generalized for non-autonomous first-order mechanical systems, as well as for first-order and higher order field theories. However, a complete generalization to higher order mechanical systems is yet to be described. In this work, after reviewing the natural geometrical setting and the Lagrangian and Hamiltonian formalisms for higher order autonomous mechanical systems, we develop a complete generalization of the Lagrangian-Hamiltonian unified formalism for these kinds of systems, and we use it to analyze some physical models from this new point of view.

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.

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

Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

NASA Astrophysics Data System (ADS)

Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

2005-12-01

Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

Evaluation of stochastic particle dispersion modeling in turbulent round jets

DOE PAGES

Sun, Guangyuan; Hewson, John C.; Lignell, David O.

2016-11-02

ODT (one-dimensional turbulence) simulations of particle-carrier gas interactions are performed in the jet flow configuration. Particles with different diameters are injected onto the centerline of a turbulent air jet. The particles are passive and do not impact the fluid phase. Their radial dispersion and axial velocities are obtained as functions of axial position. The time and length scales of the jet are varied through control of the jet exit velocity and nozzle diameter. Dispersion data at long times of flight for the nozzle diameter (7 mm), particle diameters (60 and 90 µm), and Reynolds numbers (10, 000–30, 000) are analyzedmore » to obtain the Lagrangian particle dispersivity. Flow statistics of the ODT particle model are compared to experimental measurements. It is shown that the particle tracking method is capable of yielding Lagrangian prediction of the dispersive transport of particles in a round jet. In this study, three particle-eddy interaction models (Type-I, -C, and -IC) are presented to examine the details of particle dispersion and particle-eddy interaction in jet flow.« less

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.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Approximation methods of European option pricing in multiscale stochastic volatility model

NASA Astrophysics Data System (ADS)

Ni, Ying; Canhanga, Betuel; Malyarenko, Anatoliy; Silvestrov, Sergei

2017-01-01

In the classical Black-Scholes model for financial option pricing, the asset price follows a geometric Brownian motion with constant volatility. Empirical findings such as volatility smile/skew, fat-tailed asset return distributions have suggested that the constant volatility assumption might not be realistic. A general stochastic volatility model, e.g. Heston model, GARCH model and SABR volatility model, in which the variance/volatility itself follows typically a mean-reverting stochastic process, has shown to be superior in terms of capturing the empirical facts. However in order to capture more features of the volatility smile a two-factor, of double Heston type, stochastic volatility model is more useful as shown in Christoffersen, Heston and Jacobs [12]. We consider one modified form of such two-factor volatility models in which the volatility has multiscale mean-reversion rates. Our model contains two mean-reverting volatility processes with a fast and a slow reverting rate respectively. We consider the European option pricing problem under one type of the multiscale stochastic volatility model where the two volatility processes act as independent factors in the asset price process. The novelty in this paper is an approximating analytical solution using asymptotic expansion method which extends the authors earlier research in Canhanga et al. [5, 6]. In addition we propose a numerical approximating solution using Monte-Carlo simulation. For completeness and for comparison we also implement the semi-analytical solution by Chiarella and Ziveyi [11] using method of characteristics, Fourier and bivariate Laplace transforms.

Intermittent Lagrangian velocities and accelerations in three-dimensional porous medium flow.

PubMed

Holzner, M; Morales, V L; Willmann, M; Dentz, M

2015-07-01

Intermittency of Lagrangian velocity and acceleration is a key to understanding transport in complex systems ranging from fluid turbulence to flow in porous media. High-resolution optical particle tracking in a three-dimensional (3D) porous medium provides detailed 3D information on Lagrangian velocities and accelerations. We find sharp transitions close to pore throats, and low flow variability in the pore bodies, which gives rise to stretched exponential Lagrangian velocity and acceleration distributions characterized by a sharp peak at low velocity, superlinear evolution of particle dispersion, and double-peak behavior in the propagators. The velocity distribution is quantified in terms of pore geometry and flow connectivity, which forms the basis for a continuous-time random-walk model that sheds light on the observed Lagrangian flow and transport behaviors.

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

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

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

2015-02-15

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

Stochastic Models of Quality Control on Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

Stochastic models are developed in this article to examine the rate of test misgrading in educational and psychological measurement. The estimation of inadvertent grading errors can serve as a basis for quality control in measurement. Limitations of traditional Poisson models have been reviewed to highlight the need to introduce new models using…

Stochastic simulation by image quilting of process-based geological models

NASA Astrophysics Data System (ADS)

Hoffimann, Júlio; Scheidt, Céline; Barfod, Adrian; Caers, Jef

2017-09-01

Process-based modeling offers a way to represent realistic geological heterogeneity in subsurface models. The main limitation lies in conditioning such models to data. Multiple-point geostatistics can use these process-based models as training images and address the data conditioning problem. In this work, we further develop image quilting as a method for 3D stochastic simulation capable of mimicking the realism of process-based geological models with minimal modeling effort (i.e. parameter tuning) and at the same time condition them to a variety of data. In particular, we develop a new probabilistic data aggregation method for image quilting that bypasses traditional ad-hoc weighting of auxiliary variables. In addition, we propose a novel criterion for template design in image quilting that generalizes the entropy plot for continuous training images. The criterion is based on the new concept of voxel reuse-a stochastic and quilting-aware function of the training image. We compare our proposed method with other established simulation methods on a set of process-based training images of varying complexity, including a real-case example of stochastic simulation of the buried-valley groundwater system in Denmark.

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.

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

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the

A stochastic model of firm growth

NASA Astrophysics Data System (ADS)

Bottazzi, Giulio; Secchi, Angelo

2003-06-01

Recently from analyses on different databases the tent-shape of the distribution of firm growth rates has emerged as a robust and universal characteristic of the time evolution of corporates. We add new evidence on this topic and we present a new stochastic model that, under rather general assumptions, provides a robust explanation for the observed regularity.

Backward-stochastic-differential-equation approach to modeling of gene expression

NASA Astrophysics Data System (ADS)

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F.; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Backward-stochastic-differential-equation approach to modeling of gene expression.

PubMed

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Stochastic Forecasting of Labor Supply and Population: An Integrated Model.

PubMed

Fuchs, Johann; Söhnlein, Doris; Weber, Brigitte; Weber, Enzo

2018-01-01

This paper presents a stochastic model to forecast the German population and labor supply until 2060. Within a cohort-component approach, our population forecast applies principal components analysis to birth, mortality, emigration, and immigration rates, which allows for the reduction of dimensionality and accounts for correlation of the rates. Labor force participation rates are estimated by means of an econometric time series approach. All time series are forecast by stochastic simulation using the bootstrap method. As our model also distinguishes between German and foreign nationals, different developments in fertility, migration, and labor participation could be predicted. The results show that even rising birth rates and high levels of immigration cannot break the basic demographic trend in the long run. An important finding from an endogenous modeling of emigration rates is that high net migration in the long run will be difficult to achieve. Our stochastic perspective suggests therefore a high probability of substantially decreasing the labor supply in Germany.

A Stochastic Model of Eye Lens Growth

PubMed Central

Šikić, Hrvoje; Shi, Yanrong; Lubura, Snježana; Bassnett, Steven

2015-01-01

The size and shape of the ocular lens must be controlled with precision if light is to be focused sharply on the retina. The lifelong growth of the lens depends on the production of cells in the anterior epithelium. At the lens equator, epithelial cells differentiate into fiber cells, which are added to the surface of the existing fiber cell mass, increasing its volume and area. We developed a stochastic model relating the rates of cell proliferation and death in various regions of the lens epithelium to deposition of fiber cells and lens growth. Epithelial population dynamics were modeled as a branching process with emigration and immigration between various proliferative zones. Numerical simulations were in agreement with empirical measurements and demonstrated that, operating within the strict confines of lens geometry, a stochastic growth engine can produce the smooth and precise growth necessary for lens function. PMID:25816743

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.

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

PubMed

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

Inflow forecasting model construction with stochastic time series for coordinated dam operation

NASA Astrophysics Data System (ADS)

Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

2014-12-01

Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Deconstructing field-induced ketene isomerization through Lagrangian descriptors.

PubMed

Craven, Galen T; Hernandez, Rigoberto

2016-02-07

The time-dependent geometrical separatrices governing state transitions in field-induced ketene isomerization are constructed using the method of Lagrangian descriptors. We obtain the stable and unstable manifolds of time-varying transition states as dynamic phase space objects governing configurational changes when the ketene molecule is subjected to an oscillating electric field. The dynamics of the isomerization reaction are modeled through classical trajectory studies on the Gezelter-Miller potential energy surface and an approximate dipole moment model which is coupled to a time-dependent electric field. We obtain a representation of the reaction geometry, over varying field strengths and oscillation frequencies, by partitioning an initial phase space into basins labeled according to which product state is reached at a given time. The borders between these basins are in agreement with those obtained using Lagrangian descriptors, even in regimes exhibiting chaotic dynamics. Major outcomes of this work are: validation and extension of a transition state theory framework built from Lagrangian descriptors, elaboration of the applicability for this theory to periodically- and aperiodically-driven molecular systems, and prediction of regimes in which isomerization of ketene and its derivatives may be controlled using an external field.

Nonpolynomial Lagrangian approach to regular black holes

NASA Astrophysics Data System (ADS)

Colléaux, Aimeric; Chinaglia, Stefano; Zerbini, Sergio

We present a review on Lagrangian models admitting spherically symmetric regular black holes (RBHs), and cosmological bounce solutions. Nonlinear electrodynamics, nonpolynomial gravity, and fluid approaches are explained in details. They consist respectively in a gauge invariant generalization of the Maxwell-Lagrangian, in modifications of the Einstein-Hilbert action via nonpolynomial curvature invariants, and finally in the reconstruction of density profiles able to cure the central singularity of black holes. The nonpolynomial gravity curvature invariants have the special property to be second-order and polynomial in the metric field, in spherically symmetric spacetimes. Along the way, other models and results are discussed, and some general properties that RBHs should satisfy are mentioned. A covariant Sakharov criterion for the absence of singularities in dynamical spherically symmetric spacetimes is also proposed and checked for some examples of such regular metric fields.

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.

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.

Amerciamysis bahia Stochastic Matrix Population Model for Laboratory Populations

EPA Science Inventory

The population model described here is a stochastic, density-independent matrix model for integrating the effects of toxicants on survival and reproduction of the marine invertebrate, Americamysis bahia. The model was constructed using Microsoft® Excel 2003. The focus of the mode...

Intimate Partner Violence: A Stochastic Model.

PubMed

Guidi, Elisa; Meringolo, Patrizia; Guazzini, Andrea; Bagnoli, Franco

2017-01-01

Intimate partner violence (IPV) has been a well-studied problem in the past psychological literature, especially through its classical methodology such as qualitative, quantitative and mixed methods. This article introduces two basic stochastic models as an alternative approach to simulate the short and long-term dynamics of a couple at risk of IPV. In both models, the members of the couple may assume a finite number of states, updating them in a probabilistic way at discrete time steps. After defining the transition probabilities, we first analyze the evolution of the couple in isolation and then we consider the case in which the individuals modify their behavior depending on the perceived violence from other couples in their environment or based on the perceived informal social support. While high perceived violence in other couples may converge toward the own presence of IPV by means a gender-specific transmission, the gender differences fade-out in the case of received informal social support. Despite the simplicity of the two stochastic models, they generate results which compare well with past experimental studies about IPV and they give important practical implications for prevention intervention in this field. Copyright: © 2016 by Fabrizio Serra editore, Pisa · Roma.

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

Stochastic modeling of central apnea events in preterm infants.

PubMed

Clark, Matthew T; Delos, John B; Lake, Douglas E; Lee, Hoshik; Fairchild, Karen D; Kattwinkel, John; Moorman, J Randall

2016-04-01

A near-ubiquitous pathology in very low birth weight infants is neonatal apnea, breathing pauses with slowing of the heart and falling blood oxygen. Events of substantial duration occasionally occur after an infant is discharged from the neonatal intensive care unit (NICU). It is not known whether apneas result from a predictable process or from a stochastic process, but the observation that they occur in seemingly random clusters justifies the use of stochastic models. We use a hidden-Markov model to analyze the distribution of durations of apneas and the distribution of times between apneas. The model suggests the presence of four breathing states, ranging from very stable (with an average lifetime of 12 h) to very unstable (with an average lifetime of 10 s). Although the states themselves are not visible, the mathematical analysis gives estimates of the transition rates among these states. We have obtained these transition rates, and shown how they change with post-menstrual age; as expected, the residence time in the more stable breathing states increases with age. We also extrapolated the model to predict the frequency of very prolonged apnea during the first year of life. This paradigm-stochastic modeling of cardiorespiratory control in neonatal infants to estimate risk for severe clinical events-may be a first step toward personalized risk assessment for life threatening apnea events after NICU discharge.

A stochastic Iwan-type model for joint behavior variability modeling

NASA Astrophysics Data System (ADS)

Mignolet, Marc P.; Song, Pengchao; Wang, X. Q.

2015-08-01

This paper focuses overall on the development and validation of a stochastic model to describe the dissipation and stiffness properties of a bolted joint for which experimental data is available and exhibits a large scatter. An extension of the deterministic parallel-series Iwan model for the characterization of the force-displacement behavior of joints is first carried out. This new model involves dynamic and static coefficients of friction differing from each other and a broadly defined distribution of Jenkins elements. Its applicability is next investigated using the experimental data, i.e. stiffness and dissipation measurements obtained in harmonic testing of 9 nominally identical bolted joints. The model is found to provide a very good fit of the experimental data for each bolted joint notwithstanding the significant variability of their behavior. This finding suggests that this variability can be simulated through the randomization of only the parameters of the proposed Iwan-type model. The distribution of these parameters is next selected based on maximum entropy concepts and their corresponding parameters, i.e. the hyperparameters of the model, are identified using a maximum likelihood strategy. Proceeding with a Monte Carlo simulation of this stochastic Iwan model demonstrates that the experimental data fits well within the uncertainty band corresponding to the 5th and 95th percentiles of the model predictions which well supports the adequacy of the modeling effort.

A Lagrangian model for the age of tracer in surface water

NASA Astrophysics Data System (ADS)

Ding, Yu; Liu, Haifei; Yi, Yujun

The age of tracer is a spatio-temporal scale, indicating the transition time of solute particles, which is helpful to monitor and manage the pollutant leakage accidents. In this study, an effective Lagrangian model for the age of tracer is developed based on the lattice Boltzmann method in D2Q5 lattices. A tracer age problem in an asymmetrical circular reservoir is then employed as a benchmark test to verify this method. Then it is applied to computing the age of tracers under two different reservoir operation schemes in the Danjiangkou Reservoir, the drinking water source for the Middle Route of South-to-North Water Transfer Project.

HyDE Framework for Stochastic and Hybrid Model-Based Diagnosis

NASA Technical Reports Server (NTRS)

Narasimhan, Sriram; Brownston, Lee

2012-01-01

Hybrid Diagnosis Engine (HyDE) is a general framework for stochastic and hybrid model-based diagnosis that offers flexibility to the diagnosis application designer. The HyDE architecture supports the use of multiple modeling paradigms at the component and system level. Several alternative algorithms are available for the various steps in diagnostic reasoning. This approach is extensible, with support for the addition of new modeling paradigms as well as diagnostic reasoning algorithms for existing or new modeling paradigms. HyDE is a general framework for stochastic hybrid model-based diagnosis of discrete faults; that is, spontaneous changes in operating modes of components. HyDE combines ideas from consistency-based and stochastic approaches to model- based diagnosis using discrete and continuous models to create a flexible and extensible architecture for stochastic and hybrid diagnosis. HyDE supports the use of multiple paradigms and is extensible to support new paradigms. HyDE generates candidate diagnoses and checks them for consistency with the observations. It uses hybrid models built by the users and sensor data from the system to deduce the state of the system over time, including changes in state indicative of faults. At each time step when observations are available, HyDE checks each existing candidate for continued consistency with the new observations. If the candidate is consistent, it continues to remain in the candidate set. If it is not consistent, then the information about the inconsistency is used to generate successor candidates while discarding the candidate that was inconsistent. The models used by HyDE are similar to simulation models. They describe the expected behavior of the system under nominal and fault conditions. The model can be constructed in modular and hierarchical fashion by building component/subsystem models (which may themselves contain component/ subsystem models) and linking them through shared variables/parameters. The

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Development of a Stochastically-driven, Forward Predictive Performance Model for PEMFCs

NASA Astrophysics Data System (ADS)

Harvey, David Benjamin Paul

A one-dimensional multi-scale coupled, transient, and mechanistic performance model for a PEMFC membrane electrode assembly has been developed. The model explicitly includes each of the 5 layers within a membrane electrode assembly and solves for the transport of charge, heat, mass, species, dissolved water, and liquid water. Key features of the model include the use of a multi-step implementation of the HOR reaction on the anode, agglomerate catalyst sub-models for both the anode and cathode catalyst layers, a unique approach that links the composition of the catalyst layer to key properties within the agglomerate model and the implementation of a stochastic input-based approach for component material properties. The model employs a new methodology for validation using statistically varying input parameters and statistically-based experimental performance data; this model represents the first stochastic input driven unit cell performance model. The stochastic input driven performance model was used to identify optimal ionomer content within the cathode catalyst layer, demonstrate the role of material variation in potential low performing MEA materials, provide explanation for the performance of low-Pt loaded MEAs, and investigate the validity of transient-sweep experimental diagnostic methods.

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.

Mean-Lagrangian formalism and covariance of fluid turbulence.

PubMed

Ariki, Taketo

2017-05-01

Mean-field-based Lagrangian framework is developed for the fluid turbulence theory, which enables physically objective discussions, especially, of the history effect. Mean flow serves as a purely geometrical object of Lie group theory, providing useful operations to measure the objective rate and history integration of the general tensor field. The proposed framework is applied, on the one hand, to one-point closure model, yielding an objective expression of the turbulence viscoelastic effect. Application to two-point closure, on the other hand, is also discussed, where natural extension of known Lagrangian correlation is discovered on the basis of an extended covariance group.

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

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

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

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

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.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Hamiltonian vs Lagrangian Embedding of a Massive Spin-One Theory Involving Two-Form Field

NASA Astrophysics Data System (ADS)

Harikumar, E.; Sivakumar, M.

We consider the Hamiltonian and Lagrangian embedding of a first-order, massive spin-one, gauge noninvariant theory involving antisymmetric tensor field. We apply the BFV-BRST generalized canonical approach to convert the model to a first class system and construct nilpotent BFV-BRST charge and a unitarizing Hamiltonian. The canonical analysis of the Stückelberg formulation of this model is presented. We bring out the contrasting feature in the constraint structure, specifically with respect to the reducibility aspect, of the Hamiltonian and the Lagrangian embedded model. We show that to obtain manifestly covariant Stückelberg Lagrangian from the BFV embedded Hamiltonian, phase space has to be further enlarged and show how the reducible gauge structure emerges in the embedded model.

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…

On the Kolmogorov constant in stochastic turbulence models

NASA Astrophysics Data System (ADS)

Heinz, Stefan

2002-11-01

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

Symmetries of SU(2) Skyrmion in Hamiltonian and Lagrangian Approaches

NASA Astrophysics Data System (ADS)

Hong, Soon-Tae; Kim, Yong-Wan; Park, Young-Jai

We apply the Batalin-Fradkin-Tyutin (BFT) method to the SU(2) Skyrmion to study the full symmetry structure of the model at the first-class Hamiltonian level. On the other hand, we also analyze the symmetry structure of the action having the WZ term, which corresponds to this Hamiltonian, in the framework of the Lagrangian approach. Furthermore, following the BFV formalism we derive the BRST invariant gauge fixed Lagrangian from the above extended action.

Discrete stochastic analogs of Erlang epidemic models.

PubMed

Getz, Wayne M; Dougherty, Eric R

2018-12-01

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

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

Parallel implementation of a Lagrangian-based model on an adaptive mesh in C++: Application to sea-ice

NASA Astrophysics Data System (ADS)

Samaké, Abdoulaye; Rampal, Pierre; Bouillon, Sylvain; Ólason, Einar

2017-12-01

We present a parallel implementation framework for a new dynamic/thermodynamic sea-ice model, called neXtSIM, based on the Elasto-Brittle rheology and using an adaptive mesh. The spatial discretisation of the model is done using the finite-element method. The temporal discretisation is semi-implicit and the advection is achieved using either a pure Lagrangian scheme or an Arbitrary Lagrangian Eulerian scheme (ALE). The parallel implementation presented here focuses on the distributed-memory approach using the message-passing library MPI. The efficiency and the scalability of the parallel algorithms are illustrated by the numerical experiments performed using up to 500 processor cores of a cluster computing system. The performance obtained by the proposed parallel implementation of the neXtSIM code is shown being sufficient to perform simulations for state-of-the-art sea ice forecasting and geophysical process studies over geographical domain of several millions squared kilometers like the Arctic region.

Effective Lagrangians and Current Algebra in Three Dimensions

NASA Astrophysics Data System (ADS)

Ferretti, Gabriele

In this thesis we study three dimensional field theories that arise as effective Lagrangians of quantum chromodynamics in Minkowski space with signature (2,1) (QCD3). In the first chapter, we explain the method of effective Langrangians and the relevance of current algebra techniques to field theory. We also provide the physical motivations for the study of QCD3 as a toy model for confinement and as a theory of quantum antiferromagnets (QAF). In chapter two, we derive the relevant effective Lagrangian by studying the low energy behavior of QCD3, paying particular attention to how the global symmetries are realized at the quantum level. In chapter three, we show how baryons arise as topological solitons of the effective Lagrangian and also show that their statistics depends on the number of colors as predicted by the quark model. We calculate mass splitting and magnetic moments of the soliton and find logarithmic corrections to the naive quark model predictions. In chapter four, we drive the current algebra of the theory. We find that the current algebra is a co -homologically non-trivial generalization of Kac-Moody algebras to three dimensions. This fact may provide a new, non -perturbative way to quantize the theory. In chapter five, we discuss the renormalizability of the model in the large-N expansion. We prove the validity of the non-renormalization theorem and compute the critical exponents in a specific limiting case, the CP^ {N-1} model with a Chern-Simons term. Finally, chapter six contains some brief concluding remarks.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

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

Identifying finite-time coherent sets from limited quantities of Lagrangian data.

PubMed

Williams, Matthew O; Rypina, Irina I; Rowley, Clarence W

2015-08-01

A data-driven procedure for identifying the dominant transport barriers in a time-varying flow from limited quantities of Lagrangian data is presented. Our approach partitions state space into coherent pairs, which are sets of initial conditions chosen to minimize the number of trajectories that "leak" from one set to the other under the influence of a stochastic flow field during a pre-specified interval in time. In practice, this partition is computed by solving an optimization problem to obtain a pair of functions whose signs determine set membership. From prior experience with synthetic, "data rich" test problems, and conceptually related methods based on approximations of the Perron-Frobenius operator, we observe that the functions of interest typically appear to be smooth. We exploit this property by using the basis sets associated with spectral or "mesh-free" methods, and as a result, our approach has the potential to more accurately approximate these functions given a fixed amount of data. In practice, this could enable better approximations of the coherent pairs in problems with relatively limited quantities of Lagrangian data, which is usually the case with experimental geophysical data. We apply this method to three examples of increasing complexity: The first is the double gyre, the second is the Bickley Jet, and the third is data from numerically simulated drifters in the Sulu Sea.

Identifying finite-time coherent sets from limited quantities of Lagrangian data

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

Williams, Matthew O.; Rypina, Irina I.; Rowley, Clarence W.

A data-driven procedure for identifying the dominant transport barriers in a time-varying flow from limited quantities of Lagrangian data is presented. Our approach partitions state space into coherent pairs, which are sets of initial conditions chosen to minimize the number of trajectories that “leak” from one set to the other under the influence of a stochastic flow field during a pre-specified interval in time. In practice, this partition is computed by solving an optimization problem to obtain a pair of functions whose signs determine set membership. From prior experience with synthetic, “data rich” test problems, and conceptually related methods basedmore » on approximations of the Perron-Frobenius operator, we observe that the functions of interest typically appear to be smooth. We exploit this property by using the basis sets associated with spectral or “mesh-free” methods, and as a result, our approach has the potential to more accurately approximate these functions given a fixed amount of data. In practice, this could enable better approximations of the coherent pairs in problems with relatively limited quantities of Lagrangian data, which is usually the case with experimental geophysical data. We apply this method to three examples of increasing complexity: The first is the double gyre, the second is the Bickley Jet, and the third is data from numerically simulated drifters in the Sulu Sea.« less

GillesPy: A Python Package for Stochastic Model Building and Simulation.

PubMed

Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

2016-09-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

2017-01-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

Validation of a Sensor-Driven Modeling Paradigm for Multiple Source Reconstruction with FFT-07 Data

DTIC Science & Technology

2009-05-01

operational warning and reporting (information) systems that combine automated data acquisition, analysis , source reconstruction, display and distribution of...report and to incorporate this operational ca- pability into the integrative multiscale urban modeling system implemented in the com- putational...Journal of Fluid Mechanics, 180, 529–556. [27] Flesch, T., Wilson, J. D., and Yee, E. (1995), Backward- time Lagrangian stochastic dispersion models

Arctic sea-ice diffusion from observed and simulated Lagrangian trajectories

NASA Astrophysics Data System (ADS)

Rampal, Pierre; Bouillon, Sylvain; Bergh, Jon; Ólason, Einar

2016-07-01

We characterize sea-ice drift by applying a Lagrangian diffusion analysis to buoy trajectories from the International Arctic Buoy Programme (IABP) dataset and from two different models: the standalone Lagrangian sea-ice model neXtSIM and the Eulerian coupled ice-ocean model used for the TOPAZ reanalysis. By applying the diffusion analysis to the IABP buoy trajectories over the period 1979-2011, we confirm that sea-ice diffusion follows two distinct regimes (ballistic and Brownian) and we provide accurate values for the diffusivity and integral timescale that could be used in Eulerian or Lagrangian passive tracers models to simulate the transport and diffusion of particles moving with the ice. We discuss how these values are linked to the evolution of the fluctuating displacements variance and how this information could be used to define the size of the search area around the position predicted by the mean drift. By comparing observed and simulated sea-ice trajectories for three consecutive winter seasons (2007-2011), we show how the characteristics of the simulated motion may differ from or agree well with observations. This comparison illustrates the usefulness of first applying a diffusion analysis to evaluate the output of modeling systems that include a sea-ice model before using these in, e.g., oil spill trajectory models or, more generally, to simulate the transport of passive tracers in sea ice.

Nonparametric weighted stochastic block models

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2018-01-01

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.

Asymptotic stability of spectral-based PDF modeling for homogeneous turbulent flows

NASA Astrophysics Data System (ADS)

Campos, Alejandro; Duraisamy, Karthik; Iaccarino, Gianluca

2015-11-01

Engineering models of turbulence, based on one-point statistics, neglect spectral information inherent in a turbulence field. It is well known, however, that the evolution of turbulence is dictated by a complex interplay between the spectral modes of velocity. For example, for homogeneous turbulence, the pressure-rate-of-strain depends on the integrated energy spectrum weighted by components of the wave vectors. The Interacting Particle Representation Model (IPRM) (Kassinos & Reynolds, 1996) and the Velocity/Wave-Vector PDF model (Van Slooten & Pope, 1997) emulate spectral information in an attempt to improve the modeling of turbulence. We investigate the evolution and asymptotic stability of the IPRM using three different approaches. The first approach considers the Lagrangian evolution of individual realizations (idealized as particles) of the stochastic process defined by the IPRM. The second solves Lagrangian evolution equations for clusters of realizations conditional on a given wave vector. The third evolves the solution of the Eulerian conditional PDF corresponding to the aforementioned clusters. This last method avoids issues related to discrete particle noise and slow convergence associated with Lagrangian particle-based simulations.

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.

On Local Homogeneity and Stochastically Ordered Mixed Rasch Models

ERIC Educational Resources Information Center

Kreiner, Svend; Hansen, Mogens; Hansen, Carsten Rosenberg

2006-01-01

Mixed Rasch models add latent classes to conventional Rasch models, assuming that the Rasch model applies within each class and that relative difficulties of items are different in two or more latent classes. This article considers a family of stochastically ordered mixed Rasch models, with ordinal latent classes characterized by increasing total…

Stochastic Approximation Methods for Latent Regression Item Response Models

ERIC Educational Resources Information Center

von Davier, Matthias; Sinharay, Sandip

2010-01-01

This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

Alternative kinetic energy metrics for Lagrangian systems

NASA Astrophysics Data System (ADS)

Sarlet, W.; Prince, G.

2010-11-01

We examine Lagrangian systems on \\ {R}^n with standard kinetic energy terms for the possibility of additional, alternative Lagrangians with kinetic energy metrics different to the Euclidean one. Using the techniques of the inverse problem in the calculus of variations we find necessary and sufficient conditions for the existence of such Lagrangians. We illustrate the problem in two and three dimensions with quadratic and cubic potentials. As an aside we show that the well-known anomalous Lagrangians for the Coulomb problem can be removed by switching on a magnetic field, providing an appealing resolution of the ambiguous quantizations of the hydrogen atom.

The threshold of a stochastic avian-human influenza epidemic model with psychological effect

NASA Astrophysics Data System (ADS)

Zhang, Fengrong; Zhang, Xinhong

2018-02-01

In this paper, a stochastic avian-human influenza epidemic model with psychological effect in human population and saturation effect within avian population is investigated. This model describes the transmission of avian influenza among avian population and human population in random environments. For stochastic avian-only system, persistence in the mean and extinction of the infected avian population are studied. For the avian-human influenza epidemic system, sufficient conditions for the existence of an ergodic stationary distribution are obtained. Furthermore, a threshold of this stochastic model which determines the outcome of the disease is obtained. Finally, numerical simulations are given to support the theoretical results.

Modeling stochastic frontier based on vine copulas

NASA Astrophysics Data System (ADS)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.

Effective Stochastic Model for Reactive Transport

NASA Astrophysics Data System (ADS)

Tartakovsky, A. M.; Zheng, B.; Barajas-Solano, D. A.

2017-12-01

We propose an effective stochastic advection-diffusion-reaction (SADR) model. Unlike traditional advection-dispersion-reaction models, the SADR model describes mechanical and diffusive mixing as two separate processes. In the SADR model, the mechanical mixing is driven by random advective velocity with the variance given by the coefficient of mechanical dispersion. The diffusive mixing is modeled as a fickian diffusion with the effective diffusion coefficient. Both coefficients are given in terms of Peclet number (Pe) and the coefficient of molecular diffusion. We use the experimental results of to demonstrate that for transport and bimolecular reactions in porous media the SADR model is significantly more accurate than the traditional dispersion model, which overestimates the mass of the reaction product by as much as 25%.

Overshooting thunderstorm cloud top dynamics as approximated by a linear Lagrangian parcel model with analytic exact solutions

NASA Technical Reports Server (NTRS)

Schlesinger, Robert E.

1990-01-01

Results are presented from a linear Lagrangian entraining parcel model of an overshooting thunderstorm cloud top. The model, which is similar to that of Adler and Mack (1986), gives analytic exact solutions for vertical velocity and temperature by representing mixing with Rayleigh damping instead of nonlinearly. Model results are presented for various combinations of stratospheric lapse rate, drag intensity, and mixing strength. The results are compared to those of Adler and Mack.

The Performance Improvement of the Lagrangian Particle Dispersion Model (LPDM) Using Graphics Processing Unit (GPU) Computing

DTIC Science & Technology

2017-08-01

access to the GPU for general purpose processing .5 CUDA is designed to work easily with multiple programming languages , including Fortran. CUDA is a...Using Graphics Processing Unit (GPU) Computing by Leelinda P Dawson Approved for public release; distribution unlimited...The Performance Improvement of the Lagrangian Particle Dispersion Model (LPDM) Using Graphics Processing Unit (GPU) Computing by Leelinda

Variational Lagrangian data assimilation in open channel networks

NASA Astrophysics Data System (ADS)

Wu, Qingfang; Tinka, Andrew; Weekly, Kevin; Beard, Jonathan; Bayen, Alexandre M.

2015-04-01

This article presents a data assimilation method in a tidal system, where data from both Lagrangian drifters and Eulerian flow sensors were fused to estimate water velocity. The system is modeled by first-order, hyperbolic partial differential equations subject to periodic forcing. The estimation problem can then be formulated as the minimization of the difference between the observed variables and model outputs, and eventually provide the velocity and water stage of the hydrodynamic system. The governing equations are linearized and discretized using an implicit discretization scheme, resulting in linear equality constraints in the optimization program. Thus, the flow estimation can be formed as an optimization problem and efficiently solved. The effectiveness of the proposed method was substantiated by a large-scale field experiment in the Sacramento-San Joaquin River Delta in California. A fleet of 100 sensors developed at the University of California, Berkeley, were deployed in Walnut Grove, CA, to collect a set of Lagrangian data, a time series of positions as the sensors moved through the water. Measurements were also taken from Eulerian sensors in the region, provided by the United States Geological Survey. It is shown that the proposed method can effectively integrate Lagrangian and Eulerian measurement data, resulting in a suited estimation of the flow variables within the hydraulic system.

Multi-Lagrangians for integrable systems

NASA Astrophysics Data System (ADS)

Nutku, Y.; Pavlov, M. V.

2002-03-01

We propose a general scheme to construct multiple Lagrangians for completely integrable nonlinear evolution equations that admit multi-Hamiltonian structure. The recursion operator plays a fundamental role in this construction. We use a conserved quantity higher/lower than the Hamiltonian in the potential part of the new Lagrangian and determine the corresponding kinetic terms by generating the appropriate momentum map. This leads to some remarkable new developments. We show that nonlinear evolutionary systems that admit N-fold first order local Hamiltonian structure can be cast into variational form with 2N-1 Lagrangians which will be local functionals of Clebsch potentials. This number increases to 3N-2 when the Miura transformation is invertible. Furthermore we construct a new Lagrangian for polytropic gas dynamics in 1+1 dimensions which is a free, local functional of the physical field variables, namely density and velocity, thus dispensing with the necessity of introducing Clebsch potentials entirely. This is a consequence of bi-Hamiltonian structure with a compatible pair of first and third order Hamiltonian operators derived from Sheftel's recursion operator.

An extended Lagrangian method

NASA Technical Reports Server (NTRS)

Liou, Meng-Sing

1992-01-01

A unique formulation of describing fluid motion is presented. The method, referred to as 'extended Lagrangian method', is interesting from both theoretical and numerical points of view. The formulation offers accuracy in numerical solution by avoiding numerical diffusion resulting from mixing of fluxes in the Eulerian description. Meanwhile, it also avoids the inaccuracy incurred due to geometry and variable interpolations used by the previous Lagrangian methods. Unlike the Lagrangian method previously imposed which is valid only for supersonic flows, the present method is general and capable of treating subsonic flows as well as supersonic flows. The method proposed in this paper is robust and stable. It automatically adapts to flow features without resorting to clustering, thereby maintaining rather uniform grid spacing throughout and large time step. Moreover, the method is shown to resolve multi-dimensional discontinuities with a high level of accuracy, similar to that found in one-dimensional problems.

A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.

PubMed

Hu, Jingwen; Klinich, Kathleen D; Miller, Carl S; Rupp, Jonathan D; Nazmi, Giseli; Pearlman, Mark D; Schneider, Lawrence W

2011-03-01

Placental abruption is the most common cause of fetal deaths in motor-vehicle crashes, but studies on the mechanical properties of human placenta are rare. This study presents a new method of developing a stochastic visco-hyperelastic material model of human placenta tissue using a combination of uniaxial tensile testing, specimen-specific finite element (FE) modeling, and stochastic optimization techniques. In our previous study, uniaxial tensile tests of 21 placenta specimens have been performed using a strain rate of 12/s. In this study, additional uniaxial tensile tests were performed using strain rates of 1/s and 0.1/s on 25 placenta specimens. Response corridors for the three loading rates were developed based on the normalized data achieved by test reconstructions of each specimen using specimen-specific FE models. Material parameters of a visco-hyperelastic model and their associated standard deviations were tuned to match both the means and standard deviations of all three response corridors using a stochastic optimization method. The results show a very good agreement between the tested and simulated response corridors, indicating that stochastic analysis can improve estimation of variability in material model parameters. The proposed method can be applied to develop stochastic material models of other biological soft tissues.

Stochastic Flux-Freezing in MHD Turbulence and Reconnection in the Heliosheath

NASA Astrophysics Data System (ADS)

Eyink, G. L.; Lalescu, C.; Vishniac, E.

2012-12-01

Fast reconnection of the sectored magnetic field in the heliosheath created by flapping of the heliospheric current sheet has been conjectured to accelerate anomalous cosmic rays and to create other signatures observed by the Voyager probes. The reconnecting flux structures could have sizes up to ˜100 AU, much larger than the ion cyclotron radius ˜10^3 km. Hence MHD should be valid at those scales. To account for rapid reconnection of such large-scale structures, we note that the high Reynolds numbers in the heliosheath for motions perpendicular to the magnetic field (Re ˜10^{14}) suggest transition to turbulence. The Lazarian-Vishnian theory of turbulent reconnection can account for the fast rates, but it implies a puzzling breakdown of magnetic flux-freezing in high-conductivity MHD plasmas. We address this paradox with a novel stochastic formulation of flux-freezing for resistive MHD and a numerical Lagrangian study with a spacetime database of MHD turbulence. We report the first observation of Richardson diffusion in MHD turbulence, which leads to "spontaneous stochasticity" of the Lagrangian trajectories and a violation of standard flux-freezing by many orders of magnitude. The work supports a prediction by Lazarian-Opher (2009) of extended thick reconnection zones within the heliosheath, perhaps up to an AU across, although the microscale reconnection events within these zones would have thickness of order the ion cyclotron radius and be described by kinetic Vlasov theory.

Stochastic Earthquake Rupture Modeling Using Nonparametric Co-Regionalization

NASA Astrophysics Data System (ADS)

Lee, Kyungbook; Song, Seok Goo

2017-09-01

Accurate predictions of the intensity and variability of ground motions are essential in simulation-based seismic hazard assessment. Advanced simulation-based ground motion prediction methods have been proposed to complement the empirical approach, which suffers from the lack of observed ground motion data, especially in the near-source region for large events. It is important to quantify the variability of the earthquake rupture process for future events and to produce a number of rupture scenario models to capture the variability in simulation-based ground motion predictions. In this study, we improved the previously developed stochastic earthquake rupture modeling method by applying the nonparametric co-regionalization, which was proposed in geostatistics, to the correlation models estimated from dynamically derived earthquake rupture models. The nonparametric approach adopted in this study is computationally efficient and, therefore, enables us to simulate numerous rupture scenarios, including large events ( M > 7.0). It also gives us an opportunity to check the shape of true input correlation models in stochastic modeling after being deformed for permissibility. We expect that this type of modeling will improve our ability to simulate a wide range of rupture scenario models and thereby predict ground motions and perform seismic hazard assessment more accurately.

Vortex dynamics and Lagrangian statistics in a model for active turbulence.

PubMed

James, Martin; Wilczek, Michael

2018-02-14

Cellular suspensions such as dense bacterial flows exhibit a turbulence-like phase under certain conditions. We study this phenomenon of "active turbulence" statistically by using numerical tools. Following Wensink et al. (Proc. Natl. Acad. Sci. U.S.A. 109, 14308 (2012)), we model active turbulence by means of a generalized Navier-Stokes equation. Two-point velocity statistics of active turbulence, both in the Eulerian and the Lagrangian frame, is explored. We characterize the scale-dependent features of two-point statistics in this system. Furthermore, we extend this statistical study with measurements of vortex dynamics in this system. Our observations suggest that the large-scale statistics of active turbulence is close to Gaussian with sub-Gaussian tails.

Reconstructing the hidden states in time course data of stochastic models.

PubMed

Zimmer, Christoph

2015-11-01

Parameter estimation is central for analyzing models in Systems Biology. The relevance of stochastic modeling in the field is increasing. Therefore, the need for tailored parameter estimation techniques is increasing as well. Challenges for parameter estimation are partial observability, measurement noise, and the computational complexity arising from the dimension of the parameter space. This article extends the multiple shooting for stochastic systems' method, developed for inference in intrinsic stochastic systems. The treatment of extrinsic noise and the estimation of the unobserved states is improved, by taking into account the correlation between unobserved and observed species. This article demonstrates the power of the method on different scenarios of a Lotka-Volterra model, including cases in which the prey population dies out or explodes, and a Calcium oscillation system. Besides showing how the new extension improves the accuracy of the parameter estimates, this article analyzes the accuracy of the state estimates. In contrast to previous approaches, the new approach is well able to estimate states and parameters for all the scenarios. As it does not need stochastic simulations, it is of the same order of speed as conventional least squares parameter estimation methods with respect to computational time. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Nontrivial periodic solution of a stochastic non-autonomous SISV epidemic model

NASA Astrophysics Data System (ADS)

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

2016-11-01

In this paper, we consider a stochastic non-autonomous SISV epidemic model. For the non-autonomous periodic system, firstly, we get the threshold of the system which determines whether the epidemic occurs or not. Then in the case of persistence, we show that there exists at least one nontrivial positive periodic solution of the stochastic system.

Lagrangian Approach to Study Catalytic Fluidized Bed Reactors

NASA Astrophysics Data System (ADS)

Madi, Hossein; Hossein Madi Team; Marcelo Kaufman Rechulski Collaboration; Christian Ludwig Collaboration; Tilman Schildhauer Collaboration

2013-03-01

Lagrangian approach of fluidized bed reactors is a method, which simulates the movement of catalyst particles (caused by the fluidization) by changing the gas composition around them. Application of such an investigation is in the analysis of the state of catalysts and surface reactions under quasi-operando conditions. The hydrodynamics of catalyst particles within a fluidized bed reactor was studied to improve a Lagrangian approach. A fluidized bed methanation employed in the production of Synthetic Natural Gas from wood was chosen as the case study. The Lagrangian perspective was modified and improved to include different particle circulation patterns, which were investigated through this study. Experiments were designed to evaluate the concepts of the model. The results indicate that the setup is able to perform the designed experiments and a good agreement between the simulation and the experimental results were observed. It has been shown that fluidized bed reactors, as opposed to fixed beds, can be used to avoid the deactivation of the methanation catalyst due to carbon deposits. Carbon deposition on the catalysts tested with the Lagrangian approach was investigated by temperature programmed oxidation (TPO) analysis of ex-situ catalyst samples. This investigation was done to identify the effects of particles velocity and their circulation patterns on the amount and type of deposited carbon on the catalyst surface. Ecole Polytechnique Federale de Lausanne(EPFL), Paul Scherrer Institute (PSI)

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

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

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Xinping, E-mail: exping@126.com

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in eachmore » subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in

Statement Verification: A Stochastic Model of Judgment and Response.

ERIC Educational Resources Information Center

Wallsten, Thomas S.; Gonzalez-Vallejo, Claudia

1994-01-01

A stochastic judgment model (SJM) is presented as a framework for addressing issues in statement verification and probability judgment. Results of 5 experiments with 264 undergraduates support the validity of the model and provide new information that is interpreted in terms of the SJM. (SLD)

Two new algorithms to combine kriging with stochastic modelling

NASA Astrophysics Data System (ADS)

Venema, Victor; Lindau, Ralf; Varnai, Tamas; Simmer, Clemens

2010-05-01

Two main groups of statistical methods used in the Earth sciences are geostatistics and stochastic modelling. Geostatistical methods, such as various kriging algorithms, aim at estimating the mean value for every point as well as possible. In case of sparse measurements, such fields have less variability at small scales and a narrower distribution as the true field. This can lead to biases if a nonlinear process is simulated driven by such a kriged field. Stochastic modelling aims at reproducing the statistical structure of the data in space and time. One of the stochastic modelling methods, the so-called surrogate data approach, replicates the value distribution and power spectrum of a certain data set. While stochastic methods reproduce the statistical properties of the data, the location of the measurement is not considered. This requires the use of so-called constrained stochastic models. Because radiative transfer through clouds is a highly nonlinear process, it is essential to model the distribution (e.g. of optical depth, extinction, liquid water content or liquid water path) accurately. In addition, the correlations within the cloud field are important, especially because of horizontal photon transport. This explains the success of surrogate cloud fields for use in 3D radiative transfer studies. Up to now, however, we could only achieve good results for the radiative properties averaged over the field, but not for a radiation measurement located at a certain position. Therefore we have developed a new algorithm that combines the accuracy of stochastic (surrogate) modelling with the positioning capabilities of kriging. In this way, we can automatically profit from the large geostatistical literature and software. This algorithm is similar to the standard iterative amplitude adjusted Fourier transform (IAAFT) algorithm, but has an additional iterative step in which the surrogate field is nudged towards the kriged field. The nudging strength is gradually

A Nonlinear Multigrid Solver for an Atmospheric General Circulation Model Based on Semi-Implicit Semi-Lagrangian Advection of Potential Vorticity

NASA Technical Reports Server (NTRS)

McCormick, S.; Ruge, John W.

1998-01-01

This work represents a part of a project to develop an atmospheric general circulation model based on the semi-Lagrangian advection of potential vorticity (PC) with divergence as the companion prognostic variable.

Arbitrary Lagrangian-Eulerian Method with Local Structured Adaptive Mesh Refinement for Modeling Shock Hydrodynamics

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

Anderson, R W; Pember, R B; Elliott, N S

2001-10-22

A new method that combines staggered grid Arbitrary Lagrangian-Eulerian (ALE) techniques with structured local adaptive mesh refinement (AMR) has been developed for solution of the Euler equations. This method facilitates the solution of problems currently at and beyond the boundary of soluble problems by traditional ALE methods by focusing computational resources where they are required through dynamic adaption. Many of the core issues involved in the development of the combined ALEAMR method hinge upon the integration of AMR with a staggered grid Lagrangian integration method. The novel components of the method are mainly driven by the need to reconcile traditionalmore » AMR techniques, which are typically employed on stationary meshes with cell-centered quantities, with the staggered grids and grid motion employed by Lagrangian methods. Numerical examples are presented which demonstrate the accuracy and efficiency of the method.« less

Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

NASA Astrophysics Data System (ADS)

Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.

2018-02-01

In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

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.

The Lagrangian particle dispersion model FLEXPART version 10

NASA Astrophysics Data System (ADS)

Pisso, Ignacio; Sollum, Espen; Grythe, Henrik; Kristiansen, Nina; Cassiani, Massimo; Eckhardt, Sabine; Thompson, Rona; Groot Zwaaftnik, Christine; Evangeliou, Nikolaos; Hamburger, Thomas; Sodemann, Harald; Haimberger, Leopold; Henne, Stephan; Brunner, Dominik; Burkhart, John; Fouilloux, Anne; Fang, Xuekun; Phillip, Anne; Seibert, Petra; Stohl, Andreas

2017-04-01

The Lagrangian particle dispersion model FLEXPART was in its first original release in 1998 designed for calculating the long-range and mesoscale dispersion of air pollutants from point sources, such as after an accident in a nuclear power plant. The model has now evolved into a comprehensive tool for atmospheric transport modelling and analysis. Its application fields are extended to a range of atmospheric transport processes for both atmospheric gases and aerosols, e.g. greenhouse gases, short-lived climate forces like black carbon, volcanic ash and gases as well as studies of the water cycle. We present the newest release, FLEXPART version 10. Since the last publication fully describing FLEXPART (version 6.2), the model code has been parallelised in order to allow for the possibility to speed up computation. A new, more detailed gravitational settling parametrisation for aerosols was implemented, and the wet deposition scheme for aerosols has been heavily modified and updated to provide a more accurate representation of this physical process. In addition, an optional new turbulence scheme for the convective boundary layer is available, that considers the skewness in the vertical velocity distribution. Also, temporal variation and temperature dependence of the OH-reaction are included. Finally, user input files are updated to a more convenient and user-friendly namelist format, and the option to produce the output-files in netCDF-format instead of binary format is implemented. We present these new developments and show recent model applications. Moreover, we also introduce some tools for the preparation of the meteorological input data, as well as for the processing of FLEXPART output data.

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.

A spatial stochastic programming model for timber and core area management under risk of fires

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

Previous stochastic models in harvest scheduling seldom address explicit spatial management concerns under the influence of natural disturbances. We employ multistage stochastic programming models to explore the challenges and advantages of building spatial optimization models that account for the influences of random stand-replacing fires. Our exploratory test models...

The threshold of a stochastic SIQS epidemic model

NASA Astrophysics Data System (ADS)

Zhang, Xiao-Bing; Huo, Hai-Feng; Xiang, Hong; Shi, Qihong; Li, Dungang

2017-09-01

In this paper, we present the threshold of a stochastic SIQS epidemic model which determines the extinction and persistence of the disease. Furthermore, we find that noise can suppress the disease outbreak. Numerical simulations are also carried out to confirm the analytical results.

Stochastic Robust Mathematical Programming Model for Power System Optimization

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

Liu, Cong; Changhyeok, Lee; Haoyong, Chen

2016-01-01

This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes.

PubMed

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes

NASA Astrophysics Data System (ADS)

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V.

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Communication: A simplified coupled-cluster Lagrangian for polarizable embedding.

PubMed

Krause, Katharina; Klopper, Wim

2016-01-28

A simplified coupled-cluster Lagrangian, which is linear in the Lagrangian multipliers, is proposed for the coupled-cluster treatment of a quantum mechanical system in a polarizable environment. In the simplified approach, the amplitude equations are decoupled from the Lagrangian multipliers and the energy obtained from the projected coupled-cluster equation corresponds to a stationary point of the Lagrangian.