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

Wu, Fuke, E-mail: wufuke@mail.hust.edu.cn; Tian, Tianhai, E-mail: tianhai.tian@sci.monash.edu.au; Rawlings, James B., E-mail: james.rawlings@wisc.edu

The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in themore » work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766–1793 (1996); ibid. 56, 1794–1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.« less

Stochastic theory of log-periodic patterns

NASA Astrophysics Data System (ADS)

Canessa, Enrique

2000-12-01

We introduce an analytical model based on birth-death clustering processes to help in understanding the empirical log-periodic corrections to power law scaling and the finite-time singularity as reported in several domains including rupture, earthquakes, world population and financial systems. In our stochastic theory log-periodicities are a consequence of transient clusters induced by an entropy-like term that may reflect the amount of co-operative information carried by the state of a large system of different species. The clustering completion rates for the system are assumed to be given by a simple linear death process. The singularity at t0 is derived in terms of birth-death clustering coefficients.

BOOK REVIEW: Statistical Mechanics of Turbulent Flows

NASA Astrophysics Data System (ADS)

Cambon, C.

2004-10-01

This is a handbook for a computational approach to reacting flows, including background material on statistical mechanics. In this sense, the title is somewhat misleading with respect to other books dedicated to the statistical theory of turbulence (e.g. Monin and Yaglom). In the present book, emphasis is placed on modelling (engineering closures) for computational fluid dynamics. The probabilistic (pdf) approach is applied to the local scalar field, motivated first by the nonlinearity of chemical source terms which appear in the transport equations of reacting species. The probabilistic and stochastic approaches are also used for the velocity field and particle position; nevertheless they are essentially limited to Lagrangian models for a local vector, with only single-point statistics, as for the scalar. Accordingly, conventional techniques, such as single-point closures for RANS (Reynolds-averaged Navier-Stokes) and subgrid-scale models for LES (large-eddy simulations), are described and in some cases reformulated using underlying Langevin models and filtered pdfs. Even if the theoretical approach to turbulence is not discussed in general, the essentials of probabilistic and stochastic-processes methods are described, with a useful reminder concerning statistics at the molecular level. The book comprises 7 chapters. Chapter 1 briefly states the goals and contents, with a very clear synoptic scheme on page 2. Chapter 2 presents definitions and examples of pdfs and related statistical moments. Chapter 3 deals with stochastic processes, pdf transport equations, from Kramer-Moyal to Fokker-Planck (for Markov processes), and moments equations. Stochastic differential equations are introduced and their relationship to pdfs described. This chapter ends with a discussion of stochastic modelling. The equations of fluid mechanics and thermodynamics are addressed in chapter 4. Classical conservation equations (mass, velocity, internal energy) are derived from their counterparts at the molecular level. In addition, equations are given for multicomponent reacting systems. The chapter ends with miscellaneous topics, including DNS, (idea of) the energy cascade, and RANS. Chapter 5 is devoted to stochastic models for the large scales of turbulence. Langevin-type models for velocity (and particle position) are presented, and their various consequences for second-order single-point corelations (Reynolds stress components, Kolmogorov constant) are discussed. These models are then presented for the scalar. The chapter ends with compressible high-speed flows and various models, ranging from k-epsilon to hybrid RANS-pdf. Stochastic models for small-scale turbulence are addressed in chapter 6. These models are based on the concept of a filter density function (FDF) for the scalar, and a more conventional SGS (sub-grid-scale model) for the velocity in LES. The final chapter, chapter 7, is entitled `The unification of turbulence models' and aims at reconciling large-scale and small-scale modelling. This book offers a timely survey of techniques in modern computational fluid mechanics for turbulent flows with reacting scalars. It should be of interest to engineers, while the discussion of the underlying tools, namely pdfs, stochastic and statistical equations should also be attractive to applied mathematicians and physicists. The book's emphasis on local pdfs and stochastic Langevin models gives a consistent structure to the book and allows the author to cover almost the whole spectrum of practical modelling in turbulent CFD. On the other hand, one might regret that non-local issues are not mentioned explicitly, or even briefly. These problems range from the presence of pressure-strain correlations in the Reynolds stress transport equations to the presence of two-point pdfs in the single-point pdf equation derived from the Navier--Stokes equations. (One may recall that, even without scalar transport, a general closure problem for turbulence statistics results from both non-linearity and non-locality of Navier-Stokes equations, the latter coming from, e.g., the nonlocal relationship of velocity and pressure in the quasi-incompressible case. These two aspects are often intricately linked. It is well known that non-linearity alone is not responsible for the `problem', as evidenced by 1D turbulence without pressure (`Burgulence' from the Burgers equation) and probably 3D (cosmological gas). A local description in terms of pdf for the velocity can resolve the `non-linear' problem, which instead yields an infinite hierarchy of equations in terms of moments. On the other hand, non-locality yields a hierarchy of unclosed equations, with the single-point pdf equation for velocity derived from NS incompressible equations involving a two-point pdf, and so on. The general relationship was given by Lundgren (1967, Phys. Fluids 10 (5), 969-975), with the equation for pdf at n points involving the pdf at n+1 points. The nonlocal problem appears in various statistical models which are not discussed in the book. The simplest example is full RST or ASM models, in which the closure of pressure-strain correlations is pivotal (their counterpart ought to be identified and discussed in equations (5-21) and the following ones). The book does not address more sophisticated non-local approaches, such as two-point (or spectral) non-linear closure theories and models, `rapid distortion theory' for linear regimes, not to mention scaling and intermittency based on two-point structure functions, etc. The book sometimes mixes theoretical modelling and pure empirical relationships, the empirical character coming from the lack of a nonlocal (two-point) approach.) In short, the book is orientated more towards applications than towards turbulence theory; it is written clearly and concisely and should be useful to a large community, interested either in the underlying stochastic formalism or in CFD applications.

Macroweather Predictions and Climate Projections using Scaling and Historical Observations

NASA Astrophysics Data System (ADS)

Hébert, R.; Lovejoy, S.; Del Rio Amador, L.

2017-12-01

There are two fundamental time scales that are pertinent to decadal forecasts and multidecadal projections. The first is the lifetime of planetary scale structures, about 10 days (equal to the deterministic predictability limit), and the second is - in the anthropocene - the scale at which the forced anthropogenic variability exceeds the internal variability (around 16 - 18 years). These two time scales define three regimes of variability: weather, macroweather and climate that are respectively characterized by increasing, decreasing and then increasing varibility with scale.We discuss how macroweather temperature variability can be skilfully predicted to its theoretical stochastic predictability limits by exploiting its long-range memory with the Stochastic Seasonal and Interannual Prediction System (StocSIPS). At multi-decadal timescales, the temperature response to forcing is approximately linear and this can be exploited to make projections with a Green's function, or Climate Response Function (CRF). To make the problem tractable, we exploit the temporal scaling symmetry and restrict our attention to global mean forcing and temperature response using a scaling CRF characterized by the scaling exponent H and an inner scale of linearity τ. An aerosol linear scaling factor α and a non-linear volcanic damping exponent ν were introduced to account for the large uncertainty in these forcings. We estimate the model and forcing parameters by Bayesian inference using historical data and these allow us to analytically calculate a median (and likely 66% range) for the transient climate response, and for the equilibrium climate sensitivity: 1.6K ([1.5,1.8]K) and 2.4K ([1.9,3.4]K) respectively. Aerosol forcing typically has large uncertainty and we find a modern (2005) forcing very likely range (90%) of [-1.0, -0.3] Wm-2 with median at -0.7 Wm-2. Projecting to 2100, we find that to keep the warming below 1.5 K, future emissions must undergo cuts similar to Representative Concentration Pathway (RCP) 2.6 for which the probability to remain under 1.5 K is 48%. RCP 4.5 and RCP 8.5-like futures overshoot with very high probability. This underscores that over the next century, the state of the environment will be strongly influenced by past, present and future economical policies.

Toward Control of Universal Scaling in Critical Dynamics

DTIC Science & Technology

2016-01-27

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

Stochastic Convection Parameterizations

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

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

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

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

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

PubMed Central

Dhar, Amrit

2017-01-01

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

Final Report---Optimization Under Nonconvexity and Uncertainty: Algorithms and Software

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

Jeff Linderoth

2011-11-06

the goal of this work was to develop new algorithmic techniques for solving large-scale numerical optimization problems, focusing on problems classes that have proven to be among the most challenging for practitioners: those involving uncertainty and those involving nonconvexity. This research advanced the state-of-the-art in solving mixed integer linear programs containing symmetry, mixed integer nonlinear programs, and stochastic optimization problems. The focus of the work done in the continuation was on Mixed Integer Nonlinear Programs (MINLP)s and Mixed Integer Linear Programs (MILP)s, especially those containing a great deal of symmetry.

Dynamically Consistent Parameterization of Mesoscale Eddies This work aims at parameterization of eddy effects for use in non-eddy-resolving ocean models and focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones.

NASA Astrophysics Data System (ADS)

Berloff, P. S.

2016-12-01

This work aims at developing a framework for dynamically consistent parameterization of mesoscale eddy effects for use in non-eddy-resolving ocean circulation models. The proposed eddy parameterization framework is successfully tested on the classical, wind-driven double-gyre model, which is solved both with explicitly resolved vigorous eddy field and in the non-eddy-resolving configuration with the eddy parameterization replacing the eddy effects. The parameterization focuses on the effect of the stochastic part of the eddy forcing that backscatters and induces eastward jet extension of the western boundary currents and its adjacent recirculation zones. The parameterization locally approximates transient eddy flux divergence by spatially localized and temporally periodic forcing, referred to as the plunger, and focuses on the linear-dynamics flow solution induced by it. The nonlinear self-interaction of this solution, referred to as the footprint, characterizes and quantifies the induced eddy forcing exerted on the large-scale flow. We find that spatial pattern and amplitude of each footprint strongly depend on the underlying large-scale flow, and the corresponding relationships provide the basis for the eddy parameterization and its closure on the large-scale flow properties. Dependencies of the footprints on other important parameters of the problem are also systematically analyzed. The parameterization utilizes the local large-scale flow information, constructs and scales the corresponding footprints, and then sums them up over the gyres to produce the resulting eddy forcing field, which is interactively added to the model as an extra forcing. Thus, the assumed ensemble of plunger solutions can be viewed as a simple model for the cumulative effect of the stochastic eddy forcing. The parameterization framework is implemented in the simplest way, but it provides a systematic strategy for improving the implementation algorithm.

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

Data-driven Climate Modeling and Prediction

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2016-12-01

Global climate models aim to simulate a broad range of spatio-temporal scales of climate variability with state vector having many millions of degrees of freedom. On the other hand, while detailed weather prediction out to a few days requires high numerical resolution, it is fairly clear that a major fraction of large-scale climate variability can be predicted in a much lower-dimensional phase space. Low-dimensional models can simulate and predict this fraction of climate variability, provided they are able to account for linear and nonlinear interactions between the modes representing large scales of climate dynamics, as well as their interactions with a much larger number of modes representing fast and small scales. This presentation will highlight several new applications by Multilayered Stochastic Modeling (MSM) [Kondrashov, Chekroun and Ghil, 2015] framework that has abundantly proven its efficiency in the modeling and real-time forecasting of various climate phenomena. MSM is a data-driven inverse modeling technique that aims to obtain a low-order nonlinear system of prognostic equations driven by stochastic forcing, and estimates both the dynamical operator and the properties of the driving noise from multivariate time series of observations or a high-end model's simulation. MSM leads to a system of stochastic differential equations (SDEs) involving hidden (auxiliary) variables of fast-small scales ranked by layers, which interact with the macroscopic (observed) variables of large-slow scales to model the dynamics of the latter, and thus convey memory effects. New MSM climate applications focus on development of computationally efficient low-order models by using data-adaptive decomposition methods that convey memory effects by time-embedding techniques, such as Multichannel Singular Spectrum Analysis (M-SSA) [Ghil et al. 2002] and recently developed Data-Adaptive Harmonic (DAH) decomposition method [Chekroun and Kondrashov, 2016]. In particular, new results by DAH-MSM modeling and prediction of Arctic Sea Ice, as well as decadal predictions of near-surface Earth temperatures will be presented.

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« less

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

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

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

Hierarchical stochastic modeling of large river ecosystems and fish growth across spatio-temporal scales and climate models: the Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Wikle, Christopher K.; Moran, Edward H.; Anderson, Christopher J.; Franz, Kristie J.; Dey, Rima

2017-01-01

We present a hierarchical series of spatially decreasing and temporally increasing models to evaluate the uncertainty in the atmosphere – ocean global climate model (AOGCM) and the regional climate model (RCM) relative to the uncertainty in the somatic growth of the endangered pallid sturgeon (Scaphirhynchus albus). For effects on fish populations of riverine ecosystems, cli- mate output simulated by coarse-resolution AOGCMs and RCMs must be downscaled to basins to river hydrology to population response. One needs to transfer the information from these climate simulations down to the individual scale in a way that minimizes extrapolation and can account for spatio-temporal variability in the intervening stages. The goal is a framework to determine whether, given uncertainties in the climate models and the biological response, meaningful inference can still be made. The non-linear downscaling of climate information to the river scale requires that one realistically account for spatial and temporal variability across scale. Our down- scaling procedure includes the use of fixed/calibrated hydrological flow and temperature models coupled with a stochastically parameterized sturgeon bioenergetics model. We show that, although there is a large amount of uncertainty associated with both the climate model output and the fish growth process, one can establish significant differences in fish growth distributions between models, and between future and current climates for a given model.

Minimizing the stochasticity of halos in large-scale structure surveys

NASA Astrophysics Data System (ADS)

Hamaus, Nico; Seljak, Uroš; Desjacques, Vincent; Smith, Robert E.; Baldauf, Tobias

2010-08-01

In recent work (Seljak, Hamaus, and Desjacques 2009) it was found that weighting central halo galaxies by halo mass can significantly suppress their stochasticity relative to the dark matter, well below the Poisson model expectation. This is useful for constraining relations between galaxies and the dark matter, such as the galaxy bias, especially in situations where sampling variance errors can be eliminated. In this paper we extend this study with the goal of finding the optimal mass-dependent halo weighting. We use N-body simulations to perform a general analysis of halo stochasticity and its dependence on halo mass. We investigate the stochasticity matrix, defined as Cij≡⟨(δi-biδm)(δj-bjδm)⟩, where δm is the dark matter overdensity in Fourier space, δi the halo overdensity of the i-th halo mass bin, and bi the corresponding halo bias. In contrast to the Poisson model predictions we detect nonvanishing correlations between different mass bins. We also find the diagonal terms to be sub-Poissonian for the highest-mass halos. The diagonalization of this matrix results in one large and one low eigenvalue, with the remaining eigenvalues close to the Poisson prediction 1/n¯, where n¯ is the mean halo number density. The eigenmode with the lowest eigenvalue contains most of the information and the corresponding eigenvector provides an optimal weighting function to minimize the stochasticity between halos and dark matter. We find this optimal weighting function to match linear mass weighting at high masses, while at the low-mass end the weights approach a constant whose value depends on the low-mass cut in the halo mass function. This weighting further suppresses the stochasticity as compared to the previously explored mass weighting. Finally, we employ the halo model to derive the stochasticity matrix and the scale-dependent bias from an analytical perspective. It is remarkably successful in reproducing our numerical results and predicts that the stochasticity between halos and the dark matter can be reduced further when going to halo masses lower than we can resolve in current simulations.

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

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

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

2017-04-01

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

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

Scaling results for the magnetic field line trajectories in the stochastic layer near the separatrix in divertor tokamaks with high magnetic shear using the higher shear map

NASA Astrophysics Data System (ADS)

Punjabi, Alkesh; Ali, Halima; Farhat, Hamidullah

2009-07-01

Extra terms are added to the generating function of the simple map (Punjabi et al 1992 Phys. Rev. Lett. 69 3322) to adjust shear of magnetic field lines in divertor tokamaks. From this new generating function, a higher shear map is derived from a canonical transformation. A continuous analog of the higher shear map is also derived. The method of maps (Punjabi et al 1994 J. Plasma Phys. 52 91) is used to calculate the average shear, stochastic broadening of the ideal separatrix near the X-point in the principal plane of the tokamak, loss of poloidal magnetic flux from inside the ideal separatrix, magnetic footprint on the collector plate, and its area, and the radial diffusion coefficient of magnetic field lines near the X-point. It is found that the width of the stochastic layer near the X-point and the loss of poloidal flux from inside the ideal separatrix scale linearly with average shear. The area of magnetic footprints scales roughly linearly with average shear. Linear scaling of the area is quite good when the average shear is greater than or equal to 1.25. When the average shear is in the range 1.1-1.25, the area of the footprint fluctuates (as a function of average shear) and scales faster than linear scaling. Radial diffusion of field lines near the X-point increases very rapidly by about four orders of magnitude as average shear increases from about 1.15 to 1.5. For higher values of average shear, diffusion increases linearly, and comparatively very slowly. The very slow scaling of the radial diffusion of the field can flatten the plasma pressure gradient near the separatrix, and lead to the elimination of type-I edge localized modes.

Enhanced algorithms for stochastic programming

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

Krishna, Alamuru S.

1993-09-01

In this dissertation, we present some of the recent advances made in solving two-stage stochastic linear programming problems of large size and complexity. Decomposition and sampling are two fundamental components of techniques to solve stochastic optimization problems. We describe improvements to the current techniques in both these areas. We studied different ways of using importance sampling techniques in the context of Stochastic programming, by varying the choice of approximation functions used in this method. We have concluded that approximating the recourse function by a computationally inexpensive piecewise-linear function is highly efficient. This reduced the problem from finding the mean ofmore » a computationally expensive functions to finding that of a computationally inexpensive function. Then we implemented various variance reduction techniques to estimate the mean of a piecewise-linear function. This method achieved similar variance reductions in orders of magnitude less time than, when we directly applied variance-reduction techniques directly on the given problem. In solving a stochastic linear program, the expected value problem is usually solved before a stochastic solution and also to speed-up the algorithm by making use of the information obtained from the solution of the expected value problem. We have devised a new decomposition scheme to improve the convergence of this algorithm.« less

Unveiling Galaxy Bias via the Halo Model, KiDS and GAMA

NASA Astrophysics Data System (ADS)

Dvornik, Andrej; Hoekstra, Henk; Kuijken, Konrad; Schneider, Peter; Amon, Alexandra; Nakajima, Reiko; Viola, Massimo; Choi, Ami; Erben, Thomas; Farrow, Daniel J.; Heymans, Catherine; Hildebrandt, Hendrik; Sifón, Cristóbal; Wang, Lingyu

2018-06-01

We measure the projected galaxy clustering and galaxy-galaxy lensing signals using the Galaxy And Mass Assembly (GAMA) survey and Kilo-Degree Survey (KiDS) to study galaxy bias. We use the concept of non-linear and stochastic galaxy biasing in the framework of halo occupation statistics to constrain the parameters of the halo occupation statistics and to unveil the origin of galaxy biasing. The bias function Γgm(rp), where rp is the projected comoving separation, is evaluated using the analytical halo model from which the scale dependence of Γgm(rp), and the origin of the non-linearity and stochasticity in halo occupation models can be inferred. Our observations unveil the physical reason for the non-linearity and stochasticity, further explored using hydrodynamical simulations, with the stochasticity mostly originating from the non-Poissonian behaviour of satellite galaxies in the dark matter haloes and their spatial distribution, which does not follow the spatial distribution of dark matter in the halo. The observed non-linearity is mostly due to the presence of the central galaxies, as was noted from previous theoretical work on the same topic. We also see that overall, more massive galaxies reveal a stronger scale dependence, and out to a larger radius. Our results show that a wealth of information about galaxy bias is hidden in halo occupation models. These models should therefore be used to determine the influence of galaxy bias in cosmological studies.

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

PubMed

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

2017-09-01

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

Geometric structure and information change in phase transitions

NASA Astrophysics Data System (ADS)

Kim, Eun-jin; Hollerbach, Rainer

2017-06-01

We propose a toy model for a cyclic order-disorder transition and introduce a geometric methodology to understand stochastic processes involved in transitions. Specifically, our model consists of a pair of forward and backward processes (FPs and BPs) for the emergence and disappearance of a structure in a stochastic environment. We calculate time-dependent probability density functions (PDFs) and the information length L , which is the total number of different states that a system undergoes during the transition. Time-dependent PDFs during transient relaxation exhibit strikingly different behavior in FPs and BPs. In particular, FPs driven by instability undergo the broadening of the PDF with a large increase in fluctuations before the transition to the ordered state accompanied by narrowing the PDF width. During this stage, we identify an interesting geodesic solution accompanied by the self-regulation between the growth and nonlinear damping where the time scale τ of information change is constant in time, independent of the strength of the stochastic noise. In comparison, BPs are mainly driven by the macroscopic motion due to the movement of the PDF peak. The total information length L between initial and final states is much larger in BPs than in FPs, increasing linearly with the deviation γ of a control parameter from the critical state in BPs while increasing logarithmically with γ in FPs. L scales as |lnD | and D-1 /2 in FPs and BPs, respectively, where D measures the strength of the stochastic forcing. These differing scalings with γ and D suggest a great utility of L in capturing different underlying processes, specifically, diffusion vs advection in phase transition by geometry. We discuss physical origins of these scalings and comment on implications of our results for bistable systems undergoing repeated order-disorder transitions (e.g., fitness).

Geometric structure and information change in phase transitions.

PubMed

Kim, Eun-Jin; Hollerbach, Rainer

2017-06-01

We propose a toy model for a cyclic order-disorder transition and introduce a geometric methodology to understand stochastic processes involved in transitions. Specifically, our model consists of a pair of forward and backward processes (FPs and BPs) for the emergence and disappearance of a structure in a stochastic environment. We calculate time-dependent probability density functions (PDFs) and the information length L, which is the total number of different states that a system undergoes during the transition. Time-dependent PDFs during transient relaxation exhibit strikingly different behavior in FPs and BPs. In particular, FPs driven by instability undergo the broadening of the PDF with a large increase in fluctuations before the transition to the ordered state accompanied by narrowing the PDF width. During this stage, we identify an interesting geodesic solution accompanied by the self-regulation between the growth and nonlinear damping where the time scale τ of information change is constant in time, independent of the strength of the stochastic noise. In comparison, BPs are mainly driven by the macroscopic motion due to the movement of the PDF peak. The total information length L between initial and final states is much larger in BPs than in FPs, increasing linearly with the deviation γ of a control parameter from the critical state in BPs while increasing logarithmically with γ in FPs. L scales as |lnD| and D^{-1/2} in FPs and BPs, respectively, where D measures the strength of the stochastic forcing. These differing scalings with γ and D suggest a great utility of L in capturing different underlying processes, specifically, diffusion vs advection in phase transition by geometry. We discuss physical origins of these scalings and comment on implications of our results for bistable systems undergoing repeated order-disorder transitions (e.g., fitness).

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin

2015-01-01

Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.

FASTPM: a new scheme for fast simulations of dark matter and haloes

NASA Astrophysics Data System (ADS)

Feng, Yu; Chu, Man-Yat; Seljak, Uroš; McDonald, Patrick

2016-12-01

We introduce FASTPM, a highly scalable approximated particle mesh (PM) N-body solver, which implements the PM scheme enforcing correct linear displacement (1LPT) evolution via modified kick and drift factors. Employing a two-dimensional domain decomposing scheme, FASTPM scales extremely well with a very large number of CPUs. In contrast to Comoving-Lagrangian (COLA) approach, we do not require to split the force or track separately the 2LPT solution, reducing the code complexity and memory requirements. We compare FASTPM with different number of steps (Ns) and force resolution factor (B) against three benchmarks: halo mass function from friends-of-friends halo finder; halo and dark matter power spectrum; and cross-correlation coefficient (or stochasticity), relative to a high-resolution TREEPM simulation. We show that the modified time stepping scheme reduces the halo stochasticity when compared to COLA with the same number of steps and force resolution. While increasing Ns and B improves the transfer function and cross-correlation coefficient, for many applications FASTPM achieves sufficient accuracy at low Ns and B. For example, Ns = 10 and B = 2 simulation provides a substantial saving (a factor of 10) of computing time relative to Ns = 40, B = 3 simulation, yet the halo benchmarks are very similar at z = 0. We find that for abundance matched haloes the stochasticity remains low even for Ns = 5. FASTPM compares well against less expensive schemes, being only 7 (4) times more expensive than 2LPT initial condition generator for Ns = 10 (Ns = 5). Some of the applications where FASTPM can be useful are generating a large number of mocks, producing non-linear statistics where one varies a large number of nuisance or cosmological parameters, or serving as part of an initial conditions solver.

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

PubMed Central

Cotter, C. J.

2017-01-01

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

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

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

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

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

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

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers

PubMed Central

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation. PMID:28239346

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers.

PubMed

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation.

a Stochastic Approach to Multiobjective Optimization of Large-Scale Water Reservoir Networks

NASA Astrophysics Data System (ADS)

Bottacin-Busolin, A.; Worman, A. L.

2013-12-01

A main challenge for the planning and management of water resources is the development of multiobjective strategies for operation of large-scale water reservoir networks. The optimal sequence of water releases from multiple reservoirs depends on the stochastic variability of correlated hydrologic inflows and on various processes that affect water demand and energy prices. Although several methods have been suggested, large-scale optimization problems arising in water resources management are still plagued by the high dimensional state space and by the stochastic nature of the hydrologic inflows. In this work, the optimization of reservoir operation is approached using approximate dynamic programming (ADP) with policy iteration and function approximators. The method is based on an off-line learning process in which operating policies are evaluated for a number of stochastic inflow scenarios, and the resulting value functions are used to design new, improved policies until convergence is attained. A case study is presented of a multi-reservoir system in the Dalälven River, Sweden, which includes 13 interconnected reservoirs and 36 power stations. Depending on the late spring and summer peak discharges, the lowlands adjacent to Dalälven can often be flooded during the summer period, and the presence of stagnating floodwater during the hottest months of the year is the cause of a large proliferation of mosquitos, which is a major problem for the people living in the surroundings. Chemical pesticides are currently being used as a preventive countermeasure, which do not provide an effective solution to the problem and have adverse environmental impacts. In this study, ADP was used to analyze the feasibility of alternative operating policies for reducing the flood risk at a reasonable economic cost for the hydropower companies. To this end, mid-term operating policies were derived by combining flood risk reduction with hydropower production objectives. The performance of the resulting policies was evaluated by simulating the online operating process for historical inflow scenarios and synthetic inflow forecasts. The simulations are based on a combined mid- and short-term planning model in which the value function derived in the mid-term planning phase provides the value of the policy at the end of the short-term operating horizon. While a purely deterministic linear analysis provided rather optimistic results, the stochastic model allowed for a more accurate evaluation of trade-offs and limitations of alternative operating strategies for the Dalälven reservoir network.

The scaling of population persistence with carrying capacity does not asymptote in populations of a fish experiencing extreme climate variability.

PubMed

White, Richard S A; Wintle, Brendan A; McHugh, Peter A; Booker, Douglas J; McIntosh, Angus R

2017-06-14

Despite growing concerns regarding increasing frequency of extreme climate events and declining population sizes, the influence of environmental stochasticity on the relationship between population carrying capacity and time-to-extinction has received little empirical attention. While time-to-extinction increases exponentially with carrying capacity in constant environments, theoretical models suggest increasing environmental stochasticity causes asymptotic scaling, thus making minimum viable carrying capacity vastly uncertain in variable environments. Using empirical estimates of environmental stochasticity in fish metapopulations, we showed that increasing environmental stochasticity resulting from extreme droughts was insufficient to create asymptotic scaling of time-to-extinction with carrying capacity in local populations as predicted by theory. Local time-to-extinction increased with carrying capacity due to declining sensitivity to demographic stochasticity, and the slope of this relationship declined significantly as environmental stochasticity increased. However, recent 1 in 25 yr extreme droughts were insufficient to extirpate populations with large carrying capacity. Consequently, large populations may be more resilient to environmental stochasticity than previously thought. The lack of carrying capacity-related asymptotes in persistence under extreme climate variability reveals how small populations affected by habitat loss or overharvesting, may be disproportionately threatened by increases in extreme climate events with global warming. © 2017 The Author(s).

Extreme fluctuations in stochastic network coordination with time delays

NASA Astrophysics Data System (ADS)

Hunt, D.; Molnár, F.; Szymanski, B. K.; Korniss, G.

2015-12-01

We study the effects of uniform time delays on the extreme fluctuations in stochastic synchronization and coordination problems with linear couplings in complex networks. We obtain the average size of the fluctuations at the nodes from the behavior of the underlying modes of the network. We then obtain the scaling behavior of the extreme fluctuations with system size, as well as the distribution of the extremes on complex networks, and compare them to those on regular one-dimensional lattices. For large complex networks, when the delay is not too close to the critical one, fluctuations at the nodes effectively decouple, and the limit distributions converge to the Fisher-Tippett-Gumbel density. In contrast, fluctuations in low-dimensional spatial graphs are strongly correlated, and the limit distribution of the extremes is the Airy density. Finally, we also explore the effects of nonlinear couplings on the stability and on the extremes of the synchronization landscapes.

A polymer, random walk model for the size-distribution of large DNA fragments after high linear energy transfer radiation

NASA Technical Reports Server (NTRS)

Ponomarev, A. L.; Brenner, D.; Hlatky, L. R.; Sachs, R. K.

2000-01-01

DNA double-strand breaks (DSBs) produced by densely ionizing radiation are not located randomly in the genome: recent data indicate DSB clustering along chromosomes. Stochastic DSB clustering at large scales, from > 100 Mbp down to < 0.01 Mbp, is modeled using computer simulations and analytic equations. A random-walk, coarse-grained polymer model for chromatin is combined with a simple track structure model in Monte Carlo software called DNAbreak and is applied to data on alpha-particle irradiation of V-79 cells. The chromatin model neglects molecular details but systematically incorporates an increase in average spatial separation between two DNA loci as the number of base-pairs between the loci increases. Fragment-size distributions obtained using DNAbreak match data on large fragments about as well as distributions previously obtained with a less mechanistic approach. Dose-response relations, linear at small doses of high linear energy transfer (LET) radiation, are obtained. They are found to be non-linear when the dose becomes so large that there is a significant probability of overlapping or close juxtaposition, along one chromosome, for different DSB clusters from different tracks. The non-linearity is more evident for large fragments than for small. The DNAbreak results furnish an example of the RLC (randomly located clusters) analytic formalism, which generalizes the broken-stick fragment-size distribution of the random-breakage model that is often applied to low-LET data.

Stochastic determination of matrix determinants

NASA Astrophysics Data System (ADS)

Dorn, Sebastian; Enßlin, Torsten A.

2015-07-01

Matrix determinants play an important role in data analysis, in particular when Gaussian processes are involved. Due to currently exploding data volumes, linear operations—matrices—acting on the data are often not accessible directly but are only represented indirectly in form of a computer routine. Such a routine implements the transformation a data vector undergoes under matrix multiplication. While efficient probing routines to estimate a matrix's diagonal or trace, based solely on such computationally affordable matrix-vector multiplications, are well known and frequently used in signal inference, there is no stochastic estimate for its determinant. We introduce a probing method for the logarithm of a determinant of a linear operator. Our method rests upon a reformulation of the log-determinant by an integral representation and the transformation of the involved terms into stochastic expressions. This stochastic determinant determination enables large-size applications in Bayesian inference, in particular evidence calculations, model comparison, and posterior determination.

Stochastic determination of matrix determinants.

PubMed

Dorn, Sebastian; Ensslin, Torsten A

2015-07-01

Matrix determinants play an important role in data analysis, in particular when Gaussian processes are involved. Due to currently exploding data volumes, linear operations-matrices-acting on the data are often not accessible directly but are only represented indirectly in form of a computer routine. Such a routine implements the transformation a data vector undergoes under matrix multiplication. While efficient probing routines to estimate a matrix's diagonal or trace, based solely on such computationally affordable matrix-vector multiplications, are well known and frequently used in signal inference, there is no stochastic estimate for its determinant. We introduce a probing method for the logarithm of a determinant of a linear operator. Our method rests upon a reformulation of the log-determinant by an integral representation and the transformation of the involved terms into stochastic expressions. This stochastic determinant determination enables large-size applications in Bayesian inference, in particular evidence calculations, model comparison, and posterior determination.

Coupled Finite Volume and Finite Element Method Analysis of a Complex Large-Span Roof Structure

NASA Astrophysics Data System (ADS)

Szafran, J.; Juszczyk, K.; Kamiński, M.

2017-12-01

The main goal of this paper is to present coupled Computational Fluid Dynamics and structural analysis for the precise determination of wind impact on internal forces and deformations of structural elements of a longspan roof structure. The Finite Volume Method (FVM) serves for a solution of the fluid flow problem to model the air flow around the structure, whose results are applied in turn as the boundary tractions in the Finite Element Method problem structural solution for the linear elastostatics with small deformations. The first part is carried out with the use of ANSYS 15.0 computer system, whereas the FEM system Robot supports stress analysis in particular roof members. A comparison of the wind pressure distribution throughout the roof surface shows some differences with respect to that available in the engineering designing codes like Eurocode, which deserves separate further numerical studies. Coupling of these two separate numerical techniques appears to be promising in view of future computational models of stochastic nature in large scale structural systems due to the stochastic perturbation method.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Microscopic Statistical Characterisation of the Congested Traffic Flow and Some Salient Empirical Features

NASA Astrophysics Data System (ADS)

Yang, Bo; Yoon, Ji Wei; Monterola, Christopher

We present large scale, detailed analysis of the microscopic empirical data of the congested traffic flow, focusing on the non-linear interactions between the components of the many-body traffic system. By implementing a systematic procedure that averages over relatively unimportant factors, we extract the effective dependence of the acceleration on the gap between the vehicles, velocity and relative velocity. Such relationship is characterised not just by a few vehicles but the traffic system as a whole. Several interesting features of the detailed vehicle-to-vehicle interactions are revealed, including the stochastic distribution of the human responses, relative importance of the non-linear terms in different density regimes, symmetric response to the relative velocity, and the insensitivity of the acceleration to the velocity within a certain gap and velocity range. The latter leads to a multitude of steady-states without a fundamental diagram. The empirically constructed functional dependence of the acceleration on the important dynamical quantities not only gives the detailed collective driving behaviours of the traffic system, it also serves as the fundamental reference for the validations of the deterministic and stochastic microscopic traffic models in the literature.

Reconstructing Information in Large-Scale Structure via Logarithmic Mapping

NASA Astrophysics Data System (ADS)

Szapudi, Istvan

We propose to develop a new method to extract information from large-scale structure data combining two-point statistics and non-linear transformations; before, this information was available only with substantially more complex higher-order statistical methods. Initially, most of the cosmological information in large-scale structure lies in two-point statistics. With non- linear evolution, some of that useful information leaks into higher-order statistics. The PI and group has shown in a series of theoretical investigations how that leakage occurs, and explained the Fisher information plateau at smaller scales. This plateau means that even as more modes are added to the measurement of the power spectrum, the total cumulative information (loosely speaking the inverse errorbar) is not increasing. Recently we have shown in Neyrinck et al. (2009, 2010) that a logarithmic (and a related Gaussianization or Box-Cox) transformation on the non-linear Dark Matter or galaxy field reconstructs a surprisingly large fraction of this missing Fisher information of the initial conditions. This was predicted by the earlier wave mechanical formulation of gravitational dynamics by Szapudi & Kaiser (2003). The present proposal is focused on working out the theoretical underpinning of the method to a point that it can be used in practice to analyze data. In particular, one needs to deal with the usual real-life issues of galaxy surveys, such as complex geometry, discrete sam- pling (Poisson or sub-Poisson noise), bias (linear, or non-linear, deterministic, or stochastic), redshift distortions, pro jection effects for 2D samples, and the effects of photometric redshift errors. We will develop methods for weak lensing and Sunyaev-Zeldovich power spectra as well, the latter specifically targetting Planck. In addition, we plan to investigate the question of residual higher- order information after the non-linear mapping, and possible applications for cosmology. Our aim will be to work out practical methods, with the ultimate goal of cosmological parameter estimation. We will quantify with standard MCMC and Fisher methods (including DETF Figure of merit when applicable) the efficiency of our estimators, comparing with the conventional method, that uses the un-transformed field. Preliminary results indicate that the increase for NASA's WFIRST in the DETF Figure of Merit would be 1.5-4.2 using a range of pessimistic to optimistic assumptions, respectively.

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

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

Chen, Yi; Jakeman, John; Gittelson, Claude

2015-01-08

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

On the reach of perturbative methods for dark matter density fields

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

Baldauf, Tobias; Zaldarriaga, Matias; Schaan, Emmanuel, E-mail: baldauf@ias.edu, E-mail: eschaan@astro.princeton.edu, E-mail: matiasz@ias.edu

We study the mapping from Lagrangian to Eulerian space in the context of the Effective Field Theory (EFT) of Large Scale Structure. We compute Lagrangian displacements with Lagrangian Perturbation Theory (LPT) and perform the full non-perturbative transformation from displacement to density. When expanded up to a given order, this transformation reproduces the standard Eulerian Perturbation Theory (SPT) at the same order. However, the full transformation from displacement to density also includes higher order terms. These terms explicitly resum long wavelength motions, thus making the resulting density field better correlated with the true non-linear density field. As a result, the regimemore » of validity of this approach is expected to extend that of the Eulerian EFT, and match that of the IR-resummed Eulerian EFT. This approach thus effectively enables a test of the IR-resummed EFT at the field level. We estimate the size of stochastic, non-perturbative contributions to the matter density power spectrum. We find that in our highest order calculation, at redshift z = 0 the power spectrum of the density field is reproduced with an accuracy of 1% (10%) up to k = 0.25 hMpc{sup −1} (k = 0.46 hMpc{sup −1}). We believe that the dominant source of the remaining error is the stochastic contribution. Unfortunately, on these scales the stochastic term does not yet scale as k{sup 4} as it does in the very low k regime. Thus, modeling this contribution might be challenging.« less

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

The Kolmogorov-Obukhov Statistical Theory of Turbulence

NASA Astrophysics Data System (ADS)

Birnir, Björn

2013-08-01

In 1941 Kolmogorov and Obukhov postulated the existence of a statistical theory of turbulence, which allows the computation of statistical quantities that can be simulated and measured in a turbulent system. These are quantities such as the moments, the structure functions and the probability density functions (PDFs) of the turbulent velocity field. In this paper we will outline how to construct this statistical theory from the stochastic Navier-Stokes equation. The additive noise in the stochastic Navier-Stokes equation is generic noise given by the central limit theorem and the large deviation principle. The multiplicative noise consists of jumps multiplying the velocity, modeling jumps in the velocity gradient. We first estimate the structure functions of turbulence and establish the Kolmogorov-Obukhov 1962 scaling hypothesis with the She-Leveque intermittency corrections. Then we compute the invariant measure of turbulence, writing the stochastic Navier-Stokes equation as an infinite-dimensional Ito process, and solving the linear Kolmogorov-Hopf functional differential equation for the invariant measure. Finally we project the invariant measure onto the PDF. The PDFs turn out to be the normalized inverse Gaussian (NIG) distributions of Barndorff-Nilsen, and compare well with PDFs from simulations and experiments.

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

Fractional Stochastic Field Theory

NASA Astrophysics Data System (ADS)

Honkonen, Juha

2018-02-01

Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

A stochastic method for computing hadronic matrix elements

DOE PAGES

Alexandrou, Constantia; Constantinou, Martha; Dinter, Simon; ...

2014-01-24

In this study, we present a stochastic method for the calculation of baryon 3-point functions which is an alternative to the typically used sequential method offering more versatility. We analyze the scaling of the error of the stochastically evaluated 3-point function with the lattice volume and find a favorable signal to noise ratio suggesting that the stochastic method can be extended to large volumes providing an efficient approach to compute hadronic matrix elements and form factors.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

Scaling laws and fluctuations in the statistics of word frequencies

NASA Astrophysics Data System (ADS)

Gerlach, Martin; Altmann, Eduardo G.

2014-11-01

In this paper, we combine statistical analysis of written texts and simple stochastic models to explain the appearance of scaling laws in the statistics of word frequencies. The average vocabulary of an ensemble of fixed-length texts is known to scale sublinearly with the total number of words (Heaps’ law). Analyzing the fluctuations around this average in three large databases (Google-ngram, English Wikipedia, and a collection of scientific articles), we find that the standard deviation scales linearly with the average (Taylor's law), in contrast to the prediction of decaying fluctuations obtained using simple sampling arguments. We explain both scaling laws (Heaps’ and Taylor) by modeling the usage of words using a Poisson process with a fat-tailed distribution of word frequencies (Zipf's law) and topic-dependent frequencies of individual words (as in topic models). Considering topical variations lead to quenched averages, turn the vocabulary size a non-self-averaging quantity, and explain the empirical observations. For the numerous practical applications relying on estimations of vocabulary size, our results show that uncertainties remain large even for long texts. We show how to account for these uncertainties in measurements of lexical richness of texts with different lengths.

A HIERARCHIAL STOCHASTIC MODEL OF LARGE SCALE ATMOSPHERIC CIRCULATION PATTERNS AND MULTIPLE STATION DAILY PRECIPITATION

EPA Science Inventory

A stochastic model of weather states and concurrent daily precipitation at multiple precipitation stations is described. our algorithms are invested for classification of daily weather states; k means, fuzzy clustering, principal components, and principal components coupled with ...

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

PubMed

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

2014-04-01

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

Multi-period natural gas market modeling Applications, stochastic extensions and solution approaches

NASA Astrophysics Data System (ADS)

Egging, Rudolf Gerardus

This dissertation develops deterministic and stochastic multi-period mixed complementarity problems (MCP) for the global natural gas market, as well as solution approaches for large-scale stochastic MCP. The deterministic model is unique in the combination of the level of detail of the actors in the natural gas markets and the transport options, the detailed regional and global coverage, the multi-period approach with endogenous capacity expansions for transportation and storage infrastructure, the seasonal variation in demand and the representation of market power according to Nash-Cournot theory. The model is applied to several scenarios for the natural gas market that cover the formation of a cartel by the members of the Gas Exporting Countries Forum, a low availability of unconventional gas in the United States, and cost reductions in long-distance gas transportation. 1 The results provide insights in how different regions are affected by various developments, in terms of production, consumption, traded volumes, prices and profits of market participants. The stochastic MCP is developed and applied to a global natural gas market problem with four scenarios for a time horizon until 2050 with nineteen regions and containing 78,768 variables. The scenarios vary in the possibility of a gas market cartel formation and varying depletion rates of gas reserves in the major gas importing regions. Outcomes for hedging decisions of market participants show some significant shifts in the timing and location of infrastructure investments, thereby affecting local market situations. A first application of Benders decomposition (BD) is presented to solve a large-scale stochastic MCP for the global gas market with many hundreds of first-stage capacity expansion variables and market players exerting various levels of market power. The largest problem solved successfully using BD contained 47,373 variables of which 763 first-stage variables, however using BD did not result in shorter solution times relative to solving the extensive-forms. Larger problems, up to 117,481 variables, were solved in extensive-form, but not when applying BD due to numerical issues. It is discussed how BD could significantly reduce the solution time of large-scale stochastic models, but various challenges remain and more research is needed to assess the potential of Benders decomposition for solving large-scale stochastic MCP. 1 www.gecforum.org

Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models.

PubMed

Sanz, Luis; Alonso, Juan Antonio

2017-12-01

In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.

Stochastic Reconnection for Large Magnetic Prandtl Numbers

NASA Astrophysics Data System (ADS)

Jafari, Amir; Vishniac, Ethan T.; Kowal, Grzegorz; Lazarian, Alex

2018-06-01

We consider stochastic magnetic reconnection in high-β plasmas with large magnetic Prandtl numbers, Pr m > 1. For large Pr m , field line stochasticity is suppressed at very small scales, impeding diffusion. In addition, viscosity suppresses very small-scale differential motions and therefore also the local reconnection. Here we consider the effect of high magnetic Prandtl numbers on the global reconnection rate in a turbulent medium and provide a diffusion equation for the magnetic field lines considering both resistive and viscous dissipation. We find that the width of the outflow region is unaffected unless Pr m is exponentially larger than the Reynolds number Re. The ejection velocity of matter from the reconnection region is also unaffected by viscosity unless Re ∼ 1. By these criteria the reconnection rate in typical astrophysical systems is almost independent of viscosity. This remains true for reconnection in quiet environments where current sheet instabilities drive reconnection. However, if Pr m > 1, viscosity can suppress small-scale reconnection events near and below the Kolmogorov or viscous damping scale. This will produce a threshold for the suppression of large-scale reconnection by viscosity when {\\Pr }m> \\sqrt{Re}}. In any case, for Pr m > 1 this leads to a flattening of the magnetic fluctuation power spectrum, so that its spectral index is ∼‑4/3 for length scales between the viscous dissipation scale and eddies larger by roughly {{\\Pr }}m3/2. Current numerical simulations are insensitive to this effect. We suggest that the dependence of reconnection on viscosity in these simulations may be due to insufficient resolution for the turbulent inertial range rather than a guide to the large Re limit.

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

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

Wang, Yong; Zhang, Guang J.

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar

2017-12-01

We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose height above the wall is set by a combination of thermal noise and active flows. We find the existence of two populations of active particles, slower ones closer to the bottom and faster ones above them, and demonstrate that our method provides quantitative accuracy even with relatively coarse resolutions of the particle geometry.

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

Antoine, Nicolas E.; Bieniawski, Stefan R.; Kroo, Ilan M.; Wolpert, David H.

2004-01-01

Product distribution theory is a new collective intelligence-based framework for analyzing and controlling distributed systems. Its usefulness in distributed stochastic optimization is illustrated here through an airline fleet assignment problem. This problem involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of linear and non-linear constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of this new stochastic optimization algorithm to a non-linear objective cold start fleet assignment problem. Results show that the optimizer can successfully solve such highly-constrained problems (130 variables, 184 constraints).

Direct numerical simulation of stochastically forced laminar plane couette flow: peculiarities of hydrodynamic fluctuations.

PubMed

Khujadze, G; Oberlack, M; Chagelishvili, G

2006-07-21

The background of three-dimensional hydrodynamic (vortical) fluctuations in a stochastically forced, laminar, incompressible, plane Couette flow is simulated numerically. The fluctuating field is anisotropic and has well pronounced peculiarities: (i) the hydrodynamic fluctuations exhibit nonexponential, transient growth; (ii) fluctuations with the streamwise characteristic length scale about 2 times larger than the channel width are predominant in the fluctuating spectrum instead of streamwise constant ones; (iii) nonzero cross correlations of velocity (even streamwise-spanwise) components appear; (iv) stochastic forcing destroys the spanwise reflection symmetry (inherent to the linear and full Navier-Stokes equations in a case of the Couette flow) and causes an asymmetry of the dynamical processes.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

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

Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu

2016-12-10

Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imagingmore » come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.« less

Can power-law scaling and neuronal avalanches arise from stochastic dynamics?

PubMed

Touboul, Jonathan; Destexhe, Alain

2010-02-11

The presence of self-organized criticality in biology is often evidenced by a power-law scaling of event size distributions, which can be measured by linear regression on logarithmic axes. We show here that such a procedure does not necessarily mean that the system exhibits self-organized criticality. We first provide an analysis of multisite local field potential (LFP) recordings of brain activity and show that event size distributions defined as negative LFP peaks can be close to power-law distributions. However, this result is not robust to change in detection threshold, or when tested using more rigorous statistical analyses such as the Kolmogorov-Smirnov test. Similar power-law scaling is observed for surrogate signals, suggesting that power-law scaling may be a generic property of thresholded stochastic processes. We next investigate this problem analytically, and show that, indeed, stochastic processes can produce spurious power-law scaling without the presence of underlying self-organized criticality. However, this power-law is only apparent in logarithmic representations, and does not survive more rigorous analysis such as the Kolmogorov-Smirnov test. The same analysis was also performed on an artificial network known to display self-organized criticality. In this case, both the graphical representations and the rigorous statistical analysis reveal with no ambiguity that the avalanche size is distributed as a power-law. We conclude that logarithmic representations can lead to spurious power-law scaling induced by the stochastic nature of the phenomenon. This apparent power-law scaling does not constitute a proof of self-organized criticality, which should be demonstrated by more stringent statistical tests.

Methods of sequential estimation for determining initial data in numerical weather prediction. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Stochastic Swift-Hohenberg Equation with Degenerate Linear Multiplicative Noise

NASA Astrophysics Data System (ADS)

Hernández, Marco; Ong, Kiah Wah

2018-03-01

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

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

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

2016-04-20

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Cutting planes for the multistage stochastic unit commitment problem

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

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Probabilistic risk assessment for CO2 storage in geological formations: robust design and support for decision making under uncertainty

NASA Astrophysics Data System (ADS)

Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang

2010-05-01

CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME.

PubMed

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2016-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments.

Moderate deviations-based importance sampling for stochastic recursive equations

DOE PAGES

Dupuis, Paul; Johnson, Dane

2017-11-17

Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based importance sampling, these schemes are shown to be asymptotically optimal under the moderate deviations scaling. We present various implementations and numerical results to contrast their performance, and also discuss the circumstances under which a moderate deviation scaling might be appropriate.

Moderate deviations-based importance sampling for stochastic recursive equations

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

Dupuis, Paul; Johnson, Dane

Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based importance sampling, these schemes are shown to be asymptotically optimal under the moderate deviations scaling. We present various implementations and numerical results to contrast their performance, and also discuss the circumstances under which a moderate deviation scaling might be appropriate.

Stochastic inflation in phase space: is slow roll a stochastic attractor?

NASA Astrophysics Data System (ADS)

Grain, Julien; Vennin, Vincent

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ``slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

PubMed

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

On the Boltzmann Equation with Stochastic Kinetic Transport: Global Existence of Renormalized Martingale Solutions

NASA Astrophysics Data System (ADS)

Punshon-Smith, Samuel; Smith, Scott

2018-02-01

This article studies the Cauchy problem for the Boltzmann equation with stochastic kinetic transport. Under a cut-off assumption on the collision kernel and a coloring hypothesis for the noise coefficients, we prove the global existence of renormalized (in the sense of DiPerna/Lions) martingale solutions to the Boltzmann equation for large initial data with finite mass, energy, and entropy. Our analysis includes a detailed study of weak martingale solutions to a class of linear stochastic kinetic equations. This study includes a criterion for renormalization, the weak closedness of the solution set, and tightness of velocity averages in {{L}1}.

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

Kitanidis, Peter

As large-scale, commercial storage projects become operational, the problem of utilizing information from diverse sources becomes more critically important. In this project, we developed, tested, and applied an advanced joint data inversion system for CO 2 storage modeling with large data sets for use in site characterization and real-time monitoring. Emphasis was on the development of advanced and efficient computational algorithms for joint inversion of hydro-geophysical data, coupled with state-of-the-art forward process simulations. The developed system consists of (1) inversion tools using characterization data, such as 3D seismic survey (amplitude images), borehole log and core data, as well as hydraulic,more » tracer and thermal tests before CO 2 injection, (2) joint inversion tools for updating the geologic model with the distribution of rock properties, thus reducing uncertainty, using hydro-geophysical monitoring data, and (3) highly efficient algorithms for directly solving the dense or sparse linear algebra systems derived from the joint inversion. The system combines methods from stochastic analysis, fast linear algebra, and high performance computing. The developed joint inversion tools have been tested through synthetic CO 2 storage examples.« less

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

PubMed

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Stochastic multi-reference perturbation theory with application to the linearized coupled cluster method

NASA Astrophysics Data System (ADS)

Jeanmairet, Guillaume; Sharma, Sandeep; Alavi, Ali

2017-01-01

In this article we report a stochastic evaluation of the recently proposed multireference linearized coupled cluster theory [S. Sharma and A. Alavi, J. Chem. Phys. 143, 102815 (2015)]. In this method, both the zeroth-order and first-order wavefunctions are sampled stochastically by propagating simultaneously two populations of signed walkers. The sampling of the zeroth-order wavefunction follows a set of stochastic processes identical to the one used in the full configuration interaction quantum Monte Carlo (FCIQMC) method. To sample the first-order wavefunction, the usual FCIQMC algorithm is augmented with a source term that spawns walkers in the sampled first-order wavefunction from the zeroth-order wavefunction. The second-order energy is also computed stochastically but requires no additional overhead outside of the added cost of sampling the first-order wavefunction. This fully stochastic method opens up the possibility of simultaneously treating large active spaces to account for static correlation and recovering the dynamical correlation using perturbation theory. The method is used to study a few benchmark systems including the carbon dimer and aromatic molecules. We have computed the singlet-triplet gaps of benzene and m-xylylene. For m-xylylene, which has proved difficult for standard complete active space self consistent field theory with perturbative correction, we find the singlet-triplet gap to be in good agreement with the experimental values.

The symmetric quartic map for trajectories of magnetic field lines in elongated divertor tokamak plasmas

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

Jones, Morgin; Wadi, Hasina; Ali, Halima

The coordinates of the area-preserving map equations for integration of magnetic field line trajectories in divertor tokamaks can be any coordinates for which a transformation to ({psi}{sub t},{theta},{phi}) coordinates exists [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. {psi}{sub t} is toroidal magnetic flux, {theta} is poloidal angle, and {phi} is toroidal angle. This freedom is exploited to construct the symmetric quartic map such that the only parameter that determines magnetic geometry is the elongation of the separatrix surface. The poloidal flux inside the separatrix, the safety factor as a function of normalizedmore » minor radius, and the magnetic perturbation from the symplectic discretization are all held constant, and only the elongation is {kappa} varied. The width of stochastic layer, the area, and the fractal dimension of the magnetic footprint and the average radial diffusion coefficient of magnetic field lines from the stochastic layer; and how these quantities scale with {kappa} is calculated. The symmetric quartic map gives the correct scalings which are consistent with the scalings of coordinates with {kappa}. The effects of m=1, n={+-}1 internal perturbation with the amplitude that is expected to occur in tokamaks are calculated by adding a term [H. Ali, A. Punjabi, A. H. Boozer, and T. Evans, Phys. Plasmas 11, 1908 (2004)] to the symmetric quartic map. In this case, the width of stochastic layer scales as 0.35 power of {kappa}. The area of the footprint is roughly constant. The average radial diffusion coefficient of field lines near the X-point scales linearly with {kappa}. The low mn perturbation changes the quasisymmetric structure of the footprint, and reorganizes it into a single, large scale, asymmetric structure. The symmetric quartic map is combined with the dipole map [A. Punjabi, H. Ali, and A. H. Boozer, Phys. Plasmas 10, 3992 (2003)] to calculate the effects of magnetic perturbation from a current carrying coil. The coil position and coil current coil are constant. The dipole perturbation enhances the magnetic shear. The width of the stochastic layer scales exponentially with {kappa}. The area of the footprint decreases as the {kappa} increases. The radial diffusion coefficient of field lines scales exponentially with {kappa}. The dipole perturbation changes the topology of the footprint. It breaks up the toroidally spiraling footprint into a number of separate asymmetric toroidal strips. Practical applications of the symmetric quartic map to elongated divertor tokamak plasmas are suggested.« less

The symmetric quartic map for trajectories of magnetic field lines in elongated divertor tokamak plasmas

NASA Astrophysics Data System (ADS)

Jones, Morgin; Wadi, Hasina; Ali, Halima; Punjabi, Alkesh

2009-04-01

The coordinates of the area-preserving map equations for integration of magnetic field line trajectories in divertor tokamaks can be any coordinates for which a transformation to (ψt,θ,φ) coordinates exists [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. ψt is toroidal magnetic flux, θ is poloidal angle, and φ is toroidal angle. This freedom is exploited to construct the symmetric quartic map such that the only parameter that determines magnetic geometry is the elongation of the separatrix surface. The poloidal flux inside the separatrix, the safety factor as a function of normalized minor radius, and the magnetic perturbation from the symplectic discretization are all held constant, and only the elongation is κ varied. The width of stochastic layer, the area, and the fractal dimension of the magnetic footprint and the average radial diffusion coefficient of magnetic field lines from the stochastic layer; and how these quantities scale with κ is calculated. The symmetric quartic map gives the correct scalings which are consistent with the scalings of coordinates with κ. The effects of m =1, n =±1 internal perturbation with the amplitude that is expected to occur in tokamaks are calculated by adding a term [H. Ali, A. Punjabi, A. H. Boozer, and T. Evans, Phys. Plasmas 11, 1908 (2004)] to the symmetric quartic map. In this case, the width of stochastic layer scales as 0.35 power of κ. The area of the footprint is roughly constant. The average radial diffusion coefficient of field lines near the X-point scales linearly with κ. The low mn perturbation changes the quasisymmetric structure of the footprint, and reorganizes it into a single, large scale, asymmetric structure. The symmetric quartic map is combined with the dipole map [A. Punjabi, H. Ali, and A. H. Boozer, Phys. Plasmas 10, 3992 (2003)] to calculate the effects of magnetic perturbation from a current carrying coil. The coil position and coil current coil are constant. The dipole perturbation enhances the magnetic shear. The width of the stochastic layer scales exponentially with κ. The area of the footprint decreases as the κ increases. The radial diffusion coefficient of field lines scales exponentially with κ. The dipole perturbation changes the topology of the footprint. It breaks up the toroidally spiraling footprint into a number of separate asymmetric toroidal strips. Practical applications of the symmetric quartic map to elongated divertor tokamak plasmas are suggested.

A real-space stochastic density matrix approach for density functional electronic structure.

PubMed

Beck, Thomas L

2015-12-21

The recent development of real-space grid methods has led to more efficient, accurate, and adaptable approaches for large-scale electrostatics and density functional electronic structure modeling. With the incorporation of multiscale techniques, linear-scaling real-space solvers are possible for density functional problems if localized orbitals are used to represent the Kohn-Sham energy functional. These methods still suffer from high computational and storage overheads, however, due to extensive matrix operations related to the underlying wave function grid representation. In this paper, an alternative stochastic method is outlined that aims to solve directly for the one-electron density matrix in real space. In order to illustrate aspects of the method, model calculations are performed for simple one-dimensional problems that display some features of the more general problem, such as spatial nodes in the density matrix. This orbital-free approach may prove helpful considering a future involving increasingly parallel computing architectures. Its primary advantage is the near-locality of the random walks, allowing for simultaneous updates of the density matrix in different regions of space partitioned across the processors. In addition, it allows for testing and enforcement of the particle number and idempotency constraints through stabilization of a Feynman-Kac functional integral as opposed to the extensive matrix operations in traditional approaches.

The structure of red-infrared scattergrams of semivegetated landscapes

NASA Technical Reports Server (NTRS)

Jasinski, Michael F.; Eagleson, Peter S.

1988-01-01

A physically based linear stochastic geometric canopy soil reflectance model is presented for characterizing spatial variability of semivegetated landscapes at subpixel and regional scales. Landscapes are conceptualized as stochastic geometric surfaces, incorporating not only the variability in geometric elements, but also the variability in vegetation and soil background reflectance which can be important in some scenes. The model is used to investigate several possible mechanisms which contribute to the often observed characteristic triangular shape of red-infrared scattergrams of semivegetated landscapes. Scattergrams of simulated and semivegetated scenes are analyzed with respect to the scales of the satellite pixel and subpixel components. Analysis of actual aerial radiometric data of a pecan orchard is presented in comparison with ground observations as preliminary confirmation of the theoretical results.

The structure of red-infrared scattergrams of semivegetated landscapes

NASA Technical Reports Server (NTRS)

Jasinski, Michael F.; Eagleson, Peter S.

1989-01-01

A physically based linear stochastic geometric canopy soil reflectance model is presented for characterizing spatial variability of semivegetated landscapes at subpixel and regional scales. Landscapes are conceptualized as stochastic geometric surfaces, incorporating not only the variability in geometric elements, but also the variability in vegetation and soil background reflectance which can be important in some scenes. The model is used to investigate several possible mechanisms which contribute to the often observed characteristic triangular shape of red-infrared scattergrams of semivegetated landscapes. Scattergrams of simulated semivegetated scenes are analyzed with respect to the scales of the satellite pixel and subpixel components. Analysis of actual aerial radiometric data of a pecan orchard is presented in comparison with ground observations as preliminary confirmation of the theoretical results.

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

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

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

Proton imaging of stochastic magnetic fields

NASA Astrophysics Data System (ADS)

Bott, A. F. A.; Graziani, C.; Tzeferacos, P.; White, T. G.; Lamb, D. Q.; Gregori, G.; Schekochihin, A. A.

2017-12-01

Recent laser-plasma experiments (Fox et al., Phys. Rev. Lett., vol. 111, 2013, 225002; Huntington et al., Nat. Phys., vol. 11(2), 2015, 173-176 Tzeferacos et al., Phys. Plasmas, vol. 24(4), 2017a, 041404; Tzeferacos et al., 2017b, arXiv:1702.03016 [physics.plasm-ph]) report the existence of dynamically significant magnetic fields, whose statistical characterisation is essential for a complete understanding of the physical processes these experiments are attempting to investigate. In this paper, we show how a proton-imaging diagnostic can be used to determine a range of relevant magnetic-field statistics, including the magnetic-energy spectrum. To achieve this goal, we explore the properties of an analytic relation between a stochastic magnetic field and the image-flux distribution created upon imaging that field. This `Kugland image-flux relation' was previously derived (Kugland et al., Rev. Sci. Instrum. vol. 83(10), 2012, 101301) under simplifying assumptions typically valid in actual proton-imaging set-ups. We conclude that, as with regular electromagnetic fields, features of the beam's final image-flux distribution often display a universal character determined by a single, field-scale dependent parameter - the contrast parameter s/{\\mathcal{M}}lB$ - which quantifies the relative size of the correlation length B$ of the stochastic field, proton displacements s$ due to magnetic deflections and the image magnification . For stochastic magnetic fields, we establish the existence of four contrast regimes, under which proton-flux images relate to their parent fields in a qualitatively distinct manner. These are linear, nonlinear injective, caustic and diffusive. The diffusive regime is newly identified and characterised. The nonlinear injective regime is distinguished from the caustic regime in manifesting nonlinear behaviour, but as in the linear regime, the path-integrated magnetic field experienced by the beam can be extracted uniquely. Thus, in the linear and nonlinear injective regimes we show that the magnetic-energy spectrum can be obtained under a further statistical assumption of isotropy. This is not the case in the caustic or diffusive regimes. We discuss complications to the contrast-regime characterisation arising for inhomogeneous, multi-scale stochastic fields, which can encompass many contrast regimes, as well as limitations currently placed by experimental capabilities on one's ability to extract magnetic-field statistics. The results presented in this paper are of consequence in providing a comprehensive description of proton images of stochastic magnetic fields, with applications for improved analysis of proton-flux images.

A stochastic perturbation method to generate inflow turbulence in large-eddy simulation models: Application to neutrally stratified atmospheric boundary layers

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

Muñoz-Esparza, D.; Kosović, B.; Beeck, J. van

2015-03-15

Despite the variety of existing methods, efficient generation of turbulent inflow conditions for large-eddy simulation (LES) models remains a challenging and active research area. Herein, we extend our previous research on the cell perturbation method, which uses a novel stochastic approach based upon finite amplitude perturbations of the potential temperature field applied within a region near the inflow boundaries of the LES domain [Muñoz-Esparza et al., “Bridging the transition from mesoscale to microscale turbulence in numerical weather prediction models,” Boundary-Layer Meteorol., 153, 409–440 (2014)]. The objective was twofold: (i) to identify the governing parameters of the method and their optimummore » values and (ii) to generalize the results over a broad range of atmospheric large-scale forcing conditions, U{sub g} = 5 − 25 m s{sup −1}, where U{sub g} is the geostrophic wind. We identified the perturbation Eckert number, Ec=U{sub g}{sup 2}/ρc{sub p}θ{sup ~}{sub pm}, to be the parameter governing the flow transition to turbulence in neutrally stratified boundary layers. Here, θ{sup ~}{sub pm} is the maximum perturbation amplitude applied, c{sub p} is the specific heat capacity at constant pressure, and ρ is the density. The optimal Eckert number was found for nonlinear perturbations allowed by Ec ≈ 0.16, which instigate formation of hairpin-like vortices that most rapidly transition to a developed turbulent state. Larger Ec numbers (linear small-amplitude perturbations) result in streaky structures requiring larger fetches to reach the quasi-equilibrium solution, while smaller Ec numbers lead to buoyancy dominated perturbations exhibiting difficulties for hairpin-like vortices to emerge. Cell perturbations with wavelengths within the inertial range of three-dimensional turbulence achieved identical quasi-equilibrium values of resolved turbulent kinetic energy, q, and Reynolds-shear stress, . In contrast, large-scale perturbations acting at the production range exhibited reduced levels of , due to the formation of coherent streamwise structures, while q was maintained, requiring larger fetches for the turbulent solution to stabilize. Additionally, the cell perturbation method was compared to a synthetic turbulence generator. The proposed stochastic approach provided at least the same efficiency in developing realistic turbulence, while accelerating the formation of large-scales associated with production of turbulent kinetic energy. Also, it is computationally inexpensive and does not require any turbulent information.« less

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

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Portable parallel stochastic optimization for the design of aeropropulsion components

NASA Technical Reports Server (NTRS)

Sues, Robert H.; Rhodes, G. S.

1994-01-01

This report presents the results of Phase 1 research to develop a methodology for performing large-scale Multi-disciplinary Stochastic Optimization (MSO) for the design of aerospace systems ranging from aeropropulsion components to complete aircraft configurations. The current research recognizes that such design optimization problems are computationally expensive, and require the use of either massively parallel or multiple-processor computers. The methodology also recognizes that many operational and performance parameters are uncertain, and that uncertainty must be considered explicitly to achieve optimum performance and cost. The objective of this Phase 1 research was to initialize the development of an MSO methodology that is portable to a wide variety of hardware platforms, while achieving efficient, large-scale parallelism when multiple processors are available. The first effort in the project was a literature review of available computer hardware, as well as review of portable, parallel programming environments. The first effort was to implement the MSO methodology for a problem using the portable parallel programming language, Parallel Virtual Machine (PVM). The third and final effort was to demonstrate the example on a variety of computers, including a distributed-memory multiprocessor, a distributed-memory network of workstations, and a single-processor workstation. Results indicate the MSO methodology can be well-applied towards large-scale aerospace design problems. Nearly perfect linear speedup was demonstrated for computation of optimization sensitivity coefficients on both a 128-node distributed-memory multiprocessor (the Intel iPSC/860) and a network of workstations (speedups of almost 19 times achieved for 20 workstations). Very high parallel efficiencies (75 percent for 31 processors and 60 percent for 50 processors) were also achieved for computation of aerodynamic influence coefficients on the Intel. Finally, the multi-level parallelization strategy that will be needed for large-scale MSO problems was demonstrated to be highly efficient. The same parallel code instructions were used on both platforms, demonstrating portability. There are many applications for which MSO can be applied, including NASA's High-Speed-Civil Transport, and advanced propulsion systems. The use of MSO will reduce design and development time and testing costs dramatically.

Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

PubMed

Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

2010-11-01

Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity/diversity analysis and drug discovery protocols.

Nonlocal and collective relaxation in stellar systems

NASA Technical Reports Server (NTRS)

Weinberg, Martin D.

1993-01-01

The modal response of stellar systems to fluctuations at large scales is presently investigated by means of analytic theory and n-body simulation; the stochastic excitation of these modes is shown to increase the relaxation rate even for a system which is moderately far from instability. The n-body simulations, when designed to suppress relaxation at small scales, clearly show the effects of large-scale fluctuations. It is predicted that large-scale fluctuations will be largest for such marginally bound systems as forming star clusters and associations.

A dual theory of price and value in a meso-scale economic model with stochastic profit rate

NASA Astrophysics Data System (ADS)

Greenblatt, R. E.

2014-12-01

The problem of commodity price determination in a market-based, capitalist economy has a long and contentious history. Neoclassical microeconomic theories are based typically on marginal utility assumptions, while classical macroeconomic theories tend to be value-based. In the current work, I study a simplified meso-scale model of a commodity capitalist economy. The production/exchange model is represented by a network whose nodes are firms, workers, capitalists, and markets, and whose directed edges represent physical or monetary flows. A pair of multivariate linear equations with stochastic input parameters represent physical (supply/demand) and monetary (income/expense) balance. The input parameters yield a non-degenerate profit rate distribution across firms. Labor time and price are found to be eigenvector solutions to the respective balance equations. A simple relation is derived relating the expected value of commodity price to commodity labor content. Results of Monte Carlo simulations are consistent with the stochastic price/labor content relation.

On the theory of Lorentz gases with long range interactions

NASA Astrophysics Data System (ADS)

Nota, Alessia; Simonella, Sergio; Velázquez, Juan J. L.

We construct and study the stochastic force field generated by a Poisson distribution of sources at finite density, x1,x2,…, in ℝ3 each of them yielding a long range potential QiΦ(x - xi) with possibly different charges Qi ∈ ℝ. The potential Φ is assumed to behave typically as |x|-s for large |x|, with s > 1/2. We will denote the resulting random field as “generalized Holtsmark field”. We then consider the dynamics of one tagged particle in such random force fields, in several scaling limits where the mean free path is much larger than the average distance between the scatterers. We estimate the diffusive time scale and identify conditions for the vanishing of correlations. These results are used to obtain appropriate kinetic descriptions in terms of a linear Boltzmann or Landau evolution equation depending on the specific choices of the interaction potential.

The gravitational wave contribution to cosmic microwave background anisotropies and the amplitude of mass fluctuations from COBE results

NASA Technical Reports Server (NTRS)

Lucchin, Francesco; Matarrese, Sabino; Mollerach, Silvia

1992-01-01

A stochastic background of primordial gravitational waves may substantially contribute, via the Sachs-Wolfe effect, to the large-scale cosmic microwave background (CMB) anisotropies recently detected by COBE. This implies a bias in any resulting determination of the primordial amplitude of density fluctuations. We consider the constraints imposed on n is less than 1 ('tilted') power-law fluctuation spectra, taking into account the contribution from both scalar and tensor waves, as predicted by power-law inflation. The gravitational wave contribution to CMB anisotropies generally reduces the required rms level of mass fluctuation, thereby increasing the linear bias parameter, even in models where the spectral index is close to the Harrison-Zel'dovich value n = 1. This 'gravitational wave bias' helps to reconcile the predictions of CDM models with observations on pairwise galaxy velocity dispersion on small scales.

Particle Acceleration in Mildly Relativistic Shearing Flows: The Interplay of Systematic and Stochastic Effects, and the Origin of the Extended High-energy Emission in AGN Jets

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

Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de

The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parametersmore » applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.« less

Renormalizing a viscous fluid model for large scale structure formation

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

Führer, Florian; Rigopoulos, Gerasimos, E-mail: fuhrer@thphys.uni-heidelberg.de, E-mail: gerasimos.rigopoulos@ncl.ac.uk

2016-02-01

Using the Stochastic Adhesion Model (SAM) as a simple toy model for cosmic structure formation, we study renormalization and the removal of the cutoff dependence from loop integrals in perturbative calculations. SAM shares the same symmetry with the full system of continuity+Euler equations and includes a viscosity term and a stochastic noise term, similar to the effective theories recently put forward to model CDM clustering. We show in this context that if the viscosity and noise terms are treated as perturbative corrections to the standard eulerian perturbation theory, they are necessarily non-local in time. To ensure Galilean Invariance higher ordermore » vertices related to the viscosity and the noise must then be added and we explicitly show at one-loop that these terms act as counter terms for vertex diagrams. The Ward Identities ensure that the non-local-in-time theory can be renormalized consistently. Another possibility is to include the viscosity in the linear propagator, resulting in exponential damping at high wavenumber. The resulting local-in-time theory is then renormalizable to one loop, requiring less free parameters for its renormalization.« less

Critical Gradient Behavior of Alfvén Eigenmode Induced Fast-Ion Transport in Phase Space

NASA Astrophysics Data System (ADS)

Collins, C. S.; Pace, D. C.; van Zeeland, M. A.; Heidbrink, W. W.; Stagner, L.; Zhu, Y. B.; Kramer, G. J.; Podesta, M.; White, R. B.

2016-10-01

Experiments on DIII-D have shown that energetic particle (EP) transport suddenly increases when multiple Alfvén eigenmodes (AEs) cause particle orbits to become stochastic. Several key features have been observed; (1) the transport threshold is phase-space dependent and occurs above the AE linear stability threshold, (2) EP losses become intermittent above threshold and appear to depend on the types of AEs present, and (3) stiff transport causes the EP density profile to remain unchanged even if the source increases. Theoretical analysis using the NOVA and ORBIT codes shows that the threshold corresponds to when particle orbits become stochastic due to wave-particle resonances with AEs in the region of phase space measured by the diagnostics. The kick model in NUBEAM (TRANSP) is used to evolve the EP distribution function to study which modes cause the most transport and further characterize intermittent bursts of EP losses, which are associated with large scale redistribution through the domino effect. Work supported by the US DOE under DE-FC02-04ER54698.

A conditional stochastic weather generator for seasonal to multi-decadal simulations

NASA Astrophysics Data System (ADS)

Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Podestá, Guillermo; Bert, Federico

2018-01-01

We present the application of a parametric stochastic weather generator within a nonstationary context, enabling simulations of weather sequences conditioned on interannual and multi-decadal trends. The generalized linear model framework of the weather generator allows any number of covariates to be included, such as large-scale climate indices, local climate information, seasonal precipitation and temperature, among others. Here we focus on the Salado A basin of the Argentine Pampas as a case study, but the methodology is portable to any region. We include domain-averaged (e.g., areal) seasonal total precipitation and mean maximum and minimum temperatures as covariates for conditional simulation. Areal covariates are motivated by a principal component analysis that indicates the seasonal spatial average is the dominant mode of variability across the domain. We find this modification to be effective in capturing the nonstationarity prevalent in interseasonal precipitation and temperature data. We further illustrate the ability of this weather generator to act as a spatiotemporal downscaler of seasonal forecasts and multidecadal projections, both of which are generally of coarse resolution.

FAST: a framework for simulation and analysis of large-scale protein-silicon biosensor circuits.

PubMed

Gu, Ming; Chakrabartty, Shantanu

2013-08-01

This paper presents a computer aided design (CAD) framework for verification and reliability analysis of protein-silicon hybrid circuits used in biosensors. It is envisioned that similar to integrated circuit (IC) CAD design tools, the proposed framework will be useful for system level optimization of biosensors and for discovery of new sensing modalities without resorting to laborious fabrication and experimental procedures. The framework referred to as FAST analyzes protein-based circuits by solving inverse problems involving stochastic functional elements that admit non-linear relationships between different circuit variables. In this regard, FAST uses a factor-graph netlist as a user interface and solving the inverse problem entails passing messages/signals between the internal nodes of the netlist. Stochastic analysis techniques like density evolution are used to understand the dynamics of the circuit and estimate the reliability of the solution. As an example, we present a complete design flow using FAST for synthesis, analysis and verification of our previously reported conductometric immunoassay that uses antibody-based circuits to implement forward error-correction (FEC).

Front propagation and clustering in the stochastic nonlocal Fisher equation

NASA Astrophysics Data System (ADS)

Ganan, Yehuda A.; Kessler, David A.

2018-04-01

In this work, we study the problem of front propagation and pattern formation in the stochastic nonlocal Fisher equation. We find a crossover between two regimes: a steadily propagating regime for not too large interaction range and a stochastic punctuated spreading regime for larger ranges. We show that the former regime is well described by the heuristic approximation of the system by a deterministic system where the linear growth term is cut off below some critical density. This deterministic system is seen not only to give the right front velocity, but also predicts the onset of clustering for interaction kernels which give rise to stable uniform states, such as the Gaussian kernel, for sufficiently large cutoff. Above the critical cutoff, distinct clusters emerge behind the front. These same features are present in the stochastic model for sufficiently small carrying capacity. In the latter, punctuated spreading, regime, the population is concentrated on clusters, as in the infinite range case, which divide and separate as a result of the stochastic noise. Due to the finite interaction range, if a fragment at the edge of the population separates sufficiently far, it stabilizes as a new cluster, and the processes begins anew. The deterministic cutoff model does not have this spreading for large interaction ranges, attesting to its purely stochastic origins. We show that this mode of spreading has an exponentially small mean spreading velocity, decaying with the range of the interaction kernel.

Front propagation and clustering in the stochastic nonlocal Fisher equation.

PubMed

Ganan, Yehuda A; Kessler, David A

2018-04-01

In this work, we study the problem of front propagation and pattern formation in the stochastic nonlocal Fisher equation. We find a crossover between two regimes: a steadily propagating regime for not too large interaction range and a stochastic punctuated spreading regime for larger ranges. We show that the former regime is well described by the heuristic approximation of the system by a deterministic system where the linear growth term is cut off below some critical density. This deterministic system is seen not only to give the right front velocity, but also predicts the onset of clustering for interaction kernels which give rise to stable uniform states, such as the Gaussian kernel, for sufficiently large cutoff. Above the critical cutoff, distinct clusters emerge behind the front. These same features are present in the stochastic model for sufficiently small carrying capacity. In the latter, punctuated spreading, regime, the population is concentrated on clusters, as in the infinite range case, which divide and separate as a result of the stochastic noise. Due to the finite interaction range, if a fragment at the edge of the population separates sufficiently far, it stabilizes as a new cluster, and the processes begins anew. The deterministic cutoff model does not have this spreading for large interaction ranges, attesting to its purely stochastic origins. We show that this mode of spreading has an exponentially small mean spreading velocity, decaying with the range of the interaction kernel.

What Controls ENSO-Amplitude Diversity in Climate Models?

NASA Astrophysics Data System (ADS)

Wengel, C.; Dommenget, D.; Latif, M.; Bayr, T.; Vijayeta, A.

2018-02-01

Climate models depict large diversity in the strength of the El Niño/Southern Oscillation (ENSO) (ENSO amplitude). Here we investigate ENSO-amplitude diversity in the Coupled Model Intercomparison Project Phase 5 (CMIP5) by means of the linear recharge oscillator model, which reduces ENSO dynamics to a two-dimensional problem in terms of eastern equatorial Pacific sea surface temperature anomalies (T) and equatorial Pacific upper ocean heat content anomalies (h). We find that a large contribution to ENSO-amplitude diversity originates from stochastic forcing. Further, significant interactions exist between the stochastic forcing and the growth rates of T and h with competing effects on ENSO amplitude. The joint consideration of stochastic forcing and growth rates explains more than 80% of the ENSO-amplitude variance within CMIP5. Our results can readily explain the lack of correlation between the Bjerknes Stability index, a measure of the growth rate of T, and ENSO amplitude in a multimodel ensemble.

Large-deviation properties of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-10-01

We investigate piecewise-linear stochastic models with regard to the probability distribution of functionals of the stochastic processes, a question that occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for non-negative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time, and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behavior in the asymptotic long time limit.

Statistical Compression of Wind Speed Data

NASA Astrophysics Data System (ADS)

Tagle, F.; Castruccio, S.; Crippa, P.; Genton, M.

2017-12-01

In this work we introduce a lossy compression approach that utilizes a stochastic wind generator based on a non-Gaussian distribution to reproduce the internal climate variability of daily wind speed as represented by the CESM Large Ensemble over Saudi Arabia. Stochastic wind generators, and stochastic weather generators more generally, are statistical models that aim to match certain statistical properties of the data on which they are trained. They have been used extensively in applications ranging from agricultural models to climate impact studies. In this novel context, the parameters of the fitted model can be interpreted as encoding the information contained in the original uncompressed data. The statistical model is fit to only 3 of the 30 ensemble members and it adequately captures the variability of the ensemble in terms of seasonal internannual variability of daily wind speed. To deal with such a large spatial domain, it is partitioned into 9 region, and the model is fit independently to each of these. We further discuss a recent refinement of the model, which relaxes this assumption of regional independence, by introducing a large-scale component that interacts with the fine-scale regional effects.

The use of imprecise processing to improve accuracy in weather & climate prediction

NASA Astrophysics Data System (ADS)

Düben, Peter D.; McNamara, Hugh; Palmer, T. N.

2014-08-01

The use of stochastic processing hardware and low precision arithmetic in atmospheric models is investigated. Stochastic processors allow hardware-induced faults in calculations, sacrificing bit-reproducibility and precision in exchange for improvements in performance and potentially accuracy of forecasts, due to a reduction in power consumption that could allow higher resolution. A similar trade-off is achieved using low precision arithmetic, with improvements in computation and communication speed and savings in storage and memory requirements. As high-performance computing becomes more massively parallel and power intensive, these two approaches may be important stepping stones in the pursuit of global cloud-resolving atmospheric modelling. The impact of both hardware induced faults and low precision arithmetic is tested using the Lorenz '96 model and the dynamical core of a global atmosphere model. In the Lorenz '96 model there is a natural scale separation; the spectral discretisation used in the dynamical core also allows large and small scale dynamics to be treated separately within the code. Such scale separation allows the impact of lower-accuracy arithmetic to be restricted to components close to the truncation scales and hence close to the necessarily inexact parametrised representations of unresolved processes. By contrast, the larger scales are calculated using high precision deterministic arithmetic. Hardware faults from stochastic processors are emulated using a bit-flip model with different fault rates. Our simulations show that both approaches to inexact calculations do not substantially affect the large scale behaviour, provided they are restricted to act only on smaller scales. By contrast, results from the Lorenz '96 simulations are superior when small scales are calculated on an emulated stochastic processor than when those small scales are parametrised. This suggests that inexact calculations at the small scale could reduce computation and power costs without adversely affecting the quality of the simulations. This would allow higher resolution models to be run at the same computational cost.

Beer bottle whistling: a stochastic Hopf bifurcation

NASA Astrophysics Data System (ADS)

Boujo, Edouard; Bourquard, Claire; Xiong, Yuan; Noiray, Nicolas

2017-11-01

Blowing in a bottle to produce sound is a popular and yet intriguing entertainment. We reproduce experimentally the common observation that the bottle ``whistles'', i.e. produces a distinct tone, for large enough blowing velocity and over a finite interval of blowing angle. For a given set of parameters, the whistling frequency stays constant over time while the acoustic pressure amplitude fluctuates. Transverse oscillations of the shear layer in the bottle's neck are clearly identified with time-resolved particle image velocimetry (PIV) and proper orthogonal decomposition (POD). To account for these observations, we develop an analytical model of linear acoustic oscillator (the air in the bottle) subject to nonlinear stochastic forcing (the turbulent jet impacting the bottle's neck). We derive a stochastic differential equation and, from the associated Fokker-Planck equation and the measured acoustic pressure signals, we identify the model's parameters with an adjoint optimization technique. Results are further validated experimentally, and allow us to explain (i) the occurrence of whistling in terms of linear instability, and (ii) the amplitude of the limit cycle as a competition between linear growth rate, noise intensity, and nonlinear saturation. E. B. and N. N. acknowledge support by Repower and the ETH Zurich Foundation.

Simple stochastic birth and death models of genome evolution: was there enough time for us to evolve?

PubMed

Karev, Georgy P; Wolf, Yuri I; Koonin, Eugene V

2003-10-12

The distributions of many genome-associated quantities, including the membership of paralogous gene families can be approximated with power laws. We are interested in developing mathematical models of genome evolution that adequately account for the shape of these distributions and describe the evolutionary dynamics of their formation. We show that simple stochastic models of genome evolution lead to power-law asymptotics of protein domain family size distribution. These models, called Birth, Death and Innovation Models (BDIM), represent a special class of balanced birth-and-death processes, in which domain duplication and deletion rates are asymptotically equal up to the second order. The simplest, linear BDIM shows an excellent fit to the observed distributions of domain family size in diverse prokaryotic and eukaryotic genomes. However, the stochastic version of the linear BDIM explored here predicts that the actual size of large paralogous families is reached on an unrealistically long timescale. We show that introduction of non-linearity, which might be interpreted as interaction of a particular order between individual family members, allows the model to achieve genome evolution rates that are much better compatible with the current estimates of the rates of individual duplication/loss events.

Stochastic series expansion simulation of the t -V model

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

2016-04-01

We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

Towards Stability Analysis of Jump Linear Systems with State-Dependent and Stochastic Switching

NASA Technical Reports Server (NTRS)

Tejada, Arturo; Gonzalez, Oscar R.; Gray, W. Steven

2004-01-01

This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stochastic stability conditions for discrete-time jump linear systems are also presented.

Model Uncertainty Quantification Methods For Data Assimilation In Partially Observed Multi-Scale Systems

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; van Leeuwen, P. J.

2017-12-01

Model Uncertainty Quantification remains one of the central challenges of effective Data Assimilation (DA) in complex partially observed non-linear systems. Stochastic parameterization methods have been proposed in recent years as a means of capturing the uncertainty associated with unresolved sub-grid scale processes. Such approaches generally require some knowledge of the true sub-grid scale process or rely on full observations of the larger scale resolved process. We present a methodology for estimating the statistics of sub-grid scale processes using only partial observations of the resolved process. It finds model error realisations over a training period by minimizing their conditional variance, constrained by available observations. Special is that these realisations are binned conditioned on the previous model state during the minimization process, allowing for the recovery of complex error structures. The efficacy of the approach is demonstrated through numerical experiments on the multi-scale Lorenz 96' model. We consider different parameterizations of the model with both small and large time scale separations between slow and fast variables. Results are compared to two existing methods for accounting for model uncertainty in DA and shown to provide improved analyses and forecasts.

Stochastic inflation in phase space: is slow roll a stochastic attractor?

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

Grain, Julien; Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue.more » The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.« less

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

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

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

2014-03-15

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

Effect of the heterogeneous neuron and information transmission delay on stochastic resonance of neuronal networks

NASA Astrophysics Data System (ADS)

Wang, Qingyun; Zhang, Honghui; Chen, Guanrong

2012-12-01

We study the effect of heterogeneous neuron and information transmission delay on stochastic resonance of scale-free neuronal networks. For this purpose, we introduce the heterogeneity to the specified neuron with the highest degree. It is shown that in the absence of delay, an intermediate noise level can optimally assist spike firings of collective neurons so as to achieve stochastic resonance on scale-free neuronal networks for small and intermediate αh, which plays a heterogeneous role. Maxima of stochastic resonance measure are enhanced as αh increases, which implies that the heterogeneity can improve stochastic resonance. However, as αh is beyond a certain large value, no obvious stochastic resonance can be observed. If the information transmission delay is introduced to neuronal networks, stochastic resonance is dramatically affected. In particular, the tuned information transmission delay can induce multiple stochastic resonance, which can be manifested as well-expressed maximum in the measure for stochastic resonance, appearing every multiple of one half of the subthreshold stimulus period. Furthermore, we can observe that stochastic resonance at odd multiple of one half of the subthreshold stimulus period is subharmonic, as opposed to the case of even multiple of one half of the subthreshold stimulus period. More interestingly, multiple stochastic resonance can also be improved by the suitable heterogeneous neuron. Presented results can provide good insights into the understanding of the heterogeneous neuron and information transmission delay on realistic neuronal networks.

Noise analysis of genome-scale protein synthesis using a discrete computational model of translation

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

Racle, Julien; Hatzimanikatis, Vassily, E-mail: vassily.hatzimanikatis@epfl.ch; Swiss Institute of Bioinformatics

2015-07-28

Noise in genetic networks has been the subject of extensive experimental and computational studies. However, very few of these studies have considered noise properties using mechanistic models that account for the discrete movement of ribosomes and RNA polymerases along their corresponding templates (messenger RNA (mRNA) and DNA). The large size of these systems, which scales with the number of genes, mRNA copies, codons per mRNA, and ribosomes, is responsible for some of the challenges. Additionally, one should be able to describe the dynamics of ribosome exchange between the free ribosome pool and those bound to mRNAs, as well as howmore » mRNA species compete for ribosomes. We developed an efficient algorithm for stochastic simulations that addresses these issues and used it to study the contribution and trade-offs of noise to translation properties (rates, time delays, and rate-limiting steps). The algorithm scales linearly with the number of mRNA copies, which allowed us to study the importance of genome-scale competition between mRNAs for the same ribosomes. We determined that noise is minimized under conditions maximizing the specific synthesis rate. Moreover, sensitivity analysis of the stochastic system revealed the importance of the elongation rate in the resultant noise, whereas the translation initiation rate constant was more closely related to the average protein synthesis rate. We observed significant differences between our results and the noise properties of the most commonly used translation models. Overall, our studies demonstrate that the use of full mechanistic models is essential for the study of noise in translation and transcription.« less

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME

PubMed Central

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2017-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments. PMID:28190948

Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks.

PubMed

Deng, De-Ming; Chang, Cheng-Hung

2015-05-14

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

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

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

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

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

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

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

2015-05-15

The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

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 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.

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

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Scale Interactions in the Tropics from a Simple Multi-Cloud Model

NASA Astrophysics Data System (ADS)

Niu, X.; Biello, J. A.

2017-12-01

Our lack of a complete understanding of the interaction between the moisture convection and equatorial waves remains an impediment in the numerical simulation of large-scale organization, such as the Madden-Julian Oscillation (MJO). The aim of this project is to understand interactions across spatial scales in the tropics from a simplified framework for scale interactions while a using a simplified framework to describe the basic features of moist convection. Using multiple asymptotic scales, Biello and Majda[1] derived a multi-scale model of moist tropical dynamics (IMMD[1]), which separates three regimes: the planetary scale climatology, the synoptic scale waves, and the planetary scale anomalies regime. The scales and strength of the observed MJO would categorize it in the regime of planetary scale anomalies - which themselves are forced from non-linear upscale fluxes from the synoptic scales waves. In order to close this model and determine whether it provides a self-consistent theory of the MJO. A model for diabatic heating due to moist convection must be implemented along with the IMMD. The multi-cloud parameterization is a model proposed by Khouider and Majda[2] to describe the three basic cloud types (congestus, deep and stratiform) that are most responsible for tropical diabatic heating. We implement a simplified version of the multi-cloud model that is based on results derived from large eddy simulations of convection [3]. We present this simplified multi-cloud model and show results of numerical experiments beginning with a variety of convective forcing states. Preliminary results on upscale fluxes, from synoptic scales to planetary scale anomalies, will be presented. [1] Biello J A, Majda A J. Intraseasonal multi-scale moist dynamics of the tropical atmosphere[J]. Communications in Mathematical Sciences, 2010, 8(2): 519-540. [2] Khouider B, Majda A J. A simple multicloud parameterization for convectively coupled tropical waves. Part I: Linear analysis[J]. Journal of the atmospheric sciences, 2006, 63(4): 1308-1323. [3] Dorrestijn J, Crommelin D T, Biello J A, et al. A data-driven multi-cloud model for stochastic parametrization of deep convection[J]. Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 2013, 371(1991): 20120374.

Accurate and scalable social recommendation using mixed-membership stochastic block models.

PubMed

Godoy-Lorite, Antonia; Guimerà, Roger; Moore, Cristopher; Sales-Pardo, Marta

2016-12-13

With increasing amounts of information available, modeling and predicting user preferences-for books or articles, for example-are becoming more important. We present a collaborative filtering model, with an associated scalable algorithm, that makes accurate predictions of users' ratings. Like previous approaches, we assume that there are groups of users and of items and that the rating a user gives an item is determined by their respective group memberships. However, we allow each user and each item to belong simultaneously to mixtures of different groups and, unlike many popular approaches such as matrix factorization, we do not assume that users in each group prefer a single group of items. In particular, we do not assume that ratings depend linearly on a measure of similarity, but allow probability distributions of ratings to depend freely on the user's and item's groups. The resulting overlapping groups and predicted ratings can be inferred with an expectation-maximization algorithm whose running time scales linearly with the number of observed ratings. Our approach enables us to predict user preferences in large datasets and is considerably more accurate than the current algorithms for such large datasets.

Accurate and scalable social recommendation using mixed-membership stochastic block models

PubMed Central

Godoy-Lorite, Antonia; Moore, Cristopher

2016-01-01

With increasing amounts of information available, modeling and predicting user preferences—for books or articles, for example—are becoming more important. We present a collaborative filtering model, with an associated scalable algorithm, that makes accurate predictions of users’ ratings. Like previous approaches, we assume that there are groups of users and of items and that the rating a user gives an item is determined by their respective group memberships. However, we allow each user and each item to belong simultaneously to mixtures of different groups and, unlike many popular approaches such as matrix factorization, we do not assume that users in each group prefer a single group of items. In particular, we do not assume that ratings depend linearly on a measure of similarity, but allow probability distributions of ratings to depend freely on the user’s and item’s groups. The resulting overlapping groups and predicted ratings can be inferred with an expectation-maximization algorithm whose running time scales linearly with the number of observed ratings. Our approach enables us to predict user preferences in large datasets and is considerably more accurate than the current algorithms for such large datasets. PMID:27911773

Gradient-based stochastic estimation of the density matrix

NASA Astrophysics Data System (ADS)

Wang, Zhentao; Chern, Gia-Wei; Batista, Cristian D.; Barros, Kipton

2018-03-01

Fast estimation of the single-particle density matrix is key to many applications in quantum chemistry and condensed matter physics. The best numerical methods leverage the fact that the density matrix elements f(H)ij decay rapidly with distance rij between orbitals. This decay is usually exponential. However, for the special case of metals at zero temperature, algebraic decay of the density matrix appears and poses a significant numerical challenge. We introduce a gradient-based probing method to estimate all local density matrix elements at a computational cost that scales linearly with system size. For zero-temperature metals, the stochastic error scales like S-(d+2)/2d, where d is the dimension and S is a prefactor to the computational cost. The convergence becomes exponential if the system is at finite temperature or is insulating.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

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

Sousedík, Bedřich, E-mail: sousedik@umbc.edu; Elman, Howard C., E-mail: elman@cs.umd.edu

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Synergy of Stochastic and Systematic Energization of Plasmas during Turbulent Reconnection

NASA Astrophysics Data System (ADS)

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz

2018-01-01

The important characteristic of turbulent reconnection is that it combines large-scale magnetic disturbances (δ B/B∼ 1) with randomly distributed unstable current sheets (UCSs). Many well-known nonlinear MHD structures (strong turbulence, current sheet(s), shock(s)) lead asymptotically to the state of turbulent reconnection. We analyze in this article, for the first time, the energization of electrons and ions in a large-scale environment that combines large-amplitude disturbances propagating with sub-Alfvénic speed with UCSs. The magnetic disturbances interact stochastically (second-order Fermi) with the charged particles and play a crucial role in the heating of the particles, while the UCSs interact systematically (first-order Fermi) and play a crucial role in the formation of the high-energy tail. The synergy of stochastic and systematic acceleration provided by the mixture of magnetic disturbances and UCSs influences the energetics of the thermal and nonthermal particles, the power-law index, and the length of time the particles remain inside the energy release volume. We show that this synergy can explain the observed very fast and impulsive particle acceleration and the slightly delayed formation of a superhot particle population.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

FSILP: fuzzy-stochastic-interval linear programming for supporting municipal solid waste management.

PubMed

Li, Pu; Chen, Bing

2011-04-01

Although many studies on municipal solid waste management (MSW management) were conducted under uncertain conditions of fuzzy, stochastic, and interval coexistence, the solution to the conventional linear programming problems of integrating fuzzy method with the other two was inefficient. In this study, a fuzzy-stochastic-interval linear programming (FSILP) method is developed by integrating Nguyen's method with conventional linear programming for supporting municipal solid waste management. The Nguyen's method was used to convert the fuzzy and fuzzy-stochastic linear programming problems into the conventional linear programs, by measuring the attainment values of fuzzy numbers and/or fuzzy random variables, as well as superiority and inferiority between triangular fuzzy numbers/triangular fuzzy-stochastic variables. The developed method can effectively tackle uncertainties described in terms of probability density functions, fuzzy membership functions, and discrete intervals. Moreover, the method can also improve upon the conventional interval fuzzy programming and two-stage stochastic programming approaches, with advantageous capabilities that are easily achieved with fewer constraints and significantly reduces consumption time. The developed model was applied to a case study of municipal solid waste management system in a city. The results indicated that reasonable solutions had been generated. The solution can help quantify the relationship between the change of system cost and the uncertainties, which could support further analysis of tradeoffs between the waste management cost and the system failure risk. Copyright © 2010 Elsevier Ltd. All rights reserved.

Stochastic dynamics of genetic broadcasting networks

NASA Astrophysics Data System (ADS)

Potoyan, Davit; Wolynes, Peter

The complex genetic programs of eukaryotic cells are often regulated by key transcription factors occupying or clearing out of a large number of genomic locations. Orchestrating the residence times of these factors is therefore important for the well organized functioning of a large network. The classic models of genetic switches sidestep this timing issue by assuming the binding of transcription factors to be governed entirely by thermodynamic protein-DNA affinities. Here we show that relying on passive thermodynamics and random release times can lead to a ''time-scale crisis'' of master genes that broadcast their signals to large number of binding sites. We demonstrate that this ''time-scale crisis'' can be resolved by actively regulating residence times through molecular stripping. We illustrate these ideas by studying the stochastic dynamics of the genetic network of the central eukaryotic master regulator NFκB which broadcasts its signals to many downstream genes that regulate immune response, apoptosis etc.

A scalable moment-closure approximation for large-scale biochemical reaction networks

PubMed Central

Kazeroonian, Atefeh; Theis, Fabian J.; Hasenauer, Jan

2017-01-01

Abstract Motivation: Stochastic molecular processes are a leading cause of cell-to-cell variability. Their dynamics are often described by continuous-time discrete-state Markov chains and simulated using stochastic simulation algorithms. As these stochastic simulations are computationally demanding, ordinary differential equation models for the dynamics of the statistical moments have been developed. The number of state variables of these approximating models, however, grows at least quadratically with the number of biochemical species. This limits their application to small- and medium-sized processes. Results: In this article, we present a scalable moment-closure approximation (sMA) for the simulation of statistical moments of large-scale stochastic processes. The sMA exploits the structure of the biochemical reaction network to reduce the covariance matrix. We prove that sMA yields approximating models whose number of state variables depends predominantly on local properties, i.e. the average node degree of the reaction network, instead of the overall network size. The resulting complexity reduction is assessed by studying a range of medium- and large-scale biochemical reaction networks. To evaluate the approximation accuracy and the improvement in computational efficiency, we study models for JAK2/STAT5 signalling and NFκB signalling. Our method is applicable to generic biochemical reaction networks and we provide an implementation, including an SBML interface, which renders the sMA easily accessible. Availability and implementation: The sMA is implemented in the open-source MATLAB toolbox CERENA and is available from https://github.com/CERENADevelopers/CERENA. Contact: jan.hasenauer@helmholtz-muenchen.de or atefeh.kazeroonian@tum.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881983

Survey of decentralized control methods. [for large scale dynamic systems

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

An overview is presented of the types of problems that are being considered by control theorists in the area of dynamic large scale systems with emphasis on decentralized control strategies. Approaches that deal directly with decentralized decision making for large scale systems are discussed. It is shown that future advances in decentralized system theory are intimately connected with advances in the stochastic control problem with nonclassical information pattern. The basic assumptions and mathematical tools associated with the latter are summarized, and recommendations concerning future research are presented.

Modeling bias and variation in the stochastic processes of small RNA sequencing

PubMed Central

Etheridge, Alton; Sakhanenko, Nikita; Galas, David

2017-01-01

Abstract The use of RNA-seq as the preferred method for the discovery and validation of small RNA biomarkers has been hindered by high quantitative variability and biased sequence counts. In this paper we develop a statistical model for sequence counts that accounts for ligase bias and stochastic variation in sequence counts. This model implies a linear quadratic relation between the mean and variance of sequence counts. Using a large number of sequencing datasets, we demonstrate how one can use the generalized additive models for location, scale and shape (GAMLSS) distributional regression framework to calculate and apply empirical correction factors for ligase bias. Bias correction could remove more than 40% of the bias for miRNAs. Empirical bias correction factors appear to be nearly constant over at least one and up to four orders of magnitude of total RNA input and independent of sample composition. Using synthetic mixes of known composition, we show that the GAMLSS approach can analyze differential expression with greater accuracy, higher sensitivity and specificity than six existing algorithms (DESeq2, edgeR, EBSeq, limma, DSS, voom) for the analysis of small RNA-seq data. PMID:28369495

LASER APPLICATIONS AND OTHER TOPICS IN QUANTUM ELECTRONICS: Application of the stochastic parallel gradient descent algorithm for numerical simulation and analysis of the coherent summation of radiation from fibre amplifiers

NASA Astrophysics Data System (ADS)

Zhou, Pu; Wang, Xiaolin; Li, Xiao; Chen, Zilum; Xu, Xiaojun; Liu, Zejin

2009-10-01

Coherent summation of fibre laser beams, which can be scaled to a relatively large number of elements, is simulated by using the stochastic parallel gradient descent (SPGD) algorithm. The applicability of this algorithm for coherent summation is analysed and its optimisaton parameters and bandwidth limitations are studied.

Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

NASA Astrophysics Data System (ADS)

Curran, Thomas; Denner, Fabian; van Wachem, Berend

2017-11-01

The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

Rapid sampling of stochastic displacements in Brownian dynamics simulations

NASA Astrophysics Data System (ADS)

Fiore, Andrew M.; Balboa Usabiaga, Florencio; Donev, Aleksandar; Swan, James W.

2017-03-01

We present a new method for sampling stochastic displacements in Brownian Dynamics (BD) simulations of colloidal scale particles. The method relies on a new formulation for Ewald summation of the Rotne-Prager-Yamakawa (RPY) tensor, which guarantees that the real-space and wave-space contributions to the tensor are independently symmetric and positive-definite for all possible particle configurations. Brownian displacements are drawn from a superposition of two independent samples: a wave-space (far-field or long-ranged) contribution, computed using techniques from fluctuating hydrodynamics and non-uniform fast Fourier transforms; and a real-space (near-field or short-ranged) correction, computed using a Krylov subspace method. The combined computational complexity of drawing these two independent samples scales linearly with the number of particles. The proposed method circumvents the super-linear scaling exhibited by all known iterative sampling methods applied directly to the RPY tensor that results from the power law growth of the condition number of tensor with the number of particles. For geometrically dense microstructures (fractal dimension equal three), the performance is independent of volume fraction, while for tenuous microstructures (fractal dimension less than three), such as gels and polymer solutions, the performance improves with decreasing volume fraction. This is in stark contrast with other related linear-scaling methods such as the force coupling method and the fluctuating immersed boundary method, for which performance degrades with decreasing volume fraction. Calculations for hard sphere dispersions and colloidal gels are illustrated and used to explore the role of microstructure on performance of the algorithm. In practice, the logarithmic part of the predicted scaling is not observed and the algorithm scales linearly for up to 4 ×106 particles, obtaining speed ups of over an order of magnitude over existing iterative methods, and making the cost of computing Brownian displacements comparable to the cost of computing deterministic displacements in BD simulations. A high-performance implementation employing non-uniform fast Fourier transforms implemented on graphics processing units and integrated with the software package HOOMD-blue is used for benchmarking.

Turbulent boundary layer over roughness transition with variation in spanwise roughness length scale

NASA Astrophysics Data System (ADS)

Westerweel, Jerry; Tomas, Jasper; Eisma, Jerke; Pourquie, Mathieu; Elsinga, Gerrit; Jonker, Harm

2016-11-01

Both large-eddy simulations (LES) and water-tunnel experiments, using simultaneous stereoscopic PIV and LIF were done to investigate pollutant dispersion in a region where the surface changes from rural to urban roughness. This consists of rectangular obstacles where we vary the spanwise aspect ratio of the obstacles. A line source of passive tracer was placed upstream of the roughness transition. The objectives of the study are: (i) to determine the influence of the aspect ratio on the roughness-transition flow, and (ii) to determine the dominant mechanisms of pollutant removal from street canyons in the transition region. It is found that for a spanwise aspect ratio of 2 the drag induced by the roughness is largest of all considered cases, which is caused by a large-scale secondary flow. In the roughness transition the vertical advective pollutant flux is the main ventilation mechanism in the first three streets. Furthermore, by means of linear stochastic estimation the mean flow structure is identied that is responsible for exchange of the fluid between the roughness obstacles and the outer part of the boundary layer. Furthermore, it is found that the vertical length scale of this structure increases with increasing aspect ratio of the obstacles in the roughness region.

Ensemble Kalman filters for dynamical systems with unresolved turbulence

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

Grooms, Ian, E-mail: grooms@cims.nyu.edu; Lee, Yoonsang; Majda, Andrew J.

Ensemble Kalman filters are developed for turbulent dynamical systems where the forecast model does not resolve all the active scales of motion. Coarse-resolution models are intended to predict the large-scale part of the true dynamics, but observations invariably include contributions from both the resolved large scales and the unresolved small scales. The error due to the contribution of unresolved scales to the observations, called ‘representation’ or ‘representativeness’ error, is often included as part of the observation error, in addition to the raw measurement error, when estimating the large-scale part of the system. It is here shown how stochastic superparameterization (amore » multiscale method for subgridscale parameterization) can be used to provide estimates of the statistics of the unresolved scales. In addition, a new framework is developed wherein small-scale statistics can be used to estimate both the resolved and unresolved components of the solution. The one-dimensional test problem from dispersive wave turbulence used here is computationally tractable yet is particularly difficult for filtering because of the non-Gaussian extreme event statistics and substantial small scale turbulence: a shallow energy spectrum proportional to k{sup −5/6} (where k is the wavenumber) results in two-thirds of the climatological variance being carried by the unresolved small scales. Because the unresolved scales contain so much energy, filters that ignore the representation error fail utterly to provide meaningful estimates of the system state. Inclusion of a time-independent climatological estimate of the representation error in a standard framework leads to inaccurate estimates of the large-scale part of the signal; accurate estimates of the large scales are only achieved by using stochastic superparameterization to provide evolving, large-scale dependent predictions of the small-scale statistics. Again, because the unresolved scales contain so much energy, even an accurate estimate of the large-scale part of the system does not provide an accurate estimate of the true state. By providing simultaneous estimates of both the large- and small-scale parts of the solution, the new framework is able to provide accurate estimates of the true system state.« less

Stochastic dynamics of genetic broadcasting networks

NASA Astrophysics Data System (ADS)

Potoyan, Davit A.; Wolynes, Peter G.

2017-11-01

The complex genetic programs of eukaryotic cells are often regulated by key transcription factors occupying or clearing out of a large number of genomic locations. Orchestrating the residence times of these factors is therefore important for the well organized functioning of a large network. The classic models of genetic switches sidestep this timing issue by assuming the binding of transcription factors to be governed entirely by thermodynamic protein-DNA affinities. Here we show that relying on passive thermodynamics and random release times can lead to a "time-scale crisis" for master genes that broadcast their signals to a large number of binding sites. We demonstrate that this time-scale crisis for clearance in a large broadcasting network can be resolved by actively regulating residence times through molecular stripping. We illustrate these ideas by studying a model of the stochastic dynamics of the genetic network of the central eukaryotic master regulator NFκ B which broadcasts its signals to many downstream genes that regulate immune response, apoptosis, etc.

Pseudochaos and anomalous transport: A study on saw-tooth map

NASA Astrophysics Data System (ADS)

Fan, Rong

The observation of chaotic dynamics in digital filter in late 1980s propelled the interest in piecewise linear map beyond the border of theoretical electrical engineering. Also, during last two decades, various physical models and phenomena, such as stochastic web and sticky orbits, not only broadened our knowledge of chaos but also urged us to further our understanding of meaning of chaos and randomness. In this dissertation, a piecewise linear kicked oscillator model: saw-tooth map, is studied as an example of pseudochaos. Physically, kicked oscillator model describes one-dimensional harmonic oscillator effected by delta-like kicks from external force source at certain fixed frequency. Starting from a special case of global periodicity, numerical investigations were carefully carried out in two cases that deviate from global periodicity. We observe the appearance of stochastic web structure and accompanying erratic dynamical behavior in the system that can't be fully explained by the classical Kolmogorov-Arnold-Moser theorem. Also anomalous transport occurs in both cases. We perform accurate analysis of Poincare recurrences and reconstruct the probability density function of Poincare recurrence times, which suggests a relation between the transport and the Poincare recurrence exponents. Saw-tooth map has non-uniform phase space, in which domains of regular dynamics and domains of chaotic dynamics are intertwined. The large-scale dynamics of the system is hugely impacted by the heterogeneity of the phase space, especially by the existence of hierarchy of periodic islands. We carefully study the characteristics of phase space and numerically compute fractal dimensions of the so-called exceptional set Delta in both cases. Our results suggest that the fractal dimension is strictly less than 2 and that the fractal structures are unifractal rather than multifractal. We present a phenomenological theoretical framework of Fractional Kinetic Equation (FKE) and Renormalization Group of Kinetics (RGK). FKE, which is fractional generalization of the Fokker-Planck-Kolmogorov equation, adopts the fractality of time and space and serves probabilistic description of chaos in Hamiltonian systems. RGK bridges the self-similar structure in phase space and large-scale behavior of the dynamics, and establishes relationships among fractality, transport and Poincare recurrences.

Sparse cliques trump scale-free networks in coordination and competition

PubMed Central

Gianetto, David A.; Heydari, Babak

2016-01-01

Cooperative behavior, a natural, pervasive and yet puzzling phenomenon, can be significantly enhanced by networks. Many studies have shown how global network characteristics affect cooperation; however, it is difficult to understand how this occurs based on global factors alone, low-level network building blocks, or motifs are necessary. In this work, we systematically alter the structure of scale-free and clique networks and show, through a stochastic evolutionary game theory model, that cooperation on cliques increases linearly with community motif count. We further show that, for reactive stochastic strategies, network modularity improves cooperation in the anti-coordination Snowdrift game and the Prisoner’s Dilemma game but not in the Stag Hunt coordination game. We also confirm the negative effect of the scale-free graph on cooperation when effective payoffs are used. On the flip side, clique graphs are highly cooperative across social environments. Adding cycles to the acyclic scale-free graph increases cooperation when multiple games are considered; however, cycles have the opposite effect on how forgiving agents are when playing the Prisoner’s Dilemma game. PMID:26899456

Sparse cliques trump scale-free networks in coordination and competition

NASA Astrophysics Data System (ADS)

Gianetto, David A.; Heydari, Babak

2016-02-01

Cooperative behavior, a natural, pervasive and yet puzzling phenomenon, can be significantly enhanced by networks. Many studies have shown how global network characteristics affect cooperation; however, it is difficult to understand how this occurs based on global factors alone, low-level network building blocks, or motifs are necessary. In this work, we systematically alter the structure of scale-free and clique networks and show, through a stochastic evolutionary game theory model, that cooperation on cliques increases linearly with community motif count. We further show that, for reactive stochastic strategies, network modularity improves cooperation in the anti-coordination Snowdrift game and the Prisoner’s Dilemma game but not in the Stag Hunt coordination game. We also confirm the negative effect of the scale-free graph on cooperation when effective payoffs are used. On the flip side, clique graphs are highly cooperative across social environments. Adding cycles to the acyclic scale-free graph increases cooperation when multiple games are considered; however, cycles have the opposite effect on how forgiving agents are when playing the Prisoner’s Dilemma game.

Frequency-dependent scaling from mesoscale to macroscale in viscoelastic random composites

PubMed Central

Zhang, Jun

2016-01-01

This paper investigates the scaling from a statistical volume element (SVE; i.e. mesoscale level) to representative volume element (RVE; i.e. macroscale level) of spatially random linear viscoelastic materials, focusing on the quasi-static properties in the frequency domain. Requiring the material statistics to be spatially homogeneous and ergodic, the mesoscale bounds on the RVE response are developed from the Hill–Mandel homogenization condition adapted to viscoelastic materials. The bounds are obtained from two stochastic initial-boundary value problems set up, respectively, under uniform kinematic and traction boundary conditions. The frequency and scale dependencies of mesoscale bounds are obtained through computational mechanics for composites with planar random chessboard microstructures. In general, the frequency-dependent scaling to RVE can be described through a complex-valued scaling function, which generalizes the concept originally developed for linear elastic random composites. This scaling function is shown to apply for all different phase combinations on random chessboards and, essentially, is only a function of the microstructure and mesoscale. PMID:27274689

Time and frequency domain characteristics of detrending-operation-based scaling analysis: Exact DFA and DMA frequency responses

NASA Astrophysics Data System (ADS)

Kiyono, Ken; Tsujimoto, Yutaka

2016-07-01

We develop a general framework to study the time and frequency domain characteristics of detrending-operation-based scaling analysis methods, such as detrended fluctuation analysis (DFA) and detrending moving average (DMA) analysis. In this framework, using either the time or frequency domain approach, the frequency responses of detrending operations are calculated analytically. Although the frequency domain approach based on conventional linear analysis techniques is only applicable to linear detrending operations, the time domain approach presented here is applicable to both linear and nonlinear detrending operations. Furthermore, using the relationship between the time and frequency domain representations of the frequency responses, the frequency domain characteristics of nonlinear detrending operations can be obtained. Based on the calculated frequency responses, it is possible to establish a direct connection between the root-mean-square deviation of the detrending-operation-based scaling analysis and the power spectrum for linear stochastic processes. Here, by applying our methods to DFA and DMA, including higher-order cases, exact frequency responses are calculated. In addition, we analytically investigate the cutoff frequencies of DFA and DMA detrending operations and show that these frequencies are not optimally adjusted to coincide with the corresponding time scale.

Time and frequency domain characteristics of detrending-operation-based scaling analysis: Exact DFA and DMA frequency responses.

PubMed

Kiyono, Ken; Tsujimoto, Yutaka

2016-07-01

We develop a general framework to study the time and frequency domain characteristics of detrending-operation-based scaling analysis methods, such as detrended fluctuation analysis (DFA) and detrending moving average (DMA) analysis. In this framework, using either the time or frequency domain approach, the frequency responses of detrending operations are calculated analytically. Although the frequency domain approach based on conventional linear analysis techniques is only applicable to linear detrending operations, the time domain approach presented here is applicable to both linear and nonlinear detrending operations. Furthermore, using the relationship between the time and frequency domain representations of the frequency responses, the frequency domain characteristics of nonlinear detrending operations can be obtained. Based on the calculated frequency responses, it is possible to establish a direct connection between the root-mean-square deviation of the detrending-operation-based scaling analysis and the power spectrum for linear stochastic processes. Here, by applying our methods to DFA and DMA, including higher-order cases, exact frequency responses are calculated. In addition, we analytically investigate the cutoff frequencies of DFA and DMA detrending operations and show that these frequencies are not optimally adjusted to coincide with the corresponding time scale.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Direct Solution of the Chemical Master Equation Using Quantized Tensor Trains

PubMed Central

Kazeev, Vladimir; Khammash, Mustafa; Nip, Michael; Schwab, Christoph

2014-01-01

The Chemical Master Equation (CME) is a cornerstone of stochastic analysis and simulation of models of biochemical reaction networks. Yet direct solutions of the CME have remained elusive. Although several approaches overcome the infinite dimensional nature of the CME through projections or other means, a common feature of proposed approaches is their susceptibility to the curse of dimensionality, i.e. the exponential growth in memory and computational requirements in the number of problem dimensions. We present a novel approach that has the potential to “lift” this curse of dimensionality. The approach is based on the use of the recently proposed Quantized Tensor Train (QTT) formatted numerical linear algebra for the low parametric, numerical representation of tensors. The QTT decomposition admits both, algorithms for basic tensor arithmetics with complexity scaling linearly in the dimension (number of species) and sub-linearly in the mode size (maximum copy number), and a numerical tensor rounding procedure which is stable and quasi-optimal. We show how the CME can be represented in QTT format, then use the exponentially-converging -discontinuous Galerkin discretization in time to reduce the CME evolution problem to a set of QTT-structured linear equations to be solved at each time step using an algorithm based on Density Matrix Renormalization Group (DMRG) methods from quantum chemistry. Our method automatically adapts the “basis” of the solution at every time step guaranteeing that it is large enough to capture the dynamics of interest but no larger than necessary, as this would increase the computational complexity. Our approach is demonstrated by applying it to three different examples from systems biology: independent birth-death process, an example of enzymatic futile cycle, and a stochastic switch model. The numerical results on these examples demonstrate that the proposed QTT method achieves dramatic speedups and several orders of magnitude storage savings over direct approaches. PMID:24626049

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

PubMed

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

The Beta Cell in Its Cluster: Stochastic Graphs of Beta Cell Connectivity in the Islets of Langerhans

PubMed Central

Striegel, Deborah A.; Hara, Manami; Periwal, Vipul

2015-01-01

Pancreatic islets of Langerhans consist of endocrine cells, primarily α, β and δ cells, which secrete glucagon, insulin, and somatostatin, respectively, to regulate plasma glucose. β cells form irregular locally connected clusters within islets that act in concert to secrete insulin upon glucose stimulation. Due to the central functional significance of this local connectivity in the placement of β cells in an islet, it is important to characterize it quantitatively. However, quantification of the seemingly stochastic cytoarchitecture of β cells in an islet requires mathematical methods that can capture topological connectivity in the entire β-cell population in an islet. Graph theory provides such a framework. Using large-scale imaging data for thousands of islets containing hundreds of thousands of cells in human organ donor pancreata, we show that quantitative graph characteristics differ between control and type 2 diabetic islets. Further insight into the processes that shape and maintain this architecture is obtained by formulating a stochastic theory of β-cell rearrangement in whole islets, just as the normal equilibrium distribution of the Ornstein-Uhlenbeck process can be viewed as the result of the interplay between a random walk and a linear restoring force. Requiring that rearrangements maintain the observed quantitative topological graph characteristics strongly constrained possible processes. Our results suggest that β-cell rearrangement is dependent on its connectivity in order to maintain an optimal cluster size in both normal and T2D islets. PMID:26266953

The Beta Cell in Its Cluster: Stochastic Graphs of Beta Cell Connectivity in the Islets of Langerhans.

PubMed

Striegel, Deborah A; Hara, Manami; Periwal, Vipul

2015-08-01

Pancreatic islets of Langerhans consist of endocrine cells, primarily α, β and δ cells, which secrete glucagon, insulin, and somatostatin, respectively, to regulate plasma glucose. β cells form irregular locally connected clusters within islets that act in concert to secrete insulin upon glucose stimulation. Due to the central functional significance of this local connectivity in the placement of β cells in an islet, it is important to characterize it quantitatively. However, quantification of the seemingly stochastic cytoarchitecture of β cells in an islet requires mathematical methods that can capture topological connectivity in the entire β-cell population in an islet. Graph theory provides such a framework. Using large-scale imaging data for thousands of islets containing hundreds of thousands of cells in human organ donor pancreata, we show that quantitative graph characteristics differ between control and type 2 diabetic islets. Further insight into the processes that shape and maintain this architecture is obtained by formulating a stochastic theory of β-cell rearrangement in whole islets, just as the normal equilibrium distribution of the Ornstein-Uhlenbeck process can be viewed as the result of the interplay between a random walk and a linear restoring force. Requiring that rearrangements maintain the observed quantitative topological graph characteristics strongly constrained possible processes. Our results suggest that β-cell rearrangement is dependent on its connectivity in order to maintain an optimal cluster size in both normal and T2D islets.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

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

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

Spatial and temporal variability of chorus and hiss

NASA Astrophysics Data System (ADS)

Santolik, O.; Hospodarsky, G. B.; Kurth, W. S.; Kletzing, C.

2017-12-01

Whistler-mode electromagnetic waves, especially natural emissions of chorus and hiss, have been shown to influence the dynamics of the Van Allen radiation belts via quasi-linear or nonlinear wave particle interactions, transferring energy between different electron populations. Average intensities of chorus and hiss emissions have been found to increase with increasing levels of geomagnetic activity but their stochastic variations in individual spacecraft measurements are usually larger these large-scale temporal effects. To separate temporal and spatial variations of wave characteristics, measurements need to be simultaneously carried out in different locations by identical and/or well calibrated instrumentation. We use two-point survey measurements of the Waves instruments of the Electric and Magnetic Field Instrument Suite and Integrated Science (EMFISIS) onboard two Van Allen Probes to asses spatial and temporal variability of chorus and hiss. We take advantage of a systematic analysis of this large data set which has been collected during 2012-2017 over a range of separation vectors of the two spacecraft. We specifically address the question whether similar variations occur at different places at the same time. Our results indicate that power variations are dominated by separations in MLT at scales larger than 0.5h.

The role of the airline transportation network in the prediction and predictability of global epidemics.

PubMed

Colizza, Vittoria; Barrat, Alain; Barthélemy, Marc; Vespignani, Alessandro

2006-02-14

The systematic study of large-scale networks has unveiled the ubiquitous presence of connectivity patterns characterized by large-scale heterogeneities and unbounded statistical fluctuations. These features affect dramatically the behavior of the diffusion processes occurring on networks, determining the ensuing statistical properties of their evolution pattern and dynamics. In this article, we present a stochastic computational framework for the forecast of global epidemics that considers the complete worldwide air travel infrastructure complemented with census population data. We address two basic issues in global epidemic modeling: (i) we study the role of the large scale properties of the airline transportation network in determining the global diffusion pattern of emerging diseases; and (ii) we evaluate the reliability of forecasts and outbreak scenarios with respect to the intrinsic stochasticity of disease transmission and traffic flows. To address these issues we define a set of quantitative measures able to characterize the level of heterogeneity and predictability of the epidemic pattern. These measures may be used for the analysis of containment policies and epidemic risk assessment.

Trend assessment: applications for hydrology and climate research

NASA Astrophysics Data System (ADS)

Kallache, M.; Rust, H. W.; Kropp, J.

2005-02-01

The assessment of trends in climatology and hydrology still is a matter of debate. Capturing typical properties of time series, like trends, is highly relevant for the discussion of potential impacts of global warming or flood occurrences. It provides indicators for the separation of anthropogenic signals and natural forcing factors by distinguishing between deterministic trends and stochastic variability. In this contribution river run-off data from gauges in Southern Germany are analysed regarding their trend behaviour by combining a deterministic trend component and a stochastic model part in a semi-parametric approach. In this way the trade-off between trend and autocorrelation structure can be considered explicitly. A test for a significant trend is introduced via three steps: First, a stochastic fractional ARIMA model, which is able to reproduce short-term as well as long-term correlations, is fitted to the empirical data. In a second step, wavelet analysis is used to separate the variability of small and large time-scales assuming that the trend component is part of the latter. Finally, a comparison of the overall variability to that restricted to small scales results in a test for a trend. The extraction of the large-scale behaviour by wavelet analysis provides a clue concerning the shape of the trend.

Large-scale dynamo action precedes turbulence in shearing box simulations of the magnetorotational instability

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

Bhat, Pallavi; Ebrahimi, Fatima; Blackman, Eric G.

Here, we study the dynamo generation (exponential growth) of large-scale (planar averaged) fields in unstratified shearing box simulations of the magnetorotational instability (MRI). In contrast to previous studies restricted to horizontal (x–y) averaging, we also demonstrate the presence of large-scale fields when vertical (y–z) averaging is employed instead. By computing space–time planar averaged fields and power spectra, we find large-scale dynamo action in the early MRI growth phase – a previously unidentified feature. Non-axisymmetric linear MRI modes with low horizontal wavenumbers and vertical wavenumbers near that of expected maximal growth, amplify the large-scale fields exponentially before turbulence and high wavenumbermore » fluctuations arise. Thus the large-scale dynamo requires only linear fluctuations but not non-linear turbulence (as defined by mode–mode coupling). Vertical averaging also allows for monitoring the evolution of the large-scale vertical field and we find that a feedback from horizontal low wavenumber MRI modes provides a clue as to why the large-scale vertical field sustains against turbulent diffusion in the non-linear saturation regime. We compute the terms in the mean field equations to identify the individual contributions to large-scale field growth for both types of averaging. The large-scale fields obtained from vertical averaging are found to compare well with global simulations and quasi-linear analytical analysis from a previous study by Ebrahimi & Blackman. We discuss the potential implications of these new results for understanding the large-scale MRI dynamo saturation and turbulence.« less

Large-scale dynamo action precedes turbulence in shearing box simulations of the magnetorotational instability

DOE PAGES

Bhat, Pallavi; Ebrahimi, Fatima; Blackman, Eric G.

2016-07-06

Here, we study the dynamo generation (exponential growth) of large-scale (planar averaged) fields in unstratified shearing box simulations of the magnetorotational instability (MRI). In contrast to previous studies restricted to horizontal (x–y) averaging, we also demonstrate the presence of large-scale fields when vertical (y–z) averaging is employed instead. By computing space–time planar averaged fields and power spectra, we find large-scale dynamo action in the early MRI growth phase – a previously unidentified feature. Non-axisymmetric linear MRI modes with low horizontal wavenumbers and vertical wavenumbers near that of expected maximal growth, amplify the large-scale fields exponentially before turbulence and high wavenumbermore » fluctuations arise. Thus the large-scale dynamo requires only linear fluctuations but not non-linear turbulence (as defined by mode–mode coupling). Vertical averaging also allows for monitoring the evolution of the large-scale vertical field and we find that a feedback from horizontal low wavenumber MRI modes provides a clue as to why the large-scale vertical field sustains against turbulent diffusion in the non-linear saturation regime. We compute the terms in the mean field equations to identify the individual contributions to large-scale field growth for both types of averaging. The large-scale fields obtained from vertical averaging are found to compare well with global simulations and quasi-linear analytical analysis from a previous study by Ebrahimi & Blackman. We discuss the potential implications of these new results for understanding the large-scale MRI dynamo saturation and turbulence.« less

Magnetohydrodynamic stability of stochastically driven accretion flows.

PubMed

Nath, Sujit Kumar; Mukhopadhyay, Banibrata; Chattopadhyay, Amit K

2013-07-01

We investigate the evolution of magnetohydrodynamic (or hydromagnetic as coined by Chandrasekhar) perturbations in the presence of stochastic noise in rotating shear flows. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows, however, are Rayleigh stable but must be turbulent in order to explain astrophysical observed data and, hence, reveal a mismatch between the linear theory and observations and experiments. The mismatch seems to have been resolved, at least in certain regimes, in the presence of a weak magnetic field, revealing magnetorotational instability. The present work explores the effects of stochastic noise on such magnetohydrodynamic flows, in order to resolve the above mismatch generically for the hot flows. We essentially concentrate on a small section of such a flow which is nothing but a plane shear flow supplemented by the Coriolis effect, mimicking a small section of an astrophysical accretion disk around a compact object. It is found that such stochastically driven flows exhibit large temporal and spatial autocorrelations and cross-correlations of perturbation and, hence, large energy dissipations of perturbation, which generate instability. Interestingly, autocorrelations and cross-correlations appear independent of background angular velocity profiles, which are Rayleigh stable, indicating their universality. This work initiates our attempt to understand the evolution of three-dimensional hydromagnetic perturbations in rotating shear flows in the presence of stochastic noise.

Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.

Application of a stochastic inverse to the geophysical inverse problem

NASA Technical Reports Server (NTRS)

Jordan, T. H.; Minster, J. B.

1972-01-01

The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.

Optimal Control for Stochastic Delay Evolution Equations

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

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

Multidirectional In Vivo Characterization of Skin Using Wiener Nonlinear Stochastic System Identification Techniques.

PubMed

Parker, Matthew D; Jones, Lynette A; Hunter, Ian W; Taberner, A J; Nash, M P; Nielsen, P M F

2017-01-01

A triaxial force-sensitive microrobot was developed to dynamically perturb skin in multiple deformation modes, in vivo. Wiener static nonlinear identification was used to extract the linear dynamics and static nonlinearity of the force-displacement behavior of skin. Stochastic input forces were applied to the volar forearm and thenar eminence of the hand, producing probe tip perturbations in indentation and tangential extension. Wiener static nonlinear approaches reproduced the resulting displacements with variances accounted for (VAF) ranging 94-97%, indicating a good fit to the data. These approaches provided VAF improvements of 0.1-3.4% over linear models. Thenar eminence stiffness measures were approximately twice those measured on the forearm. Damping was shown to be significantly higher on the palm, whereas the perturbed mass typically was lower. Coefficients of variation (CVs) for nonlinear parameters were assessed within and across individuals. Individual CVs ranged from 2% to 11% for indentation and from 2% to 19% for extension. Stochastic perturbations with incrementally increasing mean amplitudes were applied to the same test areas. Differences between full-scale and incremental reduced-scale perturbations were investigated. Different incremental preloading schemes were investigated. However, no significant difference in parameters was found between different incremental preloading schemes. Incremental schemes provided depth-dependent estimates of stiffness and damping, ranging from 300 N/m and 2 Ns/m, respectively, at the surface to 5 kN/m and 50 Ns/m at greater depths. The device and techniques used in this research have potential applications in areas, such as evaluating skincare products, assessing skin hydration, or analyzing wound healing.

Mode Analyses of Gyrokinetic Simulations of Plasma Microturbulence

NASA Astrophysics Data System (ADS)

Hatch, David R.

This thesis presents analysis of the excitation and role of damped modes in gyrokinetic simulations of plasma microturbulence. In order to address this question, mode decompositions are used to analyze gyrokinetic simulation data. A mode decomposition can be constructed by projecting a nonlinearly evolved gyrokinetic distribution function onto a set of linear eigenmodes, or alternatively by constructing a proper orthogonal decomposition of the distribution function. POD decompositions are used to examine the role of damped modes in saturating ion temperature gradient driven turbulence. In order to identify the contribution of different modes to the energy sources and sinks, numerical diagnostics for a gyrokinetic energy quantity were developed for the GENE code. The use of these energy diagnostics in conjunction with POD mode decompositions demonstrates that ITG turbulence saturates largely through dissipation by damped modes at the same perpendicular spatial scales as those of the driving instabilities. This defines a picture of turbulent saturation that is very different from both traditional hydrodynamic scenarios and also many common theories for the saturation of plasma turbulence. POD mode decompositions are also used to examine the role of subdominant modes in causing magnetic stochasticity in electromagnetic gyrokinetic simulations. It is shown that the magnetic stochasticity, which appears to be ubiquitous in electromagnetic microturbulence, is caused largely by subdominant modes with tearing parity. The application of higher-order singular value decomposition (HOSVD) to the full distribution function from gyrokinetic simulations is presented. This is an effort to demonstrate the ability to characterize and extract insight from a very large, complex, and high-dimensional data-set - the 5-D (plus time) gyrokinetic distribution function.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

Scaling view by the Virtual Nature Systems

NASA Astrophysics Data System (ADS)

Klenov, Valeriy

2010-05-01

The Virtual Nature System is irreplaceable for research and evaluation for governing processes on the Earth. Processes on the Earth depends on external exogenous and endogenous influences, and on own dynamics of the Actual Nature Systems (ANS). To select part of the actors is impossible without take in account factor of the Time, factor for information safety during the Time. The stochastic nature of external influences and stochastic pattern for dynamics of Nature systems complicates evaluation of 2D threat of disasters. These are multi-layer, multi-scale, and multi-driven structures of surface processes. Their spatial-temporal overlapping of them generates relatively stable structure of river basins and of river net. Dynamics of processes in river basins results in remove of the former sediments and levels, and in displace of erosion/sedimentation pattern, in destroy and dissipation for a memory the ANS. This complex process results in the Information Loss Law (ILL) in the ANS, which gradually cut off own Past. This view on the GeoDynamics appeared after long time field measurements thousands of terrace levels, hundreds of terrace ranks, and terrace complexes in river basins (Klenov, 1986, 2004). Action of the ILL leads to blanks in natural records, which are non-linearly increasing to the Past, and in appearance of false trends in the records. This temporal barrier prevents evaluation of the history. The way to view spatial-temporal dynamics of the ANS is creation for the portrait Virtual Nature Systems, as acting doubles of the actual nature systems (ANS). Exogenous and endogenous influences are governing drivers of the ANS and of corresponding VNS. The VNS is necessary for research of spatial-temporal GeoDynamics. Unfortunately, the ILL is working not only for the Past, but also restrict ‘view' the Future. It is because of future drivers are yet unknown with necessary exactness, and due high sensitivity of nature systems to external pressure. However, a time for validation of the VNS is short to receive non distorted records, but it provides satisfactory validation of the VNS, and provides satisfactory evaluation for stochastic patterns of disasters (floods and debris flows). The VNS gives a chance to divide exogenous (climatic) from tectonic influences. This property is invaluable for monitoring and scenarios of land use, engineering, and other human activity, under simultaneous climatic and tectonic impacts, for evaluation of threat's areas and tracks. The continually measured stochastic spatial-temporal interception of external impacts (storms, precipitations, of tectonic distorts, earthquakes, and others), does not make problems for the VNS (acting by observed records), and by imply the Moving Digital Earth (MDE) technology (by immediate reforming of external drivers to natural processes). It is a goal for the VNS and MDE, which becomes possible by remote sensing, by powerful computers, and by fast communications. The VNS/MDE presents corresponding mapping for processes in any area. Instead of problems of scaling the current task is to provide necessary spatial resolution of the basic multi-layer Matrix of variables and parameters. Problems are in procedures for filling up of large multi-layer M, quick computing and mapping of large areas. The scaling depends on a task. The acceptable spatial resolution of the Matrix must perceive in view to hazardous processes with acceptable in resolution. During the VNS practice were evaluated any imagined combines of exogenous-endogenous impacts (from linear to circle distort, blocks, volcanoes, earthquakes, and others, in a variety of scales from local to sub-continental. The single principle for choose a scale is that spatial resolution (cell size) should not ignore important details of the Earth. For the Rhine Basin was computed influence of small smooth tectonic distorts in a large area. It was resulted in essential change for pattern of erosion/sedimentation on a land, and in Coastal Zone. For small basis were computed scenarios for complex tectonic distorts, earthquakes, resulted in decreasing of soil/rock resistance and in sharp increasing of catastrophic debris flows and flash floods. Any scenarios are possible for the verified/validated VNS. The VNS is valuable for any area, and the MDE has a skill for mapping the soon Future, and for mapping of threats' areas and tracks.

WKB theory of large deviations in stochastic populations

NASA Astrophysics Data System (ADS)

Assaf, Michael; Meerson, Baruch

2017-06-01

Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics—such as those determining population extinction, fixation or switching between different states—are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to this class of problems. The WKB approximation allows one to evaluate the mean time and/or probability of population extinction, fixation and switches resulting from either intrinsic (demographic) noise, or a combination of the demographic noise and environmental variations, deterministic or random. We mostly cover well-mixed populations, single and multiple, but also briefly consider populations on heterogeneous networks and spatial populations. The spatial setting also allows one to study large fluctuations of the speed of biological invasions. Finally, we briefly discuss possible directions of future work.

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

DOE PAGES

Benzi, Michele; Evans, Thomas M.; Hamilton, Steven P.; ...

2017-03-05

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

Walking the Filament of Feasibility: Global Optimization of Highly-Constrained, Multi-Modal Interplanetary Trajectories Using a Novel Stochastic Search Technique

NASA Technical Reports Server (NTRS)

Englander, Arnold C.; Englander, Jacob A.

2017-01-01

Interplanetary trajectory optimization problems are highly complex and are characterized by a large number of decision variables and equality and inequality constraints as well as many locally optimal solutions. Stochastic global search techniques, coupled with a large-scale NLP solver, have been shown to solve such problems but are inadequately robust when the problem constraints become very complex. In this work, we present a novel search algorithm that takes advantage of the fact that equality constraints effectively collapse the solution space to lower dimensionality. This new approach walks the filament'' of feasibility to efficiently find the global optimal solution.

Electron acceleration by an obliquely propagating electromagnetic wave in the regime of validity of the Fokker-Planck-Kolmogorov approach

NASA Technical Reports Server (NTRS)

Hizanidis, Kyriakos; Vlahos, L.; Polymilis, C.

1989-01-01

The relativistic motion of an ensemble of electrons in an intense monochromatic electromagnetic wave propagating obliquely in a uniform external magnetic field is studied. The problem is formulated from the viewpoint of Hamiltonian theory and the Fokker-Planck-Kolmogorov approach analyzed by Hizanidis (1989), leading to a one-dimensional diffusive acceleration along paths of constant zeroth-order generalized Hamiltonian. For values of the wave amplitude and the propagating angle inside the analytically predicted stochastic region, the numerical results suggest that the diffusion probes proceeds in stages. In the first stage, the electrons are accelerated to relatively high energies by sampling the first few overlapping resonances one by one. During that stage, the ensemble-average square deviation of the variable involved scales quadratically with time. During the second stage, they scale linearly with time. For much longer times, deviation from linear scaling slowly sets in.

Modeling dolomitized carbonate-ramp reservoirs: A case study of the Seminole San Andres unit. Part 2 -- Seismic modeling, reservoir geostatistics, and reservoir simulation

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

Wang, F.P.; Dai, J.; Kerans, C.

1998-11-01

In part 1 of this paper, the authors discussed the rock-fabric/petrophysical classes for dolomitized carbonate-ramp rocks, the effects of rock fabric and pore type on petrophysical properties, petrophysical models for analyzing wireline logs, the critical scales for defining geologic framework, and 3-D geologic modeling. Part 2 focuses on geophysical and engineering characterizations, including seismic modeling, reservoir geostatistics, stochastic modeling, and reservoir simulation. Synthetic seismograms of 30 to 200 Hz were generated to study the level of seismic resolution required to capture the high-frequency geologic features in dolomitized carbonate-ramp reservoirs. Outcrop data were collected to investigate effects of sampling interval andmore » scale-up of block size on geostatistical parameters. Semivariogram analysis of outcrop data showed that the sill of log permeability decreases and the correlation length increases with an increase of horizontal block size. Permeability models were generated using conventional linear interpolation, stochastic realizations without stratigraphic constraints, and stochastic realizations with stratigraphic constraints. Simulations of a fine-scale Lawyer Canyon outcrop model were used to study the factors affecting waterflooding performance. Simulation results show that waterflooding performance depends strongly on the geometry and stacking pattern of the rock-fabric units and on the location of production and injection wells.« less

A stochastic two-scale model for pressure-driven flow between rough surfaces

PubMed Central

Larsson, Roland; Lundström, Staffan; Wall, Peter; Almqvist, Andreas

2016-01-01

Seal surface topography typically consists of global-scale geometric features as well as local-scale roughness details and homogenization-based approaches are, therefore, readily applied. These provide for resolving the global scale (large domain) with a relatively coarse mesh, while resolving the local scale (small domain) in high detail. As the total flow decreases, however, the flow pattern becomes tortuous and this requires a larger local-scale domain to obtain a converged solution. Therefore, a classical homogenization-based approach might not be feasible for simulation of very small flows. In order to study small flows, a model allowing feasibly-sized local domains, for really small flow rates, is developed. Realization was made possible by coupling the two scales with a stochastic element. Results from numerical experiments, show that the present model is in better agreement with the direct deterministic one than the conventional homogenization type of model, both quantitatively in terms of flow rate and qualitatively in reflecting the flow pattern. PMID:27436975

A stochastic multi-scale method for turbulent premixed combustion

NASA Astrophysics Data System (ADS)

Cha, Chong M.

2002-11-01

The stochastic chemistry algorithm of Bunker et al. and Gillespie is used to perform the chemical reactions in a transported probability density function (PDF) modeling approach of turbulent combustion. Recently, Kraft & Wagner have demonstrated a 100-fold gain in computational speed (for a 100 species mechanism) using the stochastic approach over the conventional, direct integration method of solving for the chemistry. Here, the stochastic chemistry algorithm is applied to develop a new transported PDF model of turbulent premixed combustion. The methodology relies on representing the relevant spatially dependent physical processes as queuing events. The canonical problem of a one-dimensional premixed flame is used for validation. For the laminar case, molecular diffusion is described by a random walk. For the turbulent case, one of two different material transport submodels can provide the necessary closure: Taylor dispersion or Kerstein's one-dimensional turbulence approach. The former exploits ``eddy diffusivity'' and hence would be much more computationally tractable for practical applications. Various validation studies are performed. Results from the Monte Carlo simulations compare well to asymptotic solutions of laminar premixed flames, both with and without high activation temperatures. The correct scaling of the turbulent burning velocity is predicted in both Damköhler's small- and large-scale turbulence limits. The effect of applying the eddy diffusivity concept in the various regimes is discussed.

Applying SDDP to very large hydro-economic models with a simplified formulation for irrigation: the case of the Tigris-Euphrates river basin.

NASA Astrophysics Data System (ADS)

Rougé, Charles; Tilmant, Amaury

2015-04-01

Stochastic dual dynamic programming (SDDP) is an optimization algorithm well-suited for the study of large-scale water resources systems comprising reservoirs - and hydropower plants - as well as irrigation nodes. It generates intertemporal allocation policies that balance the present and future marginal value of water while taking into account hydrological uncertainty. It is scalable, in the sense that the time and memory required for computation do not grow exponentially with the number of state variables. Still, this scalability relies on the sampling of a few relevant trajectories for the system, and the approximation of the future value of water through cuts -i.e., hyperplanes - at points along these trajectories. Therefore, the accuracy of this approximation arguably decreases as the number of state variables increases, and it is important not to have more than necessary. In previous formulations, SDDP had three types of state variables, namely storage in each reservoir, inflow at each node and water accumulated during the irrigation season for each crop at each node. We present a simplified formulation for irrigation that does not require using the latter type of state variable. It also requires only two decision variables for each irrigation site, where the previous formulation had four per crop - and there may be several crops at the same site. This reduction in decision variables effectively reduces computation time, since SDDP decomposes the stochastic, multiperiodic, non-linear maximization problem into a series of linear ones. The proposed formulation, while computationally simpler, is mathematically equivalent to the previous one, and therefore the model gives the same results. A corollary of this formulation is that marginal utility of water at an irrigation site is effectively related to consumption at that site, through a piecewise linear function representing the net benefits from irrigation. Last but not least, the proposed formulation can be extended to any type of consumptive use of water beyond irrigation, e.g., municipal, industrial, etc This slightly different version of SDDP is applied to a large portion of the Tigris-Euphrates river basin. It comprises 24 state variables representing storage in reservoirs, 28 hydrologic state variables, and 51 demand nodes. It is the largest yet to simultaneously consider hydropower and irrigation within the same river system, and the proposed formulation almost halves the number of state variables to be considered.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Multi-hadron spectroscopy in a large physical volume

NASA Astrophysics Data System (ADS)

Bulava, John; Hörz, Ben; Morningstar, Colin

2018-03-01

We demonstrate the effcacy of the stochastic LapH method to treat all-toall quark propagation on a Nf = 2 + 1 CLS ensemble with large linear spatial extent L = 5:5 fm, allowing us to obtain the benchmark elastic isovector p-wave pion-pion scattering amplitude to good precision already on a relatively small number of gauge configurations. These results hold promise for multi-hadron spectroscopy at close-to-physical pion mass with exponential finite-volume effects under control.

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.

Stochastic Control of Multi-Scale Networks: Modeling, Analysis and Algorithms

DTIC Science & Technology

2014-10-20

Theory, (02 2012): 0. doi: B. T. Swapna, Atilla Eryilmaz, Ness B. Shroff. Throughput-Delay Analysis of Random Linear Network Coding for Wireless ... Wireless Sensor Networks and Effects of Long-Range Dependent Data, Sequential Analysis , (10 2012): 0. doi: 10.1080/07474946.2012.719435 Stefano...Sequential Analysis , (10 2012): 0. doi: John S. Baras, Shanshan Zheng. Sequential Anomaly Detection in Wireless Sensor Networks andEffects of Long

Decomposition of groundwater level fluctuations using transfer modelling in an area with shallow to deep unsaturated zones

NASA Astrophysics Data System (ADS)

Gehrels, J. C.; van Geer, F. C.; de Vries, J. J.

1994-05-01

Time series analysis of the fluctuations in shallow groundwater levels in the Netherlands lowlands have revealed a large-scale decline in head during recent decades as a result of an increase in land drainage and groundwater withdrawal. The situation is more ambiguous in large groundwater bodies located in the eastern part of the country, where the unsaturated zone increases from near zero along the edges to about 40 m in the centre of the area. As depth of the unsaturated zone increases, groundwater level reacts with an increasing delay to fluctuations in climate and influences of human activities. The aim of the present paper is to model groundwater level fluctuations in these areas using a linear stochastic transfer function model, relating groundwater levels to estimated precipitation excess, and to separate artificial components from the natural groundwater regime. In this way, the impact of groundwater withdrawal and the reclamation of a 1000 km 2 polder area on the groundwater levels in the adjoining higher ground could be assessed. It became evident that the linearity assumption of the transfer functions becomes a serious drawback in areas with the deepest groundwater levels, because of non-linear processes in the deep unsaturated zone and the non-synchronous arrival of recharge in the saturated zone. Comparison of the results from modelling the influence of reclamation with an analytical solution showed that the lowering of groundwater level is partly compensated by reduced discharge and therefore is less than expected.

State-dependent anisotrophy: Comparison of quasi-analytical solutions with stochastic results for steady gravity drainage

USGS Publications Warehouse

Green, Timothy R.; Freyberg, David L.

1995-01-01

Anisotropy in large-scale unsaturated hydraulic conductivity of layered soils changes with the moisture state. Here, state-dependent anisotropy is computed under conditions of large-scale gravity drainage. Soils represented by Gardner's exponential function are perfectly stratified, periodic, and inclined. Analytical integration of Darcy’s law across each layer results in a system of nonlinear equations that is solved iteratively for capillary suction at layer interfaces and for the Darcy flux normal to layering. Computed fluxes and suction profiles are used to determine both upscaled hydraulic conductivity in the principal directions and the corresponding “state-dependent” anisotropy ratio as functions of the mean suction. Three groups of layered soils are analyzed and compared with independent predictions from the stochastic results of Yeh et al. (1985b). The small-perturbation approach predicts appropriate behaviors for anisotropy under nonarid conditions. However, the stochastic results are limited to moderate values of mean suction; this limitation is linked to a Taylor series approximation in terms of a group of statistical and geometric parameters. Two alternative forms of the Taylor series provide upper and lower bounds for the state-dependent anisotropy of relatively dry soils.

A New Stochastic Equivalent Linearization Implementation for Prediction of Geometrically Nonlinear Vibrations

NASA Technical Reports Server (NTRS)

Muravyov, Alexander A.; Turner, Travis L.; Robinson, Jay H.; Rizzi, Stephen A.

1999-01-01

In this paper, the problem of random vibration of geometrically nonlinear MDOF structures is considered. The solutions obtained by application of two different versions of a stochastic linearization method are compared with exact (F-P-K) solutions. The formulation of a relatively new version of the stochastic linearization method (energy-based version) is generalized to the MDOF system case. Also, a new method for determination of nonlinear sti ness coefficients for MDOF structures is demonstrated. This method in combination with the equivalent linearization technique is implemented in a new computer program. Results in terms of root-mean-square (RMS) displacements obtained by using the new program and an existing in-house code are compared for two examples of beam-like structures.

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

NASA Technical Reports Server (NTRS)

Naguib, A.; Hudy, L.; Humphreys, W. M., Jr.

2002-01-01

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

Exploiting the atmosphere's memory for monthly, seasonal and interannual temperature forecasting using Scaling LInear Macroweather Model (SLIMM)

NASA Astrophysics Data System (ADS)

Del Rio Amador, Lenin; Lovejoy, Shaun

2016-04-01

Traditionally, most of the models for prediction of the atmosphere behavior in the macroweather and climate regimes follow a deterministic approach. However, modern ensemble forecasting systems using stochastic parameterizations are in fact deterministic/ stochastic hybrids that combine both elements to yield a statistical distribution of future atmospheric states. Nevertheless, the result is both highly complex (both numerically and theoretically) as well as being theoretically eclectic. In principle, it should be advantageous to exploit higher level turbulence type scaling laws. Concretely, in the case for the Global Circulation Models (GCM's), due to sensitive dependence on initial conditions, there is a deterministic predictability limit of the order of 10 days. When these models are coupled with ocean, cryosphere and other process models to make long range, climate forecasts, the high frequency "weather" is treated as a driving noise in the integration of the modelling equations. Following Hasselman, 1976, this has led to stochastic models that directly generate the noise, and model the low frequencies using systems of integer ordered linear ordinary differential equations, the most well-known are the Linear Inverse Models (LIM). For annual global scale forecasts, they are somewhat superior to the GCM's and have been presented as a benchmark for surface temperature forecasts with horizons up to decades. A key limitation for the LIM approach is that it assumes that the temperature has only short range (exponential) decorrelations. In contrast, an increasing body of evidence shows that - as with the models - the atmosphere respects a scale invariance symmetry leading to power laws with potentially enormous memories so that LIM greatly underestimates the memory of the system. In this talk we show that, due to the relatively low macroweather intermittency, the simplest scaling models - fractional Gaussian noise - can be used for making greatly improved forecasts. The corresponding space-time model (the ScaLIng Macroweather Model (SLIMM) is thus only multifractal in space where the spatial intermittency is associated with different climate zones. SLIMM exploits the power law (scaling) behavior in time of the temperature field and uses the long historical memory of the temperature series to improve the skill. The only model parameter is the fluctuation scaling exponent, H (usually in the range -0.5 - 0), which is directly related to the skill and can be obtained from the data. The results predicted analytically by the model have been tested by performing actual hindcasts in different 5° x 5° regions covering the planet using ERA-Interim, 20CRv2 and NCEP/NCAR reanalysis as reference datasets. We report maps of theoretical skill predicted by the model and we compare it with actual skill based on hindcasts for monthly, seasonal and annual resolutions. We also present maps of calibrated probability hindcasts with their respective validations. Comparisons between our results using SLIMM, some other stochastic autoregressive model, and hindcasts from the Canadian Seasonal to Interannual Prediction System (CanSIPS) and the National Centers for Environmental Prediction (NCEP)'s model CFSv2, are also shown. For seasonal temperature forecasts, SLIMM outperforms the GCM based forecasts in over 90% of the earth's surface. SLIMM forecasts can be accessed online through the site: http://www.to_be_announced.mcgill.ca.

Large-Scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation

DTIC Science & Technology

2016-08-10

AFRL-AFOSR-JP-TR-2016-0073 Large-scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation ...2016 4.  TITLE AND SUBTITLE Large-scale Linear Optimization through Machine Learning: From Theory to Practical System Design and Implementation 5a...performances on various machine learning tasks and it naturally lends itself to fast parallel implementations . Despite this, very little work has been

Application of the stochastic resonance algorithm to the simultaneous quantitative determination of multiple weak peaks of ultra-performance liquid chromatography coupled to time-of-flight mass spectrometry.

PubMed

Deng, Haishan; Shang, Erxin; Xiang, Bingren; Xie, Shaofei; Tang, Yuping; Duan, Jin-ao; Zhan, Ying; Chi, Yumei; Tan, Defei

2011-03-15

The stochastic resonance algorithm (SRA) has been developed as a potential tool for amplifying and determining weak chromatographic peaks in recent years. However, the conventional SRA cannot be applied directly to ultra-performance liquid chromatography/time-of-flight mass spectrometry (UPLC/TOFMS). The obstacle lies in the fact that the narrow peaks generated by UPLC contain high-frequency components which fall beyond the restrictions of the theory of stochastic resonance. Although there already exists an algorithm that allows a high-frequency weak signal to be detected, the sampling frequency of TOFMS is not fast enough to meet the requirement of the algorithm. Another problem is the depression of the weak peak of the compound with low concentration or weak detection response, which prevents the simultaneous determination of multi-component UPLC/TOFMS peaks. In order to lower the frequencies of the peaks, an interpolation and re-scaling frequency stochastic resonance (IRSR) is proposed, which re-scales the peak frequencies via linear interpolating sample points numerically. The re-scaled UPLC/TOFMS peaks could then be amplified significantly. By introducing an external energy field upon the UPLC/TOFMS signals, the method of energy gain was developed to simultaneously amplify and determine weak peaks from multi-components. Subsequently, a multi-component stochastic resonance algorithm was constructed for the simultaneous quantitative determination of multiple weak UPLC/TOFMS peaks based on the two methods. The optimization of parameters was discussed in detail with simulated data sets, and the applicability of the algorithm was evaluated by quantitative analysis of three alkaloids in human plasma using UPLC/TOFMS. The new algorithm behaved well in the improvement of signal-to-noise (S/N) compared to several normally used peak enhancement methods, including the Savitzky-Golay filter, Whittaker-Eilers smoother and matched filtration. Copyright © 2011 John Wiley & Sons, Ltd.

The probability density function (PDF) of Lagrangian Turbulence

NASA Astrophysics Data System (ADS)

Birnir, B.

2012-12-01

The statistical theory of Lagrangian turbulence is derived from the stochastic Navier-Stokes equation. Assuming that the noise in fully-developed turbulence is a generic noise determined by the general theorems in probability, the central limit theorem and the large deviation principle, we are able to formulate and solve the Kolmogorov-Hopf equation for the invariant measure of the stochastic Navier-Stokes equations. The intermittency corrections to the scaling exponents of the structure functions require a multiplicative (multipling the fluid velocity) noise in the stochastic Navier-Stokes equation. We let this multiplicative noise, in the equation, consists of a simple (Poisson) jump process and then show how the Feynmann-Kac formula produces the log-Poissonian processes, found by She and Leveque, Waymire and Dubrulle. These log-Poissonian processes give the intermittency corrections that agree with modern direct Navier-Stokes simulations (DNS) and experiments. The probability density function (PDF) plays a key role when direct Navier-Stokes simulations or experimental results are compared to theory. The statistical theory of turbulence is determined, including the scaling of the structure functions of turbulence, by the invariant measure of the Navier-Stokes equation and the PDFs for the various statistics (one-point, two-point, N-point) can be obtained by taking the trace of the corresponding invariant measures. Hopf derived in 1952 a functional equation for the characteristic function (Fourier transform) of the invariant measure. In distinction to the nonlinear Navier-Stokes equation, this is a linear functional differential equation. The PDFs obtained from the invariant measures for the velocity differences (two-point statistics) are shown to be the four parameter generalized hyperbolic distributions, found by Barndorff-Nilsen. These PDF have heavy tails and a convex peak at the origin. A suitable projection of the Kolmogorov-Hopf equations is the differential equation determining the generalized hyperbolic distributions. Then we compare these PDFs with DNS results and experimental data.

Directed Abelian algebras and their application to stochastic models.

PubMed

Alcaraz, F C; Rittenberg, V

2008-10-01

With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma_(tau)=32 ). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma_(tau)=1.780+/-0.005 .

Linear stability analysis of the three-dimensional thermally-driven ocean circulation: application to interdecadal oscillations

NASA Astrophysics Data System (ADS)

Huck, Thierry; Vallis, Geoffrey K.

2001-08-01

What can we learn from performing a linear stability analysis of the large-scale ocean circulation? Can we predict from the basic state the occurrence of interdecadal oscillations, such as might be found in a forward integration of the full equations of motion? If so, do the structure and period of the linearly unstable modes resemble those found in a forward integration? We pursue here a preliminary study of these questions for a case in idealized geometry, in which the full nonlinear behavior can also be explored through forward integrations. Specifically, we perform a three-dimensional linear stability analysis of the thermally-driven circulation of the planetary geostrophic equations. We examine the resulting eigenvalues and eigenfunctions, comparing them with the structure of the interdecadal oscillations found in the fully nonlinear model in various parameter regimes. We obtain a steady state by running the time-dependent, nonlinear model to equilibrium using restoring boundary conditions on surface temperature. If the surface heat fluxes are then diagnosed, and these values applied as constant flux boundary conditions, the nonlinear model switches into a state of perpetual, finite amplitude, interdecadal oscillations. We construct a linearized version of the model by empirically evaluating the tangent linear matrix at the steady state, under both restoring and constant-flux boundary conditions. An eigen-analysis shows there are no unstable eigenmodes of the linearized model with restoring conditions. In contrast, under constant flux conditions, we find a single unstable eigenmode that shows a striking resemblance to the fully-developed oscillations in terms of three-dimensional structure, period and growth rate. The mode may be damped through either surface restoring boundary conditions or sufficiently large horizontal tracer diffusion. The success of this simple numerical method in idealized geometry suggests applications in the study of the stability of the ocean circulation in more realistic configurations, and the possibility of predicting potential oceanic modes, even weakly damped, that might be excited by stochastic atmospheric forcing or mesoscale ocean eddies.

Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

PubMed

Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

PubMed Central

Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license. PMID:22723865

The Stochastic predictability limits of GCM internal variability and the Stochastic Seasonal to Interannual Prediction System (StocSIPS)

NASA Astrophysics Data System (ADS)

Del Rio Amador, Lenin; Lovejoy, Shaun

2017-04-01

Over the past ten years, a key advance in our understanding of atmospheric variability is the discovery that between the weather and climate regime lies an intermediate "macroweather" regime, spanning the range of scales from ≈10 days to ≈30 years. Macroweather statistics are characterized by two fundamental symmetries: scaling and the factorization of the joint space-time statistics. In the time domain, the scaling has low intermittency with the additional property that successive fluctuations tend to cancel. In space, on the contrary the scaling has high (multifractal) intermittency corresponding to the existence of different climate zones. These properties have fundamental implications for macroweather forecasting: a) the temporal scaling implies that the system has a long range memory that can be exploited for forecasting; b) the low temporal intermittency implies that mathematically well-established (Gaussian) forecasting techniques can be used; and c), the statistical factorization property implies that although spatial correlations (including teleconnections) may be large, if long enough time series are available, they are not necessarily useful in improving forecasts. Theoretically, these conditions imply the existence of stochastic predictability limits in our talk, we show that these limits apply to GCM's. Based on these statistical implications, we developed the Stochastic Seasonal and Interannual Prediction System (StocSIPS) for the prediction of temperature from regional to global scales and from one month to many years horizons. One of the main components of StocSIPS is the separation and prediction of both the internal and externally forced variabilities. In order to test the theoretical assumptions and consequences for predictability and predictions, we use 41 different CMIP5 model outputs from preindustrial control runs that have fixed external forcings: whose variability is purely internally generated. We first show that these statistical assumptions hold with relatively good accuracy and then we performed hindcasts at global and regional scales from monthly to annual time resolutions using StocSIPS. We obtained excellent agreement between the hindcast Mean Square Skill Score (MSSS) and the theoretical stochastic limits. We also show the application of StocSIPS to the prediction of average global temperature and compare our results with those obtained using multi-model ensemble approaches. StocSIPS has numerous advantages including a) higher MSSS for large time horizons, b) the from convergence to the real - not model - climate, c) much higher computational speed, d) no need for data assimilation, e) no ad hoc post processing and f) no need for downscaling.

Stochastic layer scaling in the two-wire model for divertor tokamaks

NASA Astrophysics Data System (ADS)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2009-06-01

The question of magnetic field structure in the vicinity of the separatrix in divertor tokamaks is studied. The authors have investigated this problem earlier in a series of papers, using various mathematical techniques. In the present paper, the two-wire model (TWM) [Reiman, A. 1996 Phys. Plasmas 3, 906] is considered. It is noted that, in the TWM, it is useful to consider an extra equation expressing magnetic flux conservation. This equation does not add any more information to the TWM, since the equation is derived from the TWM. This equation is useful for controlling the step size in the numerical integration of the TWM equations. The TWM with the extra equation is called the flux-preserving TWM. Nevertheless, the technique is apparently still plagued by numerical inaccuracies when the perturbation level is low, resulting in an incorrect scaling of the stochastic layer width. The stochastic broadening of the separatrix in the flux-preserving TWM is compared with that in the low mn (poloidal mode number m and toroidal mode number n) map (LMN) [Ali, H., Punjabi, A., Boozer, A. and Evans, T. 2004 Phys. Plasmas 11, 1908]. The flux-preserving TWM and LMN both give Boozer-Rechester 0.5 power scaling of the stochastic layer width with the amplitude of magnetic perturbation when the perturbation is sufficiently large [Boozer, A. and Rechester, A. 1978, Phys. Fluids 21, 682]. The flux-preserving TWM gives a larger stochastic layer width when the perturbation is low, while the LMN gives correct scaling in the low perturbation region. Area-preserving maps such as the LMN respect the Hamiltonian structure of field line trajectories, and have the added advantage of computational efficiency. Also, for a $1\\frac12$ degree of freedom Hamiltonian system such as field lines, maps do not give Arnold diffusion.

Randomized central limit theorems: A unified theory.

PubMed

Eliazar, Iddo; Klafter, Joseph

2010-08-01

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

Current fluctuations in periodically driven systems

NASA Astrophysics Data System (ADS)

Barato, Andre C.; Chetrite, Raphael

2018-05-01

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We develop a theoretical formalism to evaluate the rate of such large deviations in periodically driven systems. We show that the scaled cumulant generating function that characterizes current fluctuations is given by a maximal Floquet exponent. Comparing deterministic protocols with stochastic protocols, we show that, with respect to large deviations, systems driven by a stochastic protocol with an infinitely large number of jumps are equivalent to systems driven by deterministic protocols. Our results are illustrated with three case studies: a two-state model for a heat engine, a three-state model for a molecular pump, and a biased random walk with a time-periodic affinity.

Data-driven Analysis and Prediction of Arctic Sea Ice

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.; Ghil, M.; Yuan, X.; Ting, M.

2015-12-01

We present results of data-driven predictive analyses of sea ice over the main Arctic regions. Our approach relies on the Multilayer Stochastic Modeling (MSM) framework of Kondrashov, Chekroun and Ghil [Physica D, 2015] and it leads to prognostic models of sea ice concentration (SIC) anomalies on seasonal time scales.This approach is applied to monthly time series of leading principal components from the multivariate Empirical Orthogonal Function decomposition of SIC and selected climate variables over the Arctic. We evaluate the predictive skill of MSM models by performing retrospective forecasts with "no-look ahead" forup to 6-months ahead. It will be shown in particular that the memory effects included in our non-Markovian linear MSM models improve predictions of large-amplitude SIC anomalies in certain Arctic regions. Furtherimprovements allowed by the MSM framework will adopt a nonlinear formulation, as well as alternative data-adaptive decompositions.

A VLSI recurrent network of integrate-and-fire neurons connected by plastic synapses with long-term memory.

PubMed

Chicca, E; Badoni, D; Dante, V; D'Andreagiovanni, M; Salina, G; Carota, L; Fusi, S; Del Giudice, P

2003-01-01

Electronic neuromorphic devices with on-chip, on-line learning should be able to modify quickly the synaptic couplings to acquire information about new patterns to be stored (synaptic plasticity) and, at the same time, preserve this information on very long time scales (synaptic stability). Here, we illustrate the electronic implementation of a simple solution to this stability-plasticity problem, recently proposed and studied in various contexts. It is based on the observation that reducing the analog depth of the synapses to the extreme (bistable synapses) does not necessarily disrupt the performance of the device as an associative memory, provided that 1) the number of neurons is large enough; 2) the transitions between stable synaptic states are stochastic; and 3) learning is slow. The drastic reduction of the analog depth of the synaptic variable also makes this solution appealing from the point of view of electronic implementation and offers a simple methodological alternative to the technological solution based on floating gates. We describe the full custom analog very large-scale integration (VLSI) realization of a small network of integrate-and-fire neurons connected by bistable deterministic plastic synapses which can implement the idea of stochastic learning. In the absence of stimuli, the memory is preserved indefinitely. During the stimulation the synapse undergoes quick temporary changes through the activities of the pre- and postsynaptic neurons; those changes stochastically result in a long-term modification of the synaptic efficacy. The intentionally disordered pattern of connectivity allows the system to generate a randomness suited to drive the stochastic selection mechanism. We check by a suitable stimulation protocol that the stochastic synaptic plasticity produces the expected pattern of potentiation and depression in the electronic network.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

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

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

A Resume of Stochastic, Time-Varying, Linear System Theory with Application to Active-Sonar Signal-Processing Problems

DTIC Science & Technology

1981-06-15

relationships 5 3. Normalized energy in ambiguity function for i = 0 14 k ilI SACLANTCEN SR-50 A RESUME OF STOCHASTIC, TIME-VARYING, LINEAR SYSTEM THEORY WITH...the order in which systems are concatenated is unimportant. These results are exactly analogous to the results of time-invariant linear system theory in...REFERENCES 1. MEIER, L. A rdsum6 of deterministic time-varying linear system theory with application to active sonar signal processing problems, SACLANTCEN

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Climate SPHINX: evaluating the impact of resolution and stochastic physics parameterisations in the EC-Earth global climate model

NASA Astrophysics Data System (ADS)

Davini, Paolo; von Hardenberg, Jost; Corti, Susanna; Christensen, Hannah M.; Juricke, Stephan; Subramanian, Aneesh; Watson, Peter A. G.; Weisheimer, Antje; Palmer, Tim N.

2017-03-01

The Climate SPHINX (Stochastic Physics HIgh resolutioN eXperiments) project is a comprehensive set of ensemble simulations aimed at evaluating the sensitivity of present and future climate to model resolution and stochastic parameterisation. The EC-Earth Earth system model is used to explore the impact of stochastic physics in a large ensemble of 30-year climate integrations at five different atmospheric horizontal resolutions (from 125 up to 16 km). The project includes more than 120 simulations in both a historical scenario (1979-2008) and a climate change projection (2039-2068), together with coupled transient runs (1850-2100). A total of 20.4 million core hours have been used, made available from a single year grant from PRACE (the Partnership for Advanced Computing in Europe), and close to 1.5 PB of output data have been produced on SuperMUC IBM Petascale System at the Leibniz Supercomputing Centre (LRZ) in Garching, Germany. About 140 TB of post-processed data are stored on the CINECA supercomputing centre archives and are freely accessible to the community thanks to an EUDAT data pilot project. This paper presents the technical and scientific set-up of the experiments, including the details on the forcing used for the simulations performed, defining the SPHINX v1.0 protocol. In addition, an overview of preliminary results is given. An improvement in the simulation of Euro-Atlantic atmospheric blocking following resolution increase is observed. It is also shown that including stochastic parameterisation in the low-resolution runs helps to improve some aspects of the tropical climate - specifically the Madden-Julian Oscillation and the tropical rainfall variability. These findings show the importance of representing the impact of small-scale processes on the large-scale climate variability either explicitly (with high-resolution simulations) or stochastically (in low-resolution simulations).

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

NASA Astrophysics Data System (ADS)

Drossel, Barbara

2017-05-01

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

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Simulation-optimization of large agro-hydrosystems using a decomposition approach

NASA Astrophysics Data System (ADS)

Schuetze, Niels; Grundmann, Jens

2014-05-01

In this contribution a stochastic simulation-optimization framework for decision support for optimal planning and operation of water supply of large agro-hydrosystems is presented. It is based on a decomposition solution strategy which allows for (i) the usage of numerical process models together with efficient Monte Carlo simulations for a reliable estimation of higher quantiles of the minimum agricultural water demand for full and deficit irrigation strategies at small scale (farm level), and (ii) the utilization of the optimization results at small scale for solving water resources management problems at regional scale. As a secondary result of several simulation-optimization runs at the smaller scale stochastic crop-water production functions (SCWPF) for different crops are derived which can be used as a basic tool for assessing the impact of climate variability on risk for potential yield. In addition, microeconomic impacts of climate change and the vulnerability of the agro-ecological systems are evaluated. The developed methodology is demonstrated through its application on a real-world case study for the South Al-Batinah region in the Sultanate of Oman where a coastal aquifer is affected by saltwater intrusion due to excessive groundwater withdrawal for irrigated agriculture.

Focused-based multifractal analysis of the wake in a wind turbine array utilizing proper orthogonal decomposition

NASA Astrophysics Data System (ADS)

Kadum, Hawwa; Ali, Naseem; Cal, Raúl

2016-11-01

Hot-wire anemometry measurements have been performed on a 3 x 3 wind turbine array to study the multifractality of the turbulent kinetic energy dissipations. A multifractal spectrum and Hurst exponents are determined at nine locations downstream of the hub height, and bottom and top tips. Higher multifractality is found at 0.5D and 1D downstream of the bottom tip and hub height. The second order of the Hurst exponent and combination factor show an ability to predict the flow state in terms of its development. Snapshot proper orthogonal decomposition is used to identify the coherent and incoherent structures and to reconstruct the stochastic velocity using a specific number of the POD eigenfunctions. The accumulation of the turbulent kinetic energy in top tip location exhibits fast convergence compared to the bottom tip and hub height locations. The dissipation of the large and small scales are determined using the reconstructed stochastic velocities. The higher multifractality is shown in the dissipation of the large scale compared to small-scale dissipation showing consistency with the behavior of the original signals.

Stochastic thermodynamics

NASA Astrophysics Data System (ADS)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response theory for small deviations from equilibrium, in which a general framework is constructed from the analysis of non-equilibrium states close to equilibrium. In a next step, Prigogine and others developed linear irreversible thermodynamics, which establishes relations between transport coefficients and entropy production on a phenomenological level in terms of thermodynamic forces and fluxes. However, beyond the realm of linear response no general theoretical results were available for quite a long time. This situation has changed drastically over the last 20 years with the development of stochastic thermodynamics, revealing that the range of validity of thermodynamic statements can indeed be extended deep into the non-equilibrium regime. Early developments in that direction trace back to the observations of symmetry relations between the probabilities for entropy production and entropy annihilation in non-equilibrium steady states [5-8] (nowadays categorized in the class of so-called detailed fluctuation theorems), and the derivations of the Bochkov-Kuzovlev [9, 10] and Jarzynski relations [11] (which are now classified as so-called integral fluctuation theorems). Apart from its fundamental theoretical interest, the developments in stochastic thermodynamics have experienced an additional boost from the recent experimental progress in fabricating, manipulating, controlling and observing systems on the micro- and nano-scale. These advances are not only of formidable use for probing and monitoring biological processes on the cellular, sub-cellular and molecular level, but even include the realization of a microscopic thermodynamic heat engine [12] or the experimental verification of Landauer's principle in a colloidal system [13]. The scientific program Stochastic Thermodynamics held between 4 and 15 March 2013, and hosted by The Nordic Institute for Theoretical Physics (Nordita), was attended by more than 50 scientists from the Nordic countries and elsewhere, amongst them many leading experts in the field. During the program, the most recent developments, open questions and new ideas in stochastic thermodynamics were presented and discussed. From the talks and debates, the notion of information in stochastic thermodynamics, the fundamental properties of entropy production (rate) in non-equilibrium, the efficiency of small thermodynamic machines and the characteristics of optimal protocols for the applied (cyclic) forces were crystallizing as main themes. Surprisingly, the long-studied adiabatic piston, its peculiarities and its relation to stochastic thermodynamics were also the subject of intense discussions. The comment on the Nordita program Stochastic Thermodynamics published in this issue of Physica Scripta exploits the Jarzynski relation for determining free energy differences in the adiabatic piston. This scientific program and the contribution presented here were made possible by the financial and administrative support of The Nordic Institute for Theoretical Physics.

Novel patch modelling method for efficient simulation and prediction uncertainty analysis of multi-scale groundwater flow and transport processes

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

The application of global sensitivity and uncertainty analysis techniques to groundwater models of deep sedimentary basins are typically challenged by large computational burdens combined with associated numerical stability issues. The highly parameterized approaches required for exploring the predictive uncertainty associated with the heterogeneous hydraulic characteristics of multiple aquifers and aquitards in these sedimentary basins exacerbate these issues. A novel Patch Modelling Methodology is proposed for improving the computational feasibility of stochastic modelling analysis of large-scale and complex groundwater models. The method incorporates a nested groundwater modelling framework that enables efficient simulation of groundwater flow and transport across multiple spatial and temporal scales. The method also allows different processes to be simulated within different model scales. Existing nested model methodologies are extended by employing 'joining predictions' for extrapolating prediction-salient information from one model scale to the next. This establishes a feedback mechanism supporting the transfer of information from child models to parent models as well as parent models to child models in a computationally efficient manner. This feedback mechanism is simple and flexible and ensures that while the salient small scale features influencing larger scale prediction are transferred back to the larger scale, this does not require the live coupling of models. This method allows the modelling of multiple groundwater flow and transport processes using separate groundwater models that are built for the appropriate spatial and temporal scales, within a stochastic framework, while also removing the computational burden associated with live model coupling. The utility of the method is demonstrated by application to an actual large scale aquifer injection scheme in Australia.

Optogenetic stimulation of a meso-scale human cortical model

NASA Astrophysics Data System (ADS)

Selvaraj, Prashanth; Szeri, Andrew; Sleigh, Jamie; Kirsch, Heidi

2015-03-01

Neurological phenomena like sleep and seizures depend not only on the activity of individual neurons, but on the dynamics of neuron populations as well. Meso-scale models of cortical activity provide a means to study neural dynamics at the level of neuron populations. Additionally, they offer a safe and economical way to test the effects and efficacy of stimulation techniques on the dynamics of the cortex. Here, we use a physiologically relevant meso-scale model of the cortex to study the hypersynchronous activity of neuron populations during epileptic seizures. The model consists of a set of stochastic, highly non-linear partial differential equations. Next, we use optogenetic stimulation to control seizures in a hyperexcited cortex, and to induce seizures in a normally functioning cortex. The high spatial and temporal resolution this method offers makes a strong case for the use of optogenetics in treating meso scale cortical disorders such as epileptic seizures. We use bifurcation analysis to investigate the effect of optogenetic stimulation in the meso scale model, and its efficacy in suppressing the non-linear dynamics of seizures.

Climate SPHINX: High-resolution present-day and future climate simulations with an improved representation of small-scale variability

NASA Astrophysics Data System (ADS)

Davini, Paolo; von Hardenberg, Jost; Corti, Susanna; Subramanian, Aneesh; Weisheimer, Antje; Christensen, Hannah; Juricke, Stephan; Palmer, Tim

2016-04-01

The PRACE Climate SPHINX project investigates the sensitivity of climate simulations to model resolution and stochastic parameterization. The EC-Earth Earth-System Model is used to explore the impact of stochastic physics in 30-years climate integrations as a function of model resolution (from 80km up to 16km for the atmosphere). The experiments include more than 70 simulations in both a historical scenario (1979-2008) and a climate change projection (2039-2068), using RCP8.5 CMIP5 forcing. A total amount of 20 million core hours will be used at end of the project (March 2016) and about 150 TBytes of post-processed data will be available to the climate community. Preliminary results show a clear improvement in the representation of climate variability over the Euro-Atlantic following resolution increase. More specifically, the well-known atmospheric blocking negative bias over Europe is definitely resolved. High resolution runs also show improved fidelity in representation of tropical variability - such as the MJO and its propagation - over the low resolution simulations. It is shown that including stochastic parameterization in the low resolution runs help to improve some of the aspects of the MJO propagation further. These findings show the importance of representing the impact of small scale processes on the large scale climate variability either explicitly (with high resolution simulations) or stochastically (in low resolution simulations).

Visual analysis of mass cytometry data by hierarchical stochastic neighbour embedding reveals rare cell types.

PubMed

van Unen, Vincent; Höllt, Thomas; Pezzotti, Nicola; Li, Na; Reinders, Marcel J T; Eisemann, Elmar; Koning, Frits; Vilanova, Anna; Lelieveldt, Boudewijn P F

2017-11-23

Mass cytometry allows high-resolution dissection of the cellular composition of the immune system. However, the high-dimensionality, large size, and non-linear structure of the data poses considerable challenges for the data analysis. In particular, dimensionality reduction-based techniques like t-SNE offer single-cell resolution but are limited in the number of cells that can be analyzed. Here we introduce Hierarchical Stochastic Neighbor Embedding (HSNE) for the analysis of mass cytometry data sets. HSNE constructs a hierarchy of non-linear similarities that can be interactively explored with a stepwise increase in detail up to the single-cell level. We apply HSNE to a study on gastrointestinal disorders and three other available mass cytometry data sets. We find that HSNE efficiently replicates previous observations and identifies rare cell populations that were previously missed due to downsampling. Thus, HSNE removes the scalability limit of conventional t-SNE analysis, a feature that makes it highly suitable for the analysis of massive high-dimensional data sets.

Research on trading patterns of large users' direct power purchase considering consumption of clean energy

NASA Astrophysics Data System (ADS)

Guojun, He; Lin, Guo; Zhicheng, Yu; Xiaojun, Zhu; Lei, Wang; Zhiqiang, Zhao

2017-03-01

In order to reduce the stochastic volatility of supply and demand, and maintain the electric power system's stability after large scale stochastic renewable energy sources connected to grid, the development and consumption should be promoted by marketing means. Bilateral contract transaction model of large users' direct power purchase conforms to the actual situation of our country. Trading pattern of large users' direct power purchase is analyzed in this paper, characteristics of each power generation are summed up, and centralized matching mode is mainly introduced. Through the establishment of power generation enterprises' priority evaluation index system and the analysis of power generation enterprises' priority based on fuzzy clustering, the sorting method of power generation enterprises' priority in trading patterns of large users' direct power purchase is put forward. Suggestions for trading mechanism of large users' direct power purchase are offered by this method, which is good for expand the promotion of large users' direct power purchase further.

Pollutant Dispersion in Boundary Layers Exposed to Rural-to-Urban Transitions: Varying the Spanwise Length Scale of the Roughness

NASA Astrophysics Data System (ADS)

Tomas, J. M.; Eisma, H. E.; Pourquie, M. J. B. M.; Elsinga, G. E.; Jonker, H. J. J.; Westerweel, J.

2017-05-01

Both large-eddy simulations (LES) and water-tunnel experiments, using simultaneous stereoscopic particle image velocimetry and laser-induced fluorescence, have been used to investigate pollutant dispersion mechanisms in regions where the surface changes from rural to urban roughness. The urban roughness was characterized by an array of rectangular obstacles in an in-line arrangement. The streamwise length scale of the roughness was kept constant, while the spanwise length scale was varied by varying the obstacle aspect ratio l / h between 1 and 8, where l is the spanwise dimension of the obstacles and h is the height of the obstacles. Additionally, the case of two-dimensional roughness (riblets) was considered in LES. A smooth-wall turbulent boundary layer of depth 10 h was used as the approaching flow, and a line source of passive tracer was placed 2 h upstream of the urban canopy. The experimental and numerical results show good agreement, while minor discrepancies are readily explained. It is found that for l/h=2 the drag induced by the urban canopy is largest of all considered cases, and is caused by a large-scale secondary flow. In addition, due to the roughness transition the vertical advective pollutant flux is the main ventilation mechanism in the first three streets. Furthermore, by means of linear stochastic estimation the mean flow structure is identified that is responsible for street-canyon ventilation for the sixth street and onwards. Moreover, it is shown that the vertical length scale of this structure increases with increasing aspect ratio of the obstacles in the canopy, while the streamwise length scale does not show a similar trend.

Extracting information from AGN variability

NASA Astrophysics Data System (ADS)

Kasliwal, Vishal P.; Vogeley, Michael S.; Richards, Gordon T.

2017-09-01

Active galactic nuclei (AGNs) exhibit rapid, high-amplitude stochastic flux variations across the entire electromagnetic spectrum on time-scales ranging from hours to years. The cause of this variability is poorly understood. We present a Green's function-based method for using variability to (1) measure the time-scales on which flux perturbations evolve and (2) characterize the driving flux perturbations. We model the observed light curve of an AGN as a linear differential equation driven by stochastic impulses. We analyse the light curve of the Kepler AGN Zw 229-15 and find that the observed variability behaviour can be modelled as a damped harmonic oscillator perturbed by a coloured noise process. The model power spectrum turns over on time-scale 385 d. On shorter time-scales, the log-power-spectrum slope varies between 2 and 4, explaining the behaviour noted by previous studies. We recover and identify both the 5.6 and 67 d time-scales reported by previous work using the Green's function of the Continuous-time AutoRegressive Moving Average equation rather than by directly fitting the power spectrum of the light curve. These are the time-scales on which flux perturbations grow, and on which flux perturbations decay back to the steady-state flux level, respectively. We make the software package kālī used to study light curves using our method available to the community.

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

Stochastic multiresonance for a fractional linear oscillator with time-delayed kernel and quadratic noise

NASA Astrophysics Data System (ADS)

Guo, Feng; Wang, Xue-Yuan; Zhu, Cheng-Yin; Cheng, Xiao-Feng; Zhang, Zheng-Yu; Huang, Xu-Hui

2017-12-01

The stochastic resonance for a fractional oscillator with time-delayed kernel and quadratic trichotomous noise is investigated. Applying linear system theory and Laplace transform, the system output amplitude (SPA) for the fractional oscillator is obtained. It is found that the SPA is a periodical function of the kernel delayed-time. Stochastic multiplicative phenomenon appears on the SPA versus the driving frequency, versus the noise amplitude, and versus the fractional exponent. The non-monotonous dependence of the SPA on the system parameters is also discussed.

Stochastic models for atomic clocks

NASA Technical Reports Server (NTRS)

Barnes, J. A.; Jones, R. H.; Tryon, P. V.; Allan, D. W.

1983-01-01

For the atomic clocks used in the National Bureau of Standards Time Scales, an adequate model is the superposition of white FM, random walk FM, and linear frequency drift for times longer than about one minute. The model was tested on several clocks using maximum likelihood techniques for parameter estimation and the residuals were acceptably random. Conventional diagnostics indicate that additional model elements contribute no significant improvement to the model even at the expense of the added model complexity.

Spatial distribution and optimal harvesting of an age-structured population in a fluctuating environment.

PubMed

Engen, Steinar; Lee, Aline Magdalena; Sæther, Bernt-Erik

2018-02-01

We analyze a spatial age-structured model with density regulation, age specific dispersal, stochasticity in vital rates and proportional harvesting. We include two age classes, juveniles and adults, where juveniles are subject to logistic density dependence. There are environmental stochastic effects with arbitrary spatial scales on all birth and death rates, and individuals of both age classes are subject to density independent dispersal with given rates and specified distributions of dispersal distances. We show how to simulate the joint density fields of the age classes and derive results for the spatial scales of all spatial autocovariance functions for densities. A general result is that the squared scale has an additive term equal to the squared scale of the environmental noise, corresponding to the Moran effect, as well as additive terms proportional to the dispersal rate and variance of dispersal distance for the age classes and approximately inversely proportional to the strength of density regulation. We show that the optimal harvesting strategy in the deterministic case is to harvest only juveniles when their relative value (e.g. financial) is large, and otherwise only adults. With increasing environmental stochasticity there is an interval of increasing length of values of juveniles relative to adults where both age classes should be harvested. Harvesting generally tends to increase all spatial scales of the autocovariances of densities. Copyright © 2017. Published by Elsevier Inc.

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Modeling when, where, and how to manage a forest epidemic, motivated by sudden oak death in California

Treesearch

Nik J. Cunniffe; Richard C. Cobb; Ross K. Meentemeyer; David M. Rizzo; Christopher A. Gilligan

2016-01-01

Sudden oak death, caused by Phytophthora ramorum, has killed millions of oak and tanoak in California since its first detection in 1995. Despite some localized small-scale management, there has been no large-scale attempt to slow the spread of the pathogen in California. Here we use a stochastic spatially-explicit model parameterized using data on...

Simultaneous PIV and PLIF measurement of passive scalar mixing in a confined planar jet

NASA Astrophysics Data System (ADS)

Feng, Hua

2005-11-01

Simultaneous velocity and concentration fields in a confined liquid-phase planar jet with a Reynolds number based on hydraulic diameter of 50,000 were obtained using combined particle image velocimetry (PIV) and planar laser-induced fluorescence (PLIF). Data at six downstream locations were analyzed for flow statistics such as mean velocity, Reynolds stresses, turbulent kinetic energy, concentration mean and variance, turbulent fluxes, turbulent viscosity and diffusivity, and turbulent Schmidt number. Spatial correlation fields of turbulent fluxes and concentration were then determined. The Ru'φ' correlation was elliptical in shape with a major axis tilted downward with respect to the streamwise axis, whereas the Rv'φ' correlation was a horizontally oriented ellipse. The Rφ'φ' correlation field was found to be an ellipse with the major axis inclined at about 45-degrees with respect to the streamwise direction. Linear stochastic estimation was used to determine conditional flow structures. Large-scale structures were observed in the conditional velocity fields that are elliptical in shape with a streamwise major axis. The size of the structure initially increased linearly with respect to downstream distance, but then grew more slowly as the flow evolved towards channel flow.

Effect of nonlinear friction on the motion of an object on solid surface induced by external vibration

NASA Astrophysics Data System (ADS)

Gooh Pattader, Partho Sarathi

There are enumerable examples of natural processes which fall in the class of non-equilibrium stochastic dynamics. In the literature it is prescribed that such a process can be described completely using transition probability that satisfy the Fokker Planck equation. The analytical solutions of transition probability density function are difficult to obtain and are available for linear systems along with few first order nonlinear systems. We studied such nonlinear stochastic systems and tried to identify the important parameters associated with the dynamics and energy dissipative mechanism using statistical tools. We present experimental study of macroscopic systems driven away far from equilibrium with an applied bias and external mechanical noise. This includes sliding of small solid object, gliding of a liquid drop or a rolling of a rigid sphere. We demonstrated that the displacement statistics are non-Gaussian at short observation time, but they tend towards a Gaussian behavior at long time scale. We also found that, the drift velocity increases sub-linearly, but the diffusivity increases super-linearly with the strength of the noise. These observations reflect that the underlying non-linear friction controls the stochastic dynamics in each of these cases. We established a new statistical approach to determine the underlying friction law and identified the operating range of linear and nonlinear friction regime. In all these experiments source of the noise and the origin of the energy dissipation mechanism (i.e. friction) are decoupled. Naturally question arises whether the stochastic dynamics of these athermal systems are amenable to Einstein's Fluctuation dissipation theorem which is valid strictly for a closed thermodynamic system. We addressed these issues by comparing Einstein's ratio of Diffusivity and mobility which are measurable quantities in our experimental systems. As all our experimental systems exhibit substantial negative fluctuations of displacement that diminishes with observation time scale, we used another approach of integrated fluctuation theorem to identify athermal temperature of the system by characterizing a persistence time of negative fluctuations in terms of the measurable quantity. Specific experiments have also been designed to study the crossing of a small object over a physical barrier assisted by an external noise and a bias force. These results mimic the classical Arrhenius behavior from which another effective temperature may be deduced. All these studies confer that the nonlinear system does not possess any unique temperature. Detachment of a solid sphere as well as a liquid drop from a structured rubber surface during subcritical motion in presence of external noise was examined in the light of Arrhenius' activated rate equation. Drift velocity of small drops of water-glycerin solution behaves nonlinearly with viscosity which is reminiscence of Kramers' turn over theory of activated rate. In a designed experiment of barrier crossing of liquid drops we satisfactorily verified the Kramers' formalism of activated rate at the low friction limit.

Simultaneous stochastic inversion for geomagnetic main field and secular variation. I - A large-scale inverse problem

NASA Technical Reports Server (NTRS)

Bloxham, Jeremy

1987-01-01

The method of stochastic inversion is extended to the simultaneous inversion of both main field and secular variation. In the present method, the time dependency is represented by an expansion in Legendre polynomials, resulting in a simple diagonal form for the a priori covariance matrix. The efficient preconditioned Broyden-Fletcher-Goldfarb-Shanno algorithm is used to solve the large system of equations resulting from expansion of the field spatially to spherical harmonic degree 14 and temporally to degree 8. Application of the method to observatory data spanning the 1900-1980 period results in a data fit of better than 30 nT, while providing temporally and spatially smoothly varying models of the magnetic field at the core-mantle boundary.

Large-scale linear programs in planning and prediction.

DOT National Transportation Integrated Search

2017-06-01

Large-scale linear programs are at the core of many traffic-related optimization problems in both planning and prediction. Moreover, many of these involve significant uncertainty, and hence are modeled using either chance constraints, or robust optim...

A General Accelerated Degradation Model Based on the Wiener Process.

PubMed

Liu, Le; Li, Xiaoyang; Sun, Fuqiang; Wang, Ning

2016-12-06

Accelerated degradation testing (ADT) is an efficient tool to conduct material service reliability and safety evaluations by analyzing performance degradation data. Traditional stochastic process models are mainly for linear or linearization degradation paths. However, those methods are not applicable for the situations where the degradation processes cannot be linearized. Hence, in this paper, a general ADT model based on the Wiener process is proposed to solve the problem for accelerated degradation data analysis. The general model can consider the unit-to-unit variation and temporal variation of the degradation process, and is suitable for both linear and nonlinear ADT analyses with single or multiple acceleration variables. The statistical inference is given to estimate the unknown parameters in both constant stress and step stress ADT. The simulation example and two real applications demonstrate that the proposed method can yield reliable lifetime evaluation results compared with the existing linear and time-scale transformation Wiener processes in both linear and nonlinear ADT analyses.

A General Accelerated Degradation Model Based on the Wiener Process

PubMed Central

Liu, Le; Li, Xiaoyang; Sun, Fuqiang; Wang, Ning

2016-01-01

Accelerated degradation testing (ADT) is an efficient tool to conduct material service reliability and safety evaluations by analyzing performance degradation data. Traditional stochastic process models are mainly for linear or linearization degradation paths. However, those methods are not applicable for the situations where the degradation processes cannot be linearized. Hence, in this paper, a general ADT model based on the Wiener process is proposed to solve the problem for accelerated degradation data analysis. The general model can consider the unit-to-unit variation and temporal variation of the degradation process, and is suitable for both linear and nonlinear ADT analyses with single or multiple acceleration variables. The statistical inference is given to estimate the unknown parameters in both constant stress and step stress ADT. The simulation example and two real applications demonstrate that the proposed method can yield reliable lifetime evaluation results compared with the existing linear and time-scale transformation Wiener processes in both linear and nonlinear ADT analyses. PMID:28774107

COSMOS: STOCHASTIC BIAS FROM MEASUREMENTS OF WEAK LENSING AND GALAXY CLUSTERING

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

Jullo, Eric; Rhodes, Jason; Kiessling, Alina

2012-05-01

In the theory of structure formation, galaxies are biased tracers of the underlying matter density field. The statistical relation between galaxy and matter density field is commonly referred to as galaxy bias. In this paper, we test the linear bias model with weak-lensing and galaxy clustering measurements in the 2 deg{sup 2} COSMOS field. We estimate the bias of galaxies between redshifts z = 0.2 and z = 1 and over correlation scales between R = 0.2 h{sup -1} Mpc and R = 15 h{sup -1} Mpc. We focus on three galaxy samples, selected in flux (simultaneous cuts I{sub 814W}more » < 26.5 and K{sub s} < 24) and in stellar mass (10{sup 9} < M{sub *} < 10{sup 10} h{sup -2} M{sub Sun} and 10{sup 10} < M{sub *} < 10{sup 11} h{sup -2} M{sub Sun }). At scales R > 2 h{sup -1} Mpc, our measurements support a model of bias increasing with redshift. The Tinker et al. fitting function provides a good fit to the data. We find the best-fit mass of the galaxy halos to be log (M{sub 200}/h{sup -1} M{sub Sun }) = 11.7{sup +0.6}{sub -1.3} and log (M{sub 200}/h{sup -1} M{sub Sun }) = 12.4{sup +0.2}{sub -2.9}, respectively, for the low and high stellar-mass samples. In the halo model framework, bias is scale dependent with a change of slope at the transition scale between the one and the two halo terms. We detect a scale dependence of bias with a turndown at scale R = 2.3 {+-} 1.5 h{sup -1} Mpc, in agreement with previous galaxy clustering studies. We find no significant amount of stochasticity, suggesting that a linear bias model is sufficient to describe our data. We use N-body simulations to quantify both the amount of cosmic variance and systematic errors in the measurement.« less

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

NASA Astrophysics Data System (ADS)

Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar

2017-03-01

We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

DOE PAGES

Kim, Changho; Nonaka, Andy; Bell, John B.; ...

2017-03-24

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less

Robust lane detection and tracking using multiple visual cues under stochastic lane shape conditions

NASA Astrophysics Data System (ADS)

Huang, Zhi; Fan, Baozheng; Song, Xiaolin

2018-03-01

As one of the essential components of environment perception techniques for an intelligent vehicle, lane detection is confronted with challenges including robustness against the complicated disturbance and illumination, also adaptability to stochastic lane shapes. To overcome these issues, we proposed a robust lane detection method named classification-generation-growth-based (CGG) operator to the detected lines, whereby the linear lane markings are identified by synergizing multiple visual cues with the a priori knowledge and spatial-temporal information. According to the quality of linear lane fitting, the linear and linear-parabolic models are dynamically switched to describe the actual lane. The Kalman filter with adaptive noise covariance and the region of interests (ROI) tracking are applied to improve the robustness and efficiency. Experiments were conducted with images covering various challenging scenarios. The experimental results evaluate the effectiveness of the presented method for complicated disturbances, illumination, and stochastic lane shapes.

Planetary boundary layer as an essential component of the earth's climate system

NASA Astrophysics Data System (ADS)

Davy, Richard; Esau, Igor

2015-04-01

Following the traditional engineering approach proposed by Prandtl, the turbulent planetary boundary layers (PBLs) are considered in the climate science as complex, non-linear, essential but nevertheless subordinated components of the earth's climate system. Correspondingly, the temperature variations, dT - a popular and practically important measure of the climate variability, are seen as the system's response to the external heat forcing, Q, e.g. in the energy balance model of the type dT=Q/C (1). The moderation of this response by non-linear feedbacks embedded in the effective heat capacity, C, are to a large degree overlooked. The effective heat capacity is globally determined by the depth of the ocean mixed layer (on multi-decadal and longer time scales) but regionally, over the continents, C is much smaller and determined (on decadal time scales) by the depth, h, of the PBL. The present understanding of the climatological features of turbulent boundary layers is set by the works of Frankignoul & Hasselmann (1976) and Manabe & Stauffer (1980). The former explained how large-scale climate anomalies could be generated in the case of a large C (in the sea surface temperature) by the delta-correlated stochastic forcing (white noise). The latter demonstrated that the climate response to a given forcing is moderated by the depth, h, so that in the shallow PBL the signal should be significantly amplified. At present there are more than 3000 publications (ISI Web of Knowledge) which detail this understanding but the physical mechanisms, which control the boundary layer depth, and statistical relationships between the turbulent and climatological measures remain either unexplored or incorrectly attributed. In order to identify the climatic role of the PBL, the relationships between the PBL depth, h, - as the integral measure of the turbulent processes and micro-circulations due to the surface heterogeneity - and the climatic variability (variations and trends) of temperature have to be established. These relationships are necessary to complete the model (1) where the relationships between temperature variability, dT, and heat forcing, Q, are intensively studied. We demonstrate that the statistical dependences between dT and h becomes the primary factor in controlling the climate features of the earth's climate system when h is shallow (less than about 500 m). Such conditions are found in the cold (with negative surface heat balance on average) and dry (with large-scale air subsidence) climates. To get those climates and their variations correct, the climate models must be able to reproduce the shallow stably-stratified PBL. We show that the present-day CMIP-5 models are systematically and strongly biased towards producing deeper PBLs (between 20-50% deeper than observed) in this part of the parameter space which leads to large errors (around 15 K) and a damped variability of the surface temperatures under these conditions. More generally, this bias indicates that the models represent the earth's cooling processes incorrectly, which may be a part of the puzzle of the observed "hiatus" (or pause) in global warming. Frankignoul, C. & K. Hasselmann, 1977: Stochastic climate models. Part 2, Application to sea-surface temperature anomalies and thermocline variability, Tellus, 29, 289-305. Manabe, S. & R. Stouffer, 1980: Sensitivity of a Global Climate Model to an increase of CO2 concentration in the atmosphere, Journal of Geophysical Research, 85(C10): 5529-5554.

Fast and Scalable Gaussian Process Modeling with Applications to Astronomical Time Series

NASA Astrophysics Data System (ADS)

Foreman-Mackey, Daniel; Agol, Eric; Ambikasaran, Sivaram; Angus, Ruth

2017-12-01

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large data sets. Gaussian processes (GPs) are a popular class of models used for this purpose, but since the computational cost scales, in general, as the cube of the number of data points, their application has been limited to small data sets. In this paper, we present a novel method for GPs modeling in one dimension where the computational requirements scale linearly with the size of the data set. We demonstrate the method by applying it to simulated and real astronomical time series data sets. These demonstrations are examples of probabilistic inference of stellar rotation periods, asteroseismic oscillation spectra, and transiting planet parameters. The method exploits structure in the problem when the covariance function is expressed as a mixture of complex exponentials, without requiring evenly spaced observations or uniform noise. This form of covariance arises naturally when the process is a mixture of stochastically driven damped harmonic oscillators—providing a physical motivation for and interpretation of this choice—but we also demonstrate that it can be a useful effective model in some other cases. We present a mathematical description of the method and compare it to existing scalable GP methods. The method is fast and interpretable, with a range of potential applications within astronomical data analysis and beyond. We provide well-tested and documented open-source implementations of this method in C++, Python, and Julia.

Data Analysis and Non-local Parametrization Strategies for Organized Atmospheric Convection

NASA Astrophysics Data System (ADS)

Brenowitz, Noah D.

The intrinsically multiscale nature of moist convective processes in the atmosphere complicates scientific understanding, and, as a result, current coarse-resolution climate models poorly represent convective variability in the tropics. This dissertation addresses this problem by 1) studying new cumulus convective closures in a pair of idealized models for tropical moist convection, and 2) developing innovative strategies for analyzing high-resolution numerical simulations of organized convection. The first two chapters of this dissertation revisit a historical controversy about the use of convective closures based on the large-scale wind field or moisture convergence. In the first chapter, a simple coarse resolution stochastic model for convective inhibition is designed which includes the non-local effects of wind-convergence on convective activity. This model is designed to replicate the convective dynamics of a typical coarse-resolution climate prediction model. The non-local convergence coupling is motivated by the phenomena of gregarious convection, whereby mesoscale convective systems emit gravity waves which can promote convection at a distant locations. Linearized analysis and nonlinear simulations show that this convergence coupling allows for increased interaction between cumulus convection and the large-scale circulation, but does not suffer from the deleterious behavior of traditional moisture-convergence closures. In the second chapter, the non-local convergence coupling idea is extended to an idealized stochastic multicloud model. This model allows for stochastic transitions between three distinct cloud types, and non-local convergence coupling is most beneficial when applied to the transition from shallow to deep convection. This is consistent with recent observational and numerical modeling evidence, and there is a growing body of work highlighting the importance of this transition in tropical meteorology. In a series of idealized Walker cell simulations, convergence coupling enhances the persistence of Kelvin wave analogs in dry regions of the domain while leaving the dynamics in moist regions largely unaltered. The final chapter of this dissertation presents a technique for analyzing the variability of a direct numerical simulation of Rayleigh-Benard convection at large aspect ratio, which is a basic prototype of convective organization. High resolution numerical models are an invaluable tool for studying atmospheric dynamics, but modern data analysis techniques struggle with the extreme size of the model outputs and the trivial symmetries of the underlying dynamical systems (e.g. shift-invariance). A new data analysis approach which is invariant to spatial symmetries is derived by combining a quasi-Lagrangian description of the data, time-lagged embedding, and manifold learning techniques. The quasi-Lagrangian description is obtained by a straightforward isothermal binning procedure, which compresses the data in a dynamically-aware fashion. A small number of orthogonal modes returned by this algorithm are able to explain the highly intermittent dynamics of the bulk heat transfer, as quantified by the Nusselt Number.

Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

PubMed

Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

2018-06-01

Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

BRITE-Constellation high-precision time-dependent photometry of the early O-type supergiant ζ Puppis unveils the photospheric drivers of its small- and large-scale wind structures

NASA Astrophysics Data System (ADS)

Ramiaramanantsoa, Tahina; Moffat, Anthony F. J.; Harmon, Robert; Ignace, Richard; St-Louis, Nicole; Vanbeveren, Dany; Shenar, Tomer; Pablo, Herbert; Richardson, Noel D.; Howarth, Ian D.; Stevens, Ian R.; Piaulet, Caroline; St-Jean, Lucas; Eversberg, Thomas; Pigulski, Andrzej; Popowicz, Adam; Kuschnig, Rainer; Zocłońska, Elżbieta; Buysschaert, Bram; Handler, Gerald; Weiss, Werner W.; Wade, Gregg A.; Rucinski, Slavek M.; Zwintz, Konstanze; Luckas, Paul; Heathcote, Bernard; Cacella, Paulo; Powles, Jonathan; Locke, Malcolm; Bohlsen, Terry; Chené, André-Nicolas; Miszalski, Brent; Waldron, Wayne L.; Kotze, Marissa M.; Kotze, Enrico J.; Böhm, Torsten

2018-02-01

From 5.5 months of dual-band optical photometric monitoring at the 1 mmag level, BRITE-Constellation has revealed two simultaneous types of variability in the O4I(n)fp star ζ Puppis: one single periodic non-sinusoidal component superimposed on a stochastic component. The monoperiodic component is the 1.78-d signal previously detected by Coriolis/Solar Mass Ejection Imager, but this time along with a prominent first harmonic. The shape of this signal changes over time, a behaviour that is incompatible with stellar oscillations but consistent with rotational modulation arising from evolving bright surface inhomogeneities. By means of a constrained non-linear light-curve inversion algorithm, we mapped the locations of the bright surface spots and traced their evolution. Our simultaneous ground-based multisite spectroscopic monitoring of the star unveiled cyclical modulation of its He II λ4686 wind emission line with the 1.78-d rotation period, showing signatures of corotating interaction regions that turn out to be driven by the bright photospheric spots observed by BRITE. Traces of wind clumps are also observed in the He II λ4686 line and are correlated with the amplitudes of the stochastic component of the light variations probed by BRITE at the photosphere, suggesting that the BRITE observations additionally unveiled the photospheric drivers of wind clumps in ζ Pup and that the clumping phenomenon starts at the very base of the wind. The origins of both the bright surface inhomogeneities and the stochastic light variations remain unknown, but a subsurface convective zone might play an important role in the generation of these two types of photospheric variability.

From quantum to classical modeling of radiation reaction: A focus on stochasticity effects

NASA Astrophysics Data System (ADS)

Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.

2018-04-01

Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high-energy photon emission and its back-reaction in the deformation of the particle distribution function.

Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations

PubMed Central

2013-01-01

In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson–Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model. Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20. PMID:23343328

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Using remotely sensed data and stochastic models to simulate realistic flood hazard footprints across the continental US

NASA Astrophysics Data System (ADS)

Bates, P. D.; Quinn, N.; Sampson, C. C.; Smith, A.; Wing, O.; Neal, J. C.

2017-12-01

Remotely sensed data has transformed the field of large scale hydraulic modelling. New digital elevation, hydrography and river width data has allowed such models to be created for the first time, and remotely sensed observations of water height, slope and water extent has allowed them to be calibrated and tested. As a result, we are now able to conduct flood risk analyses at national, continental or even global scales. However, continental scale analyses have significant additional complexity compared to typical flood risk modelling approaches. Traditional flood risk assessment uses frequency curves to define the magnitude of extreme flows at gauging stations. The flow values for given design events, such as the 1 in 100 year return period flow, are then used to drive hydraulic models in order to produce maps of flood hazard. Such an approach works well for single gauge locations and local models because over relatively short river reaches (say 10-60km) one can assume that the return period of an event does not vary. At regional to national scales and across multiple river catchments this assumption breaks down, and for a given flood event the return period will be different at different gauging stations, a pattern known as the event `footprint'. Despite this, many national scale risk analyses still use `constant in space' return period hazard layers (e.g. the FEMA Special Flood Hazard Areas) in their calculations. Such an approach can estimate potential exposure, but will over-estimate risk and cannot determine likely flood losses over a whole region or country. We address this problem by using a stochastic model to simulate many realistic extreme event footprints based on observed gauged flows and the statistics of gauge to gauge correlations. We take the entire USGS gauge data catalogue for sites with > 45 years of record and use a conditional approach for multivariate extreme values to generate sets of flood events with realistic return period variation in space. We undertake a number of quality checks of the stochastic model and compare real and simulated footprints to show that the method is able to re-create realistic patterns even at continental scales where there is large variation in flood generating mechanisms. We then show how these patterns can be used to drive a large scale 2D hydraulic to predict regional scale flooding.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

An evaluation of sex-age-kill (SAK) model performance

USGS Publications Warehouse

Millspaugh, Joshua J.; Skalski, John R.; Townsend, Richard L.; Diefenbach, Duane R.; Boyce, Mark S.; Hansen, Lonnie P.; Kammermeyer, Kent

2009-01-01

The sex-age-kill (SAK) model is widely used to estimate abundance of harvested large mammals, including white-tailed deer (Odocoileus virginianus). Despite a long history of use, few formal evaluations of SAK performance exist. We investigated how violations of the stable age distribution and stationary population assumption, changes to male or female harvest, stochastic effects (i.e., random fluctuations in recruitment and survival), and sampling efforts influenced SAK estimation. When the simulated population had a stable age distribution and λ > 1, the SAK model underestimated abundance. Conversely, when λ < 1, the SAK overestimated abundance. When changes to male harvest were introduced, SAK estimates were opposite the true population trend. In contrast, SAK estimates were robust to changes in female harvest rates. Stochastic effects caused SAK estimates to fluctuate about their equilibrium abundance, but the effect dampened as the size of the surveyed population increased. When we considered both stochastic effects and sampling error at a deer management unit scale the resultant abundance estimates were within ±121.9% of the true population level 95% of the time. These combined results demonstrate extreme sensitivity to model violations and scale of analysis. Without changes to model formulation, the SAK model will be biased when λ ≠ 1. Furthermore, any factor that alters the male harvest rate, such as changes to regulations or changes in hunter attitudes, will bias population estimates. Sex-age-kill estimates may be precise at large spatial scales, such as the state level, but less so at the individual management unit level. Alternative models, such as statistical age-at-harvest models, which require similar data types, might allow for more robust, broad-scale demographic assessments.

Simulation of water-energy fluxes through small-scale reservoir systems under limited data availability

NASA Astrophysics Data System (ADS)

Papoulakos, Konstantinos; Pollakis, Giorgos; Moustakis, Yiannis; Markopoulos, Apostolis; Iliopoulou, Theano; Dimitriadis, Panayiotis; Koutsoyiannis, Demetris; Efstratiadis, Andreas

2017-04-01

Small islands are regarded as promising areas for developing hybrid water-energy systems that combine multiple sources of renewable energy with pumped-storage facilities. Essential element of such systems is the water storage component (reservoir), which implements both flow and energy regulations. Apparently, the representation of the overall water-energy management problem requires the simulation of the operation of the reservoir system, which in turn requires a faithful estimation of water inflows and demands of water and energy. Yet, in small-scale reservoir systems, this task in far from straightforward, since both the availability and accuracy of associated information is generally very poor. For, in contrast to large-scale reservoir systems, for which it is quite easy to find systematic and reliable hydrological data, in the case of small systems such data may be minor or even totally missing. The stochastic approach is the unique means to account for input data uncertainties within the combined water-energy management problem. Using as example the Livadi reservoir, which is the pumped storage component of the small Aegean island of Astypalaia, Greece, we provide a simulation framework, comprising: (a) a stochastic model for generating synthetic rainfall and temperature time series; (b) a stochastic rainfall-runoff model, whose parameters cannot be inferred through calibration and, thus, they are represented as correlated random variables; (c) a stochastic model for estimating water supply and irrigation demands, based on simulated temperature and soil moisture, and (d) a daily operation model of the reservoir system, providing stochastic forecasts of water and energy outflows. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

Model for predicting mountain wave field uncertainties

NASA Astrophysics Data System (ADS)

Damiens, Florentin; Lott, François; Millet, Christophe; Plougonven, Riwal

2017-04-01

Studying the propagation of acoustic waves throughout troposphere requires knowledge of wind speed and temperature gradients from the ground up to about 10-20 km. Typical planetary boundary layers flows are known to present vertical low level shears that can interact with mountain waves, thereby triggering small-scale disturbances. Resolving these fluctuations for long-range propagation problems is, however, not feasible because of computer memory/time restrictions and thus, they need to be parameterized. When the disturbances are small enough, these fluctuations can be described by linear equations. Previous works by co-authors have shown that the critical layer dynamics that occur near the ground produces large horizontal flows and buoyancy disturbances that result in intense downslope winds and gravity wave breaking. While these phenomena manifest almost systematically for high Richardson numbers and when the boundary layer depth is relatively small compare to the mountain height, the process by which static stability affects downslope winds remains unclear. In the present work, new linear mountain gravity wave solutions are tested against numerical predictions obtained with the Weather Research and Forecasting (WRF) model. For Richardson numbers typically larger than unity, the mesoscale model is used to quantify the effect of neglected nonlinear terms on downslope winds and mountain wave patterns. At these regimes, the large downslope winds transport warm air, a so called "Foehn" effect than can impact sound propagation properties. The sensitivity of small-scale disturbances to Richardson number is quantified using two-dimensional spectral analysis. It is shown through a pilot study of subgrid scale fluctuations of boundary layer flows over realistic mountains that the cross-spectrum of mountain wave field is made up of the same components found in WRF simulations. The impact of each individual component on acoustic wave propagation is discussed in terms of absorption and dispersion and a stochastic model is constructed for ground-based acoustic signals in mountain environments.

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

Neuhauser, Daniel; Rabani, Eran; Cytter, Yael; Baer, Roi

2016-05-19

We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach.

Deterministic analysis of extrinsic and intrinsic noise in an epidemiological model.

PubMed

Bayati, Basil S

2016-05-01

We couple a stochastic collocation method with an analytical expansion of the canonical epidemiological master equation to analyze the effects of both extrinsic and intrinsic noise. It is shown that depending on the distribution of the extrinsic noise, the master equation yields quantitatively different results compared to using the expectation of the distribution for the stochastic parameter. This difference is incident to the nonlinear terms in the master equation, and we show that the deviation away from the expectation of the extrinsic noise scales nonlinearly with the variance of the distribution. The method presented here converges linearly with respect to the number of particles in the system and exponentially with respect to the order of the polynomials used in the stochastic collocation calculation. This makes the method presented here more accurate than standard Monte Carlo methods, which suffer from slow, nonmonotonic convergence. In epidemiological terms, the results show that extrinsic fluctuations should be taken into account since they effect the speed of disease breakouts and that the gamma distribution should be used to model the basic reproductive number.

Quantum stochastic calculus associated with quadratic quantum noises

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

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr; Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculusmore » extends the Hudson-Parthasarathy quantum stochastic calculus.« less

Improved Large-Eddy Simulation Using a Stochastic Backscatter Model: Application to the Neutral Atmospheric Boundary Layer and Urban Street Canyon Flow

NASA Astrophysics Data System (ADS)

O'Neill, J. J.; Cai, X.; Kinnersley, R.

2015-12-01

Large-eddy simulation (LES) provides a powerful tool for developing our understanding of atmospheric boundary layer (ABL) dynamics, which in turn can be used to improve the parameterisations of simpler operational models. However, LES modelling is not without its own limitations - most notably, the need to parameterise the effects of all subgrid-scale (SGS) turbulence. Here, we employ a stochastic backscatter SGS model, which explicitly handles the effects of both forward and reverse energy transfer to/from the subgrid scales, to simulate the neutrally stratified ABL as well as flow within an idealised urban street canyon. In both cases, a clear improvement in LES output statistics is observed when compared with the performance of a SGS model that handles forward energy transfer only. In the neutral ABL case, the near-surface velocity profile is brought significantly closer towards its expected logarithmic form. In the street canyon case, the strength of the primary vortex that forms within the canyon is more accurately reproduced when compared to wind tunnel measurements. Our results indicate that grid-scale backscatter plays an important role in both these modelled situations.

Programming Probabilistic Structural Analysis for Parallel Processing Computer

NASA Technical Reports Server (NTRS)

Sues, Robert H.; Chen, Heh-Chyun; Twisdale, Lawrence A.; Chamis, Christos C.; Murthy, Pappu L. N.

1991-01-01

The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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

Zhang, Qichun; Zhou, Jinglin; Wang, Hong

In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

Optimal Stochastic Modeling and Control of Flexible Structures

DTIC Science & Technology

1988-09-01

1.37] and McLane [1.18] considered multivariable systems and derived their optimal control characteristics. Kleinman, Gorman and Zaborsky considered...Leondes [1.72,1.73] studied various aspects of multivariable linear stochastic, discrete-time systems that are partly deterministic, and partly stochastic...June 1966. 1.8. A.V. Balaknishnan, Applied Functional Analaysis , 2nd ed., New York, N.Y.: Springer-Verlag, 1981 1.9. Peter S. Maybeck, Stochastic

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

Response analysis of a class of quasi-linear systems with fractional derivative excited by Poisson white noise

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

Yang, Yongge; Xu, Wei, E-mail: weixu@nwpu.edu.cn; Yang, Guidong

The Poisson white noise, as a typical non-Gaussian excitation, has attracted much attention recently. However, little work was referred to the study of stochastic systems with fractional derivative under Poisson white noise excitation. This paper investigates the stationary response of a class of quasi-linear systems with fractional derivative excited by Poisson white noise. The equivalent stochastic system of the original stochastic system is obtained. Then, approximate stationary solutions are obtained with the help of the perturbation method. Finally, two typical examples are discussed in detail to demonstrate the effectiveness of the proposed method. The analysis also shows that the fractionalmore » order and the fractional coefficient significantly affect the responses of the stochastic systems with fractional derivative.« less

Nutrient loads exported from managed catchments reveal emergent biogeochemical stationarity

NASA Astrophysics Data System (ADS)

Basu, Nandita B.; Destouni, Georgia; Jawitz, James W.; Thompson, Sally E.; Loukinova, Natalia V.; Darracq, Amélie; Zanardo, Stefano; Yaeger, Mary; Sivapalan, Murugesu; Rinaldo, Andrea; Rao, P. Suresh C.

2010-12-01

Complexity of heterogeneous catchments poses challenges in predicting biogeochemical responses to human alterations and stochastic hydro-climatic drivers. Human interferences and climate change may have contributed to the demise of hydrologic stationarity, but our synthesis of a large body of observational data suggests that anthropogenic impacts have also resulted in the emergence of effective biogeochemical stationarity in managed catchments. Long-term monitoring data from the Mississippi-Atchafalaya River Basin (MARB) and the Baltic Sea Drainage Basin (BSDB) reveal that inter-annual variations in loads (LT) for total-N (TN) and total-P (TP), exported from a catchment are dominantly controlled by discharge (QT) leading inevitably to temporal invariance of the annual, flow-weighted concentration, $\\overline{Cf = (LT/QT). Emergence of this consistent pattern across diverse managed catchments is attributed to the anthropogenic legacy of accumulated nutrient sources generating memory, similar to ubiquitously present sources for geogenic constituents that also exhibit a linear LT-QT relationship. These responses are characteristic of transport-limited systems. In contrast, in the absence of legacy sources in less-managed catchments, $\\overline{Cf values were highly variable and supply limited. We offer a theoretical explanation for the observed patterns at the event scale, and extend it to consider the stochastic nature of rainfall/flow patterns at annual scales. Our analysis suggests that: (1) expected inter-annual variations in LT can be robustly predicted given discharge variations arising from hydro-climatic or anthropogenic forcing, and (2) water-quality problems in receiving inland and coastal waters would persist until the accumulated storages of nutrients have been substantially depleted. The finding has notable implications on catchment management to mitigate adverse water-quality impacts, and on acceleration of global biogeochemical cycles.

Multi-Frequency Signal Detection Based on Frequency Exchange and Re-Scaling Stochastic Resonance and Its Application to Weak Fault Diagnosis.

PubMed

Liu, Jinjun; Leng, Yonggang; Lai, Zhihui; Fan, Shengbo

2018-04-25

Mechanical fault diagnosis usually requires not only identification of the fault characteristic frequency, but also detection of its second and/or higher harmonics. However, it is difficult to detect a multi-frequency fault signal through the existing Stochastic Resonance (SR) methods, because the characteristic frequency of the fault signal as well as its second and higher harmonics frequencies tend to be large parameters. To solve the problem, this paper proposes a multi-frequency signal detection method based on Frequency Exchange and Re-scaling Stochastic Resonance (FERSR). In the method, frequency exchange is implemented using filtering technique and Single SideBand (SSB) modulation. This new method can overcome the limitation of "sampling ratio" which is the ratio of the sampling frequency to the frequency of target signal. It also ensures that the multi-frequency target signals can be processed to meet the small-parameter conditions. Simulation results demonstrate that the method shows good performance for detecting a multi-frequency signal with low sampling ratio. Two practical cases are employed to further validate the effectiveness and applicability of this method.

Stochastic stability properties of jump linear systems

NASA Technical Reports Server (NTRS)

Feng, Xiangbo; Loparo, Kenneth A.; Ji, Yuandong; Chizeck, Howard J.

1992-01-01

Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.

Shallow cumuli ensemble statistics for development of a stochastic parameterization

NASA Astrophysics Data System (ADS)

Sakradzija, Mirjana; Seifert, Axel; Heus, Thijs

2014-05-01

According to a conventional deterministic approach to the parameterization of moist convection in numerical atmospheric models, a given large scale forcing produces an unique response from the unresolved convective processes. This representation leaves out the small-scale variability of convection, as it is known from the empirical studies of deep and shallow convective cloud ensembles, there is a whole distribution of sub-grid states corresponding to the given large scale forcing. Moreover, this distribution gets broader with the increasing model resolution. This behavior is also consistent with our theoretical understanding of a coarse-grained nonlinear system. We propose an approach to represent the variability of the unresolved shallow-convective states, including the dependence of the sub-grid states distribution spread and shape on the model horizontal resolution. Starting from the Gibbs canonical ensemble theory, Craig and Cohen (2006) developed a theory for the fluctuations in a deep convective ensemble. The micro-states of a deep convective cloud ensemble are characterized by the cloud-base mass flux, which, according to the theory, is exponentially distributed (Boltzmann distribution). Following their work, we study the shallow cumulus ensemble statistics and the distribution of the cloud-base mass flux. We employ a Large-Eddy Simulation model (LES) and a cloud tracking algorithm, followed by a conditional sampling of clouds at the cloud base level, to retrieve the information about the individual cloud life cycles and the cloud ensemble as a whole. In the case of shallow cumulus cloud ensemble, the distribution of micro-states is a generalized exponential distribution. Based on the empirical and theoretical findings, a stochastic model has been developed to simulate the shallow convective cloud ensemble and to test the convective ensemble theory. Stochastic model simulates a compound random process, with the number of convective elements drawn from a Poisson distribution, and cloud properties sub-sampled from a generalized ensemble distribution. We study the role of the different cloud subtypes in a shallow convective ensemble and how the diverse cloud properties and cloud lifetimes affect the system macro-state. To what extent does the cloud-base mass flux distribution deviate from the simple Boltzmann distribution and how does it affect the results from the stochastic model? Is the memory, provided by the finite lifetime of individual clouds, of importance for the ensemble statistics? We also test for the minimal information given as an input to the stochastic model, able to reproduce the ensemble mean statistics and the variability in a convective ensemble. An important property of the resulting distribution of the sub-grid convective states is its scale-adaptivity - the smaller the grid-size, the broader the compound distribution of the sub-grid states.

Control of Vibratory Energy Harvesters in the Presence of Nonlinearities and Power-Flow Constraints

NASA Astrophysics Data System (ADS)

Cassidy, Ian L.

Over the past decade, a significant amount of research activity has been devoted to developing electromechanical systems that can convert ambient mechanical vibrations into usable electric power. Such systems, referred to as vibratory energy harvesters, have a number of useful of applications, ranging in scale from self-powered wireless sensors for structural health monitoring in bridges and buildings to energy harvesting from ocean waves. One of the most challenging aspects of this technology concerns the efficient extraction and transmission of power from transducer to storage. Maximizing the rate of power extraction from vibratory energy harvesters is further complicated by the stochastic nature of the disturbance. The primary purpose of this dissertation is to develop feedback control algorithms which optimize the average power generated from stochastically-excited vibratory energy harvesters. This dissertation will illustrate the performance of various controllers using two vibratory energy harvesting systems: an electromagnetic transducer embedded within a flexible structure, and a piezoelectric bimorph cantilever beam. Compared with piezoelectric systems, large-scale electromagnetic systems have received much less attention in the literature despite their ability to generate power at the watt--kilowatt scale. Motivated by this observation, the first part of this dissertation focuses on developing an experimentally validated predictive model of an actively controlled electromagnetic transducer. Following this experimental analysis, linear-quadratic-Gaussian control theory is used to compute unconstrained state feedback controllers for two ideal vibratory energy harvesting systems. This theory is then augmented to account for competing objectives, nonlinearities in the harvester dynamics, and non-quadratic transmission loss models in the electronics. In many vibratory energy harvesting applications, employing a bi-directional power electronic drive to actively control the harvester is infeasible due to the high levels of parasitic power required to operate the drive. For the case where a single-directional drive is used, a constraint on the directionality of power-flow is imposed on the system, which necessitates the use of nonlinear feedback. As such, a sub-optimal controller for power-flow-constrained vibratory energy harvesters is presented, which is analytically guaranteed to outperform the optimal static admittance controller. Finally, the last section of this dissertation explores a numerical approach to compute optimal discretized control manifolds for systems with power-flow constraints. Unlike the sub-optimal nonlinear controller, the numerical controller satisfies the necessary conditions for optimality by solving the stochastic Hamilton-Jacobi equation.

Variable classification in the LSST era: exploring a model for quasi-periodic light curves

NASA Astrophysics Data System (ADS)

Zinn, J. C.; Kochanek, C. S.; Kozłowski, S.; Udalski, A.; Szymański, M. K.; Soszyński, I.; Wyrzykowski, Ł.; Ulaczyk, K.; Poleski, R.; Pietrukowicz, P.; Skowron, J.; Mróz, P.; Pawlak, M.

2017-06-01

The Large Synoptic Survey Telescope (LSST) is expected to yield ˜107 light curves over the course of its mission, which will require a concerted effort in automated classification. Stochastic processes provide one means of quantitatively describing variability with the potential advantage over simple light-curve statistics that the parameters may be physically meaningful. Here, we survey a large sample of periodic, quasi-periodic and stochastic Optical Gravitational Lensing Experiment-III variables using the damped random walk (DRW; CARMA(1,0)) and quasi-periodic oscillation (QPO; CARMA(2,1)) stochastic process models. The QPO model is described by an amplitude, a period and a coherence time-scale, while the DRW has only an amplitude and a time-scale. We find that the periodic and quasi-periodic stellar variables are generally better described by a QPO than a DRW, while quasars are better described by the DRW model. There are ambiguities in interpreting the QPO coherence time due to non-sinusoidal light-curve shapes, signal-to-noise ratio, error mischaracterizations and cadence. Higher order implementations of the QPO model that better capture light-curve shapes are necessary for the coherence time to have its implied physical meaning. Independent of physical meaning, the extra parameter of the QPO model successfully distinguishes most of the classes of periodic and quasi-periodic variables we consider.

Learning Representation and Control in Markov Decision Processes

DTIC Science & Technology

2013-10-21

π. Figure 3 shows that Drazin bases outperforms the other bases on a two-room MDP. However, a drawback of Drazin bases is that they are...stochastic matrices. One drawback of diffusion wavelets is that it can gen- erate a large number of overcomplete bases, which needs to be effectively...proposed in [52], overcoming some of the drawbacks of LARS-TD. An approximate linear programming for finding l1 regularized solutions of the Bellman

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem; Majda, Andrew J.

2016-09-01

The poor representation of tropical convection in general circulation models (GCMs) is believed to be responsible for much of the uncertainty in the predictions of weather and climate in the tropics. The stochastic multicloud model (SMCM) was recently developed by Khouider et al. (Commun Math Sci 8(1):187-216, 2010) to represent the missing variability in GCMs due to unresolved features of organized tropical convection. The SMCM is based on three cloud types (congestus, deep and stratiform), and transitions between these cloud types are formalized in terms of probability rules that are functions of the large-scale environment convective state and a set of seven arbitrary cloud timescale parameters. Here, a statistical inference method based on the Bayesian paradigm is applied to estimate these key cloud timescales from the Giga-LES dataset, a 24-h large-eddy simulation (LES) of deep tropical convection (Khairoutdinov et al. in J Adv Model Earth Syst 1(12), 2009) over a domain comparable to a GCM gridbox. A sequential learning strategy is used where the Giga-LES domain is partitioned into a few subdomains, and atmospheric time series obtained on each subdomain are used to train the Bayesian procedure incrementally. Convergence of the marginal posterior densities for all seven parameters is demonstrated for two different grid partitions, and sensitivity tests to other model parameters are also presented. A single column model simulation using the SMCM parameterization with the Giga-LES inferred parameters reproduces many important statistical features of the Giga-LES run, without any further tuning. In particular it exhibits intermittent dynamical behavior in both the stochastic cloud fractions and the large scale dynamics, with periods of dry phases followed by a coherent sequence of congestus, deep, and stratiform convection, varying on timescales of a few hours consistent with the Giga-LES time series. The chaotic variations of the cloud area fractions were captured fairly well both qualitatively and quantitatively demonstrating the stochastic nature of convection in the Giga-LES simulation.

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

NASA Astrophysics Data System (ADS)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127

Stochastic predation events and population persistence in bighorn sheep

PubMed Central

Festa-Bianchet, Marco; Coulson, Tim; Gaillard, Jean-Michel; Hogg, John T; Pelletier, Fanie

2006-01-01

Many studies have reported temporal changes in the relative importance of density-dependence and environmental stochasticity in affecting population growth rates, but they typically assume that the predominant factor limiting growth remains constant over long periods of time. Stochastic switches in limiting factors that persist for multiple time-steps have received little attention, but most wild populations may periodically experience such switches. Here, we consider the dynamics of three populations of individually marked bighorn sheep (Ovis canadensis) monitored for 24–28 years. Each population experienced one or two distinct cougar (Puma concolor) predation events leading to population declines. The onset and duration of predation events were stochastic and consistent with predation by specialist individuals. A realistic Markov chain model confirms that predation by specialist cougars can cause extinction of isolated populations. We suggest that such processes may be common. In such cases, predator–prey equilibria may only occur at large geographical and temporal scales, and are unlikely with increasing habitat fragmentation. PMID:16777749

Statistical nature of infrared dynamics on de Sitter background

NASA Astrophysics Data System (ADS)

Tokuda, Junsei; Tanaka, Takahiro

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Larkin, Steven Paul

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

Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system

NASA Astrophysics Data System (ADS)

Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X.

2016-12-01

We investigate the stochastic response of a noisy bistable fractional-order system when the fractional-order lies in the interval (0, 2]. We focus mainly on the stochastic P-bifurcation and the phenomenon of the stochastic resonance. We compare the generalized Euler algorithm and the predictor-corrector approach which are commonly used for numerical calculations of fractional-order nonlinear equations. Based on the predictor-corrector approach, the stochastic P-bifurcation and the stochastic resonance are investigated. Both the fractional-order value and the noise intensity can induce an stochastic P-bifurcation. The fractional-order may lead the stationary probability density function to turn from a single-peak mode to a double-peak mode. However, the noise intensity may transform the stationary probability density function from a double-peak mode to a single-peak mode. The stochastic resonance is investigated thoroughly, according to the linear and the nonlinear response theory. In the linear response theory, the optimal stochastic resonance may occur when the value of the fractional-order is larger than one. In previous works, the fractional-order is usually limited to the interval (0, 1]. Moreover, the stochastic resonance at the subharmonic frequency and the superharmonic frequency are investigated respectively, by using the nonlinear response theory. When it occurs at the subharmonic frequency, the resonance may be strong and cannot be ignored. When it occurs at the superharmonic frequency, the resonance is weak. We believe that the results in this paper might be useful for the signal processing of nonlinear systems.

Risk management with substitution options: Valuing flexibility in small-scale energy systems

NASA Astrophysics Data System (ADS)

Knapp, Karl Eric

Several features of small-scale energy systems make them more easily adapted to a changing operating environment than large centralized designs. This flexibility is often manifested as the ability to substitute inputs. This research explores the value of this substitution flexibility and the marginal value of becoming a "little more flexible" in the context of real project investment in developing countries. The elasticity of substitution is proposed as a stylized measure of flexibility and a choice variable. A flexible alternative (elasticity > 0) can be thought of as holding a fixed-proportions "nflexible" asset plus a sequence of exchange options---the option to move to another feasible "recipe" each period. Substitutability derives value from following a contour of anticipated variations and from responding to new information. Substitutability value, a "cost savings option", increases with elasticity and price risk. However, the required premium to incrementally increase flexibility can in some cases decrease with an increase in risk. Variance is not always a measure of risk. Tools from stochastic dominance are newly applied to real options with convex payoffs to correct some misperceptions and clarify many common modeling situations that meet the criteria for increased variance to imply increased risk. The behavior of the cost savings option is explored subject to a stochastic input price process. At the point where costs are identical for all alternatives, the stochastic process for cost savings becomes deterministic, with savings directly proportional to elasticity of substitution and price variance. The option is also formulated as a derivative security via dynamic programming. The partial differential equation is solved for the special case of Cobb-Douglas (elasticity = 1) (also shown are linear (infinite elasticity), Leontief (elasticity = 0)). Risk aversion is insufficient to prefer a more flexible alternative with the same expected value. Intertemporal links convert the sequence of independent options to a single compound option and require an expansion of the flexibility concept. Additional options increase the value of the project but generally decrease flexibility value. The framework is applied to case study in India: an urban industry electricity strategy decision with reliability risk.

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

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

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

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Large-scale database searching using tandem mass spectra: looking up the answer in the back of the book.

PubMed

Sadygov, Rovshan G; Cociorva, Daniel; Yates, John R

2004-12-01

Database searching is an essential element of large-scale proteomics. Because these methods are widely used, it is important to understand the rationale of the algorithms. Most algorithms are based on concepts first developed in SEQUEST and PeptideSearch. Four basic approaches are used to determine a match between a spectrum and sequence: descriptive, interpretative, stochastic and probability-based matching. We review the basic concepts used by most search algorithms, the computational modeling of peptide identification and current challenges and limitations of this approach for protein identification.

Sliding mode control-based linear functional observers for discrete-time stochastic systems

NASA Astrophysics Data System (ADS)

Singh, Satnesh; Janardhanan, Sivaramakrishnan

2017-11-01

Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

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

Progressive Mid-latitude Afforestation: Local and Remote Climate Impacts in the Framework of Two Coupled Earth System Models

NASA Astrophysics Data System (ADS)

Lague, Marysa

Vegetation influences the atmosphere in complex and non-linear ways, such that large-scale changes in vegetation cover can drive changes in climate on both local and global scales. Large-scale land surface changes have been shown to introduce excess energy to one hemisphere, causing a shift in atmospheric circulation on a global scale. However, past work has not quantified how the climate response scales with the area of vegetation. Here, we systematically evaluate the response of climate to linearly increasing the area of forest cover over the northern mid-latitudes. We show that the magnitude of afforestation of the northern mid-latitudes determines the climate response in a non-linear fashion, and identify a threshold in vegetation-induced cloud feedbacks - a concept not previously addressed by large-scale vegetation manipulation experiments. Small increases in tree cover drive compensating cloud feedbacks, while latent heat fluxes reach a threshold after sufficiently large increases in tree cover, causing the troposphere to warm and dry, subsequently reducing cloud cover. Increased absorption of solar radiation at the surface is driven by both surface albedo changes and cloud feedbacks. We identify how vegetation-induced changes in cloud cover further feedback on changes in the global energy balance. We also show how atmospheric cross-equatorial energy transport changes as the area of afforestation is incrementally increased (a relationship which has not previously been demonstrated). This work demonstrates that while some climate effects (such as energy transport) of large scale mid-latitude afforestation scale roughly linearly across a wide range of afforestation areas, others (such as the local partitioning of the surface energy budget) are non-linear, and sensitive to the particular magnitude of mid-latitude forcing. Our results highlight the importance of considering both local and remote climate responses to large-scale vegetation change, and explore the scaling relationship between changes in vegetation cover and the resulting climate impacts.

Classification of molecular structure images by using ANN, RF, LBP, HOG, and size reduction methods for early stomach cancer detection

NASA Astrophysics Data System (ADS)

Aytaç Korkmaz, Sevcan; Binol, Hamidullah

2018-03-01

Patients who die from stomach cancer are still present. Early diagnosis is crucial in reducing the mortality rate of cancer patients. Therefore, computer aided methods have been developed for early detection in this article. Stomach cancer images were obtained from Fırat University Medical Faculty Pathology Department. The Local Binary Patterns (LBP) and Histogram of Oriented Gradients (HOG) features of these images are calculated. At the same time, Sammon mapping, Stochastic Neighbor Embedding (SNE), Isomap, Classical multidimensional scaling (MDS), Local Linear Embedding (LLE), Linear Discriminant Analysis (LDA), t-Distributed Stochastic Neighbor Embedding (t-SNE), and Laplacian Eigenmaps methods are used for dimensional the reduction of the features. The high dimension of these features has been reduced to lower dimensions using dimensional reduction methods. Artificial neural networks (ANN) and Random Forest (RF) classifiers were used to classify stomach cancer images with these new lower feature sizes. New medical systems have developed to measure the effects of these dimensions by obtaining features in different dimensional with dimensional reduction methods. When all the methods developed are compared, it has been found that the best accuracy results are obtained with LBP_MDS_ANN and LBP_LLE_ANN methods.

A unified stochastic formulation of dissipative quantum dynamics. II. Beyond linear response of spin baths

NASA Astrophysics Data System (ADS)

Hsieh, Chang-Yu; Cao, Jianshu

2018-01-01

We use the "generalized hierarchical equation of motion" proposed in Paper I [C.-Y. Hsieh and J. Cao, J. Chem. Phys. 148, 014103 (2018)] to study decoherence in a system coupled to a spin bath. The present methodology allows a systematic incorporation of higher-order anharmonic effects of the bath in dynamical calculations. We investigate the leading order corrections to the linear response approximations for spin bath models. Two kinds of spin-based environments are considered: (1) a bath of spins discretized from a continuous spectral density and (2) a bath of localized nuclear or electron spins. The main difference resides with how the bath frequency and the system-bath coupling parameters are distributed in an environment. When discretized from a continuous spectral density, the system-bath coupling typically scales as ˜1 /√{NB } where NB is the number of bath spins. This scaling suppresses the non-Gaussian characteristics of the spin bath and justifies the linear response approximations in the thermodynamic limit. For the nuclear/electron spin bath models, system-bath couplings are directly deduced from spin-spin interactions and do not necessarily obey the 1 /√{NB } scaling. It is not always possible to justify the linear response approximations in this case. Furthermore, if the spin-spin Hamiltonian is highly symmetrical, there exist additional constraints that generate highly non-Markovian and persistent dynamics that is beyond the linear response treatments.

Stochastic subset selection for learning with kernel machines.

PubMed

Rhinelander, Jason; Liu, Xiaoping P

2012-06-01

Kernel machines have gained much popularity in applications of machine learning. Support vector machines (SVMs) are a subset of kernel machines and generalize well for classification, regression, and anomaly detection tasks. The training procedure for traditional SVMs involves solving a quadratic programming (QP) problem. The QP problem scales super linearly in computational effort with the number of training samples and is often used for the offline batch processing of data. Kernel machines operate by retaining a subset of observed data during training. The data vectors contained within this subset are referred to as support vectors (SVs). The work presented in this paper introduces a subset selection method for the use of kernel machines in online, changing environments. Our algorithm works by using a stochastic indexing technique when selecting a subset of SVs when computing the kernel expansion. The work described here is novel because it separates the selection of kernel basis functions from the training algorithm used. The subset selection algorithm presented here can be used in conjunction with any online training technique. It is important for online kernel machines to be computationally efficient due to the real-time requirements of online environments. Our algorithm is an important contribution because it scales linearly with the number of training samples and is compatible with current training techniques. Our algorithm outperforms standard techniques in terms of computational efficiency and provides increased recognition accuracy in our experiments. We provide results from experiments using both simulated and real-world data sets to verify our algorithm.

The global reference atmospheric model, mod 2 (with two scale perturbation model)

NASA Technical Reports Server (NTRS)

Justus, C. G.; Hargraves, W. R.

1976-01-01

The Global Reference Atmospheric Model was improved to produce more realistic simulations of vertical profiles of atmospheric parameters. A revised two scale random perturbation model using perturbation magnitudes which are adjusted to conform to constraints imposed by the perfect gas law and the hydrostatic condition is described. The two scale perturbation model produces appropriately correlated (horizontally and vertically) small scale and large scale perturbations. These stochastically simulated perturbations are representative of the magnitudes and wavelengths of perturbations produced by tides and planetary scale waves (large scale) and turbulence and gravity waves (small scale). Other new features of the model are: (1) a second order geostrophic wind relation for use at low latitudes which does not "blow up" at low latitudes as the ordinary geostrophic relation does; and (2) revised quasi-biennial amplitudes and phases and revised stationary perturbations, based on data through 1972.

Application of stochastic processes in random growth and evolutionary dynamics

NASA Astrophysics Data System (ADS)

Oikonomou, Panagiotis

We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically different evolutionary paths. While homogeneous random networks accumulate neutral mutations and evolve by sparse punctuated steps, scale-free networks evolve rapidly and continuously towards the target phenotype. Moreover, we show that scale-free networks always evolve faster than homogeneous random networks; remarkably, this property does not depend on the precise value of the topological parameter. By contrast, homogeneous random networks require a specific tuning of their topological parameter in order to optimize their fitness. This model suggests that the evolutionary paths of biological networks, punctuated or continuous, may solely be determined by the network topology.

Visual attention mitigates information loss in small- and large-scale neural codes

PubMed Central

Sprague, Thomas C; Saproo, Sameer; Serences, John T

2015-01-01

Summary The visual system transforms complex inputs into robust and parsimonious neural codes that efficiently guide behavior. Because neural communication is stochastic, the amount of encoded visual information necessarily decreases with each synapse. This constraint requires processing sensory signals in a manner that protects information about relevant stimuli from degradation. Such selective processing – or selective attention – is implemented via several mechanisms, including neural gain and changes in tuning properties. However, examining each of these effects in isolation obscures their joint impact on the fidelity of stimulus feature representations by large-scale population codes. Instead, large-scale activity patterns can be used to reconstruct representations of relevant and irrelevant stimuli, providing a holistic understanding about how neuron-level modulations collectively impact stimulus encoding. PMID:25769502

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

Koslover, Elena F.; Chan, Caleb K.; Theriot, Julie A.

2016-01-01

We describe a technique for deconvolving the stochastic motion of particles from large-scale fluid flow in a dynamic environment such as that found in living cells. The method leverages the separation of timescales to subtract out the persistent component of motion from single-particle trajectories. The mean-squared displacement of the resulting trajectories is rescaled so as to enable robust extraction of the diffusion coefficient and subdiffusive scaling exponent of the stochastic motion. We demonstrate the applicability of the method for characterizing both diffusive and fractional Brownian motion overlaid by flow and analytically calculate the accuracy of the method in different parameter regimes. This technique is employed to analyze the motion of lysosomes in motile neutrophil-like cells, showing that the cytoplasm of these cells behaves as a viscous fluid at the timescales examined. PMID:26840734

Fast and Precise Emulation of Stochastic Biochemical Reaction Networks With Amplified Thermal Noise in Silicon Chips.

PubMed

Kim, Jaewook; Woo, Sung Sik; Sarpeshkar, Rahul

2018-04-01

The analysis and simulation of complex interacting biochemical reaction pathways in cells is important in all of systems biology and medicine. Yet, the dynamics of even a modest number of noisy or stochastic coupled biochemical reactions is extremely time consuming to simulate. In large part, this is because of the expensive cost of random number and Poisson process generation and the presence of stiff, coupled, nonlinear differential equations. Here, we demonstrate that we can amplify inherent thermal noise in chips to emulate randomness physically, thus alleviating these costs significantly. Concurrently, molecular flux in thermodynamic biochemical reactions maps to thermodynamic electronic current in a transistor such that stiff nonlinear biochemical differential equations are emulated exactly in compact, digitally programmable, highly parallel analog "cytomorphic" transistor circuits. For even small-scale systems involving just 80 stochastic reactions, our 0.35-μm BiCMOS chips yield a 311× speedup in the simulation time of Gillespie's stochastic algorithm over COPASI, a fast biochemical-reaction software simulator that is widely used in computational biology; they yield a 15 500× speedup over equivalent MATLAB stochastic simulations. The chip emulation results are consistent with these software simulations over a large range of signal-to-noise ratios. Most importantly, our physical emulation of Poisson chemical dynamics does not involve any inherently sequential processes and updates such that, unlike prior exact simulation approaches, they are parallelizable, asynchronous, and enable even more speedup for larger-size networks.

Stochastic Multiscale Analysis and Design of Engine Disks

DTIC Science & Technology

2010-07-28

shown recently to fail when used with data-driven non-linear stochastic input models (KPCA, IsoMap, etc.). Need for scalable exascale computing algorithms Materials Process Design and Control Laboratory Cornell University

Environmental standards for ionizing radiation: theoretical basis for dose-response curves.

PubMed Central

Upton, A C

1983-01-01

The types of injury attributable to ionizing radiation are subdivided, for purposes of risk assessment and radiological protection, into two broad categories: stochastic effects and nonstochastic effects. Stochastic effects are viewed as probablistic phenomena, varying in frequency but not severity as a function of the dose, without any threshold; nonstochastic effects are viewed as deterministic phenomena, varying in both frequency and severity as a function of the dose, with clinical thresholds. Included among stochastic effects are heritable effects (mutations and chromosome aberrations) and carcinogenic effects. Both types of effects are envisioned as unicellular phenomena which can result from nonlethal injury of individual cells, without the necessity of damage to other cells. For the induction of mutations and chromosome aberrations in the low-to-intermediate dose range, the dose-response curve with high-linear energy transfer (LET) radiation generally conforms to a linear nonthreshold relationship and varies relatively little with the dose rate. In contrast, the curve with low-LET radiation generally conforms to a linear-quadratic relationship, rising less steeply than the curve with high-LET radiation and increasing in slope with increasing dose and dose rate. The dose-response curve for carcinogenic effects varies widely from one type of neoplasm to another in the intermediate-to-high dose range, in part because of differences in the way large doses of radiation can affect the promotion and progression of different neoplasms. Information about dose-response relations for low-level irradiation is fragmentary but consistent, in general, with the hypothesis that the neoplastic transformation may result from mutation, chromosome aberration or genetic recombination in a single susceptible cell. PMID:6653536

Solution of the finite Milne problem in stochastic media with RVT Technique

NASA Astrophysics Data System (ADS)

Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

2017-12-01

This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

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.

Effects of biasing on the galaxy power spectrum at large scales

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

Beltran Jimenez, Jose; Departamento de Fisica Teorica, Universidad Complutense de Madrid, 28040, Madrid; Durrer, Ruth

2011-05-15

In this paper we study the effect of biasing on the power spectrum at large scales. We show that even though nonlinear biasing does introduce a white noise contribution on large scales, the P(k){proportional_to}k{sup n} behavior of the matter power spectrum on large scales may still be visible and above the white noise for about one decade. We show, that the Kaiser biasing scheme which leads to linear bias of the correlation function on large scales, also generates a linear bias of the power spectrum on rather small scales. This is a consequence of the divergence on small scales ofmore » the pure Harrison-Zeldovich spectrum. However, biasing becomes k dependent if we damp the underlying power spectrum on small scales. We also discuss the effect of biasing on the baryon acoustic oscillations.« less

Apparent multifractality of self-similar Lévy processes

NASA Astrophysics Data System (ADS)

Zamparo, Marco

2017-07-01

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments are generally regarded as a sign of multifractality in the data. We show that, except for the Brownian motion, this method fails to disclose the correct monofractal nature of self-similar Lévy processes. We prove that for this class of processes it produces apparent multifractality characterised by a piecewise-linear scaling function with two different regimes, which match at the stability index of the considered process. This result is motivated by previous numerical evidence. It is obtained by introducing an appropriate stochastic normalisation which is able to cure empirical moments, without hiding their dependence on time, when moments they aim at estimating do not exist.

Fluid Physics in a Fluctuating Acceleration Environment

NASA Technical Reports Server (NTRS)

Drolet, Francois; Vinals, Jorge

1999-01-01

Our program of research aims at developing a stochastic description of the residual acceleration field onboard spacecraft (g-jitter) to describe in quantitative detail its effect on fluid motion. Our main premise is that such a statistical description is necessary in those cases in which the characteristic time scales of the process under investigation are long compared with the correlation time of g-jitter. Although a clear separation between time scales makes this approach feasible, there remain several difficulties of practical nature: (i), g-jitter time series are not statistically stationary but rather show definite dependences on factors such as active or rest crew periods; (ii), it is very difficult to extract reliably the low frequency range of the power spectrum of the acceleration field. This range controls the magnitude of diffusive processes; and (iii), models used to date are Gaussian, but there is evidence that large amplitude disturbances occur much more frequently than a Gaussian distribution would predict. The lack of stationarity does not constitute a severe limitation in practice, since the intensity of the stochastic components changes very slowly during space missions (perhaps over times of the order of hours). A separate analysis of large amplitude disturbances has not been undertaken yet, but it does not seem difficult a priori to devise models that may describe this range better than a Gaussian distribution. The effect of low frequency components, on the other hand, is more difficult to ascertain, partly due to the difficulty associated with measuring them, and partly because they may be indistinguishable from slowly changing averages. This latter effect is further complicated by the lack of statistical stationarity of the time series. Recent work has focused on the effect of stochastic modulation on the onset of oscillatory instabilities as an example of resonant interaction between the driving acceleration and normal modes of the system, and on cavity flow as an example of how an oscillatory response under periodic driving becomes diffusive if the forcing is random instead. This paper describes three different topics that illustrate behavior that is peculiar to a stochastic acceleration field. In the first case, we show that g-jitter can induce effective attractive or repulsive forces between a pair of spherical particles that are suspended in an incompressible fluid of different density provided that the momentum diffusion length is larger than the interparticle separation (as in the case in most colloidal suspensions). Second, a stochastic modulation of the control parameter in the vicinity of a pitchfork or supercritical bifurcation is known not to affect the location of the threshold. We show, however, that resonance between the modulation and linearly stable modes close to onset can lead to a shift in threshold. Finally, we discuss the classical problem of vorticity diffusion away from a plane boundary that is being vibrated along its own plane. Periodic motion with zero average vorticity production results in an exponential decay of the vorticity away from the boundary. Random vibration, on the other hand, results in power law decay away from the boundary even if vorticity production averages to zero.

Coronal heating by stochastic magnetic pumping

NASA Technical Reports Server (NTRS)

Sturrock, P. A.; Uchida, Y.

1980-01-01

Recent observational data cast serious doubt on the widely held view that the Sun's corona is heated by traveling waves (acoustic or magnetohydrodynamic). It is proposed that the energy responsible for heating the corona is derived from the free energy of the coronal magnetic field derived from motion of the 'feet' of magnetic field lines in the photosphere. Stochastic motion of the feet of magnetic field lines leads, on the average, to a linear increase of magnetic free energy with time. This rate of energy input is calculated for a simple model of a single thin flux tube. The model appears to agree well with observational data if the magnetic flux originates in small regions of high magnetic field strength. On combining this energy input with estimates of energy loss by radiation and of energy redistribution by thermal conduction, we obtain scaling laws for density and temperature in terms of length and coronal magnetic field strength.

Baldovin-Stella stochastic volatility process and Wiener process mixtures

NASA Astrophysics Data System (ADS)

Peirano, P. P.; Challet, D.

2012-08-01

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

First-passage dynamics of linear stochastic interface models: weak-noise theory and influence of boundary conditions

NASA Astrophysics Data System (ADS)

Gross, Markus

2018-03-01

We consider a one-dimensional fluctuating interfacial profile governed by the Edwards–Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path of an interfacial fluctuation conditioned to reach a given maximum height M at a finite (first-passage) time T is calculated within the weak-noise approximation. Dynamic and static scaling functions for the profile shape are obtained in the transient and the equilibrium regime, i.e. for first-passage times T smaller or larger than the characteristic relaxation time, respectively. In both regimes, the profile approaches the maximum height M with a universal algebraic time dependence characterized solely by the dynamic exponent of the model. It is shown that, in the equilibrium regime, the spatial shape of the profile depends sensitively on boundary conditions and conservation laws, but it is essentially independent of them in the transient regime.

Field dynamics inference via spectral density estimation

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Field dynamics inference via spectral density estimation.

PubMed

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

2017-11-01

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

LARGE-SCALE NATURAL GRADIENT TRACER TEST IN SAND AND GRAVEL, CAPE CODE, MASSACHUSETTS 3. HYDRAULIC CONDUCTI- VITY AND CALCULATED MACRODISPERSIVITIES

EPA Science Inventory

Hydraulic conductivity (K) variability in a sand and gravel aquifer on Cape Cod, Massachusetts, was measured and subsequently used in stochastic transport theories to estimate macrodispersivities. Nearly 1500 K measurements were obtained by borehole flowmeter tests ...

Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

NASA Astrophysics Data System (ADS)

Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E.

2016-11-01

We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive macroscopic equations based on the microscopic herding interactions of agents and find that they are able to reproduce various stylized facts of different markets and different assets with the same set of model parameters. We show that the power-law properties and the scaling of return intervals and other financial variables have a similar origin and could be a result of a general class of non-linear stochastic differential equations derived from a master equation of an agent system that is coupled by herding interactions. Specifically, we find that this approach enables us to recover the volatility return interval statistics as well as volatility probability and spectral densities for the NYSE and FOREX markets, for different assets, and for different time-scales. We find also that the historical S&P500 monthly series exhibits the same volatility return interval properties recovered by our proposed model. Our statistical results suggest that human herding is so strong that it persists even when other evolving fluctuations perturbate the financial system.

Cast aluminium single crystals cross the threshold from bulk to size-dependent stochastic plasticity

NASA Astrophysics Data System (ADS)

Krebs, J.; Rao, S. I.; Verheyden, S.; Miko, C.; Goodall, R.; Curtin, W. A.; Mortensen, A.

2017-07-01

Metals are known to exhibit mechanical behaviour at the nanoscale different to bulk samples. This transition typically initiates at the micrometre scale, yet existing techniques to produce micrometre-sized samples often introduce artefacts that can influence deformation mechanisms. Here, we demonstrate the casting of micrometre-scale aluminium single-crystal wires by infiltration of a salt mould. Samples have millimetre lengths, smooth surfaces, a range of crystallographic orientations, and a diameter D as small as 6 μm. The wires deform in bursts, at a stress that increases with decreasing D. Bursts greater than 200 nm account for roughly 50% of wire deformation and have exponentially distributed intensities. Dislocation dynamics simulations show that single-arm sources that produce large displacement bursts halted by stochastic cross-slip and lock formation explain microcast wire behaviour. This microcasting technique may be extended to several other metals or alloys and offers the possibility of exploring mechanical behaviour spanning the micrometre scale.

Anomalous scaling of stochastic processes and the Moses effect

NASA Astrophysics Data System (ADS)

Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Anomalous scaling of stochastic processes and the Moses effect.

PubMed

Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Stochastic Multiresonance for a Fractional Linear Oscillator with Quadratic Trichotomous Noise

NASA Astrophysics Data System (ADS)

Zhu, Jian-Qu; Jin, Wei-Dong; Zheng, Gao; Guo, Feng

2017-11-01

The stochastic multiresonance behavior for a fractional linear oscillator with random system frequency is investigated. The fluctuation of the system frequency is a quadratic trichotomous noise, the memory kernel of the fractional oscillator is modeled as a Mittag-Leffler function. Based on linear system theory, applying Laplace transform and the definition of fractional derivative, the expression of the system output amplitude (SPA) is obtained. Stochastic multiresonance phenomenon is found on the curves of SPA versus the memory time and the memory exponent of the fractional oscillator, as well as versus the trichotomous noise amplitude. The SPA depends non-monotonically on the stationary probability of the trichotomous noise, on the viscous damping coefficient and system characteristic frequency of the oscillator, as well as on the driving frequency of external force. Supported by National Natural Science Foundation of China under Grant No. 61134002

A LES-Langevin model for turbulence

NASA Astrophysics Data System (ADS)

Dolganov, Rostislav; Dubrulle, Bérengère; Laval, Jean-Philippe

2006-11-01

The rationale for Large Eddy Simulation is rooted in our inability to handle all degrees of freedom (N˜10^16 for Re˜10^7). ``Deterministic'' models based on eddy-viscosity seek to reproduce the intensification of the energy transport. However, they fail to reproduce backward energy transfer (backscatter) from small to large scale, which is an essentiel feature of the turbulence near wall or in boundary layer. To capture this backscatter, ``stochastic'' strategies have been developed. In the present talk, we shall discuss such a strategy, based on a Rapid Distorsion Theory (RDT). Specifically, we first divide the small scale contribution to the Reynolds Stress Tensor in two parts: a turbulent viscosity and the pseudo-Lamb vector, representing the nonlinear cross terms of resolved and sub-grid scales. We then estimate the dynamics of small-scale motion by the RDT applied to Navier-Stockes equation. We use this to model the cross term evolution by a Langevin equation, in which the random force is provided by sub-grid pressure terms. Our LES model is thus made of a truncated Navier-Stockes equation including the turbulent force and a generalized Langevin equation for the latter, integrated on a twice-finer grid. The backscatter is automatically included in our stochastic model of the pseudo-Lamb vector. We apply this model to the case of homogeneous isotropic turbulence and turbulent channel flow.

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

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

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Electron heating in the laser and static electric and magnetic fields

NASA Astrophysics Data System (ADS)

Zhang, Yanzeng; Krasheninnikov, S. I.

2018-01-01

A 2D slab approximation of the interactions of electrons with intense linearly polarized laser radiation and static electric and magnetic fields is widely used for both numerical simulations and simplified semi-analytical models. It is shown that in this case, electron dynamics can be conveniently described in the framework of the 3/2 dimensional Hamiltonian approach. The electron acceleration beyond a standard ponderomotive scaling, caused by the synergistic effects of the laser and static electro-magnetic fields, is due to an onset of stochastic electron motion.

Use of LANDSAT images of vegetation cover to estimate effective hydraulic properties of soils

NASA Technical Reports Server (NTRS)

Eagleson, Peter S.; Jasinski, Michael F.

1988-01-01

This work focuses on the characterization of natural, spatially variable, semivegetated landscapes using a linear, stochastic, canopy-soil reflectance model. A first application of the model was the investigation of the effects of subpixel and regional variability of scenes on the shape and structure of red-infrared scattergrams. Additionally, the model was used to investigate the inverse problem, the estimation of subpixel vegetation cover, given only the scattergrams of simulated satellite scale multispectral scenes. The major aspects of that work, including recent field investigations, are summarized.

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.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

NASA Astrophysics Data System (ADS)

Cao, Yu; Lin, Ling; Zhou, Xiang

2016-06-01

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

Noise-Driven Phenotypic Heterogeneity with Finite Correlation Time in Clonal Populations.

PubMed

Lee, UnJin; Skinner, John J; Reinitz, John; Rosner, Marsha Rich; Kim, Eun-Jin

2015-01-01

There has been increasing awareness in the wider biological community of the role of clonal phenotypic heterogeneity in playing key roles in phenomena such as cellular bet-hedging and decision making, as in the case of the phage-λ lysis/lysogeny and B. Subtilis competence/vegetative pathways. Here, we report on the effect of stochasticity in growth rate, cellular memory/intermittency, and its relation to phenotypic heterogeneity. We first present a linear stochastic differential model with finite auto-correlation time, where a randomly fluctuating growth rate with a negative average is shown to result in exponential growth for sufficiently large fluctuations in growth rate. We then present a non-linear stochastic self-regulation model where the loss of coherent self-regulation and an increase in noise can induce a shift from bounded to unbounded growth. An important consequence of these models is that while the average change in phenotype may not differ for various parameter sets, the variance of the resulting distributions may considerably change. This demonstrates the necessity of understanding the influence of variance and heterogeneity within seemingly identical clonal populations, while providing a mechanism for varying functional consequences of such heterogeneity. Our results highlight the importance of a paradigm shift from a deterministic to a probabilistic view of clonality in understanding selection as an optimization problem on noise-driven processes, resulting in a wide range of biological implications, from robustness to environmental stress to the development of drug resistance.

Different coupled atmosphere-recharge oscillator Low Order Models for ENSO: a projection approach.

NASA Astrophysics Data System (ADS)

Bianucci, Marco; Mannella, Riccardo; Merlino, Silvia; Olivieri, Andrea

2016-04-01

El Ninõ-Southern Oscillation (ENSO) is a large scale geophysical phenomenon where, according to the celebrated recharge oscillator model (ROM), the Ocean slow variables given by the East Pacific Sea Surface Temperature (SST) and the average thermocline depth (h), interact with some fast "irrelevant" ones, representing mostly the atmosphere (the westerly wind burst and the Madden-Julian Oscillation). The fast variables are usually inserted in the model as an external stochastic forcing. In a recent work (M. Bianucci, "Analytical probability density function for the statistics of the ENSO phenomenon: asymmetry and power law tail" Geophysical Research Letters, under press) the author, using a projection approach applied to general deterministic coupled systems, gives a physically reasonable explanation for the use of stochastic models for mimicking the apparent random features of the ENSO phenomenon. Moreover, in the same paper, assuming that the interaction between the ROM and the fast atmosphere is of multiplicative type, i.e., it depends on the SST variable, an analytical expression for the equilibrium density function of the anomaly SST is obtained. This expression fits well the data from observations, reproducing the asymmetry and the power law tail of the histograms of the NINÕ3 index. Here, using the same theoretical approach, we consider and discuss different kind of interactions between the ROM and the other perturbing variables, and we take into account also non linear ROM as a low order model for ENSO. The theoretical and numerical results are then compared with data from observations.

Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions. Numerical Analysis in Continuous Time

NASA Astrophysics Data System (ADS)

Guevara Hidalgo, Esteban; Nemoto, Takahiro; Lecomte, Vivien

Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provide a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to a selection rule that favors the rare trajectories of interest. However, such algorithms are plagued by finite simulation time- and finite population size- effects that can render their use delicate. Using the continuous-time cloning algorithm, we analyze the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of the rare trajectories. We use these scalings in order to propose a numerical approach which allows to extract the infinite-time and infinite-size limit of these estimators.

Visual attention mitigates information loss in small- and large-scale neural codes.

PubMed

Sprague, Thomas C; Saproo, Sameer; Serences, John T

2015-04-01

The visual system transforms complex inputs into robust and parsimonious neural codes that efficiently guide behavior. Because neural communication is stochastic, the amount of encoded visual information necessarily decreases with each synapse. This constraint requires that sensory signals are processed in a manner that protects information about relevant stimuli from degradation. Such selective processing--or selective attention--is implemented via several mechanisms, including neural gain and changes in tuning properties. However, examining each of these effects in isolation obscures their joint impact on the fidelity of stimulus feature representations by large-scale population codes. Instead, large-scale activity patterns can be used to reconstruct representations of relevant and irrelevant stimuli, thereby providing a holistic understanding about how neuron-level modulations collectively impact stimulus encoding. Copyright © 2015 Elsevier Ltd. All rights reserved.

Stochastic coupled cluster theory: Efficient sampling of the coupled cluster expansion

NASA Astrophysics Data System (ADS)

Scott, Charles J. C.; Thom, Alex J. W.

2017-09-01

We consider the sampling of the coupled cluster expansion within stochastic coupled cluster theory. Observing the limitations of previous approaches due to the inherently non-linear behavior of a coupled cluster wavefunction representation, we propose new approaches based on an intuitive, well-defined condition for sampling weights and on sampling the expansion in cluster operators of different excitation levels. We term these modifications even and truncated selections, respectively. Utilising both approaches demonstrates dramatically improved calculation stability as well as reduced computational and memory costs. These modifications are particularly effective at higher truncation levels owing to the large number of terms within the cluster expansion that can be neglected, as demonstrated by the reduction of the number of terms to be sampled when truncating at triple excitations by 77% and hextuple excitations by 98%.

Extreme wave formation in unidirectional sea due to stochastic wave phase dynamics

NASA Astrophysics Data System (ADS)

Wang, Rui; Balachandran, Balakumar

2018-07-01

The authors consider a stochastic model based on the interaction and phase coupling amongst wave components that are modified envelope soliton solutions to the nonlinear Schrödinger equation. A probabilistic study is carried out and the resulting findings are compared with ocean wave field observations and laboratory experimental results. The wave height probability distribution obtained from the model is found to match well with prior data in the large wave height region. From the eigenvalue spectrum obtained through the Inverse Scattering Transform, it is revealed that the deep-water wave groups move at a speed different from the linear group speed, which justifies the inclusion of phase correction to the envelope solitary wave components. It is determined that phase synchronization amongst elementary solitary wave components can be critical for the formation of extreme waves in unidirectional sea states.

A multi-scaled approach for simulating chemical reaction systems.

PubMed

Burrage, Kevin; Tian, Tianhai; Burrage, Pamela

2004-01-01

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work. Copyright 2004 Elsevier Ltd.

Intermediate scattering function of an anisotropic active Brownian particle

PubMed Central

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-01-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations. PMID:27830719

Intermediate scattering function of an anisotropic active Brownian particle.

PubMed

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-10

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Stochastic processes on multiple scales: averaging, decimation and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

The recent advances in handling microscopic systems are increasingly motivating stochastic modeling in a large number of physical, chemical and biological phenomena. Relevant processes often take place on widely separated time scales. In order to simplify the description, one usually focuses on the slower degrees of freedom and only the average effect of the fast ones is retained. It is then fundamental to eliminate such fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. We shall present how this can be done by either decimating or coarse-graining the fast processes and discuss applications to physical, biological and chemical examples. With the same tools we will address the fate of functionals of the stochastic trajectories (such as residence times, counting statistics, fluxes, entropy production, etc.) upon elimination of the fast variables. In general, for functionals, such elimination can present additional difficulties. In some cases, it is not possible to express them in terms of the effective trajectories on the slow degrees of freedom but additional details of the fast processes must be retained. We will focus on such cases and show how naive procedures can lead to inconsistent results.

Multi-Frequency Signal Detection Based on Frequency Exchange and Re-Scaling Stochastic Resonance and Its Application to Weak Fault Diagnosis

PubMed Central

Leng, Yonggang; Fan, Shengbo

2018-01-01

Mechanical fault diagnosis usually requires not only identification of the fault characteristic frequency, but also detection of its second and/or higher harmonics. However, it is difficult to detect a multi-frequency fault signal through the existing Stochastic Resonance (SR) methods, because the characteristic frequency of the fault signal as well as its second and higher harmonics frequencies tend to be large parameters. To solve the problem, this paper proposes a multi-frequency signal detection method based on Frequency Exchange and Re-scaling Stochastic Resonance (FERSR). In the method, frequency exchange is implemented using filtering technique and Single SideBand (SSB) modulation. This new method can overcome the limitation of "sampling ratio" which is the ratio of the sampling frequency to the frequency of target signal. It also ensures that the multi-frequency target signals can be processed to meet the small-parameter conditions. Simulation results demonstrate that the method shows good performance for detecting a multi-frequency signal with low sampling ratio. Two practical cases are employed to further validate the effectiveness and applicability of this method. PMID:29693577

Intermediate scattering function of an anisotropic active Brownian particle

NASA Astrophysics Data System (ADS)

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Optimizing basin-scale coupled water quantity and water quality man-agement with stochastic dynamic programming

NASA Astrophysics Data System (ADS)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Engelund Holm, Peter; Trapp, Stefan; Rosbjerg, Dan; Bauer-Gottwein, Peter

2015-04-01

Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen concentrations. Inelastic water demands, fixed water allocation curtailment costs and fixed wastewater treatment costs (before and after use) are estimated for the water users (agriculture, industry and domestic). If the BOD concentration exceeds a given user pollution thresh-old, the user will need to pay for pre-treatment of the water before use. Similarly, treatment of the return flow can reduce the BOD load to the river. A traditional SDP approach is used to solve one-step-ahead sub-problems for all combinations of discrete reservoir storage, Markov Chain inflow clas-ses and monthly time steps. Pollution concentration nodes are introduced for each user group and untreated return flow from the users contribute to increased BOD concentrations in the river. The pollutant concentrations in each node depend on multiple decision variables (allocation and wastewater treatment) rendering the objective function non-linear. Therefore, the pollution concen-tration decisions are outsourced to a genetic algorithm, which calls a linear program to determine the remainder of the decision variables. This hybrid formulation keeps the optimization problem computationally feasible and represents a flexible and customizable method. The method has been applied to the Ziya River basin, an economic hotspot located on the North China Plain in Northern China. The basin is subject to severe water scarcity, and the rivers are heavily polluted with wastewater and nutrients from diffuse sources. The coupled hydro-economic optimiza-tion model can be used to assess costs of meeting additional constraints such as minimum water qual-ity or to economically prioritize investments in waste water treatment facilities based on economic criteria.

Experimental study of stochastic noise propagation in SPECT images reconstructed using the conjugate gradient algorithm.

PubMed

Mariano-Goulart, D; Fourcade, M; Bernon, J L; Rossi, M; Zanca, M

2003-01-01

Thanks to an experimental study based on simulated and physical phantoms, the propagation of the stochastic noise in slices reconstructed using the conjugate gradient algorithm has been analysed versus iterations. After a first increase corresponding to the reconstruction of the signal, the noise stabilises before increasing linearly with iterations. The level of the plateau as well as the slope of the subsequent linear increase depends on the noise in the projection data.

Chemically intuited, large-scale screening of MOFs by machine learning techniques

NASA Astrophysics Data System (ADS)

Borboudakis, Giorgos; Stergiannakos, Taxiarchis; Frysali, Maria; Klontzas, Emmanuel; Tsamardinos, Ioannis; Froudakis, George E.

2017-10-01

A novel computational methodology for large-scale screening of MOFs is applied to gas storage with the use of machine learning technologies. This approach is a promising trade-off between the accuracy of ab initio methods and the speed of classical approaches, strategically combined with chemical intuition. The results demonstrate that the chemical properties of MOFs are indeed predictable (stochastically, not deterministically) using machine learning methods and automated analysis protocols, with the accuracy of predictions increasing with sample size. Our initial results indicate that this methodology is promising to apply not only to gas storage in MOFs but in many other material science projects.

The statistics of primordial density fluctuations

NASA Astrophysics Data System (ADS)

Barrow, John D.; Coles, Peter

1990-05-01

The statistical properties of the density fluctuations produced by power-law inflation are investigated. It is found that, even the fluctuations present in the scalar field driving the inflation are Gaussian, the resulting density perturbations need not be, due to stochastic variations in the Hubble parameter. All the moments of the density fluctuations are calculated, and is is argued that, for realistic parameter choices, the departures from Gaussian statistics are small and would have a negligible effect on the large-scale structure produced in the model. On the other hand, the model predicts a power spectrum with n not equal to 1, and this could be good news for large-scale structure.

Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes

NASA Astrophysics Data System (ADS)

Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.

2016-12-01

The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.

Statistical scaling of geometric characteristics in stochastically generated pore microstructures

DOE PAGES

Hyman, Jeffrey D.; Guadagnini, Alberto; Winter, C. Larrabee

2015-05-21

In this study, we analyze the statistical scaling of structural attributes of virtual porous microstructures that are stochastically generated by thresholding Gaussian random fields. Characterization of the extent at which randomly generated pore spaces can be considered as representative of a particular rock sample depends on the metrics employed to compare the virtual sample against its physical counterpart. Typically, comparisons against features and/patterns of geometric observables, e.g., porosity and specific surface area, flow-related macroscopic parameters, e.g., permeability, or autocorrelation functions are used to assess the representativeness of a virtual sample, and thereby the quality of the generation method. Here, wemore » rely on manifestations of statistical scaling of geometric observables which were recently observed in real millimeter scale rock samples [13] as additional relevant metrics by which to characterize a virtual sample. We explore the statistical scaling of two geometric observables, namely porosity (Φ) and specific surface area (SSA), of porous microstructures generated using the method of Smolarkiewicz and Winter [42] and Hyman and Winter [22]. Our results suggest that the method can produce virtual pore space samples displaying the symptoms of statistical scaling observed in real rock samples. Order q sample structure functions (statistical moments of absolute increments) of Φ and SSA scale as a power of the separation distance (lag) over a range of lags, and extended self-similarity (linear relationship between log structure functions of successive orders) appears to be an intrinsic property of the generated media. The width of the range of lags where power-law scaling is observed and the Hurst coefficient associated with the variables we consider can be controlled by the generation parameters of the method.« less

Modeling the spreading of large-scale wildland fires

Treesearch

Mohamed Drissi

2015-01-01

The objective of the present study is twofold. First, the last developments and validation results of a hybrid model designed to simulate fire patterns in heterogeneous landscapes are presented. The model combines the features of a stochastic small-world network model with those of a deterministic semi-physical model of the interaction between burning and non-burning...

Application of stochastic models in identification and apportionment of heavy metal pollution sources in the surface soils of a large-scale region.

PubMed

Hu, Yuanan; Cheng, Hefa

2013-04-16

As heavy metals occur naturally in soils at measurable concentrations and their natural background contents have significant spatial variations, identification and apportionment of heavy metal pollution sources across large-scale regions is a challenging task. Stochastic models, including the recently developed conditional inference tree (CIT) and the finite mixture distribution model (FMDM), were applied to identify the sources of heavy metals found in the surface soils of the Pearl River Delta, China, and to apportion the contributions from natural background and human activities. Regression trees were successfully developed for the concentrations of Cd, Cu, Zn, Pb, Cr, Ni, As, and Hg in 227 soil samples from a region of over 7.2 × 10(4) km(2) based on seven specific predictors relevant to the source and behavior of heavy metals: land use, soil type, soil organic carbon content, population density, gross domestic product per capita, and the lengths and classes of the roads surrounding the sampling sites. The CIT and FMDM results consistently indicate that Cd, Zn, Cu, Pb, and Cr in the surface soils of the PRD were contributed largely by anthropogenic sources, whereas As, Ni, and Hg in the surface soils mostly originated from the soil parent materials.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Dynamics Under Location Uncertainty: Model Derivation, Modified Transport and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Resseguier, V.; Memin, E.; Chapron, B.; Fox-Kemper, B.

2017-12-01

In order to better observe and predict geophysical flows, ensemble-based data assimilation methods are of high importance. In such methods, an ensemble of random realizations represents the variety of the simulated flow's likely behaviors. For this purpose, randomness needs to be introduced in a suitable way and physically-based stochastic subgrid parametrizations are promising paths. This talk will propose a new kind of such a parametrization referred to as modeling under location uncertainty. The fluid velocity is decomposed into a resolved large-scale component and an aliased small-scale one. The first component is possibly random but time-correlated whereas the second is white-in-time but spatially-correlated and possibly inhomogeneous and anisotropic. With such a velocity, the material derivative of any - possibly active - tracer is modified. Three new terms appear: a correction of the large-scale advection, a multiplicative noise and a possibly heterogeneous and anisotropic diffusion. This parameterization naturally ensures attractive properties such as energy conservation for each realization. Additionally, this stochastic material derivative and the associated Reynolds' transport theorem offer a systematic method to derive stochastic models. In particular, we will discuss the consequences of the Quasi-Geostrophic assumptions in our framework. Depending on the turbulence amount, different models with different physical behaviors are obtained. Under strong turbulence assumptions, a simplified diagnosis of frontolysis and frontogenesis at the surface of the ocean is possible in this framework. A Surface Quasi-Geostrophic (SQG) model with a weaker noise influence has also been simulated. A single realization better represents small scales than a deterministic SQG model at the same resolution. Moreover, an ensemble accurately predicts extreme events, bifurcations as well as the amplitudes and the positions of the simulation errors. Figure 1 highlights this last result and compares it to the strong error underestimation of an ensemble simulated from the deterministic dynamic with random initial conditions.

Variable diffusion in stock market fluctuations

NASA Astrophysics Data System (ADS)

Hua, Jia-Chen; Chen, Lijian; Falcon, Liberty; McCauley, Joseph L.; Gunaratne, Gemunu H.

2015-02-01

We analyze intraday fluctuations in several stock indices to investigate the underlying stochastic processes using techniques appropriate for processes with nonstationary increments. The five most actively traded stocks each contains two time intervals during the day where the variance of increments can be fit by power law scaling in time. The fluctuations in return within these intervals follow asymptotic bi-exponential distributions. The autocorrelation function for increments vanishes rapidly, but decays slowly for absolute and squared increments. Based on these results, we propose an intraday stochastic model with linear variable diffusion coefficient as a lowest order approximation to the real dynamics of financial markets, and to test the effects of time averaging techniques typically used for financial time series analysis. We find that our model replicates major stylized facts associated with empirical financial time series. We also find that ensemble averaging techniques can be used to identify the underlying dynamics correctly, whereas time averages fail in this task. Our work indicates that ensemble average approaches will yield new insight into the study of financial markets' dynamics. Our proposed model also provides new insight into the modeling of financial markets dynamics in microscopic time scales.

Computation of Large-Scale Structure Jet Noise Sources With Weak Nonlinear Effects Using Linear Euler

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Hixon, Ray; Mankbadi, Reda R.

2003-01-01

An approximate technique is presented for the prediction of the large-scale turbulent structure sound source in a supersonic jet. A linearized Euler equations code is used to solve for the flow disturbances within and near a jet with a given mean flow. Assuming a normal mode composition for the wave-like disturbances, the linear radial profiles are used in an integration of the Navier-Stokes equations. This results in a set of ordinary differential equations representing the weakly nonlinear self-interactions of the modes along with their interaction with the mean flow. Solutions are then used to correct the amplitude of the disturbances that represent the source of large-scale turbulent structure sound in the jet.

Efficient Constant-Time Complexity Algorithm for Stochastic Simulation of Large Reaction Networks.

PubMed

Thanh, Vo Hong; Zunino, Roberto; Priami, Corrado

2017-01-01

Exact stochastic simulation is an indispensable tool for a quantitative study of biochemical reaction networks. The simulation realizes the time evolution of the model by randomly choosing a reaction to fire and update the system state according to a probability that is proportional to the reaction propensity. Two computationally expensive tasks in simulating large biochemical networks are the selection of next reaction firings and the update of reaction propensities due to state changes. We present in this work a new exact algorithm to optimize both of these simulation bottlenecks. Our algorithm employs the composition-rejection on the propensity bounds of reactions to select the next reaction firing. The selection of next reaction firings is independent of the number reactions while the update of propensities is skipped and performed only when necessary. It therefore provides a favorable scaling for the computational complexity in simulating large reaction networks. We benchmark our new algorithm with the state of the art algorithms available in literature to demonstrate its applicability and efficiency.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

SYSTEMATIC AND STOCHASTIC VARIATIONS IN PULSAR DISPERSION MEASURES

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

Lam, M. T.; Cordes, J. M.; Chatterjee, S.

2016-04-10

We analyze deterministic and random temporal variations in the dispersion measure (DM) from the full three-dimensional velocities of pulsars with respect to the solar system, combined with electron-density variations over a wide range of length scales. Previous treatments have largely ignored pulsars’ changing distances while favoring interpretations involving changes in sky position from transverse motion. Linear trends in pulsar DMs observed over 5–10 year timescales may signify sizable DM gradients in the interstellar medium (ISM) sampled by the changing direction of the line of sight to the pulsar. We show that motions parallel to the line of sight can alsomore » account for linear trends, for the apparent excess of DM variance over that extrapolated from scintillation measurements, and for the apparent non-Kolmogorov scalings of DM structure functions inferred in some cases. Pulsar motions through atomic gas may produce bow-shock ionized gas that also contributes to DM variations. We discuss the possible causes of periodic or quasi-periodic changes in DM, including seasonal changes in the ionosphere, annual variations of the solar elongation angle, structure in the heliosphere and ISM boundary, and substructure in the ISM. We assess the solar cycle’s role on the amplitude of ionospheric and solar wind variations. Interstellar refraction can produce cyclic timing variations from the error in transforming arrival times to the solar system barycenter. We apply our methods to DM time series and DM gradient measurements in the literature and assess their consistency with a Kolmogorov medium. Finally, we discuss the implications of DM modeling in precision pulsar timing experiments.« less

How large a dataset should be in order to estimate scaling exponents and other statistics correctly in studies of solar wind turbulence

NASA Astrophysics Data System (ADS)

Rowlands, G.; Kiyani, K. H.; Chapman, S. C.; Watkins, N. W.

2009-12-01

Quantitative analysis of solar wind fluctuations are often performed in the context of intermittent turbulence and center around methods to quantify statistical scaling, such as power spectra and structure functions which assume a stationary process. The solar wind exhibits large scale secular changes and so the question arises as to whether the timeseries of the fluctuations is non-stationary. One approach is to seek a local stationarity by parsing the time interval over which statistical analysis is performed. Hence, natural systems such as the solar wind unavoidably provide observations over restricted intervals. Consequently, due to a reduction of sample size leading to poorer estimates, a stationary stochastic process (time series) can yield anomalous time variation in the scaling exponents, suggestive of nonstationarity. The variance in the estimates of scaling exponents computed from an interval of N observations is known for finite variance processes to vary as ~1/N as N becomes large for certain statistical estimators; however, the convergence to this behavior will depend on the details of the process, and may be slow. We study the variation in the scaling of second-order moments of the time-series increments with N for a variety of synthetic and “real world” time series, and we find that in particular for heavy tailed processes, for realizable N, one is far from this ~1/N limiting behavior. We propose a semiempirical estimate for the minimum N needed to make a meaningful estimate of the scaling exponents for model stochastic processes and compare these with some “real world” time series from the solar wind. With fewer datapoints the stationary timeseries becomes indistinguishable from a nonstationary process and we illustrate this with nonstationary synthetic datasets. Reference article: K. H. Kiyani, S. C. Chapman and N. W. Watkins, Phys. Rev. E 79, 036109 (2009).

A new method to measure galaxy bias by combining the density and weak lensing fields

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

Pujol, Arnau; Chang, Chihway; Gaztañaga, Enrique

We present a new method to measure redshift-dependent galaxy bias by combining information from the galaxy density field and the weak lensing field. This method is based on the work of Amara et al., who use the galaxy density field to construct a bias-weighted convergence field κg. The main difference between Amara et al.'s work and our new implementation is that here we present another way to measure galaxy bias, using tomography instead of bias parametrizations. The correlation between κg and the true lensing field κ allows us to measure galaxy bias using different zero-lag correlations, such as / ormore » /. Our method measures the linear bias factor on linear scales, under the assumption of no stochasticity between galaxies and matter. We use the Marenostrum Institut de Ciències de l'Espai (MICE) simulation to measure the linear galaxy bias for a flux-limited sample (i < 22.5) in tomographic redshift bins using this method. This article is the first that studies the accuracy and systematic uncertainties associated with the implementation of the method and the regime in which it is consistent with the linear galaxy bias defined by projected two-point correlation functions (2PCF). We find that our method is consistent with a linear bias at the per cent level for scales larger than 30 arcmin, while non-linearities appear at smaller scales. This measurement is a good complement to other measurements of bias, since it does not depend strongly on σ8 as do the 2PCF measurements. We will apply this method to the Dark Energy Survey Science Verification data in a follow-up article.« less

Computation of output feedback gains for linear stochastic systems using the Zangwill-Powell method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1977-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.

The Schrödinger-Poisson equations as the large-N limit of the Newtonian N-body system: applications to the large scale dark matter dynamics

NASA Astrophysics Data System (ADS)

Briscese, Fabio

2017-09-01

In this paper it is argued how the dynamics of the classical Newtonian N-body system can be described in terms of the Schrödinger-Poisson equations in the large N limit. This result is based on the stochastic quantization introduced by Nelson, and on the Calogero conjecture. According to the Calogero conjecture, the emerging effective Planck constant is computed in terms of the parameters of the N-body system as \\hbar ˜ M^{5/3} G^{1/2} (N/< ρ > )^{1/6}, where is G the gravitational constant, N and M are the number and the mass of the bodies, and < ρ > is their average density. The relevance of this result in the context of large scale structure formation is discussed. In particular, this finding gives a further argument in support of the validity of the Schrödinger method as numerical double of the N-body simulations of dark matter dynamics at large cosmological scales.

The weather and Climate: emergent laws and multifractal cascades

NASA Astrophysics Data System (ADS)

Lovejoy, S.

2016-12-01

In the atmosphere, nonlinear terms are typically about a trillion times larger than linear ones; we anticipate the emergence of high level turbulence laws. The classical turbulence laws were restricted to homogeneous and isotropic systems; to apply them to the atmosphere they must be generalized to account for strong anisotropy (especially stratification) and variability (intermittency). Over the last 30 years, using scaling symmetry principles and multifractal cascades, this has been done. While hitherto they were believed applicable only up to ≈ 100 m, (generalized) turbulence laws now anisotropic and multifractal, they cover spatial scales up planetary in extent and in time well beyond weather scales to include the climate. These higher level laws are stochastic in nature and provide the theoretical basis both for stochastic parametrizations as well as stochastic forecasting. In the time domain the emergent laws for fluctuations DT (for example in temperature T) have means T > ≈ DtH i.e. they are scaling (power laws) in the time interval Dt. We find find exponents H>0 (fluctuations increase with scale) up to ≈ Dt ≈10 days (the lifetime of planetary scale structures, the analogous transition in the ocean is at Dt ≈ 1 year on Mars it is Dt ≈ 2 sols). At larger Dt, there is a transition to a new "macroweather" regime with H<0: successive fluctuations tend cancel each; at Dt >≈30 years (anthropocene; larger in the pre-industrial epoch), new climate processes begin to dominate, leading to H>0. "The climate is what you expect, the weather is what you get": the climate is thought to be a kind of "average weather". However this "expected" behavior is macroweather, not the climate. On the contrary, the climate is the new even lower frequency regime at scales Dt> 30 yrs and it has statistical properties very similar to the weather. At these scales, "macroweather is what you expect, the climate is what you get". The scaling in the macroweather regime implies that there is a long-term memory. We show how the memory can be exploited for more accurate monthly, seasonal, interannual and decadal forecasts. For a review, see Lovejoy, S., D. Schertzer, 2013: The weather and Climate: emergent laws and multifractal cascades, 496pp, Cambridge U. Press.

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

PubMed

Huang, Haiying; Du, Qiaosheng; Kang, Xibing

2013-11-01

In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

A continuum dislocation dynamics framework for plasticity of polycrystalline materials

NASA Astrophysics Data System (ADS)

Askari, Hesam Aldin

The objective of this research is to investigate the mechanical response of polycrystals in different settings to identify the mechanisms that give rise to specific response observed in the deformation process. Particularly the large deformation of magnesium alloys and yield properties of copper in small scales are investigated. We develop a continuum dislocation dynamics framework based on dislocation mechanisms and interaction laws and implement this formulation in a viscoplastic self-consistent scheme to obtain the mechanical response in a polycrystalline system. The versatility of this method allows various applications in the study of problems involving large deformation, study of microstructure and its evolution, superplasticity, study of size effect in polycrystals and stochastic plasticity. The findings from the numerical solution are compared to the experimental results to validate the simulation results. We apply this framework to study the deformation mechanisms in magnesium alloys at moderate to fast strain rates and room temperature to 450 °C. Experiments for the same range of strain rates and temperatures were carried out to obtain the mechanical and material properties, and to compare with the numerical results. The numerical approach for magnesium is divided into four main steps; 1) room temperature unidirectional loading 2) high temperature deformation without grain boundary sliding 3) high temperature with grain boundary sliding mechanism 4) room temperature cyclic loading. We demonstrate the capability of our modeling approach in prediction of mechanical properties and texture evolution and discuss the improvement obtained by using the continuum dislocation dynamics method. The framework was also applied to nano-sized copper polycrystals to study the yield properties at small scales and address the observed yield scatter. By combining our developed method with a Monte Carlo simulation approach, the stochastic plasticity at small length scales was studied and the sources of the uncertainty in the polycrystalline structure are discussed. Our results suggest that the stochastic response is mainly because of a) stochastic plasticity due to dislocation substructure inside crystals and b) the microstructure of the polycrystalline material. The extent of the uncertainty is correlated to the "effective cell length" in the sampling procedure whether using simulations and experimental approach.

Quantitative Missense Variant Effect Prediction Using Large-Scale Mutagenesis Data.

PubMed

Gray, Vanessa E; Hause, Ronald J; Luebeck, Jens; Shendure, Jay; Fowler, Douglas M

2018-01-24

Large datasets describing the quantitative effects of mutations on protein function are becoming increasingly available. Here, we leverage these datasets to develop Envision, which predicts the magnitude of a missense variant's molecular effect. Envision combines 21,026 variant effect measurements from nine large-scale experimental mutagenesis datasets, a hitherto untapped training resource, with a supervised, stochastic gradient boosting learning algorithm. Envision outperforms other missense variant effect predictors both on large-scale mutagenesis data and on an independent test dataset comprising 2,312 TP53 variants whose effects were measured using a low-throughput approach. This dataset was never used for hyperparameter tuning or model training and thus serves as an independent validation set. Envision prediction accuracy is also more consistent across amino acids than other predictors. Finally, we demonstrate that Envision's performance improves as more large-scale mutagenesis data are incorporated. We precompute Envision predictions for every possible single amino acid variant in human, mouse, frog, zebrafish, fruit fly, worm, and yeast proteomes (https://envision.gs.washington.edu/). Copyright © 2017 Elsevier Inc. All rights reserved.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

Linear feedback stabilization of a dispersively monitored qubit

NASA Astrophysics Data System (ADS)

Patti, Taylor Lee; Chantasri, Areeya; García-Pintos, Luis Pedro; Jordan, Andrew N.; Dressel, Justin

2017-08-01

The state of a continuously monitored qubit evolves stochastically, exhibiting competition between coherent Hamiltonian dynamics and diffusive partial collapse dynamics that follow the measurement record. We couple these distinct types of dynamics together by linearly feeding the collected record for dispersive energy measurements directly back into a coherent Rabi drive amplitude. Such feedback turns the competition cooperative and effectively stabilizes the qubit state near a target state. We derive the conditions for obtaining such dispersive state stabilization and verify the stabilization conditions numerically. We include common experimental nonidealities, such as energy decay, environmental dephasing, detector efficiency, and feedback delay, and show that the feedback delay has the most significant negative effect on the feedback protocol. Setting the measurement collapse time scale to be long compared to the feedback delay yields the best stabilization.

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

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

Xiu, Dongbin

2017-03-03

The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

Solution Methods for Stochastic Dynamic Linear Programs.

DTIC Science & Technology

1980-12-01

16, No. 11, pp. 652-675, July 1970. [28] Glassey, C.R., "Dynamic linear programs for production scheduling", OR 19, pp. 45-56. 1971 . 129 Glassey, C.R...Huang, C.C., I. Vertinsky, W.T. Ziemba, ’Sharp bounds on the value of perfect information", OR 25, pp. 128-139, 1977. [37 Kall , P., ’Computational... 1971 . [701 Ziemba, W.T., *Computational algorithms for convex stochastic programs with simple recourse", OR 8, pp. 414-431, 1970. 131 UNCLASSI FIED

Controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion.

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

This paper presents a new set of sufficient conditions for controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion (fBm) in finite dimensional space using fractional calculus, fixed point technique and stochastic analysis approach. In particular, we discuss the complete controllability for nonlinear fractional stochastic integrodifferential systems under the proved result of the corresponding linear fractional system is controllable. Finally, an example is presented to illustrate the efficiency of the obtained theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

General Results in Optimal Control of Discrete-Time Nonlinear Stochastic Systems

DTIC Science & Technology

1988-01-01

P. J. McLane, "Optimal Stochastic Control of Linear System. with State- and Control-Dependent Distur- bances," ZEEE Trans. 4uto. Contr., Vol. 16, No...Vol. 45, No. 1, pp. 359-362, 1987 (9] R. R. Mohler and W. J. Kolodziej, "An Overview of Stochastic Bilinear Control Processes," ZEEE Trans. Syst...34 J. of Math. anal. App.:, Vol. 47, pp. 156-161, 1974 [14) E. Yaz, "A Control Scheme for a Class of Discrete Nonlinear Stochastic Systems," ZEEE Trans

Self-tuning stochastic resonance energy harvester for smart tires

NASA Astrophysics Data System (ADS)

Kim, Hongjip; Tai, Wei Che; Zuo, Lei

2018-03-01

Energy harvesting from smart tire has been an influential topic for researchers over several years. In this paper, we propose novel energy harvester for smart tire taking advantage of adaptive tuning stochastic resonance. Compared to previous tire energy harvesters, it can generate large power and has wide bandwidth. Large power is achieved by stochastic resonance while wide-bandwidth is accomplished by adaptive tuning via centrifugal stiffening effect. Energy harvesting configuration for modulated noise is described first. It is an electromagnetic energy harvester consists of rotating beam subject to centrifugal buckling. Equation of motion for energy harvester is derived to investigate the effect of centrifugal stiffening. Numerical analysis was conducted to simulate response. The result show that high power is achieved with wide bandwidth. To verify the theoretical and simulation results, the experiment was conducted. Equivalent horizontal rotating platform is built to mimic tire environment. Experiment results showed good agreement with the numerical result with around 10% of errors, which verified feasibility of proposed harvester. Maximum power 1.8mW is achieved from 3:1 scale experiment setup. The equivalent working range of harvester is around 60-105 km/h which is typical speed for car in general road and highway.

Scale-invariance underlying the logistic equation and its social applications

NASA Astrophysics Data System (ADS)

Hernando, A.; Plastino, A.

2013-01-01

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

Skin Friction Reduction Through Large-Scale Forcing

NASA Astrophysics Data System (ADS)

Bhatt, Shibani; Artham, Sravan; Gnanamanickam, Ebenezer

2017-11-01

Flow structures in a turbulent boundary layer larger than an integral length scale (δ), referred to as large-scales, interact with the finer scales in a non-linear manner. By targeting these large-scales and exploiting this non-linear interaction wall shear stress (WSS) reduction of over 10% has been achieved. The plane wall jet (PWJ), a boundary layer which has highly energetic large-scales that become turbulent independent of the near-wall finer scales, is the chosen model flow field. It's unique configuration allows for the independent control of the large-scales through acoustic forcing. Perturbation wavelengths from about 1 δ to 14 δ were considered with a reduction in WSS for all wavelengths considered. This reduction, over a large subset of the wavelengths, scales with both inner and outer variables indicating a mixed scaling to the underlying physics, while also showing dependence on the PWJ global properties. A triple decomposition of the velocity fields shows an increase in coherence due to forcing with a clear organization of the small scale turbulence with respect to the introduced large-scale. The maximum reduction in WSS occurs when the introduced large-scale acts in a manner so as to reduce the turbulent activity in the very near wall region. This material is based upon work supported by the Air Force Office of Scientific Research under Award Number FA9550-16-1-0194 monitored by Dr. Douglas Smith.

On the linearity of tracer bias around voids

NASA Astrophysics Data System (ADS)

Pollina, Giorgia; Hamaus, Nico; Dolag, Klaus; Weller, Jochen; Baldi, Marco; Moscardini, Lauro

2017-07-01

The large-scale structure of the Universe can be observed only via luminous tracers of the dark matter. However, the clustering statistics of tracers are biased and depend on various properties, such as their host-halo mass and assembly history. On very large scales, this tracer bias results in a constant offset in the clustering amplitude, known as linear bias. Towards smaller non-linear scales, this is no longer the case and tracer bias becomes a complicated function of scale and time. We focus on tracer bias centred on cosmic voids, I.e. depressions of the density field that spatially dominate the Universe. We consider three types of tracers: galaxies, galaxy clusters and active galactic nuclei, extracted from the hydrodynamical simulation Magneticum Pathfinder. In contrast to common clustering statistics that focus on auto-correlations of tracers, we find that void-tracer cross-correlations are successfully described by a linear bias relation. The tracer-density profile of voids can thus be related to their matter-density profile by a single number. We show that it coincides with the linear tracer bias extracted from the large-scale auto-correlation function and expectations from theory, if sufficiently large voids are considered. For smaller voids we observe a shift towards higher values. This has important consequences on cosmological parameter inference, as the problem of unknown tracer bias is alleviated up to a constant number. The smallest scales in existing data sets become accessible to simpler models, providing numerous modes of the density field that have been disregarded so far, but may help to further reduce statistical errors in constraining cosmology.

Decentralization, stabilization, and estimation of large-scale linear systems

NASA Technical Reports Server (NTRS)

Siljak, D. D.; Vukcevic, M. B.

1976-01-01

In this short paper we consider three closely related aspects of large-scale systems: decentralization, stabilization, and estimation. A method is proposed to decompose a large linear system into a number of interconnected subsystems with decentralized (scalar) inputs or outputs. The procedure is preliminary to the hierarchic stabilization and estimation of linear systems and is performed on the subsystem level. A multilevel control scheme based upon the decomposition-aggregation method is developed for stabilization of input-decentralized linear systems Local linear feedback controllers are used to stabilize each decoupled subsystem, while global linear feedback controllers are utilized to minimize the coupling effect among the subsystems. Systems stabilized by the method have a tolerance to a wide class of nonlinearities in subsystem coupling and high reliability with respect to structural perturbations. The proposed output-decentralization and stabilization schemes can be used directly to construct asymptotic state estimators for large linear systems on the subsystem level. The problem of dimensionality is resolved by constructing a number of low-order estimators, thus avoiding a design of a single estimator for the overall system.

Multiple-scale stochastic processes: Decimation, averaging and beyond

NASA Astrophysics Data System (ADS)

Bo, Stefano; Celani, Antonio

2017-02-01

The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This has provided fruitful applications for established stochastic methods and motivated further developments. These systems often involve processes taking place on widely separated time scales. For an efficient modeling one usually focuses on the slower degrees of freedom and it is of great importance to accurately eliminate the fast variables in a controlled fashion, carefully accounting for their net effect on the slower dynamics. This procedure in general requires to perform two different operations: decimation and coarse-graining. We introduce the asymptotic methods that form the basis of this procedure and discuss their application to a series of physical, biological and chemical examples. We then turn our attention to functionals of the stochastic trajectories such as residence times, counting statistics, fluxes, entropy production, etc. which have been increasingly studied in recent years. For such functionals, the elimination of the fast degrees of freedom can present additional difficulties and naive procedures can lead to blatantly inconsistent results. Homogenization techniques for functionals are less covered in the literature and we will pedagogically present them here, as natural extensions of the ones employed for the trajectories. We will also discuss recent applications of these techniques to the thermodynamics of small systems and their interpretation in terms of information-theoretic concepts.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

Final Report. Analysis and Reduction of Complex Networks Under Uncertainty

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

Marzouk, Youssef M.; Coles, T.; Spantini, A.

2013-09-30

The project was a collaborative effort among MIT, Sandia National Laboratories (local PI Dr. Habib Najm), the University of Southern California (local PI Prof. Roger Ghanem), and The Johns Hopkins University (local PI Prof. Omar Knio, now at Duke University). Our focus was the analysis and reduction of large-scale dynamical systems emerging from networks of interacting components. Such networks underlie myriad natural and engineered systems. Examples important to DOE include chemical models of energy conversion processes, and elements of national infrastructure—e.g., electric power grids. Time scales in chemical systems span orders of magnitude, while infrastructure networks feature both local andmore » long-distance connectivity, with associated clusters of time scales. These systems also blend continuous and discrete behavior; examples include saturation phenomena in surface chemistry and catalysis, and switching in electrical networks. Reducing size and stiffness is essential to tractable and predictive simulation of these systems. Computational singular perturbation (CSP) has been effectively used to identify and decouple dynamics at disparate time scales in chemical systems, allowing reduction of model complexity and stiffness. In realistic settings, however, model reduction must contend with uncertainties, which are often greatest in large-scale systems most in need of reduction. Uncertainty is not limited to parameters; one must also address structural uncertainties—e.g., whether a link is present in a network—and the impact of random perturbations, e.g., fluctuating loads or sources. Research under this project developed new methods for the analysis and reduction of complex multiscale networks under uncertainty, by combining computational singular perturbation (CSP) with probabilistic uncertainty quantification. CSP yields asymptotic approximations of reduceddimensionality “slow manifolds” on which a multiscale dynamical system evolves. Introducing uncertainty in this context raised fundamentally new issues, e.g., how is the topology of slow manifolds transformed by parametric uncertainty? How to construct dynamical models on these uncertain manifolds? To address these questions, we used stochastic spectral polynomial chaos (PC) methods to reformulate uncertain network models and analyzed them using CSP in probabilistic terms. Finding uncertain manifolds involved the solution of stochastic eigenvalue problems, facilitated by projection onto PC bases. These problems motivated us to explore the spectral properties stochastic Galerkin systems. We also introduced novel methods for rank-reduction in stochastic eigensystems—transformations of a uncertain dynamical system that lead to lower storage and solution complexity. These technical accomplishments are detailed below. This report focuses on the MIT portion of the joint project.« less

Local Approximation and Hierarchical Methods for Stochastic Optimization

NASA Astrophysics Data System (ADS)

Cheng, Bolong

In this thesis, we present local and hierarchical approximation methods for two classes of stochastic optimization problems: optimal learning and Markov decision processes. For the optimal learning problem class, we introduce a locally linear model with radial basis function for estimating the posterior mean of the unknown objective function. The method uses a compact representation of the function which avoids storing the entire history, as is typically required by nonparametric methods. We derive a knowledge gradient policy with the locally parametric model, which maximizes the expected value of information. We show the policy is asymptotically optimal in theory, and experimental works suggests that the method can reliably find the optimal solution on a range of test functions. For the Markov decision processes problem class, we are motivated by an application where we want to co-optimize a battery for multiple revenue, in particular energy arbitrage and frequency regulation. The nature of this problem requires the battery to make charging and discharging decisions at different time scales while accounting for the stochastic information such as load demand, electricity prices, and regulation signals. Computing the exact optimal policy becomes intractable due to the large state space and the number of time steps. We propose two methods to circumvent the computation bottleneck. First, we propose a nested MDP model that structure the co-optimization problem into smaller sub-problems with reduced state space. This new model allows us to understand how the battery behaves down to the two-second dynamics (that of the frequency regulation market). Second, we introduce a low-rank value function approximation for backward dynamic programming. This new method only requires computing the exact value function for a small subset of the state space and approximate the entire value function via low-rank matrix completion. We test these methods on historical price data from the PJM Interconnect and show that it outperforms the baseline approach used in the industry.

A Linearized Prognostic Cloud Scheme in NASAs Goddard Earth Observing System Data Assimilation Tools

NASA Technical Reports Server (NTRS)

Holdaway, Daniel; Errico, Ronald M.; Gelaro, Ronald; Kim, Jong G.; Mahajan, Rahul

2015-01-01

A linearized prognostic cloud scheme has been developed to accompany the linearized convection scheme recently implemented in NASA's Goddard Earth Observing System data assimilation tools. The linearization, developed from the nonlinear cloud scheme, treats cloud variables prognostically so they are subject to linearized advection, diffusion, generation, and evaporation. Four linearized cloud variables are modeled, the ice and water phases of clouds generated by large-scale condensation and, separately, by detraining convection. For each species the scheme models their sources, sublimation, evaporation, and autoconversion. Large-scale, anvil and convective species of precipitation are modeled and evaporated. The cloud scheme exhibits linearity and realistic perturbation growth, except around the generation of clouds through large-scale condensation. Discontinuities and steep gradients are widely used here and severe problems occur in the calculation of cloud fraction. For data assimilation applications this poor behavior is controlled by replacing this part of the scheme with a perturbation model. For observation impacts, where efficiency is less of a concern, a filtering is developed that examines the Jacobian. The replacement scheme is only invoked if Jacobian elements or eigenvalues violate a series of tuned constants. The linearized prognostic cloud scheme is tested by comparing the linear and nonlinear perturbation trajectories for 6-, 12-, and 24-h forecast times. The tangent linear model performs well and perturbations of clouds are well captured for the lead times of interest.

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

PubMed

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

2016-09-07

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

Signaling in large-scale neural networks.

PubMed

Berg, Rune W; Hounsgaard, Jørn

2009-02-01

We examine the recent finding that neurons in spinal motor circuits enter a high conductance state during functional network activity. The underlying concomitant increase in random inhibitory and excitatory synaptic activity leads to stochastic signal processing. The possible advantages of this metabolically costly organization are analyzed by comparing with synaptically less intense networks driven by the intrinsic response properties of the network neurons.

The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

NASA Astrophysics Data System (ADS)

Song, Lei; Yang, Weihao; Huangsonglei, Jiahui; Li, HaiPeng

2015-04-01

Electromagnetic tomography (CT) are commonly utilized in Civil engineering to detect the structure defects or geological anomalies. CT are generally recognized as a high precision geophysical method and the accuracy of CT are expected to be several centimeters and even to be several millimeters. Then, high frequency antenna with short wavelength are utilized commonly in Civil Engineering. As to the geotechnical media, stochastic perturbation of the EM parameters are inevitably exist in geological scales, in structure scales and in local scales, et al. In those cases, the geometric dimensionings of the target body, the EM wavelength and the accuracy expected might be of the same order. When the high frequency EM wave propagated in the stochastic geotechnical media, the GPR signal would be reflected not only from the target bodies but also from the stochastic perturbation of the background media. To detect the karst caves in dissolution fracture rock, one need to assess the influence of the stochastic distributed dissolution holes and fractures; to detect the void in a concrete structure, one should master the influence of the stochastic distributed stones, et al. In this paper, on the base of stochastic media discrete realizations, the authors try to evaluate quantificationally the influence of the stochastic perturbation of Geotechnical media by Radon/Iradon Transfer through full-combined Monte Carlo numerical simulation. It is found the stochastic noise is related with transfer angle, perturbing strength, angle interval, autocorrelation length, et al. And the quantitative formula of the accuracy of the electromagnetic tomography is also established, which could help on the precision estimation of GPR tomography in stochastic perturbation Geotechnical media. Key words: Stochastic Geotechnical Media; Electromagnetic Tomography; Radon/Iradon Transfer.

BluePyOpt: Leveraging Open Source Software and Cloud Infrastructure to Optimise Model Parameters in Neuroscience.

PubMed

Van Geit, Werner; Gevaert, Michael; Chindemi, Giuseppe; Rössert, Christian; Courcol, Jean-Denis; Muller, Eilif B; Schürmann, Felix; Segev, Idan; Markram, Henry

2016-01-01

At many scales in neuroscience, appropriate mathematical models take the form of complex dynamical systems. Parameterizing such models to conform to the multitude of available experimental constraints is a global non-linear optimisation problem with a complex fitness landscape, requiring numerical techniques to find suitable approximate solutions. Stochastic optimisation approaches, such as evolutionary algorithms, have been shown to be effective, but often the setting up of such optimisations and the choice of a specific search algorithm and its parameters is non-trivial, requiring domain-specific expertise. Here we describe BluePyOpt, a Python package targeted at the broad neuroscience community to simplify this task. BluePyOpt is an extensible framework for data-driven model parameter optimisation that wraps and standardizes several existing open-source tools. It simplifies the task of creating and sharing these optimisations, and the associated techniques and knowledge. This is achieved by abstracting the optimisation and evaluation tasks into various reusable and flexible discrete elements according to established best-practices. Further, BluePyOpt provides methods for setting up both small- and large-scale optimisations on a variety of platforms, ranging from laptops to Linux clusters and cloud-based compute infrastructures. The versatility of the BluePyOpt framework is demonstrated by working through three representative neuroscience specific use cases.

On the instability of wave-fields with JONSWAP spectra to inhomogeneous disturbances, and the consequent long-time evolution

NASA Astrophysics Data System (ADS)

Ribal, A.; Stiassnie, M.; Babanin, A.; Young, I.

2012-04-01

The instability of two-dimensional wave-fields and its subsequent evolution in time are studied by means of the Alber equation for narrow-banded random surface-waves in deep water subject to inhomogeneous disturbances. A linear partial differential equation (PDE) is obtained after applying an inhomogeneous disturbance to the Alber's equation and based on the solution of this PDE, the instability of the ocean wave surface is studied for a JONSWAP spectrum, which is a realistic ocean spectrum with variable directional spreading and steepness. The steepness of the JONSWAP spectrum depends on γ and α which are the peak-enhancement factor and energy scale of the spectrum respectively and it is found that instability depends on the directional spreading, α and γ. Specifically, if the instability stops due to the directional spreading, increase of the steepness by increasing α or γ can reactivate it. This result is in qualitative agreement with the recent large-scale experiment and new theoretical results. In the instability area of α-γ plane, a long-time evolution has been simulated by integrating Alber's equation numerically and recurrent evolution is obtained which is the stochastic counterpart of the Fermi-Pasta-Ulam recurrence obtained for the cubic Schrödinger equation.

Spatial vs. individual variability with inheritance in a stochastic Lotka-Volterra system

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Tauber, Uwe C.

2012-02-01

We investigate a stochastic spatial Lotka-Volterra predator-prey model with randomized interaction rates that are either affixed to the lattice sites and quenched, and / or specific to individuals in either population. In the latter situation, we include rate inheritance with mutations from the particles' progenitors. Thus we arrive at a simple model for competitive evolution with environmental variability and selection pressure. We employ Monte Carlo simulations in zero and two dimensions to study the time evolution of both species' densities and their interaction rate distributions. The predator and prey concentrations in the ensuing steady states depend crucially on the environmental variability, whereas the temporal evolution of the individualized rate distributions leads to largely neutral optimization. Contrary to, e.g., linear gene expression models, this system does not experience fixation at extreme values. An approximate description of the resulting data is achieved by means of an effective master equation approach for the interaction rate distribution.

Scaling and criticality in a stochastic multi-agent model of a financial market

NASA Astrophysics Data System (ADS)

Lux, Thomas; Marchesi, Michele

1999-02-01

Financial prices have been found to exhibit some universal characteristics that resemble the scaling laws characterizing physical systems in which large numbers of units interact. This raises the question of whether scaling in finance emerges in a similar way - from the interactions of a large ensemble of market participants. However, such an explanation is in contradiction to the prevalent `efficient market hypothesis' in economics, which assumes that the movements of financial prices are an immediate and unbiased reflection of incoming news about future earning prospects. Within this hypothesis, scaling in price changes would simply reflect similar scaling in the `input' signals that influence them. Here we describe a multi-agent model of financial markets which supports the idea that scaling arises from mutual interactions of participants. Although the `news arrival process' in our model lacks both power-law scaling and any temporal dependence in volatility, we find that it generates such behaviour as a result of interactions between agents.

Amplitudes and Anisotropies at Kinetic Scales in Reflection-Driven Turbulence

NASA Astrophysics Data System (ADS)

Chandran, B. D. G.; Perez, J. C.

2016-12-01

The dissipation processes in solar-wind turbulence depend critically on the amplitudes and anisotropies of the fluctuations at kinetic scales. For example, the efficiencies of nonlinear dissipation mechanisms such as stochastic heating are a strongly increasing function of the kinetic-scale fluctuation amplitudes. In addition, ``slab-like'' fluctuations that vary most rapidly parallel to the background magnetic field dissipate very differently than ``quasi-2D'' fluctuations that vary most rapidly perpendicular to the magnetic field. Both the amplitudes and anisotropies of the kinetic-scale fluctuations are heavily influenced by the cascade mechanisms and spectral scalings in the inertial range of the turbulence. More precisely, the properties and dynamics of the turbulence within the inertial range (at ``fluid length scales'') to a large extent determine the amplitudes and anisotropies of the fluctuations at the proton kinetic scales, which bound the inertial range from below. In this presentation I will describe recent work by Jean Perez and myself on direct numerical simulations of non-compressive turbulence at ``fluid length scales'' between the Sun and a heliocentric distance of 65 solar radii. These simulations account for the non-WKB reflection of outward-propagating Alfven-wave-like fluctuations. This partial reflection produces Sunward-propagating fluctuations, which interact with the outward-propagating fluctuations to produce turbulence and a cascade of energy from large scales to small scales. I will discuss the relative strength of the parallel and perpendicular energy cascades in our simulations, and the implications of our results for the spatial anisotropies of non-compressive fluctuations at the proton kinetic scales near the Sun. I will also present results on the parallel and perpendicular power spectra of both outward-propagating and inward-propagating Alfven-wave-like fluctuations at different heliocentric distances. I will discuss the implications of these inertial-range spectra for the relative importance of cyclotron heating, stochastic heating, and Landau damping.

The underdamped Brownian duet and stochastic linear irreversible thermodynamics

NASA Astrophysics Data System (ADS)

Proesmans, Karel; Van den Broeck, Christian

2017-10-01

Building on our earlier work [Proesmans et al., Phys. Rev. X 6, 041010 (2016)], we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent advances from the theory of stochastic thermodynamics are illustrated with explicit analytic calculations and corresponding Langevin simulations. In particular, we discuss the Onsager-Casimir symmetry, the trade-off relations between power, efficiency and dissipation, and stochastic efficiency.

Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

NASA Astrophysics Data System (ADS)

Basin, M.; Maldonado, J. J.; Zendejo, O.

2016-07-01

This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.

Structural Properties and Estimation of Delay Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kwong, R. H. S.

1975-01-01

Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

Robust synthetic biology design: stochastic game theory approach.

PubMed

Chen, Bor-Sen; Chang, Chia-Hung; Lee, Hsiao-Ching

2009-07-15

Synthetic biology is to engineer artificial biological systems to investigate natural biological phenomena and for a variety of applications. However, the development of synthetic gene networks is still difficult and most newly created gene networks are non-functioning due to uncertain initial conditions and disturbances of extra-cellular environments on the host cell. At present, how to design a robust synthetic gene network to work properly under these uncertain factors is the most important topic of synthetic biology. A robust regulation design is proposed for a stochastic synthetic gene network to achieve the prescribed steady states under these uncertain factors from the minimax regulation perspective. This minimax regulation design problem can be transformed to an equivalent stochastic game problem. Since it is not easy to solve the robust regulation design problem of synthetic gene networks by non-linear stochastic game method directly, the Takagi-Sugeno (T-S) fuzzy model is proposed to approximate the non-linear synthetic gene network via the linear matrix inequality (LMI) technique through the Robust Control Toolbox in Matlab. Finally, an in silico example is given to illustrate the design procedure and to confirm the efficiency and efficacy of the proposed robust gene design method. http://www.ee.nthu.edu.tw/bschen/SyntheticBioDesign_supplement.pdf.

Self-propelled colloidal particle near a planar wall: A Brownian dynamics study

NASA Astrophysics Data System (ADS)

Mozaffari, Ali; Sharifi-Mood, Nima; Koplik, Joel; Maldarelli, Charles

2018-01-01

Miniaturized, self-propelled locomotors use chemo-mechanical transduction mechanisms to convert fuel in the environment to autonomous motion. Recent experimental and theoretical studies demonstrate that these autonomous engines can passively follow the contours of solid boundaries they encounter. Boundary guidance, however, is not necessarily stable: Mechanical disturbances can cause the motor to hydrodynamically depart from the passively guided pathway. Furthermore, given the scaled-down size of micromotors (typically 100 nm to10 μ m ), Brownian thermal fluctuation forces are necessarily important, and these stochastic forces can randomize passively steered trajectories. Here we examine theoretically the stability of boundary-guided motion of micromotors along infinite planar walls to mechanical disturbances and to Brownian forces. Our aim is to understand under what conditions this passively guided motion is stable. We choose a locomotor design in which spherical colloids are partially coated with a catalytic cap that reacts with solute to produce a product. The product is repelled from the particle surface, causing the particle to move with the inert face at the front (autonomous motion via self-diffusiophoresis). When propelled towards a planar wall, deterministic hydrodynamic studies demonstrate that these locomotors can exhibit, for large enough cap sizes, steady trajectories in which the particle either skims unidirectionally along the surface at a constant distance from the wall or becomes stationary. We first investigate the linear hydrodynamic stability of these states by expanding the equations of motion about the states, and we find that linear perturbations decay exponentially in time. We then study the effects of thermal fluctuations by formulating a Langevin equation for the particle motion which includes the Brownian stochastic force. The Péclet number scales the ratio of deterministic to Brownian forces, where Pe =π μ a2v˜c/kBT and a denotes the colloid radius, μ the continuous phase viscosity, v˜c the characteristic diffusiophoretic velocity, and kBT the thermal energy. The skimming and stationary states are found to persist for Pe above 103. At Pe below 200, the trajectory of a locomotor approaching the wall is unpredictable. We present representative individual trajectories along with probability distributions for statistical ensembles of particles, quantifying the effects of thermal fluctuations and illustrating the transition from unpredictable to passively guided motion.

Stability analysis for stochastic BAM nonlinear neural network with delays

NASA Astrophysics Data System (ADS)

Lv, Z. W.; Shu, H. S.; Wei, G. L.

2008-02-01

In this paper, stochastic bidirectional associative memory neural networks with constant or time-varying delays is considered. Based on a Lyapunov-Krasovskii functional and the stochastic stability analysis theory, we derive several sufficient conditions in order to guarantee the global asymptotically stable in the mean square. Our investigation shows that the stochastic bidirectional associative memory neural networks are globally asymptotically stable in the mean square if there are solutions to some linear matrix inequalities(LMIs). Hence, the global asymptotic stability of the stochastic bidirectional associative memory neural networks can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed global asymptotic stability criteria.

Dissipative closures for statistical moments, fluid moments, and subgrid scales in plasma turbulence

NASA Astrophysics Data System (ADS)

Smith, Stephen Andrew

1997-11-01

Closures are necessary in the study physical systems with large numbers of degrees of freedom when it is only possible to compute a small number of modes. The modes that are to be computed, the resolved modes, are coupled to unresolved modes that must be estimated. This thesis focuses on dissipative closures models for two problems that arises in the study of plasma turbulence: the fluid moment closure problem and the subgrid scale closure problem. The fluid moment closures of Hammett and Perkins (1990) were originally applied to a one-dimensional kinetic equation, the Vlasov equation. These closures are generalized in this thesis and applied to the stochastic oscillator problem, a standard paradigm problem for statistical closures. The linear theory of the Hammett- Perkins closures is shown to converge with increasing numbers of moments. A novel parameterized hyperviscosity is proposed for two- dimensional drift-wave turbulence. The magnitude and exponent of the hyperviscosity are expressed as functions of the large scale advection velocity. Traditionally hyperviscosities are applied to simulations with a fixed exponent that must be arbitrarily chosen. Expressing the exponent as a function of the simulation parameters eliminates this ambiguity. These functions are parameterized by comparing the hyperviscous dissipation to the subgrid dissipation calculated from direct numerical simulations. Tests of the parameterization demonstrate that it performs better than using no additional damping term or than using a standard hyperviscosity. Heuristic arguments are presented to extend this hyperviscosity model to three-dimensional (3D) drift-wave turbulence where eddies are highly elongated along the field line. Preliminary results indicate that this generalized 3D hyperviscosity is capable of reducing the resolution requirements for 3D gyrofluid turbulence simulations.

Effect of weak rotation on large-scale circulation cessations in turbulent convection.

PubMed

Assaf, Michael; Angheluta, Luiza; Goldenfeld, Nigel

2012-08-17

We investigate the effect of weak rotation on the large-scale circulation (LSC) of turbulent Rayleigh-Bénard convection, using the theory for cessations in a low-dimensional stochastic model of the flow previously studied. We determine the cessation frequency of the LSC as a function of rotation, and calculate the statistics of the amplitude and azimuthal velocity fluctuations of the LSC as a function of the rotation rate for different Rayleigh numbers. Furthermore, we show that the tails of the reorientation PDF remain unchanged for rotating systems, while the distribution of the LSC amplitude and correspondingly the cessation frequency are strongly affected by rotation. Our results are in close agreement with experimental observations.

Research on unit commitment with large-scale wind power connected power system

NASA Astrophysics Data System (ADS)

Jiao, Ran; Zhang, Baoqun; Chi, Zhongjun; Gong, Cheng; Ma, Longfei; Yang, Bing

2017-01-01

Large-scale integration of wind power generators into power grid brings severe challenges to power system economic dispatch due to its stochastic volatility. Unit commitment including wind farm is analyzed from the two parts of modeling and solving methods. The structures and characteristics can be summarized after classification has been done according to different objective function and constraints. Finally, the issues to be solved and possible directions of research and development in the future are discussed, which can adapt to the requirements of the electricity market, energy-saving power generation dispatching and smart grid, even providing reference for research and practice of researchers and workers in this field.

Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems

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

D'Elia, M.; Edwards, H. C.; Hu, J.

Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble whenmore » applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.« less

Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems

DOE PAGES

D'Elia, M.; Edwards, H. C.; Hu, J.; ...

2018-01-18

Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble whenmore » applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.« less

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009).

PubMed

Nishiura, Hiroshi

2011-02-16

Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.

A stochastic-field description of finite-size spiking neural networks

PubMed Central

Longtin, André

2017-01-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity—the density of active neurons per unit time—is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics. PMID:28787447

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

PubMed

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

2013-04-01

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

Digital program for solving the linear stochastic optimal control and estimation problem

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Exponential stability of impulsive stochastic genetic regulatory networks with time-varying delays and reaction-diffusion

DOE PAGES

Cao, Boqiang; Zhang, Qimin; Ye, Ming

2016-11-29

We present a mean-square exponential stability analysis for impulsive stochastic genetic regulatory networks (GRNs) with time-varying delays and reaction-diffusion driven by fractional Brownian motion (fBm). By constructing a Lyapunov functional and using linear matrix inequality for stochastic analysis we derive sufficient conditions to guarantee the exponential stability of the stochastic model of impulsive GRNs in the mean-square sense. Meanwhile, the corresponding results are obtained for the GRNs with constant time delays and standard Brownian motion. Finally, an example is presented to illustrate our results of the mean-square exponential stability analysis.

Testing particle filters on convective scale dynamics

NASA Astrophysics Data System (ADS)

Haslehner, Mylene; Craig, George. C.; Janjic, Tijana

2014-05-01

Particle filters have been developed in recent years to deal with highly nonlinear dynamics and non Gaussian error statistics that also characterize data assimilation on convective scales. In this work we explore the use of the efficient particle filter (P.v. Leeuwen, 2011) for convective scale data assimilation application. The method is tested in idealized setting, on two stochastic models. The models were designed to reproduce some of the properties of convection, for example the rapid development and decay of convective clouds. The first model is a simple one-dimensional, discrete state birth-death model of clouds (Craig and Würsch, 2012). For this model, the efficient particle filter that includes nudging the variables shows significant improvement compared to Ensemble Kalman Filter and Sequential Importance Resampling (SIR) particle filter. The success of the combination of nudging and resampling, measured as RMS error with respect to the 'true state', is proportional to the nudging intensity. Significantly, even a very weak nudging intensity brings notable improvement over SIR. The second model is a modified version of a stochastic shallow water model (Würsch and Craig 2013), which contains more realistic dynamical characteristics of convective scale phenomena. Using the efficient particle filter and different combination of observations of the three field variables (wind, water 'height' and rain) allows the particle filter to be evaluated in comparison to a regime where only nudging is used. Sensitivity to the properties of the model error covariance is also considered. Finally, criteria are identified under which the efficient particle filter outperforms nudging alone. References: Craig, G. C. and M. Würsch, 2012: The impact of localization and observation averaging for convective-scale data assimilation in a simple stochastic model. Q. J. R. Meteorol. Soc.,139, 515-523. Van Leeuwen, P. J., 2011: Efficient non-linear data assimilation in geophysical fluid dynamics. - Computers and Fluids, doi:10,1016/j.compfluid.2010.11.011, 1096 2011. Würsch, M. and G. C. Craig, 2013: A simple dynamical model of cumulus convection for data assimilation research, submitted to Met. Zeitschrift.

An area-preserving mapping in natural canonical coordinates for magnetic field line trajectories in the DIII-D tokamak

NASA Astrophysics Data System (ADS)

Punjabi, Alkesh

2009-11-01

The new approach of integrating magnetic field line trajectories in natural canonical coordinates (Punjabi and Ali 2008 Phys. Plasmas 15 122502) in divertor tokamaks is used for the DIII-D tokamak (Luxon and Davis1985 Fusion Technol. 8 441). The equilibrium EFIT data (Evans et al 2004 Phys. Rev. Lett. 92 235003, Lao et al 2005 Fusion Sci. Technol. 48 968) for the DIII-D tokamak shot 115467 at 3000 ms is used to construct the equilibrium generating function (EGF) for the DIII-D in natural canonical coordinates. The EGF gives quite an accurate representation of the closed and open equilibrium magnetic surfaces near the separatrix, the separatrix, the position of the X-point and the poloidal magnetic flux inside the ideal separatrix in the DIII-D. The equilibrium safety factor q from the EGF is somewhat smaller than the DIII-D EFIT q profile. The equilibrium safety factor is calculated from EGF as described in the previous paper (Punjabi and Ali 2008 Phys. Plasmas 15 122502). Here the safety factor for the open surfaces in the DIII-D is calculated. A canonical transformation is used to construct a symplectic mapping for magnetic field line trajectories in the DIII-D in natural canonical coordinates. The map is explored in more detail in this work, and is used to calculate field line trajectories in the DIII-D tokamak. The continuous analogue of the map does not distort the DIII-D magnetic surfaces in different toroidal planes between successive iterations of the map. The map parameter k can represent effects of magnetic asymmetries in the DIII-D. These effects in the DIII-D are illustrated. The DIII-D map is then used to calculate stochastic broadening of the ideal separatrix from the topological noise and field errors, the low mn, the high mn and peeling-ballooning magnetic perturbations in the DIII-D. The width of the stochastic layer scales as 1/2 power of amplitude with a maximum deviation of 6% from the Boozer-Rechester scaling (Boozer and Rechester 1978 Phys. Fluids 21 682). The loss of poloidal flux scales linearly with the amplitude of perturbation with a maximum deviation of 10% from linearity. Perturbations with higher mode numbers result in higher stochasticity. The higher the complexity and coupling in the equilibrium magnetic geometry, the closer is the scaling to the Boozer-Rechester scaling of width. The comparison of the EGF for the simple map (Punjabi et al 1992 Phys. Rev. Lett. 69 3322) with that of the DIII-D shows that the more complex the magnetic geometry and the more coupling of modes in equilibrium, the more robust or resilient is the system against the chaos-inducing, symmetry-breaking perturbations.

Preface: Introductory Remarks: Linear Scaling Methods

NASA Astrophysics Data System (ADS)

Bowler, D. R.; Fattebert, J.-L.; Gillan, M. J.; Haynes, P. D.; Skylaris, C.-K.

2008-07-01

It has been just over twenty years since the publication of the seminal paper on molecular dynamics with ab initio methods by Car and Parrinello [1], and the contribution of density functional theory (DFT) and the related techniques to physics, chemistry, materials science, earth science and biochemistry has been huge. Nevertheless, significant improvements are still being made to the performance of these standard techniques; recent work suggests that speed improvements of one or even two orders of magnitude are possible [2]. One of the areas where major progress has long been expected is in O(N), or linear scaling, DFT, in which the computer effort is proportional to the number of atoms. Linear scaling DFT methods have been in development for over ten years [3] but we are now in an exciting period where more and more research groups are working on these methods. Naturally there is a strong and continuing effort to improve the efficiency of the methods and to make them more robust. But there is also a growing ambition to apply them to challenging real-life problems. This special issue contains papers submitted following the CECAM Workshop 'Linear-scaling ab initio calculations: applications and future directions', held in Lyon from 3-6 September 2007. A noteworthy feature of the workshop is that it included a significant number of presentations involving real applications of O(N) methods, as well as work to extend O(N) methods into areas of greater accuracy (correlated wavefunction methods, quantum Monte Carlo, TDDFT) and large scale computer architectures. As well as explicitly linear scaling methods, the conference included presentations on techniques designed to accelerate and improve the efficiency of standard (that is non-linear-scaling) methods; this highlights the important question of crossover—that is, at what size of system does it become more efficient to use a linear-scaling method? As well as fundamental algorithmic questions, this brings up implementation questions relating to parallelization (particularly with multi-core processors starting to dominate the market) and inherent scaling and basis sets (in both normal and linear scaling codes). For now, the answer seems to lie between 100-1,000 atoms, though this depends on the type of simulation used among other factors. Basis sets are still a problematic question in the area of electronic structure calculations. The linear scaling community has largely split into two camps: those using relatively small basis sets based on local atomic-like functions (where systematic convergence to the full basis set limit is hard to achieve); and those that use necessarily larger basis sets which allow convergence systematically and therefore are the localised equivalent of plane waves. Related to basis sets is the study of Wannier functions, on which some linear scaling methods are based and which give a good point of contact with traditional techniques; they are particularly interesting for modelling unoccupied states with linear scaling methods. There are, of course, as many approaches to linear scaling solution for the density matrix as there are groups in the area, though there are various broad areas: McWeeny-based methods, fragment-based methods, recursion methods, and combinations of these. While many ideas have been in development for several years, there are still improvements emerging, as shown by the rich variety of the talks below. Applications using O(N) DFT methods are now starting to emerge, though they are still clearly not trivial. Once systems to be simulated cross the 10,000 atom barrier, only linear scaling methods can be applied, even with the most efficient standard techniques. One of the most challenging problems remaining, now that ab initio methods can be applied to large systems, is the long timescale problem. Although much of the work presented was concerned with improving the performance of the codes, and applying them to scientificallyimportant problems, there was another important theme: extending functionality. The search for greater accuracy has given an implementation of density functional designed to model van der Waals interactions accurately as well as local correlation, TDDFT and QMC and GW methods which, while not explicitly O(N), take advantage of localisation. All speakers at the workshop were invited to contribute to this issue, but not all were able to do this. Hence it is useful to give a complete list of the talks presented, with the names of the sessions; however, many talks fell within more than one area. This is an exciting time for linear scaling methods, which are already starting to contribute significantly to important scientific problems. Applications to nanostructures and biomolecules A DFT study on the structural stability of Ge 3D nanostructures on Si(001) using CONQUEST Tsuyoshi Miyazaki, D R Bowler, M J Gillan, T Otsuka and T Ohno Large scale electronic structure calculation theory and several applications Takeo Fujiwara and Takeo Hoshi ONETEP:Linear-scaling DFT with plane waves Chris-Kriton Skylaris, Peter D Haynes, Arash A Mostofi, Mike C Payne Maximally-localised Wannier functions as building blocks for large-scale electronic structure calculations Arash A Mostofi and Nicola Marzari A linear scaling three dimensional fragment method for ab initio calculations Lin-Wang Wang, Zhengji Zhao, Juan Meza Peta-scalable reactive Molecular dynamics simulation of mechanochemical processes Aiichiro Nakano, Rajiv K. Kalia, Ken-ichi Nomura, Fuyuki Shimojo and Priya Vashishta Recent developments and applications of the real-space multigrid (RMG) method Jerzy Bernholc, M Hodak, W Lu, and F Ribeiro Energy minimisation functionals and algorithms CONQUEST: A linear scaling DFT Code David R Bowler, Tsuyoshi Miyazaki, Antonio Torralba, Veronika Brazdova, Milica Todorovic, Takao Otsuka and Mike Gillan Kernel optimisation and the physical significance of optimised local orbitals in the ONETEP code Peter Haynes, Chris-Kriton Skylaris, Arash Mostofi and Mike Payne A miscellaneous overview of SIESTA algorithms Jose M Soler Wavelets as a basis set for electronic structure calculations and electrostatic problems Stefan Goedecker Wavelets as a basis set for linear scaling electronic structure calculationsMark Rayson O(N) Krylov subspace method for large-scale ab initio electronic structure calculations Taisuke Ozaki Linear scaling calculations with the divide-and-conquer approach and with non-orthogonal localized orbitals Weitao Yang Toward efficient wavefunction based linear scaling energy minimization Valery Weber Accurate O(N) first-principles DFT calculations using finite differences and confined orbitals Jean-Luc Fattebert Linear-scaling methods in dynamics simulations or beyond DFT and ground state properties An O(N) time-domain algorithm for TDDFT Guan Hua Chen Local correlation theory and electronic delocalization Joseph Subotnik Ab initio molecular dynamics with linear scaling: foundations and applications Eiji Tsuchida Towards a linear scaling Car-Parrinello-like approach to Born-Oppenheimer molecular dynamics Thomas Kühne, Michele Ceriotti, Matthias Krack and Michele Parrinello Partial linear scaling for quantum Monte Carlo calculations on condensed matter Mike Gillan Exact embedding of local defects in crystals using maximally localized Wannier functions Eric Cancès Faster GW calculations in larger model structures using ultralocalized nonorthogonal Wannier functions Paolo Umari Other approaches for linear-scaling, including methods formetals Partition-of-unity finite element method for large, accurate electronic-structure calculations of metals John E Pask and Natarajan Sukumar Semiclassical approach to density functional theory Kieron Burke Ab initio transport calculations in defected carbon nanotubes using O(N) techniques Blanca Biel, F J Garcia-Vidal, A Rubio and F Flores Large-scale calculations with the tight-binding (screened) KKR method Rudolf Zeller Acknowledgments We gratefully acknowledge funding for the workshop from the UK CCP9 network, CECAM and the ESF through the PsiK network. DRB, PDH and CKS are funded by the Royal Society. References [1] Car R and Parrinello M 1985 Phys. Rev. Lett. 55 2471 [2] Kühne T D, Krack M, Mohamed F R and Parrinello M 2007 Phys. Rev. Lett. 98 066401 [3] Goedecker S 1999 Rev. Mod. Phys. 71 1085

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

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

Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em, E-mail: george_karniadakis@brown.edu

2014-08-01

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also themore » stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.« less

On Parallelizing Single Dynamic Simulation Using HPC Techniques and APIs of Commercial Software

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

Diao, Ruisheng; Jin, Shuangshuang; Howell, Frederic

Time-domain simulations are heavily used in today’s planning and operation practices to assess power system transient stability and post-transient voltage/frequency profiles following severe contingencies to comply with industry standards. Because of the increased modeling complexity, it is several times slower than real time for state-of-the-art commercial packages to complete a dynamic simulation for a large-scale model. With the growing stochastic behavior introduced by emerging technologies, power industry has seen a growing need for performing security assessment in real time. This paper presents a parallel implementation framework to speed up a single dynamic simulation by leveraging the existing stability model librarymore » in commercial tools through their application programming interfaces (APIs). Several high performance computing (HPC) techniques are explored such as parallelizing the calculation of generator current injection, identifying fast linear solvers for network solution, and parallelizing data outputs when interacting with APIs in the commercial package, TSAT. The proposed method has been tested on a WECC planning base case with detailed synchronous generator models and exhibits outstanding scalable performance with sufficient accuracy.« less

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

DOE PAGES

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

2015-03-17

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

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.

Neuronal spike-train responses in the presence of threshold noise.

PubMed

Coombes, S; Thul, R; Laudanski, J; Palmer, A R; Sumner, C J

2011-03-01

The variability of neuronal firing has been an intense topic of study for many years. From a modelling perspective it has often been studied in conductance based spiking models with the use of additive or multiplicative noise terms to represent channel fluctuations or the stochastic nature of neurotransmitter release. Here we propose an alternative approach using a simple leaky integrate-and-fire model with a noisy threshold. Initially, we develop a mathematical treatment of the neuronal response to periodic forcing using tools from linear response theory and use this to highlight how a noisy threshold can enhance downstream signal reconstruction. We further develop a more general framework for understanding the responses to large amplitude forcing based on a calculation of first passage times. This is ideally suited to understanding stochastic mode-locking, for which we numerically determine the Arnol'd tongue structure. An examination of data from regularly firing stellate neurons within the ventral cochlear nucleus, responding to sinusoidally amplitude modulated pure tones, shows tongue structures consistent with these predictions and highlights that stochastic, as opposed to deterministic, mode-locking is utilised at the level of the single stellate cell to faithfully encode periodic stimuli.

A microprocessor-based multichannel subsensory stochastic resonance electrical stimulator.

PubMed

Chang, Gwo-Ching

2013-01-01

Stochastic resonance electrical stimulation is a novel intervention which provides potential benefits for improving postural control ability in the elderly, those with diabetic neuropathy, and stroke patients. In this paper, a microprocessor-based subsensory white noise electrical stimulator for the applications of stochastic resonance stimulation is developed. The proposed stimulator provides four independent programmable stimulation channels with constant-current output, possesses linear voltage-to-current relationship, and has two types of stimulation modes, pulse amplitude and width modulation.

Large-Scale Analysis of Auditory Segregation Behavior Crowdsourced via a Smartphone App.

PubMed

Teki, Sundeep; Kumar, Sukhbinder; Griffiths, Timothy D

2016-01-01

The human auditory system is adept at detecting sound sources of interest from a complex mixture of several other simultaneous sounds. The ability to selectively attend to the speech of one speaker whilst ignoring other speakers and background noise is of vital biological significance-the capacity to make sense of complex 'auditory scenes' is significantly impaired in aging populations as well as those with hearing loss. We investigated this problem by designing a synthetic signal, termed the 'stochastic figure-ground' stimulus that captures essential aspects of complex sounds in the natural environment. Previously, we showed that under controlled laboratory conditions, young listeners sampled from the university subject pool (n = 10) performed very well in detecting targets embedded in the stochastic figure-ground signal. Here, we presented a modified version of this cocktail party paradigm as a 'game' featured in a smartphone app (The Great Brain Experiment) and obtained data from a large population with diverse demographical patterns (n = 5148). Despite differences in paradigms and experimental settings, the observed target-detection performance by users of the app was robust and consistent with our previous results from the psychophysical study. Our results highlight the potential use of smartphone apps in capturing robust large-scale auditory behavioral data from normal healthy volunteers, which can also be extended to study auditory deficits in clinical populations with hearing impairments and central auditory disorders.

Turbulence modeling and combustion simulation in porous media under high Peclet number

NASA Astrophysics Data System (ADS)

Moiseev, Andrey A.; Savin, Andrey V.

2018-05-01

Turbulence modelling in porous flows and burning still remains not completely clear until now. Undoubtedly, conventional turbulence models must work well under high Peclet numbers when porous channels shape is implemented in details. Nevertheless, the true turbulent mixing takes place at micro-scales only, and the dispersion mixing works at macro-scales almost independent from true turbulence. The dispersion mechanism is characterized by the definite space scale (scale of the porous structure) and definite velocity scale (filtration velocity). The porous structure is stochastic one usually, and this circumstance allows applying the analogy between space-time-stochastic true turbulence and the dispersion flow which is stochastic in space only, when porous flow is simulated at the macro-scale level. Additionally, the mentioned analogy allows applying well-known turbulent combustion models in simulations of porous combustion under high Peclet numbers.

Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems

NASA Astrophysics Data System (ADS)

Antown, Fadi; Dragičević, Davor; Froyland, Gary

2018-03-01

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the linear response of the equilibrium distribution of the system, (ii) maximise the linear response of the expectation of a specified observable, and (iii) maximise the linear response of the rate of convergence of the system to the equilibrium distribution. We also consider the inhomogeneous, sequential, or time-dependent situation where the governing dynamics is not stationary and one wishes to select a sequence of small perturbations so as to maximise the overall linear response at some terminal time. We develop the theory for finite-state Markov chains, provide explicit solutions for some illustrative examples, and numerically apply our theory to stochastically perturbed dynamical systems, where the Markov chain is replaced by a matrix representation of an approximate annealed transfer operator for the random dynamical system.

Cosmological signatures of a UV-conformal standard model.

PubMed

Dorsch, Glauber C; Huber, Stephan J; No, Jose Miguel

2014-09-19

Quantum scale invariance in the UV has been recently advocated as an attractive way of solving the gauge hierarchy problem arising in the standard model. We explore the cosmological signatures at the electroweak scale when the breaking of scale invariance originates from a hidden sector and is mediated to the standard model by gauge interactions (gauge mediation). These scenarios, while being hard to distinguish from the standard model at LHC, can give rise to a strong electroweak phase transition leading to the generation of a large stochastic gravitational wave signal in possible reach of future space-based detectors such as eLISA and BBO. This relic would be the cosmological imprint of the breaking of scale invariance in nature.

Inertial-Range Reconnection in Magnetohydrodynamic Turbulence and in the Solar Wind.

PubMed

Lalescu, Cristian C; Shi, Yi-Kang; Eyink, Gregory L; Drivas, Theodore D; Vishniac, Ethan T; Lazarian, Alexander

2015-07-10

In situ spacecraft data on the solar wind show events identified as magnetic reconnection with wide outflows and extended "X lines," 10(3)-10(4) times ion scales. To understand the role of turbulence at these scales, we make a case study of an inertial-range reconnection event in a magnetohydrodynamic simulation. We observe stochastic wandering of field lines in space, breakdown of standard magnetic flux freezing due to Richardson dispersion, and a broadened reconnection zone containing many current sheets. The coarse-grain magnetic geometry is like large-scale reconnection in the solar wind, however, with a hyperbolic flux tube or apparent X line extending over integral length scales.

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.

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

A hierarchical exact accelerated stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Orendorff, David; Mjolsness, Eric

2012-12-01

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

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

PubMed

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

2017-04-01

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

Perturbation expansions of stochastic wavefunctions for open quantum systems

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2017-11-01

Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

Species Associations in a Species-Rich Subtropical Forest Were Not Well-Explained by Stochastic Geometry of Biodiversity

PubMed Central

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure. PMID:24824996

Species associations in a species-rich subtropical forest were not well-explained by stochastic geometry of biodiversity.

PubMed

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure.

Critical Fluctuations in Cortical Models Near Instability

PubMed Central

Aburn, Matthew J.; Holmes, C. A.; Roberts, James A.; Boonstra, Tjeerd W.; Breakspear, Michael

2012-01-01

Computational studies often proceed from the premise that cortical dynamics operate in a linearly stable domain, where fluctuations dissipate quickly and show only short memory. Studies of human electroencephalography (EEG), however, have shown significant autocorrelation at time lags on the scale of minutes, indicating the need to consider regimes where non-linearities influence the dynamics. Statistical properties such as increased autocorrelation length, increased variance, power law scaling, and bistable switching have been suggested as generic indicators of the approach to bifurcation in non-linear dynamical systems. We study temporal fluctuations in a widely-employed computational model (the Jansen–Rit model) of cortical activity, examining the statistical signatures that accompany bifurcations. Approaching supercritical Hopf bifurcations through tuning of the background excitatory input, we find a dramatic increase in the autocorrelation length that depends sensitively on the direction in phase space of the input fluctuations and hence on which neuronal subpopulation is stochastically perturbed. Similar dependence on the input direction is found in the distribution of fluctuation size and duration, which show power law scaling that extends over four orders of magnitude at the Hopf bifurcation. We conjecture that the alignment in phase space between the input noise vector and the center manifold of the Hopf bifurcation is directly linked to these changes. These results are consistent with the possibility of statistical indicators of linear instability being detectable in real EEG time series. However, even in a simple cortical model, we find that these indicators may not necessarily be visible even when bifurcations are present because their expression can depend sensitively on the neuronal pathway of incoming fluctuations. PMID:22952464

Computation of output feedback gains for linear stochastic systems using the Zangnill-Powell Method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1975-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2017-10-01

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic differential equations. In this contribution we address this problem by analyzing empirical return and trading activity time series from the Forex. From the empirical time series we obtain probability density functions of burst and inter-burst duration. Our analysis reveals that the power-law exponents of the obtained probability density functions are close to 3 / 2, which is a characteristic feature of the one-dimensional stochastic processes. This is in a good agreement with earlier proposed model of absolute return based on the non-linear stochastic differential equations derived from the agent-based herding model.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

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

Ma, Xiao; Dong, Jin; Djouadi, Seddik M

2015-01-01

The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

Multiscale analysis of information dynamics for linear multivariate processes.

PubMed

Faes, Luca; Montalto, Alessandro; Stramaglia, Sebastiano; Nollo, Giandomenico; Marinazzo, Daniele

2016-08-01

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using statespace (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors.

Finite-time and finite-size scalings in the evaluation of large-deviation functions: Numerical approach in continuous time.

PubMed

Guevara Hidalgo, Esteban; Nemoto, Takahiro; Lecomte, Vivien

2017-06-01

Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to selection rules that favor the rare trajectories of interest. Such algorithms are plagued by finite simulation time and finite population size, effects that can render their use delicate. In this paper, we present a numerical approach which uses the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of rare trajectories. The method we propose allows one to extract the infinite-time and infinite-size limit of these estimators, which-as shown on the contact process-provides a significant improvement of the large deviation function estimators compared to the standard one.

Inflationary tensor perturbations after BICEP2.

PubMed

Caligiuri, Jerod; Kosowsky, Arthur

2014-05-16

The measurement of B-mode polarization of the cosmic microwave background at large angular scales by the BICEP experiment suggests a stochastic gravitational wave background from early-Universe inflation with a surprisingly large amplitude. The power spectrum of these tensor perturbations can be probed both with further measurements of the microwave background polarization at smaller scales and also directly via interferometry in space. We show that sufficiently sensitive high-resolution B-mode measurements will ultimately have the ability to test the inflationary consistency relation between the amplitude and spectrum of the tensor perturbations, confirming their inflationary origin. Additionally, a precise B-mode measurement of the tensor spectrum will predict the tensor amplitude on solar system scales to 20% accuracy for an exact power-law tensor spectrum, so a direct detection will then measure the running of the tensor spectral index to high precision.

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

PubMed

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

2014-12-01

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

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Modelling daily water temperature from air temperature for the Missouri River.

PubMed

Zhu, Senlin; Nyarko, Emmanuel Karlo; Hadzima-Nyarko, Marijana

2018-01-01

The bio-chemical and physical characteristics of a river are directly affected by water temperature, which thereby affects the overall health of aquatic ecosystems. It is a complex problem to accurately estimate water temperature. Modelling of river water temperature is usually based on a suitable mathematical model and field measurements of various atmospheric factors. In this article, the air-water temperature relationship of the Missouri River is investigated by developing three different machine learning models (Artificial Neural Network (ANN), Gaussian Process Regression (GPR), and Bootstrap Aggregated Decision Trees (BA-DT)). Standard models (linear regression, non-linear regression, and stochastic models) are also developed and compared to machine learning models. Analyzing the three standard models, the stochastic model clearly outperforms the standard linear model and nonlinear model. All the three machine learning models have comparable results and outperform the stochastic model, with GPR having slightly better results for stations No. 2 and 3, while BA-DT has slightly better results for station No. 1. The machine learning models are very effective tools which can be used for the prediction of daily river temperature.

Non-equilibrium phase transition in mesoscopic biochemical systems: from stochastic to nonlinear dynamics and beyond

PubMed Central

Ge, Hao; Qian, Hong

2011-01-01

A theory for an non-equilibrium phase transition in a driven biochemical network is presented. The theory is based on the chemical master equation (CME) formulation of mesoscopic biochemical reactions and the mathematical method of large deviations. The large deviations theory provides an analytical tool connecting the macroscopic multi-stability of an open chemical system with the multi-scale dynamics of its mesoscopic counterpart. It shows a corresponding non-equilibrium phase transition among multiple stochastic attractors. As an example, in the canonical phosphorylation–dephosphorylation system with feedback that exhibits bistability, we show that the non-equilibrium steady-state (NESS) phase transition has all the characteristics of classic equilibrium phase transition: Maxwell construction, a discontinuous first-derivative of the ‘free energy function’, Lee–Yang's zero for a generating function and a critical point that matches the cusp in nonlinear bifurcation theory. To the biochemical system, the mathematical analysis suggests three distinct timescales and needed levels of description. They are (i) molecular signalling, (ii) biochemical network nonlinear dynamics, and (iii) cellular evolution. For finite mesoscopic systems such as a cell, motions associated with (i) and (iii) are stochastic while that with (ii) is deterministic. Both (ii) and (iii) are emergent properties of a dynamic biochemical network. PMID:20466813

A stochastic parameterization for deep convection using cellular automata

NASA Astrophysics Data System (ADS)

Bengtsson, L.; Steinheimer, M.; Bechtold, P.; Geleyn, J.

2012-12-01

Cumulus parameterizations used in most operational weather and climate models today are based on the mass-flux concept which took form in the early 1970's. In such schemes it is assumed that a unique relationship exists between the ensemble-average of the sub-grid convection, and the instantaneous state of the atmosphere in a vertical grid box column. However, such a relationship is unlikely to be described by a simple deterministic function (Palmer, 2011). Thus, because of the statistical nature of the parameterization challenge, it has been recognized by the community that it is important to introduce stochastic elements to the parameterizations (for instance: Plant and Craig, 2008, Khouider et al. 2010, Frenkel et al. 2011, Bentsson et al. 2011, but the list is far from exhaustive). There are undoubtedly many ways in which stochastisity can enter new developments. In this study we use a two-way interacting cellular automata (CA), as its intrinsic nature possesses many qualities interesting for deep convection parameterization. In the one-dimensional entraining plume approach, there is no parameterization of horizontal transport of heat, moisture or momentum due to cumulus convection. In reality, mass transport due to gravity waves that propagate in the horizontal can trigger new convection, important for the organization of deep convection (Huang, 1988). The self-organizational characteristics of the CA allows for lateral communication between adjacent NWP model grid-boxes, and temporal memory. Thus the CA scheme used in this study contain three interesting components for representation of cumulus convection, which are not present in the traditional one-dimensional bulk entraining plume method: horizontal communication, memory and stochastisity. The scheme is implemented in the high resolution regional NWP model ALARO, and simulations show enhanced organization of convective activity along squall-lines. Probabilistic evaluation demonstrate an enhanced spread in large-scale variables in regions where convective activity is large. A two month extended evaluation of the deterministic behaviour of the scheme indicate a neutral impact on forecast skill. References: Bengtsson, L., H. Körnich, E. Källén, and G. Svensson, 2011: Large-scale dynamical response to sub-grid scale organization provided by cellular automata. Journal of the Atmospheric Sciences, 68, 3132-3144. Frenkel, Y., A. Majda, and B. Khouider, 2011: Using the stochastic multicloud model to improve tropical convective parameterization: A paradigm example. Journal of the Atmospheric Sciences, doi: 10.1175/JAS-D-11-0148.1. Huang, X.-Y., 1988: The organization of moist convection by internal 365 gravity waves. Tellus A, 42, 270-285. Khouider, B., J. Biello, and A. Majda, 2010: A Stochastic Multicloud Model for Tropical Convection. Comm. Math. Sci., 8, 187-216. Palmer, T., 2011: Towards the Probabilistic Earth-System Simulator: A Vision for the Future of Climate and Weather Prediction. Quarterly Journal of the Royal Meteorological Society 138 (2012) 841-861 Plant, R. and G. Craig, 2008: A stochastic parameterization for deep convection based on equilibrium statistics. J. Atmos. Sci., 65, 87-105.

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.

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

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

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

Addressing model uncertainty through stochastic parameter perturbations within the High Resolution Rapid Refresh (HRRR) ensemble

NASA Astrophysics Data System (ADS)

Wolff, J.; Jankov, I.; Beck, J.; Carson, L.; Frimel, J.; Harrold, M.; Jiang, H.

2016-12-01

It is well known that global and regional numerical weather prediction ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system for addressing the deficiencies in ensemble modeling is the use of stochastic physics to represent model-related uncertainty. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), Stochastic Perturbation of Physics Tendencies (SPPT), or some combination of all three. The focus of this study is to assess the model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) when using stochastic approaches. For this purpose, the test utilized a single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model, with ensemble members produced by employing stochastic methods. Parameter perturbations were employed in the Rapid Update Cycle (RUC) land surface model and Mellor-Yamada-Nakanishi-Niino (MYNN) planetary boundary layer scheme. Results will be presented in terms of bias, error, spread, skill, accuracy, reliability, and sharpness using the Model Evaluation Tools (MET) verification package. Due to the high level of complexity of running a frequently updating (hourly), high spatial resolution (3 km), large domain (CONUS) ensemble system, extensive high performance computing (HPC) resources were needed to meet this objective. Supercomputing resources were provided through the National Center for Atmospheric Research (NCAR) Strategic Capability (NSC) project support, allowing for a more extensive set of tests over multiple seasons, consequently leading to more robust results. Through the use of these stochastic innovations and powerful supercomputing at NCAR, further insights and advancements in ensemble forecasting at convection-permitting scales will be possible.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems.

PubMed

Woolley, Thomas E; Baker, Ruth E; Gaffney, Eamonn A; Maini, Philip K; Seirin-Lee, Sungrim

2012-05-01

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases.

Logarithmic violation of scaling in anisotropic kinematic dynamo model

NASA Astrophysics Data System (ADS)

Antonov, N. V.; Gulitskiy, N. M.

2016-01-01

Inertial-range asymptotic behavior of a vector (e.g., magnetic) field, passively advected by a strongly anisotropic turbulent flow, is studied by means of the field theoretic renormalization group and the operator product expansion. The advecting velocity field is Gaussian, not correlated in time, with the pair correlation function of the form ∝δ (t -t')/k⊥d-1 +ξ , where k⊥ = |k⊥| and k⊥ is the component of the wave vector, perpendicular to the distinguished direction. The stochastic advection-diffusion equation for the transverse (divergence-free) vector field includes, as special cases, the kinematic dynamo model for magnetohydrodynamic turbulence and the linearized Navier-Stokes equation. In contrast to the well known isotropic Kraichnan's model, where various correlation functions exhibit anomalous scaling behavior with infinite sets of anomalous exponents, here the dependence on the integral turbulence scale L has a logarithmic behavior: instead of power-like corrections to ordinary scaling, determined by naive (canonical) dimensions, the anomalies manifest themselves as polynomials of logarithms of L.

Stochastic Ratcheting on a Funneled Energy Landscape Is Necessary for Highly Efficient Contractility of Actomyosin Force Dipoles

NASA Astrophysics Data System (ADS)

Komianos, James E.; Papoian, Garegin A.

2018-04-01

Current understanding of how contractility emerges in disordered actomyosin networks of nonmuscle cells is still largely based on the intuition derived from earlier works on muscle contractility. In addition, in disordered networks, passive cross-linkers have been hypothesized to percolate force chains in the network, hence, establishing large-scale connectivity between local contractile clusters. This view, however, largely overlooks the free energy of cross-linker binding at the microscale, which, even in the absence of active fluctuations, provides a thermodynamic drive towards highly overlapping filamentous states. In this work, we use stochastic simulations and mean-field theory to shed light on the dynamics of a single actomyosin force dipole—a pair of antiparallel actin filaments interacting with active myosin II motors and passive cross-linkers. We first show that while passive cross-linking without motor activity can produce significant contraction between a pair of actin filaments, driven by thermodynamic favorability of cross-linker binding, a sharp onset of kinetic arrest exists at large cross-link binding energies, greatly diminishing the effectiveness of this contractility mechanism. Then, when considering an active force dipole containing nonmuscle myosin II, we find that cross-linkers can also serve as a structural ratchet when the motor dissociates stochastically from the actin filaments, resulting in significant force amplification when both molecules are present. Our results provide predictions of how actomyosin force dipoles behave at the molecular level with respect to filament boundary conditions, passive cross-linking, and motor activity, which can explicitly be tested using an optical trapping experiment.

Supercomputing with TOUGH2 family codes for coupled multi-physics simulations of geologic carbon sequestration

NASA Astrophysics Data System (ADS)

Yamamoto, H.; Nakajima, K.; Zhang, K.; Nanai, S.

2015-12-01

Powerful numerical codes that are capable of modeling complex coupled processes of physics and chemistry have been developed for predicting the fate of CO2 in reservoirs as well as its potential impacts on groundwater and subsurface environments. However, they are often computationally demanding for solving highly non-linear models in sufficient spatial and temporal resolutions. Geological heterogeneity and uncertainties further increase the challenges in modeling works. Two-phase flow simulations in heterogeneous media usually require much longer computational time than that in homogeneous media. Uncertainties in reservoir properties may necessitate stochastic simulations with multiple realizations. Recently, massively parallel supercomputers with more than thousands of processors become available in scientific and engineering communities. Such supercomputers may attract attentions from geoscientist and reservoir engineers for solving the large and non-linear models in higher resolutions within a reasonable time. However, for making it a useful tool, it is essential to tackle several practical obstacles to utilize large number of processors effectively for general-purpose reservoir simulators. We have implemented massively-parallel versions of two TOUGH2 family codes (a multi-phase flow simulator TOUGH2 and a chemically reactive transport simulator TOUGHREACT) on two different types (vector- and scalar-type) of supercomputers with a thousand to tens of thousands of processors. After completing implementation and extensive tune-up on the supercomputers, the computational performance was measured for three simulations with multi-million grid models, including a simulation of the dissolution-diffusion-convection process that requires high spatial and temporal resolutions to simulate the growth of small convective fingers of CO2-dissolved water to larger ones in a reservoir scale. The performance measurement confirmed that the both simulators exhibit excellent scalabilities showing almost linear speedup against number of processors up to over ten thousand cores. Generally this allows us to perform coupled multi-physics (THC) simulations on high resolution geologic models with multi-million grid in a practical time (e.g., less than a second per time step).

Stochasticity in materials structure, properties, and processing—A review

NASA Astrophysics Data System (ADS)

Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

2018-03-01

We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

Fluctuations, ghosts, and the cosmological constant

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

Hirayama, T.; Holdom, B.

2004-12-15

For a large region of parameter space involving the cosmological constant and mass parameters, we discuss fluctuating spacetime solutions that are effectively Minkowskian on large time and distance scales. Rapid, small amplitude oscillations in the scale factor have a frequency determined by the size of a negative cosmological constant. A field with modes of negative energy is required. If it is gravity that induces a coupling between the ghostlike and normal fields, we find that this results in stochastic rather than unstable behavior. The negative energy modes may also permit the existence of Lorentz invariant fluctuating solutions of finite energymore » density. Finally we consider higher derivative gravity theories and find oscillating metric solutions in these theories without the addition of other fields.« less

Solving large scale traveling salesman problems by chaotic neurodynamics.

PubMed

Hasegawa, Mikio; Ikeguch, Tohru; Aihara, Kazuyuki

2002-03-01

We propose a novel approach for solving large scale traveling salesman problems (TSPs) by chaotic dynamics. First, we realize the tabu search on a neural network, by utilizing the refractory effects as the tabu effects. Then, we extend it to a chaotic neural network version. We propose two types of chaotic searching methods, which are based on two different tabu searches. While the first one requires neurons of the order of n2 for an n-city TSP, the second one requires only n neurons. Moreover, an automatic parameter tuning method of our chaotic neural network is presented for easy application to various problems. Last, we show that our method with n neurons is applicable to large TSPs such as an 85,900-city problem and exhibits better performance than the conventional stochastic searches and the tabu searches.

Analysis of the Laser Calibration System for the CMS HCAL at CERN's Large Hadron Collider

NASA Astrophysics Data System (ADS)

Lebolo, Luis

2005-11-01

The European Organization for Nuclear Physics' (CERN) Large Hadron Collider uses the Compact Muon Solenoid (CMS) detector to measure collision products from proton-proton interactions. CMS uses a hadron calorimeter (HCAL) to measure the energy and position of quarks and gluons by reconstructing their hadronic decay products. An essential component of the detector is the calibration system, which was evaluated in terms of its misalignment, linearity, and resolution. In order to analyze the data, the authors created scripts in ROOT 5.02/00 and C++. The authors also used Mathematica 5.1 to perform complex mathematics and AutoCAD 2006 to produce optical ray traces. The misalignment of the optical components was found to be satisfactory; the Hybrid Photodiodes (HPDs) were confirmed to be linear; the constant, noise and stochastic contributions to its resolution were analyzed; and the quantum efficiency of most HPDs was determined to be approximately 40%. With a better understanding of the laser calibration system, one can further understand and improve the HCAL.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

Minimalist model of ice microphysics in mixed-phase stratiform clouds

NASA Astrophysics Data System (ADS)

Yang, Fan; Ovchinnikov, Mikhail; Shaw, Raymond A.

2013-07-01

The question of whether persistent ice crystal precipitation from supercooled layer clouds can be explained by time-dependent, stochastic ice nucleation is explored using an approximate, analytical model and a large-eddy simulation (LES) cloud model. The updraft velocity in the cloud defines an accumulation zone, where small ice particles cannot fall out until they are large enough, which will increase the residence time of ice particles in the cloud. Ice particles reach a quasi-steady state between growth by vapor deposition and fall speed at cloud base. The analytical model predicts that ice water content (wi) has a 2.5 power-law relationship with ice number concentration (ni). wi and ni from a LES cloud model with stochastic ice nucleation confirm the 2.5 power-law relationship, and initial indications of the scaling law are observed in data from the Indirect and Semi-Direct Aerosol Campaign. The prefactor of the power law is proportional to the ice nucleation rate and therefore provides a quantitative link to observations of ice microphysical properties.

Behavior of MHD Instabilities of the Large Helical Device near the Effective Plasma Boundary in the Magnetic Stochastic Region

NASA Astrophysics Data System (ADS)

Ohdachi, S.; Suzuki, Y.; Sakakibara, S.; Watanabe, K. Y.; Ida, K.; Goto, M.; Du, X. D.; Narushima, Y.; Takemura, Y.; Yamada, H.

In the high beta experiments of the Large Helical Device (LHD), the plasma tends to expand from the last closed flux surface (LCFS) determined by the vacuum magnetic field. The pressure/temperature gradient in the external region is finite. The scale length of the pressure profile does not change so much even when the mean free path of electrons exceeds the connection length of the magnetic field line to the wall. There appear MHD instabilities with amplitude of 10-4 of the toroidal magnetic field. From the mode number of the activities (m/n = 2/3, 1/2, 2/4), the location of the corresponding rational surface is outside the vacuum LCFS. The location of the mode is consistent with the fluctuation measurement, e.g., soft X-ray detector arrays. The MHD mode localized in the magnetic stochastic region is affected by the magnetic field structure estimated by the connection length to the wall using 3D equilibrium calculation.

Stochastic Spiking Neural Networks Enabled by Magnetic Tunnel Junctions: From Nontelegraphic to Telegraphic Switching Regimes

NASA Astrophysics Data System (ADS)

Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik

2017-12-01

Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.

Stochastic downscaling of numerically simulated spatial rain and cloud fields using a transient multifractal approach

NASA Astrophysics Data System (ADS)

Nogueira, M.; Barros, A. P.; Miranda, P. M.

2012-04-01

Atmospheric fields can be extremely variable over wide ranges of spatial scales, with a scale ratio of 109-1010 between largest (planetary) and smallest (viscous dissipation) scale. Furthermore atmospheric fields with strong variability over wide ranges in scale most likely should not be artificially split apart into large and small scales, as in reality there is no scale separation between resolved and unresolved motions. Usually the effects of the unresolved scales are modeled by a deterministic bulk formula representing an ensemble of incoherent subgrid processes on the resolved flow. This is a pragmatic approach to the problem and not the complete solution to it. These models are expected to underrepresent the small-scale spatial variability of both dynamical and scalar fields due to implicit and explicit numerical diffusion as well as physically based subgrid scale turbulent mixing, resulting in smoother and less intermittent fields as compared to observations. Thus, a fundamental change in the way we formulate our models is required. Stochastic approaches equipped with a possible realization of subgrid processes and potentially coupled to the resolved scales over the range of significant scale interactions range provide one alternative to address the problem. Stochastic multifractal models based on the cascade phenomenology of the atmosphere and its governing equations in particular are the focus of this research. Previous results have shown that rain and cloud fields resulting from both idealized and realistic numerical simulations display multifractal behavior in the resolved scales. This result is observed even in the absence of scaling in the initial conditions or terrain forcing, suggesting that multiscaling is a general property of the nonlinear solutions of the Navier-Stokes equations governing atmospheric dynamics. Our results also show that the corresponding multiscaling parameters for rain and cloud fields exhibit complex nonlinear behavior depending on large scale parameters such as terrain forcing and mean atmospheric conditions at each location, particularly mean wind speed and moist stability. A particularly robust behavior found is the transition of the multiscaling parameters between stable and unstable cases, which has a clear physical correspondence to the transition from stratiform to organized (banded) convective regime. Thus multifractal diagnostics of moist processes are fundamentally transient and should provide a physically robust basis for the downscaling and sub-grid scale parameterizations of moist processes. Here, we investigate the possibility of using a simplified computationally efficient multifractal downscaling methodology based on turbulent cascades to produce statistically consistent fields at scales higher than the ones resolved by the model. Specifically, we are interested in producing rainfall and cloud fields at spatial resolutions necessary for effective flash flood and earth flows forecasting. The results are examined by comparing downscaled field against observations, and tendency error budgets are used to diagnose the evolution of transient errors in the numerical model prediction which can be attributed to aliasing.

Wave models for turbulent free shear flows

NASA Technical Reports Server (NTRS)

Liou, W. W.; Morris, P. J.

1991-01-01

New predictive closure models for turbulent free shear flows are presented. They are based on an instability wave description of the dominant large scale structures in these flows using a quasi-linear theory. Three model were developed to study the structural dynamics of turbulent motions of different scales in free shear flows. The local characteristics of the large scale motions are described using linear theory. Their amplitude is determined from an energy integral analysis. The models were applied to the study of an incompressible free mixing layer. In all cases, predictions are made for the development of the mean flow field. In the last model, predictions of the time dependent motion of the large scale structure of the mixing region are made. The predictions show good agreement with experimental observations.

Genetic structure among coastal tailed frog populations of Mount St. Helens is moderated by post-disturbance management

Treesearch

Stephen F. Spear; Charles M. Crisafulli; Andrew Storfer

2012-01-01

Catastrophic disturbances often provide “natural laboratories” that allow for greater understanding of ecological processes and response of natural populations. The 1980 eruption of the Mount St. Helens volcano in Washington, USA, provided a unique opportunity to test biotic effects of a large-scale stochastic disturbance, as well as the influence of post-disturbance...

Scaling Up Coordinate Descent Algorithms for Large ℓ1 Regularization Problems

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

Scherrer, Chad; Halappanavar, Mahantesh; Tewari, Ambuj

2012-07-03

We present a generic framework for parallel coordinate descent (CD) algorithms that has as special cases the original sequential algorithms of Cyclic CD and Stochastic CD, as well as the recent parallel Shotgun algorithm of Bradley et al. We introduce two novel parallel algorithms that are also special cases---Thread-Greedy CD and Coloring-Based CD---and give performance measurements for an OpenMP implementation of these.

Anomalous Ion Heating, Intrinsic and Induced Rotation in the Pegasus Toroidal Experiment

NASA Astrophysics Data System (ADS)

Burke, M. G.; Barr, J. L.; Bongard, M. W.; Fonck, R. J.; Hinson, E. T.; Perry, J. M.; Redd, A. J.; Thome, K. E.

2014-10-01

Pegasus plasmas are initiated through either standard, MHD stable, inductive current drive or non-solenoidal local helicity injection (LHI) current drive with strong reconnection activity, providing a rich environment to study ion dynamics. During LHI discharges, a large amount of anomalous impurity ion heating has been observed, with Ti ~ 800 eV but Te < 100 eV. The ion heating is hypothesized to be a result of large-scale magnetic reconnection activity, as the amount of heating scales with increasing fluctuation amplitude of the dominant, edge localized, n = 1 MHD mode. Chordal Ti spatial profiles indicate centrally peaked temperatures, suggesting a region of good confinement near the plasma core surrounded by a stochastic region. LHI plasmas are observed to rotate, perhaps due to an inward radial current generated by the stochastization of the plasma edge by the injected current streams. H-mode plasmas are initiated using a combination of high-field side fueling and Ohmic current drive. This regime shows a significant increase in rotation shear compared to L-mode plasmas. In addition, these plasmas have been observed to rotate in the counter-Ip direction without any external momentum sources. The intrinsic rotation direction is consistent with predictions from the saturated Ohmic confinement regime. Work supported by US DOE Grant DE-FG02-96ER54375.

Efficient stochastic approaches for sensitivity studies of an Eulerian large-scale air pollution model

NASA Astrophysics Data System (ADS)

Dimov, I.; Georgieva, R.; Todorov, V.; Ostromsky, Tz.

2017-10-01

Reliability of large-scale mathematical models is an important issue when such models are used to support decision makers. Sensitivity analysis of model outputs to variation or natural uncertainties of model inputs is crucial for improving the reliability of mathematical models. A comprehensive experimental study of Monte Carlo algorithms based on Sobol sequences for multidimensional numerical integration has been done. A comparison with Latin hypercube sampling and a particular quasi-Monte Carlo lattice rule based on generalized Fibonacci numbers has been presented. The algorithms have been successfully applied to compute global Sobol sensitivity measures corresponding to the influence of several input parameters (six chemical reactions rates and four different groups of pollutants) on the concentrations of important air pollutants. The concentration values have been generated by the Unified Danish Eulerian Model. The sensitivity study has been done for the areas of several European cities with different geographical locations. The numerical tests show that the stochastic algorithms under consideration are efficient for multidimensional integration and especially for computing small by value sensitivity indices. It is a crucial element since even small indices may be important to be estimated in order to achieve a more accurate distribution of inputs influence and a more reliable interpretation of the mathematical model results.

Stochastic goal-oriented error estimation with memory

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

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

Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less

Security, protection, and control of power systems with large-scale wind power penetration

NASA Astrophysics Data System (ADS)

Acharya, Naresh

As the number of wind generation facilities in the utility system is fast increasing, many issues associated with their integration into the power system are beginning to emerge. Of the various issues, this dissertation deals with the development of new concepts and computational methods to handle the transmission issues and voltage issues caused by large-scale integration of wind turbines. This dissertation also formulates a probabilistic framework for the steady-state security assessment of wind power incorporating the forecast uncertainty and correlation. Transmission issues are mainly related to the overloading of transmission lines, when all the wind power generated cannot be delivered in full due to prior outage conditions. To deal with this problem, a method to curtail the wind turbine outputs through Energy Management System facilities in the on-line operational environment is proposed. The proposed method, which is based on linear optimization, sends the calculated control signals via the Supervisory Control and Data Acquisition system to wind farm controllers. The necessary ramping of the wind farm outputs is implemented either by the appropriate blade pitch angle control at the turbine level or by switching a certain number of turbines. The curtailment strategy is tested with an equivalent system model of MidAmerican Energy Company. The results show that the line overload in high wind areas can be alleviated by controlling the outputs of the wind farms step-by-step over an allowable period of time. A low voltage event during a system fault can cause a large number of wind turbines to trip, depending on voltages at the wind turbine terminals during the fault and the under-voltage protection setting of wind turbines. As a result, an N-1 contingency may evolve into an N-(K+1) contingency, where K is the number of wind farms tripped due to low voltage conditions. Losing a large amount of wind power following a line contingency might lead to system instabilities. It is important for the system operator to be aware of such limiting events during system operation and be prepared to take proper control actions. This can be achieved by incorporating the wind farm tripping status for each contingency as part of the static security assessment. A methodology to calculate voltages at the wind farm buses during a worst case line fault is proposed, which, along with the protection settings of wind turbines, can be used to determine the tripping of wind farms. The proposed algorithm is implemented in MATLAB and tested with MidAmerican Energy reduced network. The result shows that a large amount of wind capacity can be tripped due to a fault in the lines. Therefore, the technique will find its application in the static security assessment where each line fault can be associated with the tripping of wind farms as determined from the proposed method. A probabilistic framework to handle the uncertainty in day-ahead forecast error in order to correctly assess the steady-state security of the power system is presented. Stochastic simulations are conducted by means of Latin hypercube sampling along with the consideration of correlations. The correlation is calculated from the historical distribution of wind power forecast errors. The results from the deterministic simulation based on point forecast and the stochastic simulation show that security assessment based solely on deterministic simulations can lead to incorrect assessment of system security. With stochastic simulations, each outcome can be assigned a probability and the decision regarding control actions can be made based on the associated probability.

Integrating Sediment Connectivity into Water Resources Management Trough a Graph Theoretic, Stochastic Modeling Framework.

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Castelletti, A.; Bizzi, S.

2014-12-01

Understanding sediment transport processes at the river basin scale, their temporal spectra and spatial patterns is key to identify and minimize morphologic risks associated to channel adjustments processes. This work contributes a stochastic framework for modeling bed-load connectivity based on recent advances in the field (e.g., Bizzi & Lerner, 2013; Czubas & Foufoulas-Georgiu, 2014). It presents river managers with novel indicators from reach scale vulnerability to channel adjustment in large river networks with sparse hydrologic and sediment observations. The framework comprises three steps. First, based on a distributed hydrological model and remotely sensed information, the framework identifies a representative grain size class for each reach. Second, sediment residence time distributions are calculated for each reach in a Monte-Carlo approach applying standard sediment transport equations driven by local hydraulic conditions. Third, a network analysis defines the up- and downstream connectivity for various travel times resulting in characteristic up/downstream connectivity signatures for each reach. Channel vulnerability indicators quantify the imbalance between up/downstream connectivity for each travel time domain, representing process dependent latency of morphologic response. Last, based on the stochastic core of the model, a sensitivity analysis identifies drivers of change and major sources of uncertainty in order to target key detrimental processes and to guide effective gathering of additional data. The application, limitation and integration into a decision analytic framework is demonstrated for a major part of the Red River Basin in Northern Vietnam (179.000 km2). Here, a plethora of anthropic alterations ranging from large reservoir construction to land-use changes results in major downstream deterioration and calls for deriving concerted sediment management strategies to mitigate current and limit future morphologic alterations.

Stochastic modeling of mode interactions via linear parabolized stability equations

NASA Astrophysics Data System (ADS)

Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

2017-11-01

Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

Nonlinear energy harvesting.

PubMed

Cottone, F; Vocca, H; Gammaitoni, L

2009-02-27

Ambient energy harvesting has been in recent years the recurring object of a number of research efforts aimed at providing an autonomous solution to the powering of small-scale electronic mobile devices. Among the different solutions, vibration energy harvesting has played a major role due to the almost universal presence of mechanical vibrations. Here we propose a new method based on the exploitation of the dynamical features of stochastic nonlinear oscillators. Such a method is shown to outperform standard linear oscillators and to overcome some of the most severe limitations of present approaches. We demonstrate the superior performances of this method by applying it to piezoelectric energy harvesting from ambient vibration.

Stochastic control of inertial sea wave energy converter.

PubMed

Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.

Stochastic Control of Inertial Sea Wave Energy Converter

PubMed Central

Mattiazzo, Giuliana; Giorcelli, Ermanno

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267

Approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays: a robust stability problem.

PubMed

Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir

2018-01-01

This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

The importance of stochasticity and internal variability in geomorphic erosion system

NASA Astrophysics Data System (ADS)

Kim, J.; Ivanov, V. Y.; Fatichi, S.

2016-12-01

Understanding soil erosion is essential for a range of studies but the predictive skill of prognostic models and reliability of national-scale assessments have been repeatedly questioned. Indeed, data from multiple environments indicate that fluvial soil loss is highly non-unique and its frequency distributions exhibit heavy tails. We reveal that these features are attributed to the high sensitivity of erosion response to micro-scale variations of soil erodibility - `geomorphic internal variability'. The latter acts as an intermediary between forcing and erosion dynamics, augmenting the conventionally emphasized effects of `external variability' (climate, topography, land use, management form). Furthermore, we observe a reduction of erosion non-uniqueness at larger temporal scales that correlates with environment stochasticity. Our analysis shows that this effect can be attributed to the larger likelihood of alternating characteristic regimes of sediment dynamics. The corollary of this study is that the glaring gap - the inherently large uncertainties and the fallacy of representativeness of central tendencies - must be conceded in soil loss assessments. Acknowledgement: This research was supported by a grant (16AWMP-B083066-03) from Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government, and by the faculty research fund of Sejong University in 2016.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

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

M-estimator for the 3D symmetric Helmert coordinate transformation

NASA Astrophysics Data System (ADS)

Chang, Guobin; Xu, Tianhe; Wang, Qianxin

2018-01-01

The M-estimator for the 3D symmetric Helmert coordinate transformation problem is developed. Small-angle rotation assumption is abandoned. The direction cosine matrix or the quaternion is used to represent the rotation. The 3 × 1 multiplicative error vector is defined to represent the rotation estimation error. An analytical solution can be employed to provide the initial approximate for iteration, if the outliers are not large. The iteration is carried out using the iterative reweighted least-squares scheme. In each iteration after the first one, the measurement equation is linearized using the available parameter estimates, the reweighting matrix is constructed using the residuals obtained in the previous iteration, and then the parameter estimates with their variance-covariance matrix are calculated. The influence functions of a single pseudo-measurement on the least-squares estimator and on the M-estimator are derived to theoretically show the robustness. In the solution process, the parameter is rescaled in order to improve the numerical stability. Monte Carlo experiments are conducted to check the developed method. Different cases to investigate whether the assumed stochastic model is correct are considered. The results with the simulated data slightly deviating from the true model are used to show the developed method's statistical efficacy at the assumed stochastic model, its robustness against the deviations from the assumed stochastic model, and the validity of the estimated variance-covariance matrix no matter whether the assumed stochastic model is correct or not.

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009)

PubMed Central

2011-01-01

Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance. PMID:21324153

Stochastic estimation of human arm impedance under nonlinear friction in robot joints: a model study.

PubMed

Chang, Pyung Hun; Kang, Sang Hoon

2010-05-30

The basic assumption of stochastic human arm impedance estimation methods is that the human arm and robot behave linearly for small perturbations. In the present work, we have identified the degree of influence of nonlinear friction in robot joints to the stochastic human arm impedance estimation. Internal model based impedance control (IMBIC) is then proposed as a means to make the estimation accurate by compensating for the nonlinear friction. From simulations with a nonlinear Lugre friction model, it is observed that the reliability and accuracy of the estimation are severely degraded with nonlinear friction: below 2 Hz, multiple and partial coherence functions are far less than unity; estimated magnitudes and phases are severely deviated from that of a real human arm throughout the frequency range of interest; and the accuracy is not enhanced with an increase of magnitude of the force perturbations. In contrast, the combined use of stochastic estimation and IMBIC provides with accurate estimation results even with large friction: the multiple coherence functions are larger than 0.9 throughout the frequency range of interest and the estimated magnitudes and phases are well matched with that of a real human arm. Furthermore, the performance of suggested method is independent of human arm and robot posture, and human arm impedance. Therefore, the IMBIC will be useful in measuring human arm impedance with conventional robot, as well as in designing a spatial impedance measuring robot, which requires gearing. (c) 2010 Elsevier B.V. All rights reserved.

The power of structural modeling of sub-grid scales - application to astrophysical plasmas

NASA Astrophysics Data System (ADS)

Georgiev Vlaykov, Dimitar; Grete, Philipp

2015-08-01

In numerous astrophysical phenomena the dynamical range can span 10s of orders of magnitude. This implies more than billions of degrees-of-freedom and precludes direct numerical simulations from ever being a realistic possibility. A physical model is necessary to capture the unresolved physics occurring at the sub-grid scales (SGS).Structural modeling is a powerful concept which renders itself applicable to various physical systems. It stems from the idea of capturing the structure of the SGS terms in the evolution equations based on the scale-separation mechanism and independently of the underlying physics. It originates in the hydrodynamics field of large-eddy simulations. We apply it to the study of astrophysical MHD.Here, we present a non-linear SGS model for compressible MHD turbulence. The model is validated a priori at the tensorial, vectorial and scalar levels against of set of high-resolution simulations of stochastically forced homogeneous isotropic turbulence in a periodic box. The parameter space spans 2 decades in sonic Mach numbers (0.2 - 20) and approximately one decade in magnetic Mach number ~(1-8). This covers the super-Alfvenic sub-, trans-, and hyper-sonic regimes, with a range of plasma beta from 0.05 to 25. The Reynolds number is of the order of 103.At the tensor level, the model components correlate well with the turbulence ones, at the level of 0.8 and above. Vectorially, the alignment with the true SGS terms is encouraging with more than 50% of the model within 30° of the data. At the scalar level we look at the dynamics of the SGS energy and cross-helicity. The corresponding SGS flux terms have median correlations of ~0.8. Physically, the model represents well the two directions of the energy cascade.In comparison, traditional functional models exhibit poor local correlations with the data already at the scalar level. Vectorially, they are indifferent to the anisotropy of the SGS terms. They often struggle to represent the energy backscatter from small to large scales as well as the turbulent dynamo mechanism.Overall, the new model surpasses the traditional ones in all tests by a large margin.

Large-Scale Gene Relocations following an Ancient Genome Triplication Associated with the Diversification of Core Eudicots.

PubMed

Wang, Yupeng; Ficklin, Stephen P; Wang, Xiyin; Feltus, F Alex; Paterson, Andrew H

2016-01-01

Different modes of gene duplication including whole-genome duplication (WGD), and tandem, proximal and dispersed duplications are widespread in angiosperm genomes. Small-scale, stochastic gene relocations and transposed gene duplications are widely accepted to be the primary mechanisms for the creation of dispersed duplicates. However, here we show that most surviving ancient dispersed duplicates in core eudicots originated from large-scale gene relocations within a narrow window of time following a genome triplication (γ) event that occurred in the stem lineage of core eudicots. We name these surviving ancient dispersed duplicates as relocated γ duplicates. In Arabidopsis thaliana, relocated γ, WGD and single-gene duplicates have distinct features with regard to gene functions, essentiality, and protein interactions. Relative to γ duplicates, relocated γ duplicates have higher non-synonymous substitution rates, but comparable levels of expression and regulation divergence. Thus, relocated γ duplicates should be distinguished from WGD and single-gene duplicates for evolutionary investigations. Our results suggest large-scale gene relocations following the γ event were associated with the diversification of core eudicots.

Large-Scale Gene Relocations following an Ancient Genome Triplication Associated with the Diversification of Core Eudicots

PubMed Central

Wang, Yupeng; Ficklin, Stephen P.; Wang, Xiyin; Feltus, F. Alex; Paterson, Andrew H.

2016-01-01

Different modes of gene duplication including whole-genome duplication (WGD), and tandem, proximal and dispersed duplications are widespread in angiosperm genomes. Small-scale, stochastic gene relocations and transposed gene duplications are widely accepted to be the primary mechanisms for the creation of dispersed duplicates. However, here we show that most surviving ancient dispersed duplicates in core eudicots originated from large-scale gene relocations within a narrow window of time following a genome triplication (γ) event that occurred in the stem lineage of core eudicots. We name these surviving ancient dispersed duplicates as relocated γ duplicates. In Arabidopsis thaliana, relocated γ, WGD and single-gene duplicates have distinct features with regard to gene functions, essentiality, and protein interactions. Relative to γ duplicates, relocated γ duplicates have higher non-synonymous substitution rates, but comparable levels of expression and regulation divergence. Thus, relocated γ duplicates should be distinguished from WGD and single-gene duplicates for evolutionary investigations. Our results suggest large-scale gene relocations following the γ event were associated with the diversification of core eudicots. PMID:27195960

Linear dynamical modes as new variables for data-driven ENSO forecast

NASA Astrophysics Data System (ADS)

Gavrilov, Andrey; Seleznev, Aleksei; Mukhin, Dmitry; Loskutov, Evgeny; Feigin, Alexander; Kurths, Juergen

2018-05-01

A new data-driven model for analysis and prediction of spatially distributed time series is proposed. The model is based on a linear dynamical mode (LDM) decomposition of the observed data which is derived from a recently developed nonlinear dimensionality reduction approach. The key point of this approach is its ability to take into account simple dynamical properties of the observed system by means of revealing the system's dominant time scales. The LDMs are used as new variables for empirical construction of a nonlinear stochastic evolution operator. The method is applied to the sea surface temperature anomaly field in the tropical belt where the El Nino Southern Oscillation (ENSO) is the main mode of variability. The advantage of LDMs versus traditionally used empirical orthogonal function decomposition is demonstrated for this data. Specifically, it is shown that the new model has a competitive ENSO forecast skill in comparison with the other existing ENSO models.

Rare events in finite and infinite dimensions

NASA Astrophysics Data System (ADS)

Reznikoff, Maria G.

Thermal noise introduces stochasticity into deterministic equations and makes possible events which are never seen in the zero temperature setting. The driving force behind the thesis work is a desire to bring analysis and probability to bear on a class of relevant and intriguing physical problems, and in so doing, to allow applications to drive the development of new mathematical theory. The unifying theme is the study of rare events under the influence of small, random perturbations, and the manifold mathematical problems which ensue. In the first part, we apply large deviation theory and prefactor estimates to a coherent rotation micromagnetic model in order to analyze thermally activated magnetic switching. We consider recent physical experiments and the mathematical questions "asked" by them. A stochastic resonance type phenomenon is discovered, leading to the definition of finite temperature astroids. Non-Arrhenius behavior is discussed. The analysis is extended to ramped astroids. In addition, we discover that for low damping and ultrashort pulses, deterministic effects can override thermal effects, in accord with very recent ultrashort pulse experiments. Even more interesting, perhaps, is the study of large deviations in the infinite dimensional context, i.e. in spatially extended systems. Inspired by recent numerical investigations, we study the stochastically perturbed Allen Cahn and Cahn Hilliard equations. For the Allen Cahn equation, we study the action minimization problem (a deterministic variational problem) and prove the action scaling in four parameter regimes, via upper and lower bounds. The sharp interface limit is studied. We formally derive a reduced action functional which lends insight into the connection between action minimization and curvature flow. For the Cahn Hilliard equation, we prove upper and lower bounds for the scaling of the energy barrier in the nucleation and growth regime. Finally, we consider rare events in large or infinite domains, in one spatial dimension. We introduce a natural reference measure through which to analyze the invariant measure of stochastically perturbed, nonlinear partial differential equations. Also, for noisy reaction diffusion equations with an asymmetric potential, we discover how to rescale space and time in order to map the dynamics in the zero temperature limit to the Poisson Model, a simple version of the Johnson-Mehl-Avrami-Kolmogorov model for nucleation and growth.

Sparse maps—A systematic infrastructure for reduced-scaling electronic structure methods. II. Linear scaling domain based pair natural orbital coupled cluster theory

NASA Astrophysics Data System (ADS)

Riplinger, Christoph; Pinski, Peter; Becker, Ute; Valeev, Edward F.; Neese, Frank

2016-01-01

Domain based local pair natural orbital coupled cluster theory with single-, double-, and perturbative triple excitations (DLPNO-CCSD(T)) is a highly efficient local correlation method. It is known to be accurate and robust and can be used in a black box fashion in order to obtain coupled cluster quality total energies for large molecules with several hundred atoms. While previous implementations showed near linear scaling up to a few hundred atoms, several nonlinear scaling steps limited the applicability of the method for very large systems. In this work, these limitations are overcome and a linear scaling DLPNO-CCSD(T) method for closed shell systems is reported. The new implementation is based on the concept of sparse maps that was introduced in Part I of this series [P. Pinski, C. Riplinger, E. F. Valeev, and F. Neese, J. Chem. Phys. 143, 034108 (2015)]. Using the sparse map infrastructure, all essential computational steps (integral transformation and storage, initial guess, pair natural orbital construction, amplitude iterations, triples correction) are achieved in a linear scaling fashion. In addition, a number of additional algorithmic improvements are reported that lead to significant speedups of the method. The new, linear-scaling DLPNO-CCSD(T) implementation typically is 7 times faster than the previous implementation and consumes 4 times less disk space for large three-dimensional systems. For linear systems, the performance gains and memory savings are substantially larger. Calculations with more than 20 000 basis functions and 1000 atoms are reported in this work. In all cases, the time required for the coupled cluster step is comparable to or lower than for the preceding Hartree-Fock calculation, even if this is carried out with the efficient resolution-of-the-identity and chain-of-spheres approximations. The new implementation even reduces the error in absolute correlation energies by about a factor of two, compared to the already accurate previous implementation.

Non-linear scaling of a musculoskeletal model of the lower limb using statistical shape models.

PubMed

Nolte, Daniel; Tsang, Chui Kit; Zhang, Kai Yu; Ding, Ziyun; Kedgley, Angela E; Bull, Anthony M J

2016-10-03

Accurate muscle geometry for musculoskeletal models is important to enable accurate subject-specific simulations. Commonly, linear scaling is used to obtain individualised muscle geometry. More advanced methods include non-linear scaling using segmented bone surfaces and manual or semi-automatic digitisation of muscle paths from medical images. In this study, a new scaling method combining non-linear scaling with reconstructions of bone surfaces using statistical shape modelling is presented. Statistical Shape Models (SSMs) of femur and tibia/fibula were used to reconstruct bone surfaces of nine subjects. Reference models were created by morphing manually digitised muscle paths to mean shapes of the SSMs using non-linear transformations and inter-subject variability was calculated. Subject-specific models of muscle attachment and via points were created from three reference models. The accuracy was evaluated by calculating the differences between the scaled and manually digitised models. The points defining the muscle paths showed large inter-subject variability at the thigh and shank - up to 26mm; this was found to limit the accuracy of all studied scaling methods. Errors for the subject-specific muscle point reconstructions of the thigh could be decreased by 9% to 20% by using the non-linear scaling compared to a typical linear scaling method. We conclude that the proposed non-linear scaling method is more accurate than linear scaling methods. Thus, when combined with the ability to reconstruct bone surfaces from incomplete or scattered geometry data using statistical shape models our proposed method is an alternative to linear scaling methods. Copyright © 2016 The Author. Published by Elsevier Ltd.. All rights reserved.

Introducing Stochastic Simulation of Chemical Reactions Using the Gillespie Algorithm and MATLAB: Revisited and Augmented

ERIC Educational Resources Information Center

Argoti, A.; Fan, L. T.; Cruz, J.; Chou, S. T.

2008-01-01

The stochastic simulation of chemical reactions, specifically, a simple reversible chemical reaction obeying the first-order, i.e., linear, rate law, has been presented by Martinez-Urreaga and his collaborators in this journal. The current contribution is intended to complement and augment their work in two aspects. First, the simple reversible…

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

Stochastic Convection Parameterizations: The Eddy-Diffusivity/Mass-Flux (EDMF) Approach (Invited)

NASA Astrophysics Data System (ADS)

Teixeira, J.

2013-12-01

In this presentation it is argued that moist convection parameterizations need to be stochastic in order to be realistic - even in deterministic atmospheric prediction systems. A new unified convection and boundary layer parameterization (EDMF) that optimally combines the Eddy-Diffusivity (ED) approach for smaller-scale boundary layer mixing with the Mass-Flux (MF) approach for larger-scale plumes is discussed. It is argued that for realistic simulations stochastic methods have to be employed in this new unified EDMF. Positive results from the implementation of the EDMF approach in atmospheric models are presented.

A damage analysis for brittle materials using stochastic micro-structural information

NASA Astrophysics Data System (ADS)

Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue

2016-03-01

In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.