Quantification of heart rate variability by discrete nonstationary non-Markov stochastic processes
NASA Astrophysics Data System (ADS)
Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail
2002-04-01
We develop the statistical theory of discrete nonstationary non-Markov random processes in complex systems. The objective of this paper is to find the chain of finite-difference non-Markov kinetic equations for time correlation functions (TCF) in terms of nonstationary effects. The developed theory starts from careful analysis of time correlation through nonstationary dynamics of vectors of initial and final states and nonstationary normalized TCF. Using the projection operators technique we find the chain of finite-difference non-Markov kinetic equations for discrete nonstationary TCF and for the set of nonstationary discrete memory functions (MF's). The last one contains supplementary information about nonstationary properties of the complex system on the whole. Another relevant result of our theory is the construction of the set of dynamic parameters of nonstationarity, which contains some information of the nonstationarity effects. The full set of dynamic, spectral and kinetic parameters, and kinetic functions (TCF, short MF's statistical spectra of non-Markovity parameter, and statistical spectra of nonstationarity parameter) has made it possible to acquire the in-depth information about discreteness, non-Markov effects, long-range memory, and nonstationarity of the underlying processes. The developed theory is applied to analyze the long-time (Holter) series of RR intervals of human ECG's. We had two groups of patients: the healthy ones and the patients after myocardial infarction. In both groups we observed effects of fractality, standard and restricted self-organized criticality, and also a certain specific arrangement of spectral lines. The received results demonstrate that the power spectra of all orders (n=1,2,...) MF mn(t) exhibit the neatly expressed fractal features. We have found out that the full sets of non-Markov, discrete and nonstationary parameters can serve as reliable and powerful means of diagnosis of the cardiovascular system states and can
Yulmetyev, R; Gafarov, F; Hänggi, P; Nigmatullin, R; Kayumov, S
2001-12-01
The basic scientific point of this paper is to draw the attention of researchers to new possibilities of differentiation of similar signals having different nature. One example of such kinds of signals is presented by seismograms containing recordings of earthquakes (EQ's) and technogenic explosions (TE's). EQ's are among the most dramatic phenomena in nature. We propose here a discrete stochastic model for possible solution of a problem of strong EQ forecasting and differentiation of TE's from the weak EQ's. Theoretical analysis is performed by two independent methods: by using statistical theory of discrete non-Markov stochastic processes [Phys. Rev. E 62, 6178 (2000)] and the local Hurst exponent. The following Earth states have been considered among them: before (Ib) and during (I) strong EQ, during weak EQ (II) and during TE (III), and in a calm state of Earth's core (IV). The estimation of states I, II, and III has been made on the particular examples of Turkey (1999) EQ's, state IV has been taken as an example of Earth's state before underground TE. Time recordings of seismic signals of the first four dynamic orthogonal collective variables, six various planes of phase portrait of four-dimensional phase space of orthogonal variables and the local Hurst exponent have been calculated for the dynamic analysis of states of systems I-IV. The analysis of statistical properties of seismic time series I-IV has been realized with the help of a set of discrete time-dependent functions (time correlation function and first three memory functions), their power spectra, and the first three points in the statistical spectrum of non-Markovity parameters. In all systems studied we have found a bizarre combination of the following spectral characteristics: the fractal frequency spectra adjustable by phenomena of usual and restricted self-organized criticality, spectra of white and color noises and unusual alternation of Markov and non-Markov effects of long-range memory
Markov and non-Markov processes in complex systems by the dynamical information entropy
NASA Astrophysics Data System (ADS)
Yulmetyev, R. M.; Gafarov, F. M.
1999-12-01
We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.
Stochastic ice stream dynamics
NASA Astrophysics Data System (ADS)
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-01
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-01
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960
Dynamics of Double Stochastic Operators
NASA Astrophysics Data System (ADS)
Saburov, Mansoor
2016-03-01
A double stochastic operator is a generalization of a double stochastic matrix. In this paper, we study the dynamics of double stochastic operators. We give a criterion for a regularity of a double stochastic operator in terms of absences of its periodic points. We provide some examples to insure that, in general, a trajectory of a double stochastic operator may converge to any interior point of the simplex.
Stochastic dynamics on slow manifolds
NASA Astrophysics Data System (ADS)
Constable, George W. A.; McKane, Alan J.; Rogers, Tim
2013-07-01
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable simplification. In this paper we demonstrate how the same basic methodology may also be applied to stochastic dynamical systems, by examining the behaviour of trajectories conditioned on the event that they do not depart the slow manifold. We apply the method to two models: one from ecology and one from epidemiology, achieving a reduction in model dimension and illustrating the high quality of the analytical approximations.
Stochastic dynamics of dengue epidemics
NASA Astrophysics Data System (ADS)
de Souza, David R.; Tomé, Tânia; Pinho, Suani T. R.; Barreto, Florisneide R.; de Oliveira, Mário J.
2013-01-01
We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, such as dengue, and the threshold of the disease. The coexistence space is composed of two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice versa, so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evolution equations from which we get the threshold of the disease and the reproductive ratio. The threshold of the disease is also obtained by performing numerical simulations. We found that for certain values of the infection rates the spreading of the disease is impossible, for any death rate of infected mosquitoes.
NonMarkov Ito Processes with 1- state memory
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2010-08-01
A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.
Stochastic dynamics of time correlation in complex systems with discrete time
Yulmetyev; Hanggi; Gafarov
2000-11-01
In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy S(i)(t) where i=0,1,2,3,ellipsis, as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,ellipsis). The set of functions S(i)(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,ellipsis) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function S(i)(t) for time correlation (i=0) and time memory (i=1,2,3,ellipsis). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG
Stochastic dynamics of time correlation in complex systems with discrete time
Yulmetyev; Hanggi; Gafarov
2000-11-01
In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy S(i)(t) where i=0,1,2,3,ellipsis, as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,ellipsis). The set of functions S(i)(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,ellipsis) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function S(i)(t) for time correlation (i=0) and time memory (i=1,2,3,ellipsis). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG
Stochastic dynamics of time correlation in complex systems with discrete time
NASA Astrophysics Data System (ADS)
Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail
2000-11-01
In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for
Stochastic dynamics of cancer initiation
NASA Astrophysics Data System (ADS)
Foo, Jasmine; Leder, Kevin; Michor, Franziska
2011-02-01
Most human cancer types result from the accumulation of multiple genetic and epigenetic alterations in a single cell. Once the first change (or changes) have arisen, tumorigenesis is initiated and the subsequent emergence of additional alterations drives progression to more aggressive and ultimately invasive phenotypes. Elucidation of the dynamics of cancer initiation is of importance for an understanding of tumor evolution and cancer incidence data. In this paper, we develop a novel mathematical framework to study the processes of cancer initiation. Cells at risk of accumulating oncogenic mutations are organized into small compartments of cells and proliferate according to a stochastic process. During each cell division, an (epi)genetic alteration may arise which leads to a random fitness change, drawn from a probability distribution. Cancer is initiated when a cell gains a fitness sufficiently high to escape from the homeostatic mechanisms of the cell compartment. To investigate cancer initiation during a human lifetime, a 'race' between this fitness process and the aging process of the patient is considered; the latter is modeled as a second stochastic Markov process in an aging dimension. This model allows us to investigate the dynamics of cancer initiation and its dependence on the mutational fitness distribution. Our framework also provides a methodology to assess the effects of different life expectancy distributions on lifetime cancer incidence. We apply this methodology to colorectal tumorigenesis while considering life expectancy data of the US population to inform the dynamics of the aging process. We study how the probability of cancer initiation prior to death, the time until cancer initiation, and the mutational profile of the cancer-initiating cell depends on the shape of the mutational fitness distribution and life expectancy of the population.
Long-range memory and non-Markov statistical effects in human sensorimotor coordination
NASA Astrophysics Data System (ADS)
M. Yulmetyev, Renat; Emelyanova, Natalya; Hänggi, Peter; Gafarov, Fail; Prokhorov, Alexander
2002-12-01
In this paper, the non-Markov statistical processes and long-range memory effects in human sensorimotor coordination are investigated. The theoretical basis of this study is the statistical theory of non-stationary discrete non-Markov processes in complex systems (Phys. Rev. E 62, 6178 (2000)). The human sensorimotor coordination was experimentally studied by means of standard dynamical tapping test on the group of 32 young peoples with tap numbers up to 400. This test was carried out separately for the right and the left hand according to the degree of domination of each brain hemisphere. The numerical analysis of the experimental results was made with the help of power spectra of the initial time correlation function, the memory functions of low orders and the first three points of the statistical spectrum of non-Markovity parameter. Our observations demonstrate, that with the regard to results of the standard dynamic tapping-test it is possible to divide all examinees into five different dynamic types. We have introduced the conflict coefficient to estimate quantitatively the order-disorder effects underlying life systems. The last one reflects the existence of disbalance between the nervous and the motor human coordination. The suggested classification of the neurophysiological activity represents the dynamic generalization of the well-known neuropsychological types and provides the new approach in a modern neuropsychology.
Variational principles for stochastic fluid dynamics
Holm, Darryl D.
2015-01-01
This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083
Stochastic description of quantum Brownian dynamics
NASA Astrophysics Data System (ADS)
Yan, Yun-An; Shao, Jiushu
2016-08-01
Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems
Principal axes for stochastic dynamics
NASA Astrophysics Data System (ADS)
Vasconcelos, V. V.; Raischel, F.; Haase, M.; Peinke, J.; Wächter, M.; Lind, P. G.; Kleinhans, D.
2011-09-01
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
Immigration-extinction dynamics of stochastic populations
NASA Astrophysics Data System (ADS)
Meerson, Baruch; Ovaskainen, Otso
2013-07-01
How high should be the rate of immigration into a stochastic population in order to significantly reduce the probability of observing the population become extinct? Is there any relation between the population size distributions with and without immigration? Under what conditions can one justify the simple patch occupancy models, which ignore the population distribution and its dynamics in a patch, and treat a patch simply as either occupied or empty? We answer these questions by exactly solving a simple stochastic model obtained by adding a steady immigration to a variant of the Verhulst model: a prototypical model of an isolated stochastic population.
Automated Flight Routing Using Stochastic Dynamic Programming
NASA Technical Reports Server (NTRS)
Ng, Hok K.; Morando, Alex; Grabbe, Shon
2010-01-01
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
On methods for studying stochastic disease dynamics.
Keeling, M J; Ross, J V
2008-02-01
Models that deal with the individual level of populations have shown the importance of stochasticity in ecology, epidemiology and evolution. An increasingly common approach to studying these models is through stochastic (event-driven) simulation. One striking disadvantage of this approach is the need for a large number of replicates to determine the range of expected behaviour. Here, for a class of stochastic models called Markov processes, we present results that overcome this difficulty and provide valuable insights, but which have been largely ignored by applied researchers. For these models, the so-called Kolmogorov forward equation (also called the ensemble or master equation) allows one to simultaneously consider the probability of each possible state occurring. Irrespective of the complexities and nonlinearities of population dynamics, this equation is linear and has a natural matrix formulation that provides many analytical insights into the behaviour of stochastic populations and allows rapid evaluation of process dynamics. Here, using epidemiological models as a template, these ensemble equations are explored and results are compared with traditional stochastic simulations. In addition, we describe further advantages of the matrix formulation of dynamics, providing simple exact methods for evaluating expected eradication (extinction) times of diseases, for comparing expected total costs of possible control programmes and for estimation of disease parameters. PMID:17638650
Stochastic solution to quantum dynamics
NASA Technical Reports Server (NTRS)
John, Sarah; Wilson, John W.
1994-01-01
The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.
Stochastic game dynamics under demographic fluctuations.
Huang, Weini; Hauert, Christoph; Traulsen, Arne
2015-07-21
Frequency-dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency-dependent selection, the average fitness of the population may increase or decrease based on interactions between individuals within the population. This should be reflected in fluctuations of the population size even in constant environments. Here, we propose a stochastic model that naturally combines these two evolutionary ingredients by assuming frequency-dependent competition between different types in an individual-based model. In contrast to previous game theoretic models, the carrying capacity of the population, and thus the population size, is determined by pairwise competition of individuals mediated by evolutionary games and demographic stochasticity. In the limit of infinite population size, the averaged stochastic dynamics is captured by deterministic competitive Lotka-Volterra equations. In small populations, demographic stochasticity may instead lead to the extinction of the entire population. Because the population size is driven by fitness in evolutionary games, a population of cooperators is less prone to go extinct than a population of defectors, whereas in the usual systems of fixed size the population would thrive regardless of its average payoff. PMID:26150518
Stochastic rotation dynamics for nematic liquid crystals
Lee, Kuang-Wu Mazza, Marco G.
2015-04-28
We introduce a new mesoscopic model for nematic liquid crystals (LCs). We extend the particle-based stochastic rotation dynamics method, which reproduces the Navier-Stokes equation, to anisotropic fluids by including a simplified Ericksen-Leslie formulation of nematodynamics. We verify the applicability of this hybrid model by studying the equilibrium isotropic-nematic phase transition and nonequilibrium problems, such as the dynamics of topological defects and the rheology of sheared LCs. Our simulation results show that this hybrid model captures many essential aspects of LC physics at the mesoscopic scale, while preserving microscopic thermal fluctuations.
A stochastic model of human gait dynamics
NASA Astrophysics Data System (ADS)
Ashkenazy, Yosef; M. Hausdorff, Jeffrey; Ch. Ivanov, Plamen; Eugene Stanley, H.
2002-12-01
We present a stochastic model of gait rhythm dynamics, based on transitions between different “neural centers”, that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the transition (hopping) range, the model can describe alterations in gait dynamics from childhood to adulthood-including a decrease in the correlation and volatility exponents with maturation. The model also generates time series with multifractal spectra whose broadness depends only on this parameter. Moreover, we find that the volatility exponent increases monotonically as a function of the width of the multifractal spectrum, suggesting the possibility of a change in multifractality with maturation.
Stochastic qualifyers of brain dynamics
NASA Astrophysics Data System (ADS)
Prusseit, Jens; Lehnertz, Klaus
2006-03-01
Despite the fact that both linear and nonlinear analyses of EEG time series have provided valuable insights into the complex spatio-temporal dynamics of physiological and patho-physiological brain functions, these processes are far from being fully understood. We here investigate the applicability of a previously proposed analysis method to characterize EEG time series from epilepsy patients using concepts from the theory of Markov-processes. To estimate the coefficients of a corresponding Fokker-Planck equation we adopt the method of Siegert et al (Phys. Lett. A 243, 275 (1998)) to the problem at hand. To check the validity of our approach we reconstruct the driving noise force via the associated Langevin equation and show that the noise is approximately delta-correlated and Gaussian. We then integrate our model to compare the stationary probability distribution function (PDF) as well as the conditional PDFs on different time scales with the PDFs derived from the EEG data. Applying the analysis method to long-lasting multichannel EEG recordings we discuss the possible relevance for diagnostic purposes.
Global dynamics of a stochastic neuronal oscillator
NASA Astrophysics Data System (ADS)
Yamanobe, Takanobu
2013-11-01
Nonlinear oscillators have been used to model neurons that fire periodically in the absence of input. These oscillators, which are called neuronal oscillators, share some common response structures with other biological oscillations such as cardiac cells. In this study, we analyze the dependence of the global dynamics of an impulse-driven stochastic neuronal oscillator on the relaxation rate to the limit cycle, the strength of the intrinsic noise, and the impulsive input parameters. To do this, we use a Markov operator that both reflects the density evolution of the oscillator and is an extension of the phase transition curve, which describes the phase shift due to a single isolated impulse. Previously, we derived the Markov operator for the finite relaxation rate that describes the dynamics of the entire phase plane. Here, we construct a Markov operator for the infinite relaxation rate that describes the stochastic dynamics restricted to the limit cycle. In both cases, the response of the stochastic neuronal oscillator to time-varying impulses is described by a product of Markov operators. Furthermore, we calculate the number of spikes between two consecutive impulses to relate the dynamics of the oscillator to the number of spikes per unit time and the interspike interval density. Specifically, we analyze the dynamics of the number of spikes per unit time based on the properties of the Markov operators. Each Markov operator can be decomposed into stationary and transient components based on the properties of the eigenvalues and eigenfunctions. This allows us to evaluate the difference in the number of spikes per unit time between the stationary and transient responses of the oscillator, which we show to be based on the dependence of the oscillator on past activity. Our analysis shows how the duration of the past neuronal activity depends on the relaxation rate, the noise strength, and the impulsive input parameters.
Controlling statistical moments of stochastic dynamical networks
NASA Astrophysics Data System (ADS)
Bielievtsov, Dmytro; Ladenbauer, Josef; Obermayer, Klaus
2016-07-01
We consider a general class of stochastic networks and ask which network nodes need to be controlled, and how, to stabilize and switch between desired metastable (target) states in terms of the first and second statistical moments of the system. We first show that it is sufficient to directly interfere with a subset of nodes which can be identified using information about the graph of the network only. Then we develop a suitable method for feedback control which acts on that subset of nodes and preserves the covariance structure of the desired target state. Finally, we demonstrate our theoretical results using a stochastic Hopfield network and a global brain model. Our results are applicable to a variety of (model) networks and further our understanding of the relationship between network structure and collective dynamics for the benefit of effective control.
Controlling statistical moments of stochastic dynamical networks.
Bielievtsov, Dmytro; Ladenbauer, Josef; Obermayer, Klaus
2016-07-01
We consider a general class of stochastic networks and ask which network nodes need to be controlled, and how, to stabilize and switch between desired metastable (target) states in terms of the first and second statistical moments of the system. We first show that it is sufficient to directly interfere with a subset of nodes which can be identified using information about the graph of the network only. Then we develop a suitable method for feedback control which acts on that subset of nodes and preserves the covariance structure of the desired target state. Finally, we demonstrate our theoretical results using a stochastic Hopfield network and a global brain model. Our results are applicable to a variety of (model) networks and further our understanding of the relationship between network structure and collective dynamics for the benefit of effective control. PMID:27575147
Hybrid Differential Dynamic Programming with Stochastic Search
NASA Technical Reports Server (NTRS)
Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob
2016-01-01
Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.
Hybrid Differential Dynamic Programming with Stochastic Search
NASA Technical Reports Server (NTRS)
Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob A.
2016-01-01
Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASA's Dawn mission. The Dawn trajectory was designed with the DDP-based Static/Dynamic Optimal Control algorithm used in the Mystic software.1 Another recently developed method, Hybrid Differential Dynamic Programming (HDDP),2, 3 is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.
Stochastic Event-Driven Molecular Dynamics
Donev, Aleksandar Garcia, Alejandro L.; Alder, Berni J.
2008-02-01
A novel Stochastic Event-Driven Molecular Dynamics (SEDMD) algorithm is developed for the simulation of polymer chains suspended in a solvent. SEDMD combines event-driven molecular dynamics (EDMD) with the Direct Simulation Monte Carlo (DSMC) method. The polymers are represented as chains of hard-spheres tethered by square wells and interact with the solvent particles with hard-core potentials. The algorithm uses EDMD for the simulation of the polymer chain and the interactions between the chain beads and the surrounding solvent particles. The interactions between the solvent particles themselves are not treated deterministically as in EDMD, rather, the momentum and energy exchange in the solvent is determined stochastically using DSMC. The coupling between the solvent and the solute is consistently represented at the particle level retaining hydrodynamic interactions and thermodynamic fluctuations. However, unlike full MD simulations of both the solvent and the solute, in SEDMD the spatial structure of the solvent is ignored. The SEDMD algorithm is described in detail and applied to the study of the dynamics of a polymer chain tethered to a hard-wall subjected to uniform shear. SEDMD closely reproduces results obtained using traditional EDMD simulations with two orders of magnitude greater efficiency. Results question the existence of periodic (cycling) motion of the polymer chain.
Irreversible thermodynamics in multiscale stochastic dynamical systems.
Santillán, Moisés; Qian, Hong
2011-04-01
This work extends the results of a recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We investigate whether and in what way the thermodynamic structure is invariant in a multiscale stochastic system, that is, whether the relations between thermodynamic functions of state and process variables remain unchanged when the system is viewed at different time scales and resolutions. Our results show that the dynamics on a fast time scale contribute an entropic term to the internal energy function u(S)(x) for the slow dynamics. Based on the conditional free energy u(S)(x), we can then treat the slow dynamics as if the fast dynamics is nonexistent. Furthermore, we show that the free energy, which characterizes the spontaneous organization in a system without detailed balance, is invariant with or without the fast dynamics: The fast dynamics is assumed to reach stationarity instantaneously on the slow time scale; it has no effect on the system's free energy. The same cannot be said for the entropy and the internal energy, both of which contain the same contribution from the fast dynamics. We also investigate the consequences of time-scale separation in connection to the concepts of quasi-stationarity and steady adiabaticity introduced in the phenomenological steady-state thermodynamics.
The Stochastic Dynamics of Filopodial Growth
NASA Astrophysics Data System (ADS)
Papoian, Garegin A.; Lan, Yueheng; Zhuravlev, Pavel
2008-03-01
A filopodium is a cytoplasmic projection, exquisitely built and regulated, which extends from the leading edge of the migrating cell, exploring the cell's neighborhood. Commonly, filopodia grow and retract after their initiation, exhibiting rich dynamical behaviors. We model the growth of a filopodium based on a stochastic description which incorporates mechanical, physical and biochemical components. Our model provides a full stochastic treatment of the actin monomer diffusion and polymerization of each individual actin filament under stress of the fluctuating membrane. We have investigated the length distribution of individual filaments in a growing filopodium and studied how it depends on various physical parameters. The distribution of filament lengths turned out to be narrow, which we explained by the negative feedback created by the membrane load and monomeric G-actin gradient. We also discovered that filopodial growth is strongly diminished upon increasing retrograde flow, suggesting that regulating the retrograde flow rate would be a highly efficient way to control filopodial extension dynamics. The filopodial length increases as the membrane fluctuations decrease, which we attributed to the unequal loading of the mem- brane force among individual filaments, which, in turn, results in larger average polymerization rates. We also observed significant diffusional noise of G-actin monomers, which leads to smaller G-actin flux along the filopodial tube compared with the prediction using the diffusion equation.
Method to describe stochastic dynamics using an optimal coordinate.
Krivov, Sergei V
2013-12-01
A general method to describe the stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems: the determination of an optimal coordinate for the description of stochastic dynamics; the reconstruction of time from an ensemble of stochastic trajectories; and the decomposition of stationary stochastic dynamics into eigenmodes which do not decay exponentially with time. The problems are solved by introducing additive eigenvectors which are transformed by a stochastic matrix in a simple way - every component is translated by a constant distance. Such solutions have peculiar properties. For example, an optimal coordinate for stochastic dynamics with detailed balance is a multivalued function. An optimal coordinate for a random walk on a line corresponds to the conventional eigenvector of the one-dimensional Dirac equation. The equation for the optimal coordinate in a slowly varying potential reduces to the Hamilton-Jacobi equation for the action function. PMID:24483410
Nonlinear and Stochastic Dynamics in the Heart
Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N.
2014-01-01
In a normal human life span, the heart beats about 2 to 3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems. PMID:25267872
Stochastic evolutionary dynamics of direct reciprocity.
Imhof, Lorens A; Nowak, Martin A
2010-02-01
Evolutionary game theory is the study of frequency-dependent selection. The success of an individual depends on the frequencies of strategies that are used in the population. We propose a new model for studying evolutionary dynamics in games with a continuous strategy space. The population size is finite. All members of the population use the same strategy. A mutant strategy is chosen from some distribution over the strategy space. The fixation probability of the mutant strategy in the resident population is calculated. The new mutant takes over the population with this probability. In this case, the mutant becomes the new resident. Otherwise, the existing resident remains. Then, another mutant is generated. These dynamics lead to a stationary distribution over the entire strategy space. Our new approach generalizes classical adaptive dynamics in three ways: (i) the population size is finite; (ii) mutants can be drawn non-locally and (iii) the dynamics are stochastic. We explore reactive strategies in the repeated Prisoner's Dilemma. We perform 'knock-out experiments' to study how various strategies affect the evolution of cooperation. We find that 'tit-for-tat' is a weak catalyst for the emergence of cooperation, while 'always cooperate' is a strong catalyst for the emergence of defection. Our analysis leads to a new understanding of the optimal level of forgiveness that is needed for the evolution of cooperation under direct reciprocity.
Stochastic dynamics for idiotypic immune networks
NASA Astrophysics Data System (ADS)
Barra, Adriano; Agliari, Elena
2010-12-01
In this work we introduce and analyze the stochastic dynamics obeyed by a model of an immune network recently introduced by the authors. We develop Fokker-Planck equations for the single lymphocyte behavior and coarse grained Langevin schemes for the averaged clone behavior. After showing agreement with real systems (as a short path Jerne cascade), we suggest, both with analytical and numerical arguments, explanations for the generation of (metastable) memory cells, improvement of the secondary response (both in the quality and quantity) and bell shaped modulation against infections as a natural behavior. The whole emerges from the model without being postulated a-priori as it often occurs in second generation immune networks: so the aim of the work is to present some out-of-equilibrium features of this model and to highlight mechanisms which can replace a-priori assumptions in view of further detailed analysis in theoretical systemic immunology.
Wolbachia spread dynamics in stochastic environments.
Hu, Linchao; Huang, Mugen; Tang, Moxun; Yu, Jianshe; Zheng, Bo
2015-12-01
Dengue fever is a mosquito-borne viral disease with 100 million people infected annually. A novel strategy for dengue control uses the bacterium Wolbachia to invade dengue vector Aedes mosquitoes. As the impact of environmental heterogeneity on Wolbachia spread dynamics in natural areas has been rarely quantified, we develop a model of differential equations for which the environmental conditions switch randomly between two regimes. We find some striking phenomena that random regime transitions could drive Wolbachia to extinction from certain initial states confirmed Wolbachia fixation in homogeneous environments, and mosquito releasing facilitates Wolbachia invasion more effectively when the regimes transit frequently. By superimposing the phase spaces of the ODE systems defined in each regime, we identify the threshold curves below which Wolbachia invades the whole population, which extends the theory of threshold infection frequency to stochastic environments.
Predicting stochastic gene expression dynamics in single cells.
Mettetal, Jerome T; Muzzey, Dale; Pedraza, Juan M; Ozbudak, Ertugrul M; van Oudenaarden, Alexander
2006-05-01
Fluctuations in protein numbers (noise) due to inherent stochastic effects in single cells can have large effects on the dynamic behavior of gene regulatory networks. Although deterministic models can predict the average network behavior, they fail to incorporate the stochasticity characteristic of gene expression, thereby limiting their relevance when single cell behaviors deviate from the population average. Recently, stochastic models have been used to predict distributions of steady-state protein levels within a population but not to predict the dynamic, presteady-state distributions. In the present work, we experimentally examine a system whose dynamics are heavily influenced by stochastic effects. We measure population distributions of protein numbers as a function of time in the Escherichia coli lactose uptake network (lac operon). We then introduce a dynamic stochastic model and show that prediction of dynamic distributions requires only a few noise parameters in addition to the rates that characterize a deterministic model. Whereas the deterministic model cannot fully capture the observed behavior, our stochastic model correctly predicts the experimental dynamics without any fit parameters. Our results provide a proof of principle for the possibility of faithfully predicting dynamic population distributions from deterministic models supplemented by a stochastic component that captures the major noise sources. PMID:16648266
Stochastic Terminal Dynamics in Epithelial Cell Intercalation
NASA Astrophysics Data System (ADS)
Eule, Stephan; Metzger, Jakob; Reichl, Lars; Kong, Deqing; Zhang, Yujun; Grosshans, Joerg; Wolf, Fred
2015-03-01
We found that the constriction of epithelial cell contacts during intercalation in germ band extension in Drosophila embryos follows intriguingly simple quantitative laws. The mean contact length < L > follows < L > (t) ~(T - t) α , where T is the finite collapse time; the time dependent variance of contact length is proportional to the square of the mean; finally the time dependent probability density of the contact lengths remains close to Gaussian during the entire process. These observations suggest that the dynamics of contact collapse can be captured by a stochastic differential equation analytically tractable in small noise approximation. Here, we present such a model, providing an effective description of the non-equilibrium statistical mechanics of contact collapse. All model parameters are fixed by measurements of time dependent mean and variance of contact lengths. The model predicts the contact length covariance function that we obtain in closed form. The contact length covariance function closely matches experimental observations suggesting that the model well captures the dynamics of contact collapse.
Extended Plefka expansion for stochastic dynamics
NASA Astrophysics Data System (ADS)
Bravi, B.; Sollich, P.; Opper, M.
2016-05-01
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is sufficiently general to allow application to e.g. biochemical networks involved in metabolism and regulation. The main feature of our approach is to constrain in the Plefka expansion not just first moments akin to magnetizations, but also second moments, specifically two-time correlations and responses for each degree of freedom. The end result is an effective equation of motion for each single degree of freedom, where couplings to other variables appear as a self-coupling to the past (i.e. memory term) and a coloured noise. This constitutes a new mean field approximation that should become exact in the thermodynamic limit of a large network, for suitably long-ranged couplings. For the analytically tractable case of linear dynamics we establish this exactness explicitly by appeal to spectral methods of random matrix theory, for Gaussian couplings with arbitrary degree of symmetry.
Identification and stochastic control of helicopter dynamic modes
NASA Technical Reports Server (NTRS)
Molusis, J. A.; Bar-Shalom, Y.
1983-01-01
A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.
Stochastic system identification in structural dynamics
Safak, Erdal
1988-01-01
Recently, new identification methods have been developed by using the concept of optimal-recursive filtering and stochastic approximation. These methods, known as stochastic identification, are based on the statistical properties of the signal and noise, and do not require the assumptions of current methods. The criterion for stochastic system identification is that the difference between the recorded output and the output from the identified system (i.e., the residual of the identification) should be equal to white noise. In this paper, first a brief review of the theory is given. Then, an application of the method is presented by using ambient vibration data from a nine-story building.
Stochastic Dynamics Underlying Cognitive Stability and Flexibility.
Ueltzhöffer, Kai; Armbruster-Genç, Diana J N; Fiebach, Christian J
2015-06-01
dopaminergic modulation of cognitive flexibility. These results show that stochastic dynamical systems can implement the basic computations underlying cognitive stability and flexibility and explain neurobiological bases of individual differences. PMID:26068119
Stochastic Dynamics Underlying Cognitive Stability and Flexibility
Ueltzhöffer, Kai; Armbruster-Genç, Diana J. N.; Fiebach, Christian J.
2015-01-01
dopaminergic modulation of cognitive flexibility. These results show that stochastic dynamical systems can implement the basic computations underlying cognitive stability and flexibility and explain neurobiological bases of individual differences. PMID:26068119
NASA Astrophysics Data System (ADS)
Yulmetyev, Renat; Demin, Sergey; Emelyanova, Natalya; Gafarov, Fail; Hänggi, Peter
2003-03-01
In this work we develop a new method of diagnosing the nervous system diseases and a new approach in studying human gait dynamics with the help of the theory of discrete non-Markov random processes (Phys. Rev. E 62 (5) (2000) 6178, Phys. Rev. E 64 (2001) 066132, Phys. Rev. E 65 (2002) 046107, Physica A 303 (2002) 427). The stratification of the phase clouds and the statistical non-Markov effects in the time series of the dynamics of human gait are considered. We carried out the comparative analysis of the data of four age groups of healthy people: children (from 3 to 10 year olds), teenagers (from 11 to 14 year olds), young people (from 21 up to 29 year olds), elderly persons (from 71 to 77 year olds) and Parkinson patients. The full data set are analyzed with the help of the phase portraits of the four dynamic variables, the power spectra of the initial time correlation function and the memory functions of junior orders, the three first points in the spectra of the statistical non-Markov parameter. The received results allow to define the predisposition of the probationers to deflections in the central nervous system caused by Parkinson's disease. We have found out distinct differences between the five submitted groups. On this basis we offer a new method of diagnostics and forecasting Parkinson's disease.
Modeling ion channel dynamics through reflected stochastic differential equations.
Dangerfield, Ciara E; Kay, David; Burrage, Kevin
2012-05-01
Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks.
Stochastic population dynamics under resource constraints
NASA Astrophysics Data System (ADS)
Gavane, Ajinkya S.; Nigam, Rahul
2016-06-01
This paper investigates the population growth of a certain species in which every generation reproduces thrice over a period of predefined time, under certain constraints of resources needed for survival of population. We study the survival period of a species by randomizing the reproduction probabilities within a window at same predefined ages and the resources are being produced by the working force of the population at a variable rate. This randomness in the reproduction rate makes the population growth stochastic in nature and one cannot predict the exact form of evolution. Hence we study the growth by running simulations for such a population and taking an ensemble averaged over 500 to 5000 such simulations as per the need. While the population reproduces in a stochastic manner, we have implemented a constraint on the amount of resources available for the population. This is important to make the simulations more realistic. The rate of resource production then is tuned to find the rate which suits the survival of the species. We also compute the mean life time of the species corresponding to different resource production rate. Study for these outcomes in the parameter space defined by the reproduction probabilities and rate of resource production is carried out.
Discriminating chaotic and stochastic dynamics through the permutation spectrum test.
Kulp, C W; Zunino, L
2014-09-01
In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism.
Discriminating chaotic and stochastic dynamics through the permutation spectrum test
NASA Astrophysics Data System (ADS)
Kulp, C. W.; Zunino, L.
2014-09-01
In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism.
Stochastic Dynamics with Correct Sampling for Constrained Systems.
Peters, E A J F; Goga, N; Berendsen, H J C
2014-10-14
In this paper we discuss thermostatting using stochastic methods for molecular simulations where constraints are present. For so-called impulsive thermostats, like the Andersen thermostat, the equilibrium temperature will differ significantly from the imposed temperature when a limited number of particles are picked and constraints are applied. We analyze this problem and give two rigorous solutions for it. A correct general treatment of impulsive stochastic thermostatting, including pairwise dissipative particle dynamics and stochastic forcing in the presence of constraints, is given and it is shown that the constrained canonical distribution is sampled rigorously. We discuss implementation issues such as second order Trotter expansions. The method is shown to rigorously maintain the correct temperature for the case of extended simple point charge (SPC/E) water simulations. PMID:26588119
Stochastic heart-rate model can reveal pathologic cardiac dynamics
NASA Astrophysics Data System (ADS)
Kuusela, Tom
2004-03-01
A simple one-dimensional Langevin-type stochastic difference equation can simulate the heart-rate fluctuations in a time scale from minutes to hours. The model consists of a deterministic nonlinear part and a stochastic part typical of Gaussian noise, and both parts can be directly determined from measured heart-rate data. Data from healthy subjects typically exhibit the deterministic part with two or more stable fixed points. Studies of 15 congestive heart-failure subjects reveal that the deterministic part of pathologic heart dynamics has no clear stable fixed points. Direct simulations of the stochastic model for normal and pathologic cases can produce statistical parameters similar to those of real subjects. Results directly indicate that pathologic situations simplify the heart-rate control system.
Traffic jam dynamics in stochastic cellular automata
Nagel, K. |; Schreckenberg, M.
1995-09-01
Simple models for particles hopping on a grid (cellular automata) are used to simulate (single lane) traffic flow. Despite their simplicity, these models are astonishingly realistic in reproducing start-stop-waves and realistic fundamental diagrams. One can use these models to investigate traffic phenomena near maximum flow. A so-called phase transition at average maximum flow is visible in the life-times of jams. The resulting dynamic picture is consistent with recent fluid-dynamical results by Kuehne/Kerner/Konhaeuser, and with Treiterer`s hysteresis description. This places CA models between car-following models and fluid-dynamical models for traffic flow. CA models are tested in projects in Los Alamos (USA) and in NRW (Germany) for large scale microsimulations of network traffic.
A data driven nonlinear stochastic model for blood glucose dynamics.
Zhang, Yan; Holt, Tim A; Khovanova, Natalia
2016-03-01
The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles.
Dynamic maintenance of stochastic molecular clusters on cell membranes
NASA Astrophysics Data System (ADS)
Mugler, Andrew; Wehrens, Martijn; Ten Wolde, Pieter Rein
2015-03-01
Clustering of molecules on cell membranes is a widely observed phenomenon. A key example is the oncoprotein Ras. Maintenance of Ras clusters has been linked to proper Ras signaling. Yet, the mechanism by which Ras clusters are maintained remains unclear. Recently it was discovered that activated Ras promotes further Ras activation. We show using particle-based simulation that this positive feedback link is sufficient to produce persistent clusters of active Ras molecules via a dynamic nucleation mechanism. The cluster statistics are consistent with experimental observations. Interestingly, our model does not support a Turing regime of macroscopic reaction-diffusion patterning. This means that the clustering we observe is a purely stochastic effect, arising from the coupling of the positive feedback network with the discrete nature of individual molecules. These findings underscore the importance of stochastic and dynamic properties of reaction diffusion systems for biological behavior.
Dynamical entropy for systems with stochastic perturbation
Ostruszka; Pakonski; Slomczynski; Zyczkowski
2000-08-01
Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the Kolmogorov-Sinai (KS) entropy diverges if the diameter of the partition tends to zero, we analyze the difference between the total entropy of a noisy system and the entropy of the noise itself. We show that this quantity is finite and non-negative and we call it the dynamical entropy of the noisy system. In the weak noise limit this quantity is conjectured to tend to the KS entropy of the deterministic system. In particular, we consider one-dimensional systems with noise described by a finite-dimensional kernel for which the Frobenius-Perron operator can be represented by a finite matrix.
Stochastic Mean-Field Dynamics For Nuclear Collisions
Ayik, Sakir
2008-11-11
We discuss a stochastic approach to improve description of nuclear dynamics beyond the mean-field approximation at low energies. For small amplitude fluctuations, this approach gives a result for the dispersion of a one-body observable that is identical to the result obtained previously through a variational approach. Furthermore, it incorporates one-body dissipation and fluctuation mechanisms in accordance with quantal fluctuation-dissipation relation.
Nonperturbative stochastic dynamics driven by strongly correlated colored noise
NASA Astrophysics Data System (ADS)
Jing, Jun; Li, Rui; You, J. Q.; Yu, Ting
2015-02-01
We propose a quantum model consisting of two remote qubits interacting with two correlated colored noises and establish an exact stochastic Schrödinger equation for this open quantum system. It is shown that the quantum dynamics of the qubit system is profoundly modulated by the mutual correlation between baths and the bath memory capability through dissipation and fluctuation. We report a physical effect on generating inner correlation and entanglement of two distant qubits arising from the strong bath-bath correlation.
Eradication-resolution dynamics with stochastic flare-ups.
van den Berg, Hugo A; Duncombe, Zoe A
2010-06-01
In infectious disease as well as in cancer, the ultimate outcome of the curative response, mediated by the body itself or through drug treatment, is either successful eradication or a resurgence of the disease ("flare-up" or "relapse"), depending on random fluctuations that dominate the dynamics of the system when the number of diseased cells has become very low. The presence of a low-numbers bottle-neck in the dynamics, which is unavoidable if eradication is to take place at all, renders at least one phase of the dynamics essentially stochastic. However, the eradicating agents (e.g. immune cells, drug molecules) generally remain at high numbers during the critical bottle-neck phase, sufficiently so to warrant a deterministic treatment. This leads us to consider a hybrid stochastic-deterministic approach where the infected cells are treated stochastically whereas the eradicating agents are treated deterministically. Exploiting the fact that the number of eradicating agents typically decreases monotonically during the resolution phase of the response, we derive a set of coupled first-order differential equations that describe the probability of ultimate eradication as a function of the system's state, and we consider a number of biomedical applications. PMID:20226791
Stochastic Population Dynamics of a Montane Ground-Dwelling Squirrel
Hostetler, Jeffrey A.; Kneip, Eva; Van Vuren, Dirk H.; Oli, Madan K.
2012-01-01
Understanding the causes and consequences of population fluctuations is a central goal of ecology. We used demographic data from a long-term (1990–2008) study and matrix population models to investigate factors and processes influencing the dynamics and persistence of a golden-mantled ground squirrel (Callospermophilus lateralis) population, inhabiting a dynamic subalpine habitat in Colorado, USA. The overall deterministic population growth rate λ was 0.94±SE 0.05 but it varied widely over time, ranging from 0.45±0.09 in 2006 to 1.50±0.12 in 2003, and was below replacement (λ<1) for 9 out of 18 years. The stochastic population growth rate λs was 0.92, suggesting a declining population; however, the 95% CI on λs included 1.0 (0.52–1.60). Stochastic elasticity analysis showed that survival of adult females, followed by survival of juvenile females and litter size, were potentially the most influential vital rates; analysis of life table response experiments revealed that the same three life history variables made the largest contributions to year-to year changes in λ. Population viability analysis revealed that, when the influences of density dependence and immigration were not considered, the population had a high (close to 1.0 in 50 years) probability of extinction. However, probability of extinction declined to as low as zero when density dependence and immigration were considered. Destabilizing effects of stochastic forces were counteracted by regulating effects of density dependence and rescue effects of immigration, which allowed our study population to bounce back from low densities and prevented extinction. These results suggest that dynamics and persistence of our study population are determined synergistically by density-dependence, stochastic forces, and immigration. PMID:22479616
Stochastic population dynamics of a montane ground-dwelling squirrel.
Hostetler, Jeffrey A; Kneip, Eva; Van Vuren, Dirk H; Oli, Madan K
2012-01-01
Understanding the causes and consequences of population fluctuations is a central goal of ecology. We used demographic data from a long-term (1990-2008) study and matrix population models to investigate factors and processes influencing the dynamics and persistence of a golden-mantled ground squirrel (Callospermophilus lateralis) population, inhabiting a dynamic subalpine habitat in Colorado, USA. The overall deterministic population growth rate λ was 0.94±SE 0.05 but it varied widely over time, ranging from 0.45±0.09 in 2006 to 1.50±0.12 in 2003, and was below replacement (λ<1) for 9 out of 18 years. The stochastic population growth rate λ(s) was 0.92, suggesting a declining population; however, the 95% CI on λ(s) included 1.0 (0.52-1.60). Stochastic elasticity analysis showed that survival of adult females, followed by survival of juvenile females and litter size, were potentially the most influential vital rates; analysis of life table response experiments revealed that the same three life history variables made the largest contributions to year-to year changes in λ. Population viability analysis revealed that, when the influences of density dependence and immigration were not considered, the population had a high (close to 1.0 in 50 years) probability of extinction. However, probability of extinction declined to as low as zero when density dependence and immigration were considered. Destabilizing effects of stochastic forces were counteracted by regulating effects of density dependence and rescue effects of immigration, which allowed our study population to bounce back from low densities and prevented extinction. These results suggest that dynamics and persistence of our study population are determined synergistically by density-dependence, stochastic forces, and immigration.
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.
Time-Reversal Test for Stochastic Quantum Dynamics
NASA Astrophysics Data System (ADS)
Dowling, Mark R.; Drummond, Peter D.; Davis, Matthew J.; Deuar, Piotr
2005-04-01
The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro’s number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.
Stochastic description of pilus retraction dynamics
NASA Astrophysics Data System (ADS)
Lindén, Martin; Johansson, Emil; Jonsson, Ann-Beth
2005-03-01
Motility of certain gram-negative bacteria is mediated by retraction of type IV pili surface filaments, which are essential for infectivity. Type IV pili are helical filaments with 4 nm periodicity and 5 subunits per turn. The retraction is powered by a strong molecular motor protein, PilT, producing very high forces in excess of 100 pN[1]. One possible explanation for the high forces are that several ATP are hydrolyzed to retract each subunit.We consider a widely used class of discrete hopping models, which has been used to describe well-known motor proteins such as kinesin[2] and myosin[3]. The model describes recent experimental measurements[1] on Neisseria gonorrhoeae well, and makes several interesting predictions for the randomness of the retraction dynamics.1. Maier et al, PNAS 101:10961 (2004)2. M. E. Fisher and A. B. Kolomeisky, PNAS 98:7748 (2001)3. A. B. Kolomeisky and M. E. Fisher, Biophys. J. 84:1650 (2003)
Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems
NASA Astrophysics Data System (ADS)
Agarwal, S.; Wettlaufer, J. S.
2014-12-01
We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.
Condition-dependent mate choice: A stochastic dynamic programming approach.
Frame, Alicia M; Mills, Alex F
2014-09-01
We study how changing female condition during the mating season and condition-dependent search costs impact female mate choice, and what strategies a female could employ in choosing mates to maximize her own fitness. We address this problem via a stochastic dynamic programming model of mate choice. In the model, a female encounters males sequentially and must choose whether to mate or continue searching. As the female searches, her own condition changes stochastically, and she incurs condition-dependent search costs. The female attempts to maximize the quality of the offspring, which is a function of the female's condition at mating and the quality of the male with whom she mates. The mating strategy that maximizes the female's net expected reward is a quality threshold. We compare the optimal policy with other well-known mate choice strategies, and we use simulations to examine how well the optimal policy fares under imperfect information.
Condition-dependent mate choice: A stochastic dynamic programming approach.
Frame, Alicia M; Mills, Alex F
2014-09-01
We study how changing female condition during the mating season and condition-dependent search costs impact female mate choice, and what strategies a female could employ in choosing mates to maximize her own fitness. We address this problem via a stochastic dynamic programming model of mate choice. In the model, a female encounters males sequentially and must choose whether to mate or continue searching. As the female searches, her own condition changes stochastically, and she incurs condition-dependent search costs. The female attempts to maximize the quality of the offspring, which is a function of the female's condition at mating and the quality of the male with whom she mates. The mating strategy that maximizes the female's net expected reward is a quality threshold. We compare the optimal policy with other well-known mate choice strategies, and we use simulations to examine how well the optimal policy fares under imperfect information. PMID:24996205
Dynamic Stochastic Superresolution of sparsely observed turbulent systems
Branicki, M.; Majda, A.J.
2013-05-15
Real-time capture of the relevant features of the unresolved turbulent dynamics of complex natural systems from sparse noisy observations and imperfect models is a notoriously difficult problem. The resulting lack of observational resolution and statistical accuracy in estimating the important turbulent processes, which intermittently send significant energy to the large-scale fluctuations, hinders efficient parameterization and real-time prediction using discretized PDE models. This issue is particularly subtle and important when dealing with turbulent geophysical systems with an vast range of interacting spatio-temporal scales and rough energy spectra near the mesh scale of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by appropriately filtering sparse regular observations with the help of cheap stochastic exactly solvable models, one can derive stochastically ‘superresolved’ velocity fields and gain insight into the important characteristics of the unresolved dynamics, including the detection of the so-called black swans. The DSS algorithms operate in Fourier domain and exploit the fact that the coarse observation network aliases high-wavenumber information into the resolved waveband. It is shown that these cheap algorithms are robust and have significant skill on a test bed of turbulent solutions from realistic nonlinear turbulent spatially extended systems in the presence of a significant model error. In particular, the DSS algorithms are capable of successfully capturing time-localized extreme events in the unresolved modes, and they provide good and robust skill for recovery of the unresolved processes in terms of pattern correlation. Moreover, we show that DSS improves the skill for recovering the primary modes associated with the sparse observation mesh which is equally important in applications. The skill of the various DSS algorithms depends on the energy spectrum
Dynamic Stochastic Superresolution of sparsely observed turbulent systems
NASA Astrophysics Data System (ADS)
Branicki, M.; Majda, A. J.
2013-05-01
Real-time capture of the relevant features of the unresolved turbulent dynamics of complex natural systems from sparse noisy observations and imperfect models is a notoriously difficult problem. The resulting lack of observational resolution and statistical accuracy in estimating the important turbulent processes, which intermittently send significant energy to the large-scale fluctuations, hinders efficient parameterization and real-time prediction using discretized PDE models. This issue is particularly subtle and important when dealing with turbulent geophysical systems with an vast range of interacting spatio-temporal scales and rough energy spectra near the mesh scale of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by appropriately filtering sparse regular observations with the help of cheap stochastic exactly solvable models, one can derive stochastically 'superresolved' velocity fields and gain insight into the important characteristics of the unresolved dynamics, including the detection of the so-called black swans. The DSS algorithms operate in Fourier domain and exploit the fact that the coarse observation network aliases high-wavenumber information into the resolved waveband. It is shown that these cheap algorithms are robust and have significant skill on a test bed of turbulent solutions from realistic nonlinear turbulent spatially extended systems in the presence of a significant model error. In particular, the DSS algorithms are capable of successfully capturing time-localized extreme events in the unresolved modes, and they provide good and robust skill for recovery of the unresolved processes in terms of pattern correlation. Moreover, we show that DSS improves the skill for recovering the primary modes associated with the sparse observation mesh which is equally important in applications. The skill of the various DSS algorithms depends on the energy spectrum of
Modeling bacterial population growth from stochastic single-cell dynamics.
Alonso, Antonio A; Molina, Ignacio; Theodoropoulos, Constantinos
2014-09-01
A few bacterial cells may be sufficient to produce a food-borne illness outbreak, provided that they are capable of adapting and proliferating on a food matrix. This is why any quantitative health risk assessment policy must incorporate methods to accurately predict the growth of bacterial populations from a small number of pathogens. In this aim, mathematical models have become a powerful tool. Unfortunately, at low cell concentrations, standard deterministic models fail to predict the fate of the population, essentially because the heterogeneity between individuals becomes relevant. In this work, a stochastic differential equation (SDE) model is proposed to describe variability within single-cell growth and division and to simulate population growth from a given initial number of individuals. We provide evidence of the model ability to explain the observed distributions of times to division, including the lag time produced by the adaptation to the environment, by comparing model predictions with experiments from the literature for Escherichia coli, Listeria innocua, and Salmonella enterica. The model is shown to accurately predict experimental growth population dynamics for both small and large microbial populations. The use of stochastic models for the estimation of parameters to successfully fit experimental data is a particularly challenging problem. For instance, if Monte Carlo methods are employed to model the required distributions of times to division, the parameter estimation problem can become numerically intractable. We overcame this limitation by converting the stochastic description to a partial differential equation (backward Kolmogorov) instead, which relates to the distribution of division times. Contrary to previous stochastic formulations based on random parameters, the present model is capable of explaining the variability observed in populations that result from the growth of a small number of initial cells as well as the lack of it compared to
Dynamical structure underlying inverse stochastic resonance and its implications
NASA Astrophysics Data System (ADS)
Uzuntarla, Muhammet; Cressman, John R.; Ozer, Mahmut; Barreto, Ernest
2013-10-01
We investigate inverse stochastic resonance (ISR), a recently reported phenomenon in which the spiking activity of a Hodgkin-Huxley model neuron subject to external noise exhibits a pronounced minimum as the noise intensity increases. We clarify the mechanism that underlies ISR and show that its most surprising features are a consequence of the dynamical structure of the model. Furthermore, we show that the ISR effect depends strongly on the procedures used to measure it. Our results are important for the experimentalist who seeks to observe the ISR phenomenon.
A Stochastic Super-Exponential Growth Model for Population Dynamics
NASA Astrophysics Data System (ADS)
Avila, P.; Rekker, A.
2010-11-01
A super-exponential growth model with environmental noise has been studied analytically. Super-exponential growth rate is a property of dynamical systems exhibiting endogenous nonlinear positive feedback, i.e., of self-reinforcing systems. Environmental noise acts on the growth rate multiplicatively and is assumed to be Gaussian white noise in the Stratonovich interpretation. An analysis of the stochastic super-exponential growth model with derivations of exact analytical formulae for the conditional probability density and the mean value of the population abundance are presented. Interpretations and various applications of the results are discussed.
Synaptic Size Dynamics as an Effectively Stochastic Process
Statman, Adiel; Kaufman, Maya; Minerbi, Amir; Ziv, Noam E.; Brenner, Naama
2014-01-01
Long-term, repeated measurements of individual synaptic properties have revealed that synapses can undergo significant directed and spontaneous changes over time scales of minutes to weeks. These changes are presumably driven by a large number of activity-dependent and independent molecular processes, yet how these processes integrate to determine the totality of synaptic size remains unknown. Here we propose, as an alternative to detailed, mechanistic descriptions, a statistical approach to synaptic size dynamics. The basic premise of this approach is that the integrated outcome of the myriad of processes that drive synaptic size dynamics are effectively described as a combination of multiplicative and additive processes, both of which are stochastic and taken from distributions parametrically affected by physiological signals. We show that this seemingly simple model, known in probability theory as the Kesten process, can generate rich dynamics which are qualitatively similar to the dynamics of individual glutamatergic synapses recorded in long-term time-lapse experiments in ex-vivo cortical networks. Moreover, we show that this stochastic model, which is insensitive to many of its underlying details, quantitatively captures the distributions of synaptic sizes measured in these experiments, the long-term stability of such distributions and their scaling in response to pharmacological manipulations. Finally, we show that the average kinetics of new postsynaptic density formation measured in such experiments is also faithfully captured by the same model. The model thus provides a useful framework for characterizing synapse size dynamics at steady state, during initial formation of such steady states, and during their convergence to new steady states following perturbations. These findings show the strength of a simple low dimensional statistical model to quantitatively describe synapse size dynamics as the integrated result of many underlying complex processes
Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics*
Ao, P.
2011-01-01
The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann–Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach: One is based on Feynman–Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium. PMID:21949462
Stochastic dynamics of bionanosystems: Multiscale analysis and specialized ensembles
NASA Astrophysics Data System (ADS)
Pankavich, S.; Miao, Y.; Ortoleva, J.; Shreif, Z.; Ortoleva, P.
2008-06-01
An approach for simulating bionanosystems such as viruses and ribosomes is presented. This calibration-free approach is based on an all-atom description for bionanosystems, a universal interatomic force field, and a multiscale perspective. The supramillion-atom nature of these bionanosystems prohibits the use of a direct molecular dynamics approach for phenomena such as viral structural transitions or self-assembly that develop over milliseconds or longer. A key element of these multiscale systems is the cross-talk between, and consequent strong coupling of processes over many scales in space and time. Thus, overall nanoscale features of these systems control the relative probability of atomistic fluctuations, while the latter mediate the average forces and diffusion coefficients that induce the dynamics of these nanoscale features. This feedback loop is overlooked in typical coarse-grained methods. We elucidate the role of interscale cross-talk and overcome bionanosystem simulation difficulties with (1) automated construction of order parameters (OPs) describing suprananometer scale structural features, (2) construction of OP-dependent ensembles describing the statistical properties of atomistic variables that ultimately contribute to the entropies driving the dynamics of the OPs, and (3) the derivation of a rigorous equation for the stochastic dynamics of the OPs. As the OPs capture hydrodynamic modes in the host medium, ``long-time tails'' in the correlation functions yielding the generalized diffusion coefficients do not emerge. Since the atomic-scale features of the system are treated statistically, several ensembles are constructed that reflect various experimental conditions. Attention is paid to the proper use of the Gibbs hypothesized equivalence of long-time and ensemble averages to accommodate the varying experimental conditions. The theory provides a basis for a practical, quantitative bionanosystem modeling approach that preserves the cross
Stochastic Simulation of Biomolecular Networks in Dynamic Environments
Voliotis, Margaritis; Thomas, Philipp; Grima, Ramon; Bowsher, Clive G.
2016-01-01
Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the dynamic environment of the cell and its surroundings. We thus sample trajectories of the stochastic process described by the chemical master equation with time-varying propensities. A comparative analysis shows that existing approaches can either fail dramatically, or else can impose impractical computational burdens due to numerical integration of reaction propensities, especially when cell ensembles are studied. Here we introduce the Extrande method which, given a simulated time course of dynamic network inputs, provides a conditionally exact and several orders-of-magnitude faster simulation solution. The new approach makes it feasible to demonstrate—using decision-making by a large population of quorum sensing bacteria—that robustness to fluctuations from upstream signaling places strong constraints on the design of networks determining cell fate. Our approach has the potential to significantly advance both understanding of molecular systems biology and design of synthetic circuits. PMID:27248512
Evaluation of Electric Power Procurement Strategies by Stochastic Dynamic Programming
NASA Astrophysics Data System (ADS)
Saisho, Yuichi; Hayashi, Taketo; Fujii, Yasumasa; Yamaji, Kenji
In deregulated electricity markets, the role of a distribution company is to purchase electricity from the wholesale electricity market at randomly fluctuating prices and to provide it to its customers at a given fixed price. Therefore the company has to take risk stemming from the uncertainties of electricity prices and/or demand fluctuation instead of the customers. The way to avoid the risk is to make a bilateral contact with generating companies or install its own power generation facility. This entails the necessity to develop a certain method to make an optimal strategy for electric power procurement. In such a circumstance, this research has the purpose for proposing a mathematical method based on stochastic dynamic programming and additionally considering the characteristics of the start-up cost of electric power generation facility to evaluate strategies of combination of the bilateral contract and power auto-generation with its own facility for procuring electric power in deregulated electricity market. In the beginning we proposed two approaches to solve the stochastic dynamic programming, and they are a Monte Carlo simulation method and a finite difference method to derive the solution of a partial differential equation of the total procurement cost of electric power. Finally we discussed the influences of the price uncertainty on optimal strategies of power procurement.
Outbreak and Extinction Dynamics in a Stochastic Ebola Model
NASA Astrophysics Data System (ADS)
Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James
A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.
Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings
NASA Astrophysics Data System (ADS)
Cunha, Americo; Soize, Christian; Sampaio, Rubens
2015-11-01
This work intends to analyze the nonlinear stochastic dynamics of drillstrings in horizontal configuration. For this purpose, it considers a beam theory, with effects of rotatory inertia and shear deformation, which is capable of reproducing the large displacements that the beam undergoes. The friction and shock effects, due to beam/borehole wall transversal impacts, as well as the force and torque induced by bit-rock interaction, are also considered in the model. Uncertainties of bit-rock interaction model are taken into account using a parametric probabilistic approach. Numerical simulations have shown that the mechanical system of interest has a very rich nonlinear stochastic dynamics, which generate phenomena such as bit-bounce, stick-slip, and transverse impacts. A study aiming to maximize the drilling process efficiency, varying drillstring velocities of translation and rotation is presented. Also, the work presents the definition and solution of two optimizations problems, one deterministic and one robust, where the objective is to maximize drillstring rate of penetration into the soil respecting its structural limits.
Assessing predictability of a hydrological stochastic-dynamical system
NASA Astrophysics Data System (ADS)
Gelfan, Alexander
2014-05-01
The water cycle includes the processes with different memory that creates potential for predictability of hydrological system based on separating its long and short memory components and conditioning long-term prediction on slower evolving components (similar to approaches in climate prediction). In the face of the Panta Rhei IAHS Decade questions, it is important to find a conceptual approach to classify hydrological system components with respect to their predictability, define predictable/unpredictable patterns, extend lead-time and improve reliability of hydrological predictions based on the predictable patterns. Representation of hydrological systems as the dynamical systems subjected to the effect of noise (stochastic-dynamical systems) provides possible tool for such conceptualization. A method has been proposed for assessing predictability of hydrological system caused by its sensitivity to both initial and boundary conditions. The predictability is defined through a procedure of convergence of pre-assigned probabilistic measure (e.g. variance) of the system state to stable value. The time interval of the convergence, that is the time interval during which the system losses memory about its initial state, defines limit of the system predictability. The proposed method was applied to assess predictability of soil moisture dynamics in the Nizhnedevitskaya experimental station (51.516N; 38.383E) located in the agricultural zone of the central European Russia. A stochastic-dynamical model combining a deterministic one-dimensional model of hydrothermal regime of soil with a stochastic model of meteorological inputs was developed. The deterministic model describes processes of coupled heat and moisture transfer through unfrozen/frozen soil and accounts for the influence of phase changes on water flow. The stochastic model produces time series of daily meteorological variables (precipitation, air temperature and humidity), whose statistical properties are similar
Stochastic queueing-theory approach to human dynamics
NASA Astrophysics Data System (ADS)
Walraevens, Joris; Demoor, Thomas; Maertens, Tom; Bruneel, Herwig
2012-02-01
Recently, numerous studies have shown that human dynamics cannot be described accurately by exponential laws. For instance, Barabási [Nature (London)NATUAS0028-083610.1038/nature03459 435, 207 (2005)] demonstrates that waiting times of tasks to be performed by a human are more suitably modeled by power laws. He presumes that these power laws are caused by a priority selection mechanism among the tasks. Priority models are well-developed in queueing theory (e.g., for telecommunication applications), and this paper demonstrates the (quasi-)immediate applicability of such a stochastic priority model to human dynamics. By calculating generating functions and by studying them in their dominant singularity, we prove that nonexponential tails result naturally. Contrary to popular belief, however, these are not necessarily triggered by the priority selection mechanism.
Stochastic magnetization dynamics of biochemically bound magnetic nanoparticles
NASA Astrophysics Data System (ADS)
Reeves, Daniel; Weaver, John
2015-03-01
Understanding the dynamics of magnetic nanoparticles in applied magnetic fields is critical for biosensing and therapeutic applications. In biological environments, the nanoparticles may clump together and the resultant dynamics are interesting and important. We show simulation schemes using stochastic Langevin equations that describe the particle rotations in various conditions and suggest ways to improve the applications. Biochemical binding is described in terms of changes of the size distribution from network theory perspective. Also, using log-normally size distributed particles, a master variable is derived that contains all the significant variables. This compacts the parameter space, quickens simulation, and improves intuition. An approximate closed form solution to the magnetization harmonics in an oscillating field is given in terms of this variable using the Langevin function.
Two-strain competition in quasineutral stochastic disease dynamics
NASA Astrophysics Data System (ADS)
Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R.
2014-10-01
We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007), 10.1016/j.tpb.2007.04.002], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008), 10.1016/j.tpb.2008.09.001], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012), 10.1007/s10955-012-0479-9]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.
Nonequilibrium dynamics of stochastic point processes with refractoriness
NASA Astrophysics Data System (ADS)
Deger, Moritz; Helias, Moritz; Cardanobile, Stefano; Atay, Fatihcan M.; Rotter, Stefan
2010-08-01
Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse, and the counting of particles by detector devices. Here we present an extension of renewal theory to describe ensembles of point processes with time varying input. This is made possible by a representation in terms of occupation numbers of two states: active and refractory. The dynamics of these occupation numbers follows a distributed delay differential equation. In particular, our theory enables us to uncover the effect of refractoriness on the time-dependent rate of an ensemble of encoding point processes in response to modulation of the input. We present exact solutions that demonstrate generic features, such as stochastic transients and oscillations in the step response as well as resonances, phase jumps and frequency doubling in the transfer of periodic signals. We show that a large class of renewal processes can indeed be regarded as special cases of the model we analyze. Hence our approach represents a widely applicable framework to define and analyze nonstationary renewal processes.
Stochastic fire-diffuse-fire model with realistic cluster dynamics
NASA Astrophysics Data System (ADS)
Calabrese, Ana; Fraiman, Daniel; Zysman, Daniel; Ponce Dawson, Silvina
2010-09-01
Living organisms use waves that propagate through excitable media to transport information. Ca2+ waves are a paradigmatic example of this type of processes. A large hierarchy of Ca2+ signals that range from localized release events to global waves has been observed in Xenopus laevis oocytes. In these cells, Ca2+ release occurs trough inositol 1,4,5-trisphosphate receptors (IP3Rs) which are organized in clusters of channels located on the membrane of the endoplasmic reticulum. In this article we construct a stochastic model for a cluster of IP3R ’s that replicates the experimental observations reported in [D. Fraiman , Biophys. J. 90, 3897 (2006)10.1529/biophysj.105.075911]. We then couple this phenomenological cluster model with a reaction-diffusion equation, so as to have a discrete stochastic model for calcium dynamics. The model we propose describes the transition regimes between isolated release and steadily propagating waves as the IP3 concentration is increased.
Stochastic Approximation of Dynamical Exponent at Quantum Critical Point
NASA Astrophysics Data System (ADS)
Suwa, Hidemaro; Yasuda, Shinya; Todo, Synge
We have developed a unified finite-size scaling method for quantum phase transitions that requires no prior knowledge of the dynamical exponent z. During a quantum Monte Carlo simulation, the temperature is automatically tuned by the Robbins-Monro stochastic approximation method, being proportional to the lowest gap of the finite-size system. The dynamical exponent is estimated in a straightforward way from the system-size dependence of the temperature. As a demonstration of our novel method, the two-dimensional S = 1 / 2 quantum XY model, or equivalently the hard-core boson system, in uniform and staggered magnetic fields is investigated in the combination of the world-line quantum Monte Carlo worm algorithm. In the absence of a uniform magnetic field, we obtain the fully consistent result with the Lorentz invariance at the quantum critical point, z = 1 . Under a finite uniform magnetic field, on the other hand, the dynamical exponent becomes two, and the mean-field universality with effective dimension (2+2) governs the quantum phase transition. We will discuss also the system with random magnetic fields, or the dirty boson system, bearing a non-trivial dynamical exponent.Reference: S. Yasuda, H. Suwa, and S. Todo Phys. Rev. B 92, 104411 (2015); arXiv:1506.04837
Partial synchronization in stochastic dynamical networks with switching communication channels
NASA Astrophysics Data System (ADS)
Huang, Chi; Ho, Daniel W. C.; Lu, Jianquan; Kurths, Jürgen
2012-06-01
In this paper, the partial synchronization problem of stochastic dynamical networks (SDNs) is investigated. Unlike the existing models, the SDN considered in this paper suffers from a class of communication constraint—only part of nodes' states can be transmitted. Thus, less nodes' states can be used to synchronize the SDN, which makes the analysis of the synchronization problem much harder. A set of channel matrices are introduced to reflect such kind of constraint. Furthermore, due to unpredictable environmental changes, the channel matrices can switch among some communication modes. The switching considered here is governed by a Markov process. To overcome the difficulty, a regrouping method is employed to derive our main results. The obtained conditions guarantee that partial synchronization can be achieved for SDNs under switching communication constraint. Finally, numerical examples are given to illustrate the effectiveness of the theoretical results and how the communication constraint influences synchronization result.
Stochastic approximation of dynamical exponent at quantum critical point
NASA Astrophysics Data System (ADS)
Yasuda, Shinya; Suwa, Hidemaro; Todo, Synge
2015-09-01
We have developed a unified finite-size scaling method for quantum phase transitions that requires no prior knowledge of the dynamical exponent z . During a quantum Monte Carlo simulation, the temperature is automatically tuned by the Robbins-Monro stochastic approximation method, being proportional to the lowest gap of the finite-size system. The dynamical exponent is estimated in a straightforward way from the system-size dependence of the temperature. As a demonstration of our novel method, the two-dimensional S =1 /2 quantum X Y model in uniform and staggered magnetic fields is investigated in the combination of the world-line quantum Monte Carlo worm algorithm. In the absence of a uniform magnetic field, we obtain the fully consistent result with the Lorentz invariance at the quantum critical point, z =1 , i.e., the three-dimensional classical X Y universality class. Under a finite uniform magnetic field, on the other hand, the dynamical exponent becomes two, and the mean-field universality with effective dimension (2 +2 ) governs the quantum phase transition.
The stochastic dynamics of tethered microcantilevers in a viscous fluid
NASA Astrophysics Data System (ADS)
Robbins, Brian A.; Radiom, Milad; Ducker, William A.; Walz, John Y.; Paul, Mark R.
2014-10-01
We explore and quantify the coupled dynamics of a pair of micron scale cantilevers immersed in a viscous fluid that are also directly tethered to one another at their tips by a spring force. The spring force, for example, could represent the molecular stiffness or elasticity of a biomolecule or material tethered between the cantilevers. We use deterministic numerical simulations with the fluctuation-dissipation theorem to compute the stochastic dynamics of the cantilever pair for the conditions of experiment when driven only by Brownian motion. We validate our approach by comparing directly with experimental measurements in the absence of the tether which shows excellent agreement. Using numerical simulations, we quantify the correlated dynamics of the cantilever pair over a range of tether stiffness. Our results quantify the sensitivity of the auto- and cross-correlations of equilibrium fluctuations in cantilever displacement to the stiffness of the tether. We show that the tether affects the magnitude of the correlations which can be used in a measurement to probe the properties of an attached tethering substance. For the configurations of current interest using micron scale cantilevers in water, we show that the magnitude of the fluid coupling between the cantilevers is sufficiently small such that the influence of the tether can be significant. Our results show that the cross-correlation is more sensitive to tether stiffness than the auto-correlation indicating that a two-cantilever measurement has improved sensitivity when compared with a measurement using a single cantilever.
The stochastic dynamics of tethered microcantilevers in a viscous fluid
Robbins, Brian A.; Paul, Mark R.; Radiom, Milad; Ducker, William A.; Walz, John Y.
2014-10-28
We explore and quantify the coupled dynamics of a pair of micron scale cantilevers immersed in a viscous fluid that are also directly tethered to one another at their tips by a spring force. The spring force, for example, could represent the molecular stiffness or elasticity of a biomolecule or material tethered between the cantilevers. We use deterministic numerical simulations with the fluctuation-dissipation theorem to compute the stochastic dynamics of the cantilever pair for the conditions of experiment when driven only by Brownian motion. We validate our approach by comparing directly with experimental measurements in the absence of the tether which shows excellent agreement. Using numerical simulations, we quantify the correlated dynamics of the cantilever pair over a range of tether stiffness. Our results quantify the sensitivity of the auto- and cross-correlations of equilibrium fluctuations in cantilever displacement to the stiffness of the tether. We show that the tether affects the magnitude of the correlations which can be used in a measurement to probe the properties of an attached tethering substance. For the configurations of current interest using micron scale cantilevers in water, we show that the magnitude of the fluid coupling between the cantilevers is sufficiently small such that the influence of the tether can be significant. Our results show that the cross-correlation is more sensitive to tether stiffness than the auto-correlation indicating that a two-cantilever measurement has improved sensitivity when compared with a measurement using a single cantilever.
Kryvohuz, Maksym Mukamel, Shaul
2015-06-07
Generalized nonlinear response theory is presented for stochastic dynamical systems. Experiments in which multiple measurements of dynamical quantities are used along with multiple perturbations of parameters of dynamical systems are described by generalized response functions (GRFs). These constitute a new type of multidimensional measures of stochastic dynamics either in the time or the frequency domains. Closed expressions for GRFs in stochastic dynamical systems are derived and compared with numerical non-equilibrium simulations. Several types of perturbations are considered: impulsive and periodic perturbations of temperature and impulsive perturbations of coordinates. The present approach can be used to study various types of stochastic processes ranging from single-molecule conformational dynamics to chemical kinetics of finite-size reactors such as biocells.
A Stochastic Fractional Dynamics Model of Rainfall Statistics
NASA Astrophysics Data System (ADS)
Kundu, Prasun; Travis, James
2013-04-01
Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is designed to faithfully reflect the scale dependence and is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. The main restriction is the assumption that the statistics of the precipitation field is spatially homogeneous and isotropic and stationary in time. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of the radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment. Some data sets containing periods of non-stationary behavior that involves occasional anomalously correlated rain events, present a challenge for the model.
Second Cancers After Fractionated Radiotherapy: Stochastic Population Dynamics Effects
NASA Technical Reports Server (NTRS)
Sachs, Rainer K.; Shuryak, Igor; Brenner, David; Fakir, Hatim; Hahnfeldt, Philip
2007-01-01
When ionizing radiation is used in cancer therapy it can induce second cancers in nearby organs. Mainly due to longer patient survival times, these second cancers have become of increasing concern. Estimating the risk of solid second cancers involves modeling: because of long latency times, available data is usually for older, obsolescent treatment regimens. Moreover, modeling second cancers gives unique insights into human carcinogenesis, since the therapy involves administering well characterized doses of a well studied carcinogen, followed by long-term monitoring. In addition to putative radiation initiation that produces pre-malignant cells, inactivation (i.e. cell killing), and subsequent cell repopulation by proliferation can be important at the doses relevant to second cancer situations. A recent initiation/inactivation/proliferation (IIP) model characterized quantitatively the observed occurrence of second breast and lung cancers, using a deterministic cell population dynamics approach. To analyze ifradiation-initiated pre-malignant clones become extinct before full repopulation can occur, we here give a stochastic version of this I I model. Combining Monte Carlo simulations with standard solutions for time-inhomogeneous birth-death equations, we show that repeated cycles of inactivation and repopulation, as occur during fractionated radiation therapy, can lead to distributions of pre-malignant cells per patient with variance >> mean, even when pre-malignant clones are Poisson-distributed. Thus fewer patients would be affected, but with a higher probability, than a deterministic model, tracking average pre-malignant cell numbers, would predict. Our results are applied to data on breast cancers after radiotherapy for Hodgkin disease. The stochastic IIP analysis, unlike the deterministic one, indicates: a) initiated, pre-malignant cells can have a growth advantage during repopulation, not just during the longer tumor latency period that follows; b) weekend
Stochastic dynamics of the prisoner's dilemma with cooperation facilitators.
Mobilia, Mauro
2012-07-01
In the framework of the paradigmatic prisoner's dilemma game, we investigate the evolutionary dynamics of social dilemmas in the presence of "cooperation facilitators." In our model, cooperators and defectors interact as in the classical prisoner's dilemma, where selection favors defection. However, here the presence of a small number of cooperation facilitators enhances the fitness (reproductive potential) of cooperators, while it does not alter that of defectors. In a finite population of size N, the dynamics of the prisoner's dilemma with facilitators is characterized by the probability that cooperation takes over (fixation probability) by the mean times to reach the absorbing states. These quantities are computed exactly using Fokker-Planck equations. Our findings, corroborated by stochastic simulations, demonstrate that the influence of facilitators crucially depends on the difference between their density z and the game's cost-to-benefit ratio r. When z > r, the fixation of cooperators is likely in a large population and, under weak selection pressure, invasion and replacement of defection by cooperation is favored by selection if b(z - r)(1 - z) > N(-1), where 0
Dynamics of the stochastic Lorenz chaotic system with long memory effects
Zeng, Caibin Yang, Qigui
2015-12-15
Little seems to be known about the ergodic dynamics of stochastic systems with fractional noise. This paper is devoted to discern such long time dynamics through the stochastic Lorenz chaotic system (SLCS) with long memory effects. By a truncation technique, the SLCS is proved to generate a continuous stochastic dynamical system Λ. Based on the Krylov-Bogoliubov criterion, the required Lyapunov function is further established to ensure the existence of the invariant measure of Λ. Meanwhile, the uniqueness of the invariant measure of Λ is proved by examining the strong Feller property, together with an irreducibility argument. Therefore, the SLCS has exactly one adapted stationary solution.
Comparison between dynamical and stochastic downscaling methods in central Italy
NASA Astrophysics Data System (ADS)
Camici, Stefania; Palazzi, Elisa; Pieri, Alexandre; Brocca, Luca; Moramarco, Tommaso; Provenzale, Antonello
2015-04-01
Global climate models (GCMs) are the primary tool to assess future climate change. However, most GCMs currently do not provide reliable information on scales below about 100 km and, hence, cannot be used as a direct input of hydrological models for climate change impact assessments. Therefore, a wide range of statistical and dynamical downscaling methods have been developed to overcome the scale discrepancy between the GCM climatic scenarios and the resolution required for hydrological applications and impact studies. In this context, the selection of a suitable downscaling method is an important issue. The use of different spatial domains, predictor variables, predictands and assessment criteria makes the relative performance of different methods difficult to achieve and general rules to select a priori the best downscaling method do not exist. Additionally, many studies have shown that, depending on the hydrological variable, each downscaling method significantly contributes to the overall uncertainty of the final hydrological response. Therefore, it is strongly recommended to test/evaluate different downscaling methods by using ground-based data before applying them to climate model data. In this study, the daily rainfall data from the ERA-Interim re-analysis database (provided by the European Centre for Medium-Range Weather Forecasts, ECMWF) for the period 1979-2008 and with a resolution of about 80 km, are downscaled using both dynamical and statistical methods. In the first case, the Weather Research and Forecasting (WRF) model was nested into the ERA-Interim re-analysis system to achieve a spatial resolution of about 4 km; in the second one, the stochastic rainfall downscaling method called RainFARM was applied to the ERA-Interim data to obtain one stochastic realization of the rainfall field with a resolution of ~1 km. The downscaled rainfall data obtained with the two methods are then used to force a continuous rainfall-runoff model in order to obtain a
Stochastic Dynamics of Interacting Haematopoietic Stem Cell Niche Lineages
Székely, Tamás; Burrage, Kevin; Mangel, Marc; Bonsall, Michael B.
2014-01-01
Since we still know very little about stem cells in their natural environment, it is useful to explore their dynamics through modelling and simulation, as well as experimentally. Most models of stem cell systems are based on deterministic differential equations that ignore the natural heterogeneity of stem cell populations. This is not appropriate at the level of individual cells and niches, when randomness is more likely to affect dynamics. In this paper, we introduce a fast stochastic method for simulating a metapopulation of stem cell niche lineages, that is, many sub-populations that together form a heterogeneous metapopulation, over time. By selecting the common limiting timestep, our method ensures that the entire metapopulation is simulated synchronously. This is important, as it allows us to introduce interactions between separate niche lineages, which would otherwise be impossible. We expand our method to enable the coupling of many lineages into niche groups, where differentiated cells are pooled within each niche group. Using this method, we explore the dynamics of the haematopoietic system from a demand control system perspective. We find that coupling together niche lineages allows the organism to regulate blood cell numbers as closely as possible to the homeostatic optimum. Furthermore, coupled lineages respond better than uncoupled ones to random perturbations, here the loss of some myeloid cells. This could imply that it is advantageous for an organism to connect together its niche lineages into groups. Our results suggest that a potential fruitful empirical direction will be to understand how stem cell descendants communicate with the niche and how cancer may arise as a result of a failure of such communication. PMID:25188267
Stochastic Rotation Dynamics simulations of wetting multi-phase flows
NASA Astrophysics Data System (ADS)
Hiller, Thomas; Sanchez de La Lama, Marta; Brinkmann, Martin
2016-06-01
Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. [1,2] as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method to also account for different wetting conditions. This is achieved by assigning the color information not only to fluid particles but also to virtual wall particles that are required to enforce proper no-slip boundary conditions. To extend the scope of the original SRDmc algorithm to e.g. immiscible two-phase flow with viscosity contrast we implement an angular momentum conserving scheme (SRD+mc). We perform extensive benchmark simulations to show that a mono-phase SRDmc fluid exhibits bulk properties identical to a standard SRD fluid and that SRDmc fluids are applicable to a wide range of immiscible two-phase flows. To quantify the adhesion of a SRD+mc fluid in contact to the walls we measure the apparent contact angle from sessile droplets in mechanical equilibrium. For a further verification of our wettability implementation we compare the dewetting of a liquid film from a wetting stripe to experimental and numerical studies of interfacial morphologies on chemically structured surfaces.
A mathematical programming approach to stochastic and dynamic optimization problems
Bertsimas, D.
1994-12-31
We propose three ideas for constructing optimal or near-optimal policies: (1) for systems for which we have an exact characterization of the performance space we outline an adaptive greedy algorithm that gives rise to indexing policies (we illustrate this technique in the context of indexable systems); (2) we use integer programming to construct policies from the underlying descriptions of the performance space (we illustrate this technique in the context of polling systems); (3) we use linear control over polyhedral regions to solve deterministic versions for this class of problems. This approach gives interesting insights for the structure of the optimal policy (we illustrate this idea in the context of multiclass queueing networks). The unifying theme in the paper is the thesis that better formulations lead to deeper understanding and better solution methods. Overall the proposed approach for stochastic and dynamic optimization parallels efforts of the mathematical programming community in the last fifteen years to develop sharper formulations (polyhedral combinatorics and more recently nonlinear relaxations) and leads to new insights ranging from a complete characterization and new algorithms for indexable systems to tight lower bounds and new algorithms with provable a posteriori guarantees for their suboptimality for polling systems, multiclass queueing and loss networks.
Point Set Registration via Particle Filtering and Stochastic Dynamics
Sandhu, Romeil; Dambreville, Samuel; Tannenbaum, Allen
2013-01-01
In this paper, we propose a particle filtering approach for the problem of registering two point sets that differ by a rigid body transformation. Typically, registration algorithms compute the transformation parameters by maximizing a metric given an estimate of the correspondence between points across the two sets of interest. This can be viewed as a posterior estimation problem, in which the corresponding distribution can naturally be estimated using a particle filter. In this work, we treat motion as a local variation in pose parameters obtained by running a few iterations of a certain local optimizer. Employing this idea, we introduce stochastic motion dynamics to widen the narrow band of convergence often found in local optimizer approaches for registration. Thus, the novelty of our method is threefold: First, we employ a particle filtering scheme to drive the point set registration process. Second, we present a local optimizer that is motivated by the correlation measure. Third, we increase the robustness of the registration performance by introducing a dynamic model of uncertainty for the transformation parameters. In contrast with other techniques, our approach requires no annealing schedule, which results in a reduction in computational complexity (with respect to particle size) as well as maintains the temporal coherency of the state (no loss of information). Also unlike some alternative approaches for point set registration, we make no geometric assumptions on the two data sets. Experimental results are provided that demonstrate the robustness of the algorithm to initialization, noise, missing structures, and/or differing point densities in each set, on several challenging 2D and 3D registration scenarios. PMID:20558877
Summing over trajectories of stochastic dynamics with multiplicative noise
Tang, Ying Ao, Ping; Yuan, Ruoshi
2014-07-28
We demonstrate that previous path integral formulations for the general stochastic interpretation generate incomplete results exemplified by the geometric Brownian motion. We thus develop a novel path integral formulation for the overdamped Langevin equation with multiplicative noise. The present path integral leads to the corresponding Fokker-Planck equation, and naturally generates a normalized transition probability in examples. Our result solves the inconsistency of the previous path integral formulations for the general stochastic interpretation, and can have wide applications in chemical and physical stochastic processes.
Analytical solution of metapopulation dynamics in a stochastic environment
NASA Astrophysics Data System (ADS)
Morita, Satoru; Yoshimura, Jin
2012-10-01
We study a discrete stochastic linear metapopulation model to understand the effect of risk spreading by dispersion. We calculate analytically the stable distribution of populations in different habitats. The simultaneous distribution of populations in habitats has a complicated self-similar structure, but the population in each habitat follows a log-normal distribution. A class of discrete stochastic matrix models was mostly dealt with numerically. Our analytical predictions are robust in the wide range of parameters. Qualitative predictions of the current results should hold in the case of multiple habitats. We thus conclude that environmental stochasticity always promotes dispersal.
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
NASA Astrophysics Data System (ADS)
Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc
2016-03-01
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
The Dynamical Behaviors in a Stochastic SIS Epidemic Model with Nonlinear Incidence.
Rifhat, Ramziya; Ge, Qing; Teng, Zhidong
2016-01-01
A stochastic SIS-type epidemic model with general nonlinear incidence and disease-induced mortality is investigated. It is proved that the dynamical behaviors of the model are determined by a certain threshold value [Formula: see text]. That is, when [Formula: see text] and together with an additional condition, the disease is extinct with probability one, and when [Formula: see text], the disease is permanent in the mean in probability, and when there is not disease-related death, the disease oscillates stochastically about a positive number. Furthermore, when [Formula: see text], the model admits positive recurrence and a unique stationary distribution. Particularly, the effects of the intensities of stochastic perturbation for the dynamical behaviors of the model are discussed in detail, and the dynamical behaviors for the stochastic SIS epidemic model with standard incidence are established. Finally, the numerical simulations are presented to illustrate the proposed open problems. PMID:27418943
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.
Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc
2016-03-14
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
The Dynamical Behaviors in a Stochastic SIS Epidemic Model with Nonlinear Incidence
Rifhat, Ramziya; Ge, Qing; Teng, Zhidong
2016-01-01
A stochastic SIS-type epidemic model with general nonlinear incidence and disease-induced mortality is investigated. It is proved that the dynamical behaviors of the model are determined by a certain threshold value R~0. That is, when R~0<1 and together with an additional condition, the disease is extinct with probability one, and when R~0>1, the disease is permanent in the mean in probability, and when there is not disease-related death, the disease oscillates stochastically about a positive number. Furthermore, when R~0>1, the model admits positive recurrence and a unique stationary distribution. Particularly, the effects of the intensities of stochastic perturbation for the dynamical behaviors of the model are discussed in detail, and the dynamical behaviors for the stochastic SIS epidemic model with standard incidence are established. Finally, the numerical simulations are presented to illustrate the proposed open problems. PMID:27418943
Stochastic rotation dynamics simulation of electro-osmosis
NASA Astrophysics Data System (ADS)
Ceratti, Davide R.; Obliger, Amaël; Jardat, Marie; Rotenberg, Benjamin; Dahirel, Vincent
2015-09-01
Stochastic Rotation Dynamics (SRD) is a mesoscale simulation technique that captures hydrodynamic couplings in simple and complex fluids. It can be used in various hydrodynamic regimes and it is not restricted to specific geometries. We show here that SRD using the collisional coupling approach to capture momentum transfer between the semi-implicit solvent and the explicit counterions, is able to describe electro-kinetic effects, i.e. coupled electrostatic and hydrodynamic phenomena occurring at charged solid-liquid interfaces. The method is first validated for electro-osmosis in the simple case of a slit pore without added salt, for which an analytical solution of the Helmholtz-Smoluchowski theory is known, in a physical regime where this mean-field theory is valid. We then discuss the predictions of SRD for electro-osmosis beyond the range of validity of the Helmholtz-Smoluchowski (or Poisson-Nernst-Planck) theory, in particular due to ion-ion correlations at the surface, to charge localisation on discrete sites at the solid surface and to surface charge heterogeneity, that all contribute to a reduction of the electro-osmotic flow. In order to disentangle these last two aspects, we also investigate at the mean-field level a simple system with alternate charged and neutral stripes, using lattice-Boltzmann electro-kinetics simulations. Overall, this work opens new perspectives for the use of SRD as a generic mesoscopic simulation method for soft matter problems, in particular under confinement, since in practice many interfaces between fluids and solids are charged.
Complex Population Dynamics in Mussels Arising from Density-Linked Stochasticity
Wootton, J. Timothy; Forester, James D.
2013-01-01
Population fluctuations are generally attributed to the deterministic consequences of strong non-linear interactions among organisms, or the effects of random stochastic environmental variation superimposed upon the deterministic skeleton describing population change. Analysis of the population dynamics of the mussel Mytilus californianus taken in 16 plots over 18-years found no evidence that these processes explained observed strong fluctuations. Instead, population fluctuations arose because environmental stochasticity varied with abundance, which we term density-linked stochasticity. This phenomenon arises from biologically relevant mechanisms: recruitment variation and transmission of disturbance among neighboring individuals. Density-linked stochasticity is probably present frequently in populations, as it arises naturally from several general ecological processes, including stage structure variation with density, ontogenetic niche shifts, and local transmission of stochastic perturbations. More thoroughly characterizing and interpreting deviations from the mean behavior of a system will lead to better ecological prediction and improved insight into the important processes affecting populations and ecosystems. PMID:24086617
Stochastic approach to reconstruction of dynamical systems: optimal model selection criterion
NASA Astrophysics Data System (ADS)
Gavrilov, A.; Mukhin, D.; Loskutov, E. M.; Feigin, A. M.
2011-12-01
Most of known observable systems are complex and high-dimensional that doesn't allow to make the exact long-term forecast of their behavior. The stochastic approach to reconstruction of such systems gives a hope to describe important qualitative features of their behavior in a low-dimensional way while all other dynamics is modelled as stochastic disturbance. This report is devoted to application of Bayesian evidence for optimal stochastic model selection when reconstructing the evolution operator of observable system. The idea of Bayesian evidence is to find compromise between the model predictiveness and quality of fitting the model into the data. We represent the evolution operator of investigated system in a form of random dynamic system including deterministic and stochastic parts, both parameterized by artificial neural network. Then we use Bayesian evidence criterion to estimate optimal complexity of the model, i.e. both number of parameters and dimension corresponding to most probable model given the data. We demonstrate on the number of model examples that the model with non-uniformly distributed stochastic part (which corresponds to non-Gaussian perturbations of evolution operator) is optimal in general case. Further, we show that simple stochastic model can be the most preferred for reconstruction of the evolution operator underlying complex observed dynamics even in a case of deterministic high-dimensional system. Workability of suggested approach for modeling and prognosis of real-measured geophysical dynamics is investigated.
NASA Astrophysics Data System (ADS)
Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Nielsen, S. B.; Festa, G.; Trasatti, E.; Tonini, R.; Molinari, I.; Romano, F.
2015-12-01
Stochastic slip modelling based on general scaling features with uniform slip probability over the fault plane is commonly employed in tsunami and seismic hazard. However, dynamic rupture effects driven by specific fault geometry and frictional conditions can potentially control the slip probability. Unfortunately dynamic simulations can be computationally intensive, preventing their extensive use for hazard analysis. The aim of this study is to produce a stochastic model that incorporates slip features observed in dynamic simulations. Taking a Tohoku-like fault as a case study, numerous 2d spectral element dynamic simulations are performed using a variety of pre-stress distributions. Comparing the slip distributions generated from these simulations to traditional stochastic slip models we find that the stochastic models generally under represent slip near the free surface. This is an important feature in tsunami hazard with very large slip at shallow depth observed for the 2011 Tohoku earthquake. To incorporate dynamic features in the stochastic modeling we generate a depth dependent "transfer function" based on comparisons between the dynamic and stochastic models. Assuming that the differences between stochastic and dynamic slip distributions are predominantly depth dependent and not along strike, the transfer function is then applied to stochastic source models over a 3d geometry of the Tohoku fault. Comparing maximum tsunami wave height along the Japanese coast using a traditional stochastic model and one modified by the transfer function we find that the inclusion of the transfer function leads to the occurrence of more extreme events. Applying this function to the traditional stochastic slip distribution as a depth-dependent PDF for the slip may allow for an approximated but efficient incorporation of regionally specific dynamic features in a modified source model, to be used specifically when a significant number of slip scenarios need to be produced, e
Fully nonlinear dynamics of stochastic thin-film dewetting
NASA Astrophysics Data System (ADS)
Nesic, S.; Cuerno, R.; Moro, E.; Kondic, L.
2015-12-01
The spontaneous formation of droplets via dewetting of a thin fluid film from a solid substrate allows materials nanostructuring. Often, it is crucial to be able to control the evolution, and to produce patterns characterized by regularly spaced droplets. While thermal fluctuations are expected to play a role in the dewetting process, their relevance has remained poorly understood, particularly during the nonlinear stages of evolution that involve droplet formation. Within a stochastic lubrication framework, we show that thermal noise substantially influences the process of droplets formation. Stochastic systems feature a smaller number of droplets with a larger variability in size and space distribution, when compared to their deterministic counterparts. Finally, we discuss the influence of stochasticity on droplet coarsening for asymptotically long times.
NASA Astrophysics Data System (ADS)
Zambrano, Samuel; Bianchi, Marco E.; Agresti, Alessandra; Molina, Nacho
2015-08-01
Gene expression is an inherently stochastic process that depends on the structure of the biochemical regulatory network in which the gene is embedded. Here we study the dynamical consequences of the interplay between stochastic gene switching and the widespread negative feedback regulatory loop in a simple model of a biochemical regulatory network. Using a simplified hybrid simulation approach, in which only the gene activation is modeled stochastically, we find that stochasticity in gene switching by itself can induce pulses in the system, providing also analytical insights into their origin. Furthermore, we find that this simple network is able to reproduce both exponential and peaked distributions of gene active and inactive times similar to those that have been observed experimentally. This simplified hybrid simulation approach also allows us to link these patterns to the dynamics of the system for each gene state.
Stochastic expression dynamics of a transcription factor revealed by single-molecule noise analysis.
Hensel, Zach; Feng, Haidong; Han, Bo; Hatem, Christine; Wang, Jin; Xiao, Jie
2012-08-01
Gene expression is inherently stochastic; precise gene regulation by transcription factors is important for cell-fate determination. Many transcription factors regulate their own expression, suggesting that autoregulation counters intrinsic stochasticity in gene expression. Using a new strategy, cotranslational activation by cleavage (CoTrAC), we probed the stochastic expression dynamics of cI, which encodes the bacteriophage λ repressor CI, a fate-determining transcription factor. CI concentration fluctuations influence both lysogenic stability and induction of bacteriophage λ. We found that the intrinsic stochasticity in cI expression was largely determined by CI expression level irrespective of autoregulation. Furthermore, extrinsic, cell-to-cell variation was primarily responsible for CI concentration fluctuations, and negative autoregulation minimized CI concentration heterogeneity by counteracting extrinsic noise and introducing memory. This quantitative study of transcription factor expression dynamics sheds light on the mechanisms cells use to control noise in gene regulatory networks. PMID:22751020
Ultrafast, temporally stochastic STED nanoscopy of millisecond dynamics.
Schneider, Jale; Zahn, Jasmin; Maglione, Marta; Sigrist, Stephan J; Marquard, Jonas; Chojnacki, Jakub; Kräusslich, Hans-Georg; Sahl, Steffen J; Engelhardt, Johann; Hell, Stefan W
2015-09-01
Electro-optical scanning (>1,000 frames/s) with pixel dwell times on the order of the lifetime of the fluorescent molecular state renders stimulated emission depletion (STED) nanoscopy temporally stochastic. Photon detection from a molecule occurs stochastically in one of several scanning frames, and the spatial origin of the photon is known with subdiffraction precision. Images are built up by binning consecutive frames, making the time resolution freely adjustable. We demonstrated nanoscopy of vesicle motions in living Drosophila larvae and the cellular uptake of viral particles with 5- to 10-ms temporal resolution.
Stochastic Cascade Dynamical Downscaling of Precipitation over Complex Terrain
NASA Astrophysics Data System (ADS)
Posadas, A.; Duffaut, L. E.; Jones, C.; Carvalho, L. V.; Carbajal, M.; Heidinger, H.; Quiroz, R.
2013-12-01
spatial and temporal variability of rainfall between the rainfall fields obtained from the rain gauge network and those generated by the simulation model. The potential advantages of this methodology are discussed.Stochastic Cascade Dynamical Downscaling of Precipitation over Complex Terrain
Modeling stochastic dynamics in biochemical systems with feedback using Maximum Caliber
Pressé, S.; Ghosh, K.; Dill, K.A.
2011-01-01
Complex feedback systems are ubiquitous in biology. Modeling such systems with mass action laws or master equations requires information rarely measured directly. Thus rates and reaction topologies are often treated as adjustable parameters. Here we present a general stochastic modeling method for small chemical and biochemical systems with emphasis on feedback systems. The method, Maximum Caliber, is more parsimonious than others in constructing dynamical models requiring fewer model assumptions and parameters to capture the effects of feedback. Maximum Caliber is the dynamical analog of Maximum Entropy. It uses average rate quantities and correlations obtained from short experimental trajectories to construct dynamical models. We illustrate the method on the bistable genetic toggle switch. To test our method, we generate synthetic data from an underlying stochastic model. MaxCal reliably infers the statistics of the stochastic bistability and other full dynamical distributions of the simulated data, without having to invoke complex reaction schemes. The method should be broadly applicable to other systems. PMID:21524067
NASA Astrophysics Data System (ADS)
Zhang, Yue; Zheng, Yan; Liu, Xi; Zhang, Qingling; Li, Aihua
2016-11-01
This study considers a class of differential algebraic stage-structured bio-economic models with stochastic fluctuations. The stochastic bio-economic model is simplified to an Itô equation using the stochastic averaging method. The stochastic stability, Hopf bifurcation, and P-bifurcation are discussed based on the singular boundary theory of the diffusion process for the system and the invariant measure theory of dynamic systems. Numerical simulations are presented to illustrate our main results.
NASA Astrophysics Data System (ADS)
Wang, Qing; Yao, Jing-Zheng
2010-12-01
Several algorithms were proposed relating to the development of a framework of the perturbation-based stochastic finite element method (PSFEM) for large variation nonlinear dynamic problems. For this purpose, algorithms and a framework related to SFEM based on the stochastic virtual work principle were studied. To prove the validity and practicality of the algorithms and framework, numerical examples for nonlinear dynamic problems with large variations were calculated and compared with the Monte-Carlo Simulation method. This comparison shows that the proposed approaches are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.
Dynamics of the 2001 UK Foot and Mouth Epidemic: Stochastic Dispersal in a Heterogeneous Landscape
NASA Astrophysics Data System (ADS)
Keeling, Matt J.; Woolhouse, Mark E. J.; Shaw, Darren J.; Matthews, Louise; Chase-Topping, Margo; Haydon, Dan T.; Cornell, Stephen J.; Kappey, Jens; Wilesmith, John; Grenfell, Bryan T.
2001-10-01
Foot-and-mouth is one of the world's most economically important livestock diseases. We developed an individual farm-based stochastic model of the current UK epidemic. The fine grain of the epidemiological data reveals the infection dynamics at an unusually high spatiotemporal resolution. We show that the spatial distribution, size, and species composition of farms all influence the observed pattern and regional variability of outbreaks. The other key dynamical component is long-tailed stochastic dispersal of infection, combining frequent local movements with occasional long jumps. We assess the history and possible duration of the epidemic, the performance of control strategies, and general implications for disease dynamics in space and time.
Dynamics of the 2001 UK foot and mouth epidemic: stochastic dispersal in a heterogeneous landscape.
Keeling, M J; Woolhouse, M E; Shaw, D J; Matthews, L; Chase-Topping, M; Haydon, D T; Cornell, S J; Kappey, J; Wilesmith, J; Grenfell, B T
2001-10-26
Foot-and-mouth is one of the world's most economically important livestock diseases. We developed an individual farm-based stochastic model of the current UK epidemic. The fine grain of the epidemiological data reveals the infection dynamics at an unusually high spatiotemporal resolution. We show that the spatial distribution, size, and species composition of farms all influence the observed pattern and regional variability of outbreaks. The other key dynamical component is long-tailed stochastic dispersal of infection, combining frequent local movements with occasional long jumps. We assess the history and possible duration of the epidemic, the performance of control strategies, and general implications for disease dynamics in space and time.
Time Evolution of the Dynamical Variables of a Stochastic System.
ERIC Educational Resources Information Center
de la Pena, L.
1980-01-01
By using the method of moments, it is shown that several important and apparently unrelated theorems describing average properties of stochastic systems are in fact particular cases of a general law; this method is applied to generalize the virial theorem and the fluctuation-dissipation theorem to the time-dependent case. (Author/SK)
A Hierarchical Latent Stochastic Differential Equation Model for Affective Dynamics
ERIC Educational Resources Information Center
Oravecz, Zita; Tuerlinckx, Francis; Vandekerckhove, Joachim
2011-01-01
In this article a continuous-time stochastic model (the Ornstein-Uhlenbeck process) is presented to model the perpetually altering states of the core affect, which is a 2-dimensional concept underlying all our affective experiences. The process model that we propose can account for the temporal changes in core affect on the latent level. The key…
Stochastic population dynamics in astrochemistry and aerosol science
NASA Astrophysics Data System (ADS)
Losert-Valiente Kroon, C. M.
Classical, non-equilibrium systems of diffusing species or entities undergoing depletion, evaporation and reaction processes are at the heart of many problems in Physics, Chemistry, Biology and Financial Mathematics. It is well known that fluctuations and correlations in statistical systems can have a profound influence on the macroscopic properties of the system. However, the traditional rate equations that describe the evolution of mean populations in time and space do not incorporate statistical fluctuations. This becomes an issue of great importance when population densities are low. In order to develop a stochastic description of birth-and-death processes beyond the mean field approximation I employ techniques in classical many-body Physics in a manner analogous to the treatment of quantum systems. I obtain promising results to understand and quantify the exact circumstances of the failure of the mean-field approximation in specific problems in Astrophysics, namely heterogeneous chemical reactions in interstellar clouds, and in Aerosol Science, namely heterogeneous nucleation processes, and deliver the means to manipulate the alternative stochastic framework according to the Doi-Peliti formalism. In this framework the mean population of a species is given by the average of a solution to a set of constraint equations over all realisations of the stochastic noise. The constraint equations are inhomogeneous stochastic partial differential equations with multiplicative real or complex Gaussian noise. In general, these equations cannot be solved analytically. Therefore I resort to the numerical implementation of the Doi-Peliti formalism. The main code is written in the GNU C language, some algebraic calculations are performed by means of the MapleV package. In the case of large population densities the stochastic framework renders the same results as the mean field approximation whereas for low population densities its predictions differ substantially from the
NASA Astrophysics Data System (ADS)
Fontanela, F.; Silva, O. M.; Lenzi, A.; Ritto, T. G.
2016-08-01
The analysis of household compressor's components is typically evaluated by using mathematical-mechanical models, and many decisions are taken based on simulations. However, such an investigation is usually performed in a deterministic framework, which cannot consider manufacturing variabilities and epistemic uncertainties. In this paper, a stochastic structural model that considers data and model uncertainties is developed for a discharge pipe connected to a hermetic compressor's shell. An experimental test rig is constructed to test each part separately, and an identification strategy is proposed to fit the stochastic model to experimental results. Finally, the impact of the uncertainties in each structural component on the dynamical responses of the whole system is investigated. It turns out that: (1) the proposed stochastic dynamical model presented very good results when compared to the experimental responses, and (2) uncertainties in the discharge pipe model play an important role in the coupled system dynamics.
Nonlinear dynamics of accretion disks with stochastic viscosity
Cowperthwaite, Philip S.; Reynolds, Christopher S.
2014-08-20
We present a nonlinear numerical model for a geometrically thin accretion disk with the addition of stochastic nonlinear fluctuations in the viscous parameter. These numerical realizations attempt to study the stochastic effects on the disk angular momentum transport. We show that this simple model is capable of reproducing several observed phenomenologies of accretion-driven systems. The most notable of these is the observed linear rms-flux relationship in the disk luminosity. This feature is not formally captured by the linearized disk equations used in previous work. A Fourier analysis of the dissipation and mass accretion rates across disk radii show coherence for frequencies below the local viscous frequency. This is consistent with the coherence behavior observed in astrophysical sources such as Cygnus X-1.
The modeling of global epidemics: stochastic dynamics and predictability.
Colizza, V; Barrat, A; Barthélemy, M; Vespignani, A
2006-11-01
The global spread of emergent diseases is inevitably entangled with the structure of the population flows among different geographical regions. The airline transportation network in particular shrinks the geographical space by reducing travel time between the world's most populated areas and defines the main channels along which emergent diseases will spread. In this paper, we investigate the role of the large-scale properties of the airline transportation network in determining the global propagation pattern of emerging diseases. We put forward a stochastic computational framework for the modeling of the global spreading of infectious diseases that takes advantage of the complete International Air Transport Association 2002 database complemented with census population data. The model is analyzed by using for the first time an information theory approach that allows the quantitative characterization of the heterogeneity level and the predictability of the spreading pattern in presence of stochastic fluctuations. In particular we are able to assess the reliability of numerical forecast with respect to the intrinsic stochastic nature of the disease transmission and travel flows. The epidemic pattern predictability is quantitatively determined and traced back to the occurrence of epidemic pathways defining a backbone of dominant connections for the disease spreading. The presented results provide a general computational framework for the analysis of containment policies and risk forecast of global epidemic outbreaks.
Predicting stochastic community dynamics in grasslands under the assumption of competitive symmetry.
Lohier, Théophile; Jabot, Franck; Weigelt, Alexandra; Schmid, Bernhard; Deffuant, Guillaume
2016-06-21
Community dynamics is influenced by multiple ecological processes such as environmental spatiotemporal variation, competition between individuals and demographic stochasticity. Quantifying the respective influence of these various processes and making predictions on community dynamics require the use of a dynamical framework encompassing these various components. We here demonstrate how to adapt the framework of stochastic community dynamics to the peculiarities of herbaceous communities, by using a short temporal resolution adapted to the time scale of competition between herbaceous plants, and by taking into account the seasonal drops in plant aerial biomass following winter, harvesting or consumption by herbivores. We develop a hybrid inference method for this novel modelling framework that both uses numerical simulations and likelihood computations. Applying this methodology to empirical data from the Jena biodiversity experiment, we find that environmental stochasticity has a larger effect on community dynamics than demographic stochasticity, and that both effects are generally smaller than observation errors at the plot scale. We further evidence that plant intrinsic growth rates and carrying capacities are moderately predictable from plant vegetative height, specific leaf area and leaf dry matter content. We do not find any trade-off between demographical components, since species with larger intrinsic growth rates tend to also have lower demographic and environmental variances. Finally, we find that our model is able to make relatively good predictions of multi-specific community dynamics based on the assumption of competitive symmetry. PMID:27060673
Stochastic Hard-Sphere Dynamics for Hydrodynamics of Non-Ideal Fluids
Donev, A; Alder, B J; Garcia, A L
2008-02-26
A novel stochastic fluid model is proposed with a nonideal structure factor consistent with compressibility, and adjustable transport coefficients. This stochastic hard-sphere dynamics (SHSD) algorithm is a modification of the direct simulation Monte Carlo algorithm and has several computational advantages over event-driven hard-sphere molecular dynamics. Surprisingly, SHSD results in an equation of state and a pair correlation function identical to that of a deterministic Hamiltonian system of penetrable spheres interacting with linear core pair potentials. The fluctuating hydrodynamic behavior of the SHSD fluid is verified for the Brownian motion of a nanoparticle suspended in a compressible solvent.
Benderskii, V. A.; Kats, E. I.
2013-01-15
The quantum dynamics problem for a 1D chain consisting of 2N + 1 sites (N Much-Greater-Than 1) with the interaction of nearest neighbors and an impurity site at the middle differing in energy and in coupling constant from the sites of the remaining chain is solved analytically. The initial excitation of the impurity is accompanied by the propagation of excitation over the chain sites and with the emergence of Loschmidt echo (partial restoration of the impurity site population) in the recurrence cycles with a period proportional to N. The echo consists of the main (most intense) component modulated by damped oscillations. The intensity of oscillations increases with increasing cycle number and matrix element C of the interaction of the impurity site n = 0 with sites n = {+-}1 (0 < C {<=} 1; for the remaining neighboring sites, the matrix element is equal to unity). Mixing of the components of echo from neighboring cycles induces a transition from the regular to stochastic evolution. In the regular evolution region, the wave packet propagates over the chain at a nearly constant group velocity, embracing a number of sites varying periodically with time. In the stochastic regime, the excitation is distributed over a number of sites close to 2N, with the populations varying irregularly with time. The model explains qualitatively the experimental data on ballistic propagation of the vibrational energy in linear chains of CH{sub 2} fragments and predicts the possibility of a nondissipative energy transfer between reaction centers associated with such chains.
Stochastic dynamics of the chlorite-iodide reaction
NASA Astrophysics Data System (ADS)
Sagués, F.; Ramírez-Piscina, L.; Sancho, J. M.
1990-04-01
A recently proposed theoretical framework appropriate to the study of the stochastic behavior of several chemical systems is used to analyze the irreproducibility of the observed reaction times in the chlorite-iodide clock reaction. Noise terms are incorporated through the kinetic constants and their intensity is further correlated with the inverse of the stirring rate. Analytical and simulation results are obtained for the first moments of the reaction time distribution. These results are compared with recent experimental data obtained by Nagypál and Epstein.
Stochastically averaged master equation for a quantum-dynamic system interacting with a thermal bath
NASA Astrophysics Data System (ADS)
Petrov, E. G.; Teslenko, V. I.; Goychuk, I. A.
1994-05-01
The methods of nonequilibrium density-matrix and coarse-temporal conception are used to obtain the kinetic equation for the parameters γnm(t)=Sp[ρ^(t)||n>
NASA Astrophysics Data System (ADS)
Murphy, Shane; Scala, Antonio; Lorito, Stefano; Herrero, Andre; Festa, Gaetano; Nielsen, Stefan; Trasatti, Elisa; Tonini, Roberto; Romano, Fabrizio; Molinari, Irene
2016-04-01
Stochastic slip modelling based on general scaling features with uniform slip probability over the fault plane is commonly employed in tsunami and seismic hazard. However, dynamic rupture effects driven by specific fault geometry and frictional conditions can potentially control the slip probability. Unfortunately dynamic simulations can be computationally intensive, preventing their extensive use for hazard analysis. The aim of this study is to produce a computationally efficient stochastic model that incorporates slip features observed in dynamic simulations. Dynamic rupture simulations are performed along a transect representing an average along-depth profile on the Tohoku subduction interface. The surrounding media, effective normal stress and friction law are simplified. Uncertainty in the nucleation location and pre-stress distribution are accounted for by using randomly located nucleation patches and stochastic pre-stress distributions for 500 simulations. The 1D slip distributions are approximated as moment magnitudes on the fault plane based on empirical scaling laws with the ensemble producing a magnitude range of 7.8 - 9.6. To measure the systematic spatial slip variation and its dependence on earthquake magnitude we introduce the concept of the Slip Probability density Function (SPF). We find that while the stochastic SPF is magnitude invariant, the dynamically derived SPF is magnitude-dependent and shows pronounced slip amplification near the surface for M > 8.6 events. To incorporate these dynamic features in the stochastic source models, we sub-divide the dynamically derived SPFs into 0.2 magnitude bins and compare them with the stochastic SPF in order to generate a depth and magnitude dependent transfer function. Applying this function to the traditional stochastic slip distribution allows for an approximated but efficient incorporation of regionally specific dynamic features in a modified source model, to be used specifically when a significant
Inter-species competition-facilitation in stochastic riparian vegetation dynamics.
Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca
2013-02-01
Riparian vegetation is a highly dynamic community that lives on river banks and which depends to a great extent on the fluvial hydrology. The stochasticity of the discharge and erosion/deposition processes in fact play a key role in determining the distribution of vegetation along a riparian transect. These abiotic processes interact with biotic competition/facilitation mechanisms, such as plant competition for light, water, and nutrients. In this work, we focus on the dynamics of plants characterized by three components: (1) stochastic forcing due to river discharges, (2) competition for resources, and (3) inter-species facilitation due to the interplay between vegetation and fluid dynamics processes. A minimalist stochastic bio-hydrological model is proposed for the dynamics of the biomass of two vegetation species: one species is assumed dominant and slow-growing, the other is subdominant, but fast-growing. The stochastic model is solved analytically and the probability density function of the plant biomasses is obtained as a function of both the hydrologic and biologic parameters. The impact of the competition/facilitation processes on the distribution of vegetation species along the riparian transect is investigated and remarkable effects are observed. Finally, a good qualitative agreement is found between the model results and field data. PMID:23147231
NASA Astrophysics Data System (ADS)
Liu, Jie; Sun, Xingsheng; Han, Xu; Jiang, Chao; Yu, Dejie
2015-05-01
Based on the Gegenbauer polynomial expansion theory and regularization method, an analytical method is proposed to identify dynamic loads acting on stochastic structures. Dynamic loads are expressed as functions of time and random parameters in time domain and the forward model of dynamic load identification is established through the discretized convolution integral of loads and the corresponding unit-pulse response functions of system. Random parameters are approximated through the random variables with λ-probability density function (PDFs) or their derivative PDFs. For this kind of random variables, Gegenbauer polynomial expansion is the unique correct choice to transform the problem of load identification for a stochastic structure into its equivalent deterministic system. Just via its equivalent deterministic system, the load identification problem of a stochastic structure can be solved by any available deterministic methods. With measured responses containing noise, the improved regularization operator is adopted to overcome the ill-posedness of load reconstruction and to obtain the stable and approximate solutions of certain inverse problems and the valid assessments of the statistics of identified loads. Numerical simulations demonstrate that with regard to stochastic structures, the identification and assessment of dynamic loads are achieved steadily and effectively by the presented method.
NASA Astrophysics Data System (ADS)
Jiang, Shixiao W.; Lu, Haihao; Zhou, Douglas; Cai, David
2016-08-01
Characterizing dispersive wave turbulence in the long time dynamics is central to understanding of many natural phenomena, e.g., in atmosphere ocean dynamics, nonlinear optics, and plasma physics. Using the β-Fermi-Pasta-Ulam nonlinear system as a prototypical example, we show that in thermal equilibrium and non-equilibrium steady state the turbulent state even in the strongly nonlinear regime possesses an effective linear stochastic structure in renormalized normal variables. In this framework, we can well characterize the spatiotemporal dynamics, which are dominated by long-wavelength renormalized waves. We further demonstrate that the energy flux is nearly saturated by the long-wavelength renormalized waves in non-equilibrium steady state. The scenario of such effective linear stochastic dynamics can be extended to study turbulent states in other nonlinear wave systems.
Two-state approach to stochastic hair bundle dynamics.
Clausznitzer, Diana; Lindner, Benjamin; Jülicher, Frank; Martin, Pascal
2008-04-01
Hair cells perform the mechanoelectrical transduction of sound signals in the auditory and vestibular systems of vertebrates. The part of the hair cell essential for this transduction is the so-called hair bundle. In vitro experiments on hair cells from the sacculus of the American bullfrog have shown that the hair bundle comprises active elements capable of producing periodic deflections like a relaxation oscillator. Recently, a continuous nonlinear stochastic model of the hair bundle motion [Nadrowski, Proc. Natl. Acad. Sci. U.S.A. 101, 12195 (2004)] has been shown to reproduce the experimental data in stochastic simulations faithfully. Here, we demonstrate that a binary filtering of the hair bundle's deflection (experimental data and continuous hair bundle model) does not change significantly the spectral statistics of the spontaneous as well as the periodically driven hair bundle motion. We map the continuous hair bundle model to the FitzHugh-Nagumo model of neural excitability and discuss the bifurcations between different regimes of the system in terms of the latter model. Linearizing the nullclines and assuming perfect time-scale separation between the variables we can map the FitzHugh-Nagumo system to a simple two-state model in which each of the states corresponds to the two possible values of the binary-filtered hair bundle trajectory. For the two-state model, analytical expressions for the power spectrum and the susceptibility can be calculated [Lindner and Schimansky-Geier, Phys. Rev. E 61, 6103 (2000)] and show the same features as seen in the experimental data as well as in simulations of the continuous hair bundle model. PMID:18517650
Two-state approach to stochastic hair bundle dynamics
NASA Astrophysics Data System (ADS)
Clausznitzer, Diana; Lindner, Benjamin; Jülicher, Frank; Martin, Pascal
2008-04-01
Hair cells perform the mechanoelectrical transduction of sound signals in the auditory and vestibular systems of vertebrates. The part of the hair cell essential for this transduction is the so-called hair bundle. In vitro experiments on hair cells from the sacculus of the American bullfrog have shown that the hair bundle comprises active elements capable of producing periodic deflections like a relaxation oscillator. Recently, a continuous nonlinear stochastic model of the hair bundle motion [Nadrowski , Proc. Natl. Acad. Sci. U.S.A. 101, 12195 (2004)] has been shown to reproduce the experimental data in stochastic simulations faithfully. Here, we demonstrate that a binary filtering of the hair bundle's deflection (experimental data and continuous hair bundle model) does not change significantly the spectral statistics of the spontaneous as well as the periodically driven hair bundle motion. We map the continuous hair bundle model to the FitzHugh-Nagumo model of neural excitability and discuss the bifurcations between different regimes of the system in terms of the latter model. Linearizing the nullclines and assuming perfect time-scale separation between the variables we can map the FitzHugh-Nagumo system to a simple two-state model in which each of the states corresponds to the two possible values of the binary-filtered hair bundle trajectory. For the two-state model, analytical expressions for the power spectrum and the susceptibility can be calculated [Lindner and Schimansky-Geier, Phys. Rev. E 61, 6103 (2000)] and show the same features as seen in the experimental data as well as in simulations of the continuous hair bundle model.
de Uña-Álvarez, Jacobo; Meira-Machado, Luís
2015-06-01
Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed.
Characterizing the dynamics of rubella relative to measles: the role of stochasticity.
Rozhnova, Ganna; Metcalf, C Jessica E; Grenfell, Bryan T
2013-11-01
Rubella is a completely immunizing and mild infection in children. Understanding its behaviour is of considerable public health importance because of congenital rubella syndrome, which results from infection with rubella during early pregnancy and may entail a variety of birth defects. The recurrent dynamics of rubella are relatively poorly resolved, and appear to show considerable diversity globally. Here, we investigate the behaviour of a stochastic seasonally forced susceptible-infected-recovered model to characterize the determinants of these dynamics and illustrate patterns by comparison with measles. We perform a systematic analysis of spectra of stochastic fluctuations around stable attractors of the corresponding deterministic model and compare them with spectra from full stochastic simulations in large populations. This approach allows us to quantify the effects of demographic stochasticity and to give a coherent picture of measles and rubella dynamics, explaining essential differences in the recurrent patterns exhibited by these diseases. We discuss the implications of our findings in the context of vaccination and changing birth rates as well as the persistence of these two childhood infections.
Characterizing the dynamics of rubella relative to measles: the role of stochasticity
Rozhnova, Ganna; Metcalf, C. Jessica E.; Grenfell, Bryan T.
2013-01-01
Rubella is a completely immunizing and mild infection in children. Understanding its behaviour is of considerable public health importance because of congenital rubella syndrome, which results from infection with rubella during early pregnancy and may entail a variety of birth defects. The recurrent dynamics of rubella are relatively poorly resolved, and appear to show considerable diversity globally. Here, we investigate the behaviour of a stochastic seasonally forced susceptible–infected–recovered model to characterize the determinants of these dynamics and illustrate patterns by comparison with measles. We perform a systematic analysis of spectra of stochastic fluctuations around stable attractors of the corresponding deterministic model and compare them with spectra from full stochastic simulations in large populations. This approach allows us to quantify the effects of demographic stochasticity and to give a coherent picture of measles and rubella dynamics, explaining essential differences in the recurrent patterns exhibited by these diseases. We discuss the implications of our findings in the context of vaccination and changing birth rates as well as the persistence of these two childhood infections. PMID:24026472
Stochastic modeling of structural behavior: Stability, effective properties and dynamic response
NASA Astrophysics Data System (ADS)
Tootkaboni, Mazdak P.
This manuscript contains three main parts which address three different problems in the field of stochastic computational mechanics. Stochastic Galerkin projection, except in the third part where only the primary and necessary ingredient of this approach i.e. the representation of uncertainties in input parameters using (space/time dependent) Hermite Chaos expansions is employed, plays the central role in the propagation of uncertainties in inputs to the response of systems under consideration, In the first part that deals with geometrically non-linear behavior of structural systems with random material property, an asymptotic spectral stochastic paradigm is presented for computing the statistics of equilibrium path in the post-bifurcation regime. The approach combines numerical implementation of Koiter's asymptotic theory with Stochastic Galerkin projection and collocation in stochastic space to quantify uncertainties in the parametric representation of load-displacement relationship in the form of uncertain post-buckling slope and curvature, and a family of stochastic displacements fields. The second part concerns obtaining a probabilistic description for the effective elastic properties of multi-phase periodic composites. A spectral stochastic computational scheme is proposed that links the global elastic properties of the composite to the geometry and randomness in its constituents. The scheme benefits from a combination of homogenization theory built into a Finite Element framework and the Stochastic Galerkin projection where a probabilistic characterization of the solutions to a set of local problems defined on the period cell is first sought. A full stochastic description of the global properties is then obtained by averaging the strains that are associated to these solutions over the unit cell. The last part of this manuscript addresses response of linear dynamic systems to random excitations. In this part a stochastic version of direct integration schemes
The Stochastic Multi-strain Dengue Model: Analysis of the Dynamics
NASA Astrophysics Data System (ADS)
Aguiar, Maíra; Stollenwerk, Nico; Kooi, Bob W.
2011-09-01
Dengue dynamics is well known to be particularly complex with large fluctuations of disease incidences. An epidemic multi-strain model motivated by dengue fever epidemiology shows deterministic chaos in wide parameter regions. The addition of seasonal forcing, mimicking the vectorial dynamics, and a low import of infected individuals, which is realistic in the dynamics of infectious diseases epidemics show complex dynamics and qualitatively a good agreement between empirical DHF monitoring data and the obtained model simulation. The addition of noise can explain the fluctuations observed in the empirical data and for large enough population size, the stochastic system can be well described by the deterministic skeleton.
Monzel, C; Schmidt, D; Kleusch, C; Kirchenbüchler, D; Seifert, U; Smith, A-S; Sengupta, K; Merkel, R
2015-01-01
Stochastic displacements or fluctuations of biological membranes are increasingly recognized as an important aspect of many physiological processes, but hitherto their precise quantification in living cells was limited due to a lack of tools to accurately record them. Here we introduce a novel technique--dynamic optical displacement spectroscopy (DODS), to measure stochastic displacements of membranes with unprecedented combined spatiotemporal resolution of 20 nm and 10 μs. The technique was validated by measuring bending fluctuations of model membranes. DODS was then used to explore the fluctuations in human red blood cells, which showed an ATP-induced enhancement of non-Gaussian behaviour. Plasma membrane fluctuations of human macrophages were quantified to this accuracy for the first time. Stimulation with a cytokine enhanced non-Gaussian contributions to these fluctuations. Simplicity of implementation, and high accuracy make DODS a promising tool for comprehensive understanding of stochastic membrane processes. PMID:26437911
Monzel, C.; Schmidt, D.; Kleusch, C.; Kirchenbüchler, D.; Seifert, U.; Smith, A-S; Sengupta, K.; Merkel, R.
2015-01-01
Stochastic displacements or fluctuations of biological membranes are increasingly recognized as an important aspect of many physiological processes, but hitherto their precise quantification in living cells was limited due to a lack of tools to accurately record them. Here we introduce a novel technique—dynamic optical displacement spectroscopy (DODS), to measure stochastic displacements of membranes with unprecedented combined spatiotemporal resolution of 20 nm and 10 μs. The technique was validated by measuring bending fluctuations of model membranes. DODS was then used to explore the fluctuations in human red blood cells, which showed an ATP-induced enhancement of non-Gaussian behaviour. Plasma membrane fluctuations of human macrophages were quantified to this accuracy for the first time. Stimulation with a cytokine enhanced non-Gaussian contributions to these fluctuations. Simplicity of implementation, and high accuracy make DODS a promising tool for comprehensive understanding of stochastic membrane processes. PMID:26437911
Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics
Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; Hong, Jung-Il; Meier, Guido; Fischer, Peter
2014-12-17
The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less
Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics
Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; Hong, Jung-Il; Meier, Guido; Fischer, Peter
2014-12-17
The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we show that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.
Cycles, randomness, and transport from chaotic dynamics to stochastic processes.
Gaspard, Pierre
2015-09-01
An overview of advances at the frontier between dynamical systems theory and nonequilibrium statistical mechanics is given. Sensitivity to initial conditions is a mechanism at the origin of dynamical randomness-alias temporal disorder-in deterministic dynamical systems. In spatially extended systems, sustaining transport processes, such as diffusion, relationships can be established between the characteristic quantities of dynamical chaos and the transport coefficients, bringing new insight into the second law of thermodynamics. With methods from dynamical systems theory, the microscopic time-reversal symmetry can be shown to be broken at the statistical level of description in nonequilibrium systems. In this way, the thermodynamic entropy production turns out to be related to temporal disorder and its time asymmetry away from equilibrium. PMID:26428559
Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems
Venturi, D.; Karniadakis, G. E.
2014-01-01
Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519
Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization
NASA Astrophysics Data System (ADS)
Subramani, Deepak N.; Lermusiaux, Pierre F. J.
2016-04-01
A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.
Long scale evolution of a nonlinear stochastic dynamic system for modeling market price bubbles
NASA Astrophysics Data System (ADS)
Kiselev, S. A.; Phillips, Andy; Gabitov, I.
2000-07-01
This Letter investigates the stochastic dynamics of a simplified agent-based microscopic model describing stock market evolution. Our mathematical model includes a stochastic market and a sealed-bid double auction. The dynamics of the model are determined by the game of two types of traders: (i) `intelligent' traders whose strategy is based on nonlinear technical data analysis 1 and (ii) `random' traders that act without a consistent strategy. We demonstrate the effect of time-scale separations on the market dynamics. We study the characteristics of the market relaxation in response to perturbations caused by large cash flows generated between these two groups of traders. We also demonstrate that our model exhibits the formation of a price bubble 2 and the subsequent transition to a bear market 3. Bear market - a macroscopically long stage of a market evolution when the stock price declines significantly, 15% or more.
Computing the optimal path in stochastic dynamical systems.
Bauver, Martha; Forgoston, Eric; Billings, Lora
2016-08-01
In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.
Computing the optimal path in stochastic dynamical systems
NASA Astrophysics Data System (ADS)
Bauver, Martha; Forgoston, Eric; Billings, Lora
2016-08-01
In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.
Computing the optimal path in stochastic dynamical systems.
Bauver, Martha; Forgoston, Eric; Billings, Lora
2016-08-01
In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces. PMID:27586597
Stochastic disease dynamics of a hospital infection model.
Wang, Xia; Xiao, Yanni; Wang, Junrui; Lu, Xinxin
2013-01-01
A stochastic model for hospital infection incorporating both direct transmission and indirect transmission via free-living bacteria in the environment is investigated. We examine the long term behavior of the model by calculating a stationary distribution and normal approximation of the distribution. The quasi-stationary distribution of the model is studied to investigate the models' behavior before extinction and the time to extinction. Numerical results show agreement between the calculated distributions and results of event-driven simulations. Hand hygiene of volunteers is more effective in terms of reducing the mean (or standard deviation) of the stationary distribution of colonized patients and the expected time to extinction compared to hand hygiene of health care workers (HCWs), on the basis of our parameter values. However, the indirect (or direct) transmission rate can lead to either increase or decrease in the standard deviation of the stationary distribution, but the impact of the indirect transmission is much greater than that of the direct transmission. The findings suggest that isolation of new admitted colonized patients is most effective in reducing both the mean and standard deviation of the stationary distribution and measures related to indirect transmission are secondary in their effects compared to other interventions. PMID:23103300
Stochastic collective dynamics of charged-particle beams in the stability regime.
Petroni, N C; De Martino, S; De Siena, S; Illuminati, F
2001-01-01
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by lambda(c)sqrt[N], where N is the number of particles in the beam and lambda(c) the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called "quantum-like approaches" to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.
Stochastic collective dynamics of charged-particle beams in the stability regime.
Petroni, N C; De Martino, S; De Siena, S; Illuminati, F
2001-01-01
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by lambda(c)sqrt[N], where N is the number of particles in the beam and lambda(c) the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called "quantum-like approaches" to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently. PMID:11304370
Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang
2011-01-01
The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons. PMID:22096452
Jenny, Patrick Torrilhon, Manuel; Heinz, Stefan
2010-02-20
In this paper, a stochastic model is presented to simulate the flow of gases, which are not in thermodynamic equilibrium, like in rarefied or micro situations. For the interaction of a particle with others, statistical moments of the local ensemble have to be evaluated, but unlike in molecular dynamics simulations or DSMC, no collisions between computational particles are considered. In addition, a novel integration technique allows for time steps independent of the stochastic time scale. The stochastic model represents a Fokker-Planck equation in the kinetic description, which can be viewed as an approximation to the Boltzmann equation. This allows for a rigorous investigation of the relation between the new model and classical fluid and kinetic equations. The fluid dynamic equations of Navier-Stokes and Fourier are fully recovered for small relaxation times, while for larger values the new model extents into the kinetic regime. Numerical studies demonstrate that the stochastic model is consistent with Navier-Stokes in that limit, but also that the results become significantly different, if the conditions for equilibrium are invalid. The application to the Knudsen paradox demonstrates the correctness and relevance of this development, and comparisons with existing kinetic equations and standard solution algorithms reveal its advantages. Moreover, results of a test case with geometrically complex boundaries are presented.
Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes.
Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti
2016-08-28
Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour. PMID:27586952
Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes
NASA Astrophysics Data System (ADS)
Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti
2016-08-01
Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.
Stochastic dynamics of coupled active particles in an overdamped limit
NASA Astrophysics Data System (ADS)
Ann, Minjung; Lee, Kong-Ju-Bock; Park, Pyeong Jun
2015-10-01
We introduce a model for Brownian dynamics of coupled active particles in an overdamped limit. Our system consists of several identical active particles and one passive particle. Each active particle is elastically coupled to the passive particle and there is no direct coupling among the active particles. We investigate the dynamics of the system with respect to the number of active particles, viscous friction, and coupling between the active and passive particles. For this purpose, we consider an intracellular transport process as an application of our model and perform a Brownian dynamics simulation using realistic parameters for processive molecular motors such as kinesin-1. We determine an adequate energy conversion function for molecular motors and study the dynamics of intracellular transport by multiple motors. The results show that the average velocity of the coupled system is not affected by the number of active motors and that the stall force increases linearly as the number of motors increases. Our results are consistent with well-known experimental observations. We also examine the effects of coupling between the motors and the cargo, as well as of the spatial distribution of the motors around the cargo. Our model might provide a physical explanation of the cooperation among active motors in the cellular transport processes.
The stochastic dynamics of a nanobeam near an optomechanical resonator in a viscous fluid
NASA Astrophysics Data System (ADS)
Epstein, S.; Paul, M. R.
2013-10-01
We quantify the Brownian driven, stochastic dynamics of an elastic nanobeam immersed in a viscous fluid that is partially wrapped around a microdisk optical resonator. This configuration has been proposed as an optomechanical and nanoscale analog of the atomic force microscope [Srinivasan et al., Nano Lett. 11, 791 (2011)]. A small gap between the nanobeam and microdisk is necessary for the optomechanical transduction of the mechanical motion of the nanobeam. We compute the stochastic dynamics of the nanobeam in fluid for the precise conditions of the laboratory using deterministic finite element simulations and the fluctuation dissipation theorem. We investigate the dynamics of a nanobeam in water and in air and quantify the significance of the fluid-solid interaction between the nanobeam and the optical resonator. Our results in air show that, despite the complex geometry of the nanobeam, it can still be represented approximately as a damped simple harmonic oscillator. On the other hand, when the nanobeam is immersed in water there are significant deviations from the dynamics of a simple harmonic oscillator. The small gap between the nanobeam and the microdisk is found to be a significant source of additional dissipation. In air, the quality factor of the mechanical oscillation of the nanobeam is reduced by an order of magnitude due to the presence of the microdisk, however, the dynamics remain underdamped even in the presence of the microdisk. On the other hand, when placed in water, the dynamics without the microdisk is underdamped and with the microdisk the dynamics become strongly over damped.
NASA Astrophysics Data System (ADS)
Shi, Jingtao
2014-04-01
This paper is concerned with the relationship between maximum principle and dynamic programming for zero-sum stochastic differential games of jump diffusions. Under the assumption that the value function is smooth enough, relations among the adjoint processes, the generalised Hamiltonian function and the value function are given. A portfolio optimisation problem under model uncertainty in an incomplete financial market is discussed to show the applications of our result.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models
Daunizeau, J.; Friston, K.J.; Kiebel, S.J.
2009-01-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power. PMID:19862351
Stochastic Dynamic Causal Modeling of Working Memory Connections in Cocaine Dependence
Ma, Liangsuo; Steinberg, Joel L.; Hasan, Khader M.; Narayana, Ponnada A.; Kramer, Larry A.; Moeller, F. Gerard
2015-01-01
Although reduced working memory brain activation has been reported in several brain regions of cocaine dependent subjects compared to controls, very little is known about whether there is altered connectivity of working memory pathways in cocaine dependence. This study addresses this issue by using functional magnetic resonance imaging (fMRI)-based stochastic dynamic causal model (DCM) analysis to study the effective connectivity of 19 cocaine-dependent subjects and 14 healthy controls while performing a working memory task. Stochastic DCM is an advanced method that has recently been implemented in SPM8 that can obtain improved estimates, relative to deterministic DCM, of hidden neuronal causes prior to convolution with the hemodynamic response. Thus, stochastic DCM may be less influenced by the confounding effects of variations in BOLD response caused by disease or drugs. Based on the significant regional activation common to both groups, and consistent with previous working memory activation studies, seven regions of interest were chosen as nodes for DCM analyses. Bayesian family level inference, Bayesian model selection analyses, and Bayesian model averaging (BMA) were conducted. BMA showed that the cocaine-dependent subjects had large differences compared to the control subjects in the strengths of prefrontal-striatal modulatory (B matrix) DCM parameters. These findings are consistent with altered cortical-striatal networks that may be related to reduced dopamine function in cocaine dependence. As far as we are aware, this is the first between-group DCM study using stochastic methodology. PMID:23151990
Perthame, Benoît; Gauduchon, Mathias
2010-09-01
Deterministic population models for adaptive dynamics are derived mathematically from individual-centred stochastic models in the limit of large populations. However, it is common that numerical simulations of both models fit poorly and give rather different behaviours in terms of evolution speeds and branching patterns. Stochastic simulations involve extinction phenomenon operating through demographic stochasticity, when the number of individual 'units' is small. Focusing on the class of integro-differential adaptive models, we include a similar notion in the deterministic formulations, a survival threshold, which allows phenotypical traits in the population to vanish when represented by few 'individuals'. Based on numerical simulations, we show that the survival threshold changes drastically the solution; (i) the evolution speed is much slower, (ii) the branching patterns are reduced continuously and (iii) these patterns are comparable to those obtained with stochastic simulations. The rescaled models can also be analysed theoretically. One can recover the concentration phenomena on well-separated Dirac masses through the constrained Hamilton-Jacobi equation in the limit of small mutations and large observation times. PMID:19734200
NASA Astrophysics Data System (ADS)
Sutrisno; Widowati; Solikhin
2016-06-01
In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.
Stochastic dynamics of a warmer Great Barrier Reef.
Cooper, Jennifer K; Spencer, Matthew; Bruno, John F
2015-07-01
Pressure on natural communities from human activities continues to increase. Even unique ecosystems like the Great Barrier Reef (GBR), that until recently were considered near-pristine and well-protected, are showing signs of rapid degradation. We collated recent (1996-2006) spatiotemporal relationships between benthic community composition on the GBR and environmental variables (ocean temperature and local threats resulting from human activity). We built multivariate models of the effects of these variables on short-term dynamics, and developed an analytical approach to study their long-term consequences. We used this approach to study the effects of ocean warming under different levels of local threat. Observed short-term changes in benthic community structure (e.g., declining coral cover) were associated with ocean temperature (warming) and local threats. Our model projected that, in the long-term, coral cover of less than 10% was not implausible. With increasing temperature and/or local threats, corals were initially replaced by sponges, gorgonians, and other taxa, with an eventual moderately high probability of domination (> 50%) by macroalgae when temperature increase was greatest (e.g., 3.5 degrees C of warming). Our approach to modeling community dynamics, based on multivariate statistical models, enabled us to project how environmental change (and thus local and international policy decisions) will influence the future state of coral reefs. The same approach could be applied to other systems for which time series of ecological and environmental variables are available.
Stochastic dynamics of a warmer Great Barrier Reef.
Cooper, Jennifer K; Spencer, Matthew; Bruno, John F
2015-07-01
Pressure on natural communities from human activities continues to increase. Even unique ecosystems like the Great Barrier Reef (GBR), that until recently were considered near-pristine and well-protected, are showing signs of rapid degradation. We collated recent (1996-2006) spatiotemporal relationships between benthic community composition on the GBR and environmental variables (ocean temperature and local threats resulting from human activity). We built multivariate models of the effects of these variables on short-term dynamics, and developed an analytical approach to study their long-term consequences. We used this approach to study the effects of ocean warming under different levels of local threat. Observed short-term changes in benthic community structure (e.g., declining coral cover) were associated with ocean temperature (warming) and local threats. Our model projected that, in the long-term, coral cover of less than 10% was not implausible. With increasing temperature and/or local threats, corals were initially replaced by sponges, gorgonians, and other taxa, with an eventual moderately high probability of domination (> 50%) by macroalgae when temperature increase was greatest (e.g., 3.5 degrees C of warming). Our approach to modeling community dynamics, based on multivariate statistical models, enabled us to project how environmental change (and thus local and international policy decisions) will influence the future state of coral reefs. The same approach could be applied to other systems for which time series of ecological and environmental variables are available. PMID:26378303
Modeling dynamics of HIV infected cells using stochastic cellular automaton
NASA Astrophysics Data System (ADS)
Precharattana, Monamorn; Triampo, Wannapong
2014-08-01
Ever since HIV was first diagnosed in human, a great number of scientific works have been undertaken to explore the biological mechanisms involved in the infection and progression of the disease. Several cellular automata (CA) models have been introduced to gain insights into the dynamics of the disease progression but none of them has taken into account effects of certain immune cells such as the dendritic cells (DCs) and the CD8+ T lymphocytes (CD8+ T cells). In this work, we present a CA model, which incorporates effects of the HIV specific immune response focusing on the cell-mediated immunities, and investigate the interaction between the host immune response and the HIV infected cells in the lymph nodes. The aim of our work is to propose a model more realistic than the one in Precharattana et al. (2010) [10], by incorporating roles of the DCs, the CD4+ T cells, and the CD8+ T cells into the model so that it would reproduce the HIV infection dynamics during the primary phase of HIV infection.
NASA Astrophysics Data System (ADS)
Alexandrov, D. V.; Bashkirtseva, I. A.; Ryashko, L. B.
2016-08-01
In this work, a non-linear dynamics of a simple three-dimensional climate model in the presence of stochastic forcing is studied. We demonstrate that a dynamic scenario of mixed-mode stochastic oscillations of the climate system near its equilibrium can be formed. As this takes place, a growth of noise intensity increases the frequency of interspike intervals responsible for the abrupt climate changes. In addition, a certain enhancement of stochastic forcing abruptly increases the atmospheric carbon dioxide and decreases the Earth's ice mass. A transition from order to chaos occurring at a critical noise is shown.
Solan, Eilon; Vieille, Nicolas
2015-01-01
In 1953, Lloyd Shapley contributed his paper “Stochastic games” to PNAS. In this paper, he defined the model of stochastic games, which were the first general dynamic model of a game to be defined, and proved that it admits a stationary equilibrium. In this Perspective, we summarize the historical context and the impact of Shapley’s contribution. PMID:26556883
Sezer, Deniz; Freed, Jack H.; Roux, Benoît
2008-01-01
Simulating electron spin resonance spectra of nitroxide spin labels from motional models is necessary for the quantitative analysis of experimental spectra. We present a framework for modeling the spin label dynamics by using trajectories such as those from molecular dynamics (MD) simulations combined with stochastic treatment of the global protein tumbling. This is achieved in the time domain after two efficient numerical integrators are developed: One for the quantal dynamics of the spins and the other for the classical rotational diffusion. For the quantal dynamics, we propagate the relevant part of the spin density matrix in Hilbert space. For the diffusional tumbling, we work with quaternions, which enables the treatment of anisotropic diffusion in a potential expanded as a sum of spherical harmonics. Time-averaging arguments are invoked to bridge the gap between the smaller time step of the MD trajectories and the larger time steps appropriate for the rotational diffusion and∕or quantal spin dynamics. PMID:18447510
Phase space theory of quantum–classical systems with nonlinear and stochastic dynamics
Burić, Nikola Popović, Duška B.; Radonjić, Milan; Prvanović, Slobodan
2014-04-15
A novel theory of hybrid quantum–classical systems is developed, utilizing the mathematical framework of constrained dynamical systems on the quantum–classical phase space. Both, the quantum and classical descriptions of the respective parts of the hybrid system are treated as fundamental. Therefore, the description of the quantum–classical interaction has to be postulated, and includes the effects of neglected degrees of freedom. Dynamical law of the theory is given in terms of nonlinear stochastic differential equations with Hamiltonian and gradient terms. The theory provides a successful dynamical description of the collapse during quantum measurement. -- Highlights: •A novel theory of quantum–classical systems is developed. •Framework of quantum constrained dynamical systems is used. •A dynamical description of the measurement induced collapse is obtained.
An Approach for Dynamic Optimization of Prevention Program Implementation in Stochastic Environments
NASA Astrophysics Data System (ADS)
Kang, Yuncheol; Prabhu, Vittal
The science of preventing youth problems has significantly advanced in developing evidence-based prevention program (EBP) by using randomized clinical trials. Effective EBP can reduce delinquency, aggression, violence, bullying and substance abuse among youth. Unfortunately the outcomes of EBP implemented in natural settings usually tend to be lower than in clinical trials, which has motivated the need to study EBP implementations. In this paper we propose to model EBP implementations in natural settings as stochastic dynamic processes. Specifically, we propose Markov Decision Process (MDP) for modeling and dynamic optimization of such EBP implementations. We illustrate these concepts using simple numerical examples and discuss potential challenges in using such approaches in practice.
Stochastic demography and population dynamics in the red kangaroo Macropus rufus.
Jonzén, Niclas; Pople, Tony; Knape, Jonas; Sköld, Martin
2010-01-01
1. Many organisms inhabit strongly fluctuating environments but their demography and population dynamics are often analysed using deterministic models and elasticity analysis, where elasticity is defined as the proportional change in population growth rate caused by a proportional change in a vital rate. Deterministic analyses may not necessarily be informative because large variation in a vital rate with a small deterministic elasticity may affect the population growth rate more than a small change in a less variable vital rate having high deterministic elasticity. 2. We analyse a stochastic environment model of the red kangaroo (Macropus rufus), a species inhabiting an environment characterized by unpredictable and highly variable rainfall, and calculate the elasticity of the stochastic growth rate with respect to the mean and variability in vital rates. 3. Juvenile survival is the most variable vital rate but a proportional change in the mean adult survival rate has a much stronger effect on the stochastic growth rate. 4. Even if changes in average rainfall have a larger impact on population growth rate, increased variability in rainfall may still be important also in long-lived species. The elasticity with respect to the standard deviation of rainfall is comparable to the mean elasticities of all vital rates but the survival in age class 3 because increased variation in rainfall affects both the mean and variability of vital rates. 5. Red kangaroos are harvested and, under the current rainfall pattern, an annual harvest fraction of c. 20% would yield a stochastic growth rate about unity. However, if average rainfall drops by more than c. 10%, any level of harvesting may be unsustainable, emphasizing the need for integrating climate change predictions in population management and increase our understanding of how environmental stochasticity translates into population growth rate.
NASA Astrophysics Data System (ADS)
McKetterick, Thomas John; Giuggioli, Luca
2014-10-01
Delayed dynamics result from finite transmission speeds of a signal in the form of energy, mass, or information. In stochastic systems the resulting lagged dynamics challenge our understanding due to the rich behavioral repertoire encompassing monotonic, oscillatory, and unstable evolution. Despite the vast literature, quantifying this rich behavior is limited by a lack of explicit analytic studies of high-dimensional stochastic delay systems. Here we fill this gap for systems governed by a linear Langevin equation of any number of delays and spatial dimensions with additive Gaussian noise. By exploiting Laplace transforms we are able to derive an exact time-dependent analytic solution of the Langevin equation. By using characteristic functionals we are able to construct the full time dependence of the multivariate probability distribution of the stochastic process as a function of the delayed and nondelayed random variables. As an application we consider interactions in animal collective movement that go beyond the traditional assumption of instantaneous alignment. We propose models for coordinated maneuvers of comoving agents applicable to recent empirical findings in pigeons and bats whereby individuals copy the heading of their neighbors with some delay. We highlight possible strategies that individual pairs may adopt to reduce the variance in their velocity difference and/or in their spatial separation. We also show that a minimum in the variance of the spatial separation at long times can be achieved with certain ratios of measurement to reaction delay.
A stochastic model for bacterial dynamics toward point food sources with emergent run-and-tumble
NASA Astrophysics Data System (ADS)
Jashnsaz, Hossein; Nguyen, Tyler; Petrache, Horia; Presse, Steve; StatPhysBio Team
2015-03-01
Despite stark differences in chemotactic signaling networks and flagellar physiology across bacterial species, all bacteria sense their environment through a series of stochastic detection events (``hits'') at their chemoreceptors and bias their random walk on the basis of this information. We present a general statistical model describing how bacteria locate point sources of food on the basis of stochastic event detection, rather than gradient information. We show how model parameters can be directly inferred using maximum likelihood methods from microscopy tracking data. We find that ``run-and-tumble'' dynamics naturally emerge from our statistical model and recapitulate known results from experiments when we consider bacterial dynamics in well-controlled chemoattractant gradients. However, our model goes beyond reproducing known run-and-tumble statistics. It also makes a number of predictions unique to bacteria tracking point sources. In our model, all parameters are directly inferred from tracking data thus there are no adjustable parameters; detection events by bacteria are assumed stochastic as they occur in nature; and our ``top-down'' modeling approach is broadly applicable across bacterial species. SP acknowledges the NSF (MCB-1412259), the Purdue Research Foundation and his IUPUI Start-up.
Zhu, Z. W.; Zhang, W. D. Xu, J.
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 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.
NASA Astrophysics Data System (ADS)
Teodorescu, Razvan
2009-10-01
Systems of oscillators coupled non-linearly (stochastically or not) are ubiquitous in nature and can explain many complex phenomena: coupled Josephson junction arrays, cardiac pacemaker cells, swarms or flocks of insects and birds, etc. They are know to have a non-trivial phase diagram, which includes chaotic, partially synchronized, and fully synchronized phases. A traditional model for this class of problems is the Kuramoto system of oscillators, which has been studied extensively for the last three decades. The model is a canonical example for non-equilibrium, dynamical phase transitions, so little understood in physics. From a stochastic analysis point of view, the transition is described by the large deviations principle, which offers little information on the scaling behavior near the critical point. I will discuss a special case of the model, which allows a rigorous analysis of the critical properties of the model, and reveals a new, anomalous scaling behavior in the vicinity of the critical point.
Dynamics of stochastic predator-prey models with Holling II functional response
NASA Astrophysics Data System (ADS)
Liu, Qun; Zu, Li; Jiang, Daqing
2016-08-01
In this paper, we consider the dynamics of stochastic predator-prey models with Holling II functional response. For the stochastic systems, we firstly establish sufficient conditions for the existence of the globally positive solutions. Then we investigate the asymptotic moment estimations of the positive solutions and study the ultimately bounded in the mean of them. Thirdly, by constructing some suitable Lyapunov functions, we verify that there are unique stationary distributions and they are ergodic. The obtained results show that the systems still retain some stability in the sense of weak stability provided that the intensity of the white noise is relatively small. Finally, some numerical simulations are introduced to illustrate our main results.
Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost
Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa
2015-02-15
This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.
Stochastic growth dynamics and composite defects in quenched immiscible binary condensates
NASA Astrophysics Data System (ADS)
Liu, I.-K.; Pattinson, R. W.; Billam, T. P.; Gardiner, S. A.; Cornish, S. L.; Huang, T.-M.; Lin, W.-W.; Gou, S.-C.; Parker, N. G.; Proukakis, N. P.
2016-02-01
We study the sensitivity of coupled condensate formation dynamics on the history of initial stochastic domain formation in the context of instantaneously quenched elongated harmonically trapped immiscible two-component atomic Bose gases. The spontaneous generation of defects in the fastest condensing component, and subsequent coarse-graining dynamics, can lead to a deep oscillating microtrap into which the other component condenses, thereby establishing a long-lived composite defect in the form of a dark-bright solitary wave. We numerically map out diverse key aspects of these competing growth dynamics, focusing on the role of shot-to-shot fluctuations and global parameter changes (initial state choices, quench parameters, and condensate growth rates), with our findings also qualitatively confirmed by realistic finite-duration quenches. We conclude that phase-separated structures observable on experimental time scales are likely to be metastable states whose form is influenced by the stability and dynamics of the spontaneously emerging dark-bright solitary wave.
Miller, David A.; Clark, W.R.; Arnold, S.J.; Bronikowski, A.M.
2011-01-01
Comparative evaluations of population dynamics in species with temporal and spatial variation in life-history traits are rare because they require long-term demographic time series from multiple populations. We present such an analysis using demographic data collected during the interval 1978-1996 for six populations of western terrestrial garter snakes (Thamnophis elegans) from two evolutionarily divergent ecotypes. Three replicate populations from a slow-living ecotype, found in mountain meadows of northeastern California, were characterized by individuals that develop slowly, mature late, reproduce infrequently with small reproductive effort, and live longer than individuals of three populations of a fast-living ecotype found at lakeshore locales. We constructed matrix population models for each of the populations based on 8-13 years of data per population and analyzed both deterministic dynamics based on mean annual vital rates and stochastic dynamics incorporating annual variation in vital rates. (1) Contributions of highly variable vital rates to fitness (??s) were buffered against the negative effects of stochastic variation, and this relationship was consistent with differences between the meadow (M-slow) and lakeshore (L-fast) ecotypes. (2) Annual variation in the proportion of gravid females had the greatest negative effect among all vital rates on ?? s. The magnitude of variation in the proportion of gravid females and its effect on ??s was greater in M-slow than L-fast populations. (3) Variation in the proportion of gravid females, in turn, depended on annual variation in prey availability, and its effect on ??s was 4- 23 times greater in M-slow than L-fast populations. In addition to differences in stochastic dynamics between ecotypes, we also found higher mean mortality rates across all age classes in the L-fast populations. Our results suggest that both deterministic and stochastic selective forces have affected the evolution of divergent life
Stochastic reversal dynamics of two interacting magnetic dipoles: A simple model experiment.
Plihon, Nicolas; Miralles, Sophie; Bourgoin, Mickael; Pinton, Jean-François
2016-07-01
We report an experimental study of the dynamics of two coupled magnetic dipoles. The experiment consists in two coplanar permanent disk magnets separated by a distance d, each allowed to rotate on a fixed parallel axis-each magnet's axis being perpendicular to its dipolar moment vector. A torque of adjustable strength can be externally applied to one of the magnets, the other magnet being free. The driving torque may be time-independent or temporally fluctuating. We study the influence of the parameters of the driving torque on the dynamics of the coupled system, in particular the emergence of dynamical regimes such as stochastic reversals. We report transitions between stationary and stochastic reversal regimes. All the observed features can be understood by a simple mechanical dynamical model. The transition between statistically stationary regimes and reversals is explained introducing an effective potential energy incorporating both the coupling between magnets and the external driving. Relations between this simple experimental model with macroscopic models of magnetic spin coupling, as well as with chaotic reversals of turbulent dynamos, are discussed. PMID:27575140
Patterns of stochastic behavior in dynamically unstable high-dimensional biochemical networks.
Rosenfeld, Simon
2009-01-29
The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg's Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression.
Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks
Rosenfeld, Simon
2009-01-01
The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression. PMID:19838330
Stenseth, N. C.; rnstad, O. N. Bj; Falck, W.; Fromentin, J.-M.; ter, J. Gj s; Gray, J. S.
1999-01-01
Skagerrak populations of Atlantic cod (Gadus morhua L.) have been surveyed at several fixed stations since 1919. These coastal populations consist of local stocks with a low age of maturity and a short life span. We investigated 60 time-series of 0-group juveniles (i.e. young of the year) sampled annually from 1945 to 1994. An age-structured model was developed which incorporates asymmetrical interactions between the juvenile cohorts (0-group and 1-group; i.e. one-year-old juveniles) and stochastic reproduction. The model was expressed in delay coordinates in order to estimate model parameters directly from the time-series and thereby test the model predictions. The autocovariance structure of the time-series was consistent with the delay coordinates model superimposed upon a long-term trend. The model illustrates how both regulatory (density-dependent) and disruptive (stochastic) forces are crucial in shaping the dynamics of the coastal cod populations. The age-structured life cycle acts to resonance the stochasticity inherent in the recruitment process.
Wang, Xin-Fan; Wang, Jian-Qiang; Deng, Sheng-Yue
2013-01-01
We investigate the dynamic stochastic multicriteria decision making (SMCDM) problems, in which the criterion values take the form of log-normally distributed random variables, and the argument information is collected from different periods. We propose two new geometric aggregation operators, such as the log-normal distribution weighted geometric (LNDWG) operator and the dynamic log-normal distribution weighted geometric (DLNDWG) operator, and develop a method for dynamic SMCDM with log-normally distributed random variables. This method uses the DLNDWG operator and the LNDWG operator to aggregate the log-normally distributed criterion values, utilizes the entropy model of Shannon to generate the time weight vector, and utilizes the expectation values and variances of log-normal distributions to rank the alternatives and select the best one. Finally, an example is given to illustrate the feasibility and effectiveness of this developed method.
a Stochastic CAGE Model for the Orientational Dynamics of Single Molecules in Nematic Phases
NASA Astrophysics Data System (ADS)
Frezzato, Diego; Saielli, Giacomo; Polimeno, Antonino; Nordio, Pier Luigi
A stochastic cage model for the orientational dynamics of a molecule in isotropic and nematic phases of a liquid crystal has been developed, following the methodology introduced in Refs. 1, 2. The model has been parameterized on the basis of statistical data obtained from the analysis of Molecular Dynamics (MD) simulations of a Gay-Berne mesogen and is based on the general assumption of a timescale separation between the fast inertial librational motion inside the instantaneous cage potential and the slow diffusive motion of the cage itself. The model is able to reproduce single molecule time correlation functions both for the angular momentum and the reorientation of the long molecular axis of the molecule. A complete description of the dynamics of a Gay-Berne particle is given with a single set of physical parameters, from a very fast (hundreds of femtoseconds) timescale up to a timescale of nanoseconds.
NASA Astrophysics Data System (ADS)
Dybiec, Bartłomiej; Gudowska-Nowak, Ewa
2009-05-01
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the existence of timescale separation between the dynamics of the measured observable and the typical timescale of the noise allows external fluctuations to be modeled as temporally uncorrelated and therefore white. However, in many natural phenomena the assumptions concerning the above mentioned properties of 'Gaussianity' and 'whiteness' of the noise can be violated. In this context, in contrast to the spatiotemporal coupling characterizing general forms of non-Markovian or semi-Markovian Lévy walks, so called Lévy flights correspond to the class of Markov processes which can still be interpreted as white, but distributed according to a more general, infinitely divisible, stable and non-Gaussian law. Lévy noise-driven non-equilibrium systems are known to manifest interesting physical properties and have been addressed in various scenarios of physical transport exhibiting a superdiffusive behavior. Here we present a brief overview of our recent investigations aimed at understanding features of stochastic dynamics under the influence of Lévy white noise perturbations. We find that the archetypal phenomena of noise-induced ordering are robust and can be detected also in systems driven by memoryless, non-Gaussian, heavy-tailed fluctuations with infinite variance.
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.
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
Popinga, Alex; Vaughan, Tim; Stadler, Tanja; Drummond, Alexei J
2015-02-01
Estimation of epidemiological and population parameters from molecular sequence data has become central to the understanding of infectious disease dynamics. Various models have been proposed to infer details of the dynamics that describe epidemic progression. These include inference approaches derived from Kingman's coalescent theory. Here, we use recently described coalescent theory for epidemic dynamics to develop stochastic and deterministic coalescent susceptible-infected-removed (SIR) tree priors. We implement these in a Bayesian phylogenetic inference framework to permit joint estimation of SIR epidemic parameters and the sample genealogy. We assess the performance of the two coalescent models and also juxtapose results obtained with a recently published birth-death-sampling model for epidemic inference. Comparisons are made by analyzing sets of genealogies simulated under precisely known epidemiological parameters. Additionally, we analyze influenza A (H1N1) sequence data sampled in the Canterbury region of New Zealand and HIV-1 sequence data obtained from known United Kingdom infection clusters. We show that both coalescent SIR models are effective at estimating epidemiological parameters from data with large fundamental reproductive number [Formula: see text] and large population size [Formula: see text]. Furthermore, we find that the stochastic variant generally outperforms its deterministic counterpart in terms of error, bias, and highest posterior density coverage, particularly for smaller [Formula: see text] and [Formula: see text]. However, each of these inference models is shown to have undesirable properties in certain circumstances, especially for epidemic outbreaks with [Formula: see text] close to one or with small effective susceptible populations. PMID:25527289
Galan, Roberto F.; Urban, Nathaniel N.; Ermentrout, G. Bard
2007-11-15
We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise than type I.
The ‘hit’ phenomenon: a mathematical model of human dynamics interactions as a stochastic process
NASA Astrophysics Data System (ADS)
Ishii, Akira; Arakaki, Hisashi; Matsuda, Naoya; Umemura, Sanae; Urushidani, Tamiko; Yamagata, Naoya; Yoshida, Narihiko
2012-06-01
A mathematical model for the ‘hit’ phenomenon in entertainment within a society is presented as a stochastic process of human dynamics interactions. The model uses only the advertisement budget time distribution as an input, and word-of-mouth (WOM), represented by posts on social network systems, is used as data to make a comparison with the calculated results. The unit of time is days. The WOM distribution in time is found to be very close to the revenue distribution in time. Calculations for the Japanese motion picture market based on the mathematical model agree well with the actual revenue distribution in time.
Simulation of DNA motion in a microchannel using stochastic rotation dynamics
NASA Astrophysics Data System (ADS)
Watari, Nobuhiko; Makino, Masato; Kikuchi, Norio; Larson, Ronald G.; Doi, Masao
2007-03-01
The authors propose a method to simulate the DNA motion in microchannels of complex geometry. It is based on stochastic rotation dynamics using a new scheme for the boundary condition. The method enables them to define a boundary wall of arbitrary shape and to describe a wall moving at an arbitrary velocity. As an application, they simulate the motion of DNA in Poiseuille flow between two parallel planes and show that DNA molecules tend to concentrate near the center of the channel in agreement with experimental results.
Davidchack, Ruslan L.
2010-12-10
We investigate the influence of numerical discretization errors on computed averages in a molecular dynamics simulation of TIP4P liquid water at 300 K coupled to different deterministic (Nose-Hoover and Nose-Poincare) and stochastic (Langevin) thermostats. We propose a couple of simple practical approaches to estimating such errors and taking them into account when computing the averages. We show that it is possible to obtain accurate measurements of various system quantities using step sizes of up to 70% of the stability threshold of the integrator, which for the system of TIP4P liquid water at 300 K corresponds to the step size of about 7 fs.
NASA Astrophysics Data System (ADS)
Warren, Patrick B.
2009-09-01
A recently proposed model for skin cell proliferation [E. Clayton , Nature (London) 446, 185 (2007)] is extended to incorporate mitotic autoregulation, and hence homeostasis as a fixed point of the dynamics. Unlimited cell proliferation in such a model can be viewed as a model for carcinogenesis. One way in which this can arise is homeostatic metastability, in which the cell populations escape from the homeostatic basin of attraction by a large but rare stochastic fluctuation. Such an event can be viewed as the final step in a multistage model of carcinogenesis. Homeostatic metastability offers a possible explanation for the peculiar epidemiology of lung cancer in ex-smokers.
NASA Astrophysics Data System (ADS)
Wang, Tingting; Dai, Weidi; Jiao, Pengfei; Wang, Wenjun
2016-05-01
Many real-world data can be represented as dynamic networks which are the evolutionary networks with timestamps. Analyzing dynamic attributes is important to understanding the structures and functions of these complex networks. Especially, studying the influential nodes is significant to exploring and analyzing networks. In this paper, we propose a method to identify influential nodes in dynamic social networks based on identifying such nodes in the temporal communities which make up the dynamic networks. Firstly, we detect the community structures of all the snapshot networks based on the degree-corrected stochastic block model (DCBM). After getting the community structures, we capture the evolution of every community in the dynamic network by the extended Jaccard’s coefficient which is defined to map communities among all the snapshot networks. Then we obtain the initial influential nodes of the dynamic network and aggregate them based on three widely used centrality metrics. Experiments on real-world and synthetic datasets demonstrate that our method can identify influential nodes in dynamic networks accurately, at the same time, we also find some interesting phenomena and conclusions for those that have been validated in complex network or social science.
The role of phase dynamics in a stochastic model of a passively advected scalar
NASA Astrophysics Data System (ADS)
Moradi, Sara; Anderson, Johan
2016-05-01
Collective synchronous motion of the phases is introduced in a model for the stochastic passive advection-diffusion of a scalar with external forcing. The model for the phase coupling dynamics follows the well known Kuramoto model paradigm of limit-cycle oscillators. The natural frequencies in the Kuramoto model are assumed to obey a given scale dependence through a dispersion relation of the drift-wave form -βk/1 +k2 , where β is a constant representing the typical strength of the gradient. The present aim is to study the importance of collective phase dynamics on the characteristic time evolution of the fluctuation energy and the formation of coherent structures. Our results show that the assumption of a fully stochastic phase state of turbulence is more relevant for high values of β, where we find that the energy spectrum follows a k-7 /2 scaling. Whereas for lower β there is a significant difference between a-synchronised and synchronised phase states, one could expect the formation of coherent modulations in the latter case.
NASA Astrophysics Data System (ADS)
da Costa, Diogo Ricardo; Dettmann, Carl P.; Leonel, Edson D.
2015-03-01
Some statistical properties related to the diffusion in energy for an ensemble of classical particles in a bouncing ball model are studied. The particles are confined to bounce between two rigid walls. One of them is fixed while the other oscillates. The dynamics is described by a two dimensional nonlinear map for the velocity of the particle and time at the instant of the collision. Two different types of change of momentum are considered: (i) periodic due to a sine function and; (ii) stochastic. For elastic collisions case (i) leads to finite diffusion in energy while (ii) produces unlimited diffusion. On the other hand, inelastic collisions yield either (i) and (ii) to have limited diffusion. Scaling arguments are used to investigate some properties of the transport coefficient in the chaotic low energy region. Scaling exponents are also obtained for both conservative and dissipative case for cases (i) and (ii). We show that the parameter space has complicated structures either in Lyapunov as well as period coordinates. When stochasticity is introduced in the dynamics, we observed the destruction of the parameter space structures.
Schilde, M.; Doerner, K.F.; Hartl, R.F.
2014-01-01
In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013
Keith, David A; Akçakaya, H Resit; Thuiller, Wilfried; Midgley, Guy F; Pearson, Richard G; Phillips, Steven J; Regan, Helen M; Araújo, Miguel B; Rebelo, Tony G
2008-10-23
Species responses to climate change may be influenced by changes in available habitat, as well as population processes, species interactions and interactions between demographic and landscape dynamics. Current methods for assessing these responses fail to provide an integrated view of these influences because they deal with habitat change or population dynamics, but rarely both. In this study, we linked a time series of habitat suitability models with spatially explicit stochastic population models to explore factors that influence the viability of plant species populations under stable and changing climate scenarios in South African fynbos, a global biodiversity hot spot. Results indicate that complex interactions between life history, disturbance regime and distribution pattern mediate species extinction risks under climate change. Our novel mechanistic approach allows more complete and direct appraisal of future biotic responses than do static bioclimatic habitat modelling approaches, and will ultimately support development of more effective conservation strategies to mitigate biodiversity losses due to climate change.
Self-organization of traffic jams in cities: Effects of stochastic dynamics and signal periods
NASA Astrophysics Data System (ADS)
Chowdhury, Debashish; Schadschneider, Andreas
1999-02-01
We propose a cellular automata model for vehicular traffic in cities by combining (and appropriately modifying) ideas borrowed from the Biham-Middleton-Levine (BML) model of city traffic and the Nagel-Schreckenberg (NS) model of highway traffic. We demonstrate a phase transition from the ``free-flowing'' dynamical phase to the completely ``jammed'' phase at a vehicle density which depends on the time periods of the synchronized signals and the separation between them. The intrinsic stochasticity of the dynamics, which triggers the onset of jamming, is similar to that in the NS model, while the phenomenon of complete jamming through self-organization as well as the final jammed configurations are similar to those in the BML model. Using our model, we have made an investigation of the time dependence of the average speeds of the cars in the ``free-flowing'' phase as well as the dependence of flux and jamming on the time period of the signals.
Kamimoto, Kenji; Kaneko, Kota; Kok, Cindy Yuet-Yin; Okada, Hajime; Miyajima, Atsushi; Itoh, Tohru
2016-01-01
Dynamic remodeling of the intrahepatic biliary epithelial tissue plays key roles in liver regeneration, yet the cellular basis for this process remains unclear. We took an unbiased approach based on in vivo clonal labeling and tracking of biliary epithelial cells in the three-dimensional landscape, in combination with mathematical simulation, to understand their mode of proliferation in a mouse liver injury model where the nascent biliary structure formed in a tissue-intrinsic manner. An apparent heterogeneity among biliary epithelial cells was observed: whereas most of the responders that entered the cell cycle upon injury exhibited a limited and tapering growth potential, a select population continued to proliferate, making a major contribution in sustaining the biliary expansion. Our study has highlighted a unique mode of epithelial tissue dynamics, which depends not on a hierarchical system driven by fixated stem cells, but rather, on a stochastically maintained progenitor population with persistent proliferative activity. PMID:27431614
A stochastic, local mode study of neon-liquid surface collision dynamics.
Packwood, Daniel M; Phillips, Leon F
2011-01-14
Equations of motion for a fast, light rare gas atom passing over a liquid surface are derived and used to infer the dynamics of neon collisions with squalane and perfluorinated polyether surfaces from experimental data. The equations incorporate the local mode model of a liquid surface via a stochastic process and explicitly account for impulsive collisional energy loss to the surface. The equations predict angular distributions for scattering of neon that are in good quantitative agreement with experimental data. Our key dynamical conclusions are that experimental angular distributions derive mainly from local mode surface topography rather than from structural features of individual surface molecules, and that the available data for these systems can be accounted for almost exclusively by single collisions between neon atoms and the liquid surface.
Sensitivity of train stochastic dynamics to long-term evolution of track irregularities
NASA Astrophysics Data System (ADS)
Lestoille, N.; Soize, C.; Funfschilling, C.
2016-05-01
The influence of the track geometry on the dynamic response of the train is of great concern for the railway companies, because they have to guarantee the safety of the train passengers in ensuring the stability of the train. In this paper, the long-term evolution of the dynamic response of the train on a stretch of the railway track is studied with respect to the long-term evolution of the track geometry. The characterisation of the long-term evolution of the train response allows the railway companies to start off maintenance operations of the track at the best moment. The study is performed using measurements of the track geometry, which are carried out very regularly by a measuring train. A stochastic model of the studied stretch of track is created in order to take into account the measurement uncertainties in the track geometry. The dynamic response of the train is simulated with a multibody software. A noise is added in output of the simulation to consider the uncertainties in the computational model of the train dynamics. Indicators on the dynamic response of the train are defined, allowing to visualize the long-term evolution of the stability and the comfort of the train, when the track geometry deteriorates.
Water resources planning and management : A stochastic dual dynamic programming approach
NASA Astrophysics Data System (ADS)
Goor, Q.; Pinte, D.; Tilmant, A.
2008-12-01
Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14
NASA Astrophysics Data System (ADS)
Karamintziou, Sofia D.; Tsirogiannis, George L.; Stathis, Pantelis G.; Tagaris, George A.; Boviatsis, Efstathios J.; Sakas, Damianos E.; Nikita, Konstantina S.
2014-10-01
Objective. During deep brain stimulation (DBS) surgery for the treatment of advanced Parkinson's disease (PD), microelectrode recording (MER) in conjunction with functional stimulation techniques are commonly applied for accurate electrode implantation. However, the development of automatic methods for clinical decision making has to date been characterized by the absence of a robust single-biomarker approach. Moreover, it has only been restricted to the framework of MER without encompassing intraoperative macrostimulation. Here, we propose an integrated series of novel single-biomarker approaches applicable to the entire electrophysiological procedure by means of a stochastic dynamical model. Approach. The methods are applied to MER data pertinent to ten DBS procedures. Considering the presence of measurement noise, we initially employ a multivariate phase synchronization index for automatic delineation of the functional boundaries of the subthalamic nucleus (STN) and determination of the acceptable MER trajectories. By introducing the index into a nonlinear stochastic model, appropriately fitted to pre-selected MERs, we simulate the neuronal response to periodic stimuli (130 Hz), and examine the Lyapunov exponent as an indirect indicator of the clinical effectiveness yielded by stimulation at the corresponding sites. Main results. Compared with the gold-standard dataset of annotations made intraoperatively by clinical experts, the STN detection methodology demonstrates a false negative rate of 4.8% and a false positive rate of 0%, across all trajectories. Site eligibility for implantation of the DBS electrode, as implicitly determined through the Lyapunov exponent of the proposed stochastic model, displays a sensitivity of 71.43%. Significance. The suggested comprehensive method exhibits remarkable performance in automatically determining both the acceptable MER trajectories and the optimal stimulation sites, thereby having the potential to accelerate precise
Stochastic Calculus and Differential Equations for Physics and Finance
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
A Stochastic Fractional Dynamics Model of Space-time Variability of Rain
NASA Technical Reports Server (NTRS)
Kundu, Prasun K.; Travis, James E.
2013-01-01
Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment.
Effective field theory during inflation. II. Stochastic dynamics and power spectrum suppression
NASA Astrophysics Data System (ADS)
Boyanovsky, D.
2016-02-01
We obtain the nonequilibrium effective action of an inflatonlike scalar field—the system—by tracing over sub-Hubble degrees of freedom of "environmental" light scalar fields. The effective action is stochastic leading to effective Langevin equations of motion for the fluctuations of the inflatonlike field, with self-energy corrections and stochastic noise correlators that obey a de Sitter space-time analog of a fluctuation dissipation relation. We solve the Langevin equation implementing a dynamical renormalization group resummation of the leading secular terms and obtain the corrections to the power spectrum of super-Hubble fluctuations of the inflaton field, P (k ;η )=P0(k )e-γ (k ;η ) where P0(k ) is the nearly scale invariant power spectrum in absence of coupling. γ (k ;η )>0 describes the suppression of the power spectrum; it features Sudakov-type double logarithms and entails violations of scale invariance. We also obtain the effective action for the case of a heavy scalar field of mass M ≫H ; this case yields a local "Fermi" limit with a very weak self-interaction of the inflatonlike field and dissipative terms that are suppressed by powers of H /M . We conjecture on the possibility that the large scale anomalies in the cosmic microwave background may originate in dissipative processes from inflaton coupling to sub-Hubble degrees of freedom.
Munsky, Brian; Fox, Zachary; Neuert, Gregor
2015-01-01
The production and degradation of RNA transcripts is inherently subject to biological noise that arises from small gene copy numbers in individual cells. As a result, cellular RNA levels can exhibit large fluctuations over time and from one cell to the next. This article presents a range of precise single-molecule experimental techniques, based upon RNA fluorescence in situ hybridization, which can be used to measure the fluctuations of RNA at the single-cell level. A class of models for gene activation and deactivation is postulated in order to capture complex stochastic effects of chromatin modifications or transcription factor interactions. A computational tool, known the Finite State Projection approach, is introduced to accurately and efficiently analyze these models in order to predict how probability distributions of RNA change over time in response to changing environmental conditions. These single-molecule experiments, discrete stochastic models, and computational analyses are systematically integrated to identify models of gene regulation dynamics. To illustrate the power and generality of our integrated experimental and computational approach, we explore cases that include different models for three different RNA types (sRNA, mRNA and nascent RNA), three different experimental techniques and three different biological species (bacteria, yeast and human cells). PMID:26079925
Stochastic Lagrangian dynamics for charged flows in the E-F regions of ionosphere
NASA Astrophysics Data System (ADS)
Tang, Wenbo; Mahalov, Alex
2013-03-01
We develop a three-dimensional numerical model for the E-F region ionosphere and study the Lagrangian dynamics for plasma flows in this region. Our interest rests on the charge-neutral interactions and the statistics associated with stochastic Lagrangian motion. In particular, we examine the organizing mixing patterns for plasma flows due to polarized gravity wave excitations in the neutral field, using Lagrangian coherent structures (LCS). LCS objectively depict the flow topology—the extracted attractors indicate generation of ionospheric density gradients, due to accumulation of plasma. Using Lagrangian measures such as the finite-time Lyapunov exponents, we locate the Lagrangian skeletons for mixing in plasma, hence where charged fronts are expected to appear. With polarized neutral wind, we find that the corresponding plasma velocity is also polarized. Moreover, the polarized velocity alone, coupled with stochastic Lagrangian motion, may give rise to polarized density fronts in plasma. Statistics of these trajectories indicate high level of non-Gaussianity. This includes clear signatures of variance, skewness, and kurtosis of displacements taking polarized structures aligned with the gravity waves, and being anisotropic.
A stochastic fractional dynamics model of space-time variability of rain
NASA Astrophysics Data System (ADS)
Kundu, Prasun K.; Travis, James E.
2013-09-01
varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, which allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.
Stochastic Lagrangian dynamics for charged flows in the E-F regions of ionosphere
Tang Wenbo; Mahalov, Alex
2013-03-15
We develop a three-dimensional numerical model for the E-F region ionosphere and study the Lagrangian dynamics for plasma flows in this region. Our interest rests on the charge-neutral interactions and the statistics associated with stochastic Lagrangian motion. In particular, we examine the organizing mixing patterns for plasma flows due to polarized gravity wave excitations in the neutral field, using Lagrangian coherent structures (LCS). LCS objectively depict the flow topology-the extracted attractors indicate generation of ionospheric density gradients, due to accumulation of plasma. Using Lagrangian measures such as the finite-time Lyapunov exponents, we locate the Lagrangian skeletons for mixing in plasma, hence where charged fronts are expected to appear. With polarized neutral wind, we find that the corresponding plasma velocity is also polarized. Moreover, the polarized velocity alone, coupled with stochastic Lagrangian motion, may give rise to polarized density fronts in plasma. Statistics of these trajectories indicate high level of non-Gaussianity. This includes clear signatures of variance, skewness, and kurtosis of displacements taking polarized structures aligned with the gravity waves, and being anisotropic.
Wu, Wei; Wang, Jin
2014-09-14
We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic and thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.
NASA Astrophysics Data System (ADS)
Wu, Wei; Wang, Jin
2014-09-01
We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic and thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.
NASA Astrophysics Data System (ADS)
Morales, Marco A.; Fernández-Cervantes, Irving; Agustín-Serrano, Ricardo; Anzo, Andrés; Sampedro, Mercedes P.
2016-08-01
A functional with interactions short-range and long-range low coarse-grained approximation is proposed. This functional satisfies models with dissipative dynamics A, B and the stochastic Swift-Hohenberg equation. Furthermore, terms associated with multiplicative noise source are added in these models. These models are solved numerically using the method known as fast Fourier transform. Results of the spatio-temporal dynamic show similarity with respect to patterns behaviour in ferrofluids phases subject to external fields (magnetic, electric and temperature), as well as with the nucleation and growth phenomena present in some solid dissolutions. As a result of the multiplicative noise effect over the dynamic, some microstructures formed by changing solid phase and composed by binary alloys of Pb-Sn, Fe-C and Cu-Ni, as well as a NiAl-Cr(Mo) eutectic composite material. The model A for active-particles with a non-potential term in form of quadratic gradient explain the formation of nanostructured particles of silver phosphate. With these models is shown that the underlying mechanisms in the patterns formation in all these systems depends of: (a) dissipative dynamics; (b) the short-range and long-range interactions and (c) the appropiate combination of quadratic and multiplicative noise terms.
Stochastic Dynamical Model of a Growing Citation Network Based on a Self-Exciting Point Process
NASA Astrophysics Data System (ADS)
Golosovsky, Michael; Solomon, Sorin
2012-08-01
We put under experimental scrutiny the preferential attachment model that is commonly accepted as a generating mechanism of the scale-free complex networks. To this end we chose a citation network of physics papers and traced the citation history of 40 195 papers published in one year. Contrary to common belief, we find that the citation dynamics of the individual papers follows the superlinear preferential attachment, with the exponent α=1.25-1.3. Moreover, we show that the citation process cannot be described as a memoryless Markov chain since there is a substantial correlation between the present and recent citation rates of a paper. Based on our findings we construct a stochastic growth model of the citation network, perform numerical simulations based on this model and achieve an excellent agreement with the measured citation distributions.
NASA Technical Reports Server (NTRS)
Garrett, Bruce C.; Swaminathan, P. K.; Murthy, C. S.; Redmon, Michael J.
1987-01-01
A variable time step algorithm has been implemented for solving the stochastic equations of motion for gas-surface collisions. It has been tested for a simple model of electronically inelastic collisions with an insulator surface in which the phonon manifold acts as a heat bath and electronic states are localized. In addition to reproducing the accurate nuclear dynamics of the surface atoms, numerical calculations have shown the algorithm to yield accurate ensemble averages of physical observables such as electronic transition probabilities and total energy loss of the gas atom to the surface. This new algorithm offers a gain in efficieny of up to an order of magnitude compared to fixed time step integration.
NASA Astrophysics Data System (ADS)
Seybold, P. G.; Kier, L. B.; Cheng, C.-K.
1999-12-01
Emissions from the 1S and 1D excited states of atomic oxygen play a prominent role in creating the dramatic light displays (aurora borealis) seen in the skies over polar regions of the Northern Hemisphere. A probabilistic asynchronous cellular automaton model described previously has been applied to the excited-state dynamics of atomic oxygen. The model simulates the time-dependent variations in ground (3P) and excited-state populations that occur under user-defined probabilistic transition rules for both pulse and steady-state conditions. Although each trial simulation is itself an independent "experiment", deterministic values for the excited-state emission lifetimes and quantum yields emerge as limiting cases for large numbers of cells or large numbers of trials. Stochastic variations in the lifetimes and emission yields can be estimated from repeated trials.
Stochastic dynamical model of a growing citation network based on a self-exciting point process.
Golosovsky, Michael; Solomon, Sorin
2012-08-31
We put under experimental scrutiny the preferential attachment model that is commonly accepted as a generating mechanism of the scale-free complex networks. To this end we chose a citation network of physics papers and traced the citation history of 40,195 papers published in one year. Contrary to common belief, we find that the citation dynamics of the individual papers follows the superlinear preferential attachment, with the exponent α=1.25-1.3. Moreover, we show that the citation process cannot be described as a memoryless Markov chain since there is a substantial correlation between the present and recent citation rates of a paper. Based on our findings we construct a stochastic growth model of the citation network, perform numerical simulations based on this model and achieve an excellent agreement with the measured citation distributions. PMID:23002894
Salazar-Cavazos, Emanuel; Santillán, Moisés
2014-02-01
In this work, we develop a detailed, stochastic, dynamical model for the tryptophan operon of E. coli, and estimate all of the model parameters from reported experimental data. We further employ the model to study the system performance, considering the amount of biochemical noise in the trp level, the system rise time after a nutritional shift, and the amount of repressor molecules necessary to maintain an adequate level of repression, as indicators of the system performance regime. We demonstrate that the level of cooperativity between repressor molecules bound to the first two operators in the trp promoter affects all of the above enlisted performance characteristics. Moreover, the cooperativity level found in the wild-type bacterial strain optimizes a cost-benefit function involving low biochemical noise in the tryptophan level, short rise time after a nutritional shift, and low number of regulatory molecules. PMID:24307084
Beam dynamics simulations in laser electron storage rings and optical stochastic cooling
NASA Astrophysics Data System (ADS)
Duru, Alper
Laser-electron storage rings are potential compact X-ray sources. Longitudinal dynamics in laser-electron storage rings is studied including the effects of both laser interaction and synchrotron radiation. It is shown that the steady state energy spread can reach as high as a few percent. The main reason is the wide spread in the energy loss by electrons to laser photons. Optical stochastic cooling has been studied numerically. The effects of the finite bandwidth of the amplifier are mixing and signal distortion. Both are included in the simulations and the results are compared to theoretical results. It is shown that the beam can be cooled both in transverse and longitudinal phase phase spaces simultaneously.
Johnston, Iain G.; Jones, Nick S.
2015-01-01
Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for treating several important examples of these stochastic processes, most notably gene expression and random partitioning at single-cell divisions or after a steady state has been reached. Comparatively little work exists exploring different and specific ways that repeated cell divisions can lead to stochastic inheritance of unequilibrated cellular populations. Here we introduce a mathematical formalism to describe cellular agents that are subject to random creation, replication and/or degradation, and are inherited according to a range of random dynamics at cell divisions. We obtain closed-form generating functions describing systems at any time after any number of cell divisions for binomial partitioning and divisions provoking a deterministic or random, subtractive or additive change in copy number, and show that these solutions agree exactly with stochastic simulation. We apply this general formalism to several example problems involving the dynamics of mitochondrial DNA during development and organismal lifetimes. PMID:26339194
Dynamic phase transition in the prisoner's dilemma on a lattice with stochastic modifications
NASA Astrophysics Data System (ADS)
Saif, M. Ali; Gade, Prashant M.
2010-03-01
We present a detailed study of the prisoner's dilemma game with stochastic modifications on a two-dimensional lattice, in the presence of evolutionary dynamics. By very nature of the rules, the cooperators have incentives to cheat and fear being cheated. They may cheat even when this is not dictated by the evolutionary dynamics. We consider two variants here. In each case, the agents mimic the action (cooperation or defection) in the previous time step of the most successful agent in the neighborhood. But over and above this, the fraction p of cooperators spontaneously change their strategy to pure defector at every time step in the first variant. In the second variant, there are no pure cooperators. All cooperators keep defecting with probability p at every time step. In both cases, the system switches from a coexistence state to an all-defector state for higher values of p. We show that the transition between these states unambiguously belongs to the directed percolation universality class in 2 + 1 dimensions. We also study the local persistence. The persistence exponents obtained are higher than the ones obtained in previous studies, underlining their dependence on details of the dynamics.
Evolutionary dynamics of imatinib-treated leukemic cells by stochastic approach
NASA Astrophysics Data System (ADS)
Pizzolato, Nicola; Valenti, Davide; Adorno, Dominique; Spagnolo, Bernardo
2009-09-01
The evolutionary dynamics of a system of cancerous cells in a model of chronic myeloid leukemia (CML) is investigated by a statistical approach. Cancer progression is explored by applying a Monte Carlo method to simulate the stochastic behavior of cell reproduction and death in a population of blood cells which can experience genetic mutations. In CML front line therapy is represented by the tyrosine kinase inhibitor imatinib which strongly affects the reproduction of leukemic cells only. In this work, we analyze the effects of a targeted therapy on the evolutionary dynamics of normal, first-mutant and cancerous cell populations. Several scenarios of the evolutionary dynamics of imatinib-treated leukemic cells are described as a consequence of the efficacy of the different modelled therapies. We show how the patient response to the therapy changes when a high value of the mutation rate from healthy to cancerous cells is present. Our results are in agreement with clinical observations. Unfortunately, development of resistance to imatinib is observed in a fraction of patients, whose blood cells are characterized by an increasing number of genetic alterations. We find that the occurrence of resistance to the therapy can be related to a progressive increase of deleterious mutations.
A linear, stochastic, dynamical model of El Nino-Southern Oscillation
NASA Astrophysics Data System (ADS)
Thompson, Christopher J.
1998-09-01
Much research has been devoted to physical models of the interannual SST variability in the Pacific known as El Nino/Southern Oscillation (ENSO). The Zebiak-Cane model (ZCM, 1987) has established the dominate view of ENSO as being a coupled ocean-atmosphere phenomenon that is chaotic and linearly unstable. Recently, the idea that ENSO irregularity might be caused by stochastic forcing has gained support. Here, a variant of the ZCM is developed which is linear and stable, but displays ENSO- like variability under moderate external forcing. A linearized version of the Battisti (1988) variant of the ZCM is developed. This linear ocean-atmosphere model (LOAM) has time invariant background states, and is subject to singular vector analysis. The principle singular vector for time periods, τ, (the τ- optimals) show the following characteristics. (1) The τ-optimals grow more quickly than the most unstable mode (the ENSO mode). (2) The τ-optimals develop into the ENSO mode by 90 days. (3) Optimals were produced which used only the SST IT-optimals) and which used only the ocean dynamics (r-optimals.) For τ greater than 60 days, both optimals produce ENSO modes (of the same phase). A T-optimal pattern with a 0.1 degree anomaly maximum produces the same size ENSO as a r-optimal pattern with a 1.2 meter maximum thermocline anomaly. (4) The full optimal is the linear combination of these two sub-optimals, where their relative sizes are determined by their relative weights in the norm. (5) Neutral and damped versions of LOAM show these same properties, and still display transient growth. A version of LOAM (with an annual cycle added) is subjected to parameter studies to find plausible parameter regimes that damp the ENSO mode while preserving the transient growth of the τ-optimals. Increasing the ocean mechanical damping and decreasing the western boundary reflection has the desired effect. Four candidate models ranging from slightly damped to heavily damped are run in
The stochastic dynamics of a Brownian particle in a viscoelastic (VE) medium
NASA Astrophysics Data System (ADS)
Azese, Martin; Bhattacharya, Sukalyan
2012-02-01
The stochastic dynamics of a Brownian particle in a viscoelastic (VE) medium is an important phenomenon from micro-rheological perspective. In micro-rheology, the main question is how to predict the rheological properties by observing the Brownian motion in the it without using a rheometer, as the sample is too precious to be structurally destroyed in a macro-scale experiment. Thus, several theoretical studies tried to relate the features of the stochastic motion to the VE property. However, it seems that none of these theories is complete because their formulations invariably involve heuristic assumptions inherited from the classical results for purely viscous fluid. In this talk, we will present a theory which is devoid of any such arbitrary assumption. Accordingly, we will first generalize the fluctuation-dissipation theorem for VE medium to obtain the velocity correlation function (VCF) for given velocity-response function (VRF) which describes the temporal dependence of velocity of the particle initially driven by an impulse. Our generalized theorem proves VCF and VRF to be unequal, and shows the corresponding equality in classical result for purely viscous fluid as a special case. We will re-examine the validity of Green-Kubo relation so that mean square displacement(MSD) can be associated with VCF. Finally, the linearized hydrodynamic equation for general VE medium will be solved to provide the required VRF. As a result, the property of the medium which is represented by VRF would be revealed by both time-dependence of the VCF and MSD.
Almaraz, Pablo; Green, Andy J; Aguilera, Eduardo; Rendón, Miguel A; Bustamante, Javier
2012-09-01
1. Understanding the impact of environmental variability on migrating species requires the estimation of sequential abiotic effects in different geographic areas across the life cycle. For instance, waterfowl (ducks, geese and swans) usually breed widely dispersed throughout their breeding range and gather in large numbers in their wintering headquarters, but there is a lack of knowledge on the effects of the sequential environmental conditions experienced by migrating birds on the long-term community dynamics at their wintering sites. 2. Here, we analyse multidecadal time-series data of 10 waterfowl species wintering in the Guadalquivir Marshes (SW Spain), the single most important wintering site for waterfowl breeding in Europe. We use a multivariate state-space approach to estimate the effects of biotic interactions, local environmental forcing during winter and large-scale climate during breeding and migration on wintering multispecies abundance fluctuations, while accounting for partial observability (observation error and missing data) in both population and environmental data. 3. The joint effect of local weather and large-scale climate explained 31·6% of variance at the community level, while the variability explained by interspecific interactions was negligible (<5%). In general, abiotic conditions during winter prevailed over conditions experienced during breeding and migration. Across species, a pervasive and coherent nonlinear signal of environmental variability on population dynamics suggests weaker forcing at extreme values of abiotic variables. 4. Modelling missing observations through data augmentation increased the estimated magnitude of environmental forcing by an average 30·1% and reduced the impact of stochasticity by 39·3% when accounting for observation error. Interestingly however, the impact of environmental forcing on community dynamics was underestimated by an average 15·3% and environmental stochasticity overestimated by 14·1% when
Hui, Tsz Hin; Zheng, Fan; Lin, Yuan; Fu, Chuanhai
2016-05-01
Dynamic nuclei are involved in a wide variety of fundamental biological processes including cell migration, cell division and fertilization. Here, we develop a mathematical model, in combination with live-cell imaging at high temporal resolution, to quantitatively elucidate how the linear and rotational motions of the nucleus are governed by the stochastic dynamics of the microtubule cytoskeleton. Our simulation and experimental results demonstrate that microtubule rescue and catastrophe frequencies are the decisive factors in regulating the nuclear movement. Lower rescue and catastrophe frequencies can lead to significantly larger angular and translational oscillations of the nucleus. In addition, our model also suggests that the stochastic dynamics of individual spatially distributed microtubules works collectively as a restoring force to maintain nuclear centering and hence ensures symmetric cell division, in excellent agreement with direct experimental observations.
NASA Astrophysics Data System (ADS)
Erdmann, Thorsten; Albert, Philipp J.; Schwarz, Ulrich S.
2013-11-01
Non-processive molecular motors have to work together in ensembles in order to generate appreciable levels of force or movement. In skeletal muscle, for example, hundreds of myosin II molecules cooperate in thick filaments. In non-muscle cells, by contrast, small groups with few tens of non-muscle myosin II motors contribute to essential cellular processes such as transport, shape changes, or mechanosensing. Here we introduce a detailed and analytically tractable model for this important situation. Using a three-state crossbridge model for the myosin II motor cycle and exploiting the assumptions of fast power stroke kinetics and equal load sharing between motors in equivalent states, we reduce the stochastic reaction network to a one-step master equation for the binding and unbinding dynamics (parallel cluster model) and derive the rules for ensemble movement. We find that for constant external load, ensemble dynamics is strongly shaped by the catch bond character of myosin II, which leads to an increase of the fraction of bound motors under load and thus to firm attachment even for small ensembles. This adaptation to load results in a concave force-velocity relation described by a Hill relation. For external load provided by a linear spring, myosin II ensembles dynamically adjust themselves towards an isometric state with constant average position and load. The dynamics of the ensembles is now determined mainly by the distribution of motors over the different kinds of bound states. For increasing stiffness of the external spring, there is a sharp transition beyond which myosin II can no longer perform the power stroke. Slow unbinding from the pre-power-stroke state protects the ensembles against detachment.
Erdmann, Thorsten; Albert, Philipp J.; Schwarz, Ulrich S.
2013-11-07
Non-processive molecular motors have to work together in ensembles in order to generate appreciable levels of force or movement. In skeletal muscle, for example, hundreds of myosin II molecules cooperate in thick filaments. In non-muscle cells, by contrast, small groups with few tens of non-muscle myosin II motors contribute to essential cellular processes such as transport, shape changes, or mechanosensing. Here we introduce a detailed and analytically tractable model for this important situation. Using a three-state crossbridge model for the myosin II motor cycle and exploiting the assumptions of fast power stroke kinetics and equal load sharing between motors in equivalent states, we reduce the stochastic reaction network to a one-step master equation for the binding and unbinding dynamics (parallel cluster model) and derive the rules for ensemble movement. We find that for constant external load, ensemble dynamics is strongly shaped by the catch bond character of myosin II, which leads to an increase of the fraction of bound motors under load and thus to firm attachment even for small ensembles. This adaptation to load results in a concave force-velocity relation described by a Hill relation. For external load provided by a linear spring, myosin II ensembles dynamically adjust themselves towards an isometric state with constant average position and load. The dynamics of the ensembles is now determined mainly by the distribution of motors over the different kinds of bound states. For increasing stiffness of the external spring, there is a sharp transition beyond which myosin II can no longer perform the power stroke. Slow unbinding from the pre-power-stroke state protects the ensembles against detachment.
Derlet, P. M.; Gilbert, M. R.; Dudarev, S. L.
2011-10-01
Nanoscale prismatic loops are modeled via a partial stochastic differential equation that describes an overdamped continuum elastic string, with a view to describing both the internal and collective dynamics of the loop as a function of temperature. Within the framework of the Langevin equation, expressions are derived that relate the empirical parameters of the model, the friction per unit length, and the elastic stiffness per unit length, to observables that can be obtained directly via molecular-dynamics simulations of interstitial or vacancy prismatic loop mobility. The resulting expressions naturally exhibit the properties that the collective diffusion coefficient of the loop (i) scales inversely with the square root of the number of interstitials, a feature that has been observed in both atomistic simulation and in situ TEM investigations of loop mobility, and (ii) the collective diffusion coefficient is not at all dependent on the internal interactions within the loop, thus qualitatively rationalizing past simulation results showing that the characteristic migration energy barrier is comparable to that of a single interstitial, and cluster migration is a result of individual (but correlated) interstitial activity.
NASA Astrophysics Data System (ADS)
Baker, K. M.; Eschenbach, E. A.; Madej, M.
2004-12-01
Extensive timber harvesting and the accompanying road construction in the Pacific Northwest region have decreased the quality of fish-bearing streams. The decommissioning of abandoned forest roads increases stream quality by decreasing erosion and downstream sedimentation. Road removal treatments have been performed in many locations. However, the management of these treatments has been generally site-specific, with little investigation of how the treatments will affect the entire watershed. Land managers have a need to design a watershed wide management policy to reduce sedimentation, while maintaining overall costs within a reasonable limit. Identifying the trade-offs of the costs of different treatment policies associated with net reduction of sediment can be quantified. This work further develops optimization approaches to manage road decommissioning projects. Previous work in deterministic dynamic programming and genetic algorithmes did not incorporate the uncertainty of the effectiveness of the road treatments. Stochastic dynamic programming is used to determine the road treatment policy that maximizes the expected sediment saved. This approach is used to determine a policy for the Lost Man Creek Watershed in Northern California containing 691 road segments and road crossings. The model determines the optimal treatment level for each road segment and road crossing while considering a budgetary constraint.
Low-dimensional stochastic dynamics underly the emergence of spontaneous movement in electric fish
NASA Astrophysics Data System (ADS)
Melanson, Alexandre; Jun, James J.; Mejias, Jorge F.; Maler, Leonard; Longtin, Andre
2015-03-01
Observing unconstrained animals can lead to simple descriptions of complex behaviours. We apply this principle here to infer the neural basis of spontaneous movements in electric fish. Long-term monitoring of fish in freely swimming, stimuli-free conditions has revealed a sequence of behavioural states that alternate randomly between periods of activity (movement, high active sensing rate) and inactivity (no movement, low active sensing rate). We show that key features of this sequence are well captured by a 1-D diffusion process in a double well energy landscape, where we assume the existence of a slow variable that modulates the relative depth of the wells. Model validation is two-fold: i) state duration distributions are well fitted by exponential mixtures, indicating non-stationary transition rates in the switching process. ii) Monte Carlo simulations with progressive tilting of the double well is consistent with the observed transition-triggered average. We interpret the stochastic variable of this dynamical model as a decision-like variable that, upon reaching a threshold, triggers the transition between states. We thus identify threshold crossing as a possible mechanism for spontaneous movement initiation and offer a dynamical explanation for slower behavioural changes. Funded by NSERC
Kamimoto, Kenji; Kaneko, Kota; Kok, Cindy Yuet-Yin; Okada, Hajime; Miyajima, Atsushi; Itoh, Tohru
2016-01-01
Dynamic remodeling of the intrahepatic biliary epithelial tissue plays key roles in liver regeneration, yet the cellular basis for this process remains unclear. We took an unbiased approach based on in vivo clonal labeling and tracking of biliary epithelial cells in the three-dimensional landscape, in combination with mathematical simulation, to understand their mode of proliferation in a mouse liver injury model where the nascent biliary structure formed in a tissue-intrinsic manner. An apparent heterogeneity among biliary epithelial cells was observed: whereas most of the responders that entered the cell cycle upon injury exhibited a limited and tapering growth potential, a select population continued to proliferate, making a major contribution in sustaining the biliary expansion. Our study has highlighted a unique mode of epithelial tissue dynamics, which depends not on a hierarchical system driven by fixated stem cells, but rather, on a stochastically maintained progenitor population with persistent proliferative activity. DOI: http://dx.doi.org/10.7554/eLife.15034.001 PMID:27431614
NASA Astrophysics Data System (ADS)
Helbing, Dirk; Schönhof, Martin; Kern, Daniel
2002-06-01
The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc, they normally make decisions based on aggregate rather than complete information, such as TV news or stock market indices. In related experiments, we have observed a volatile decision dynamics and far-from-optimal payoff distributions. We have also identified methods of information presentation that can considerably improve the overall performance of the system. In order to determine optimal strategies of decision guidance by means of user-specific recommendations, a stochastic behavioural description is developed. These strategies manage to increase the adaptibility to changing conditions and to reduce the deviation from the time-dependent user equilibrium, thereby enhancing the average and individual payoffs. Hence, our guidance strategies can increase the performance of all users by reducing overreaction and stabilizing the decision dynamics. These results are highly significant for predicting decision behaviour, for reaching optimal behavioural distributions by decision support systems and for information service providers. One of the promising fields of application is traffic optimization.
Elenchezhiyan, M; Prakash, J
2015-09-01
In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme.
A matrix product algorithm for stochastic dynamics on locally tree-like graphs
NASA Astrophysics Data System (ADS)
Barthel, Thomas; de Bacco, Caterina; Franz, Silvio
In this talk, I describe a novel algorithm for the efficient simulation of generic stochastic dynamics of classical degrees of freedom defined on the vertices of locally tree-like graphs. Such models correspond for example to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon the cavity method and ideas from quantum many-body theory, the algorithm is based on a matrix product approximation of the so-called edge messages - conditional probabilities of vertex variable trajectories. The matrix product edge messages (MPEM) are constructed recursively. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the MPEM in truncations. In contrast to Monte Carlo simulations, the approach has a better error scaling and works for both, single instances as well as the thermodynamic limit. Due to the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations with unprecedented accuracy. The method is demonstrated for the prototypical non-equilibrium Glauber dynamics of an Ising spin system. Reference: arXiv:1508.03295.
Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture
NASA Astrophysics Data System (ADS)
Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong
The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.
Transient climate rainfall downscaling using a combined dynamic-stochastic methodology
NASA Astrophysics Data System (ADS)
Burton, Aidan; Blenkinsop, Stephen; Fowler, Hayley J.; Kilsby, Chris G.
2010-05-01
Managers of water resource systems need downscaled climate change projections that are relevant at the catchment scale and at a range of future time horizons. However, the uncertainty in future climate projections and the natural variability of the climate system affect the robustness of their decisions. Dynamic downscaling of discrete future time-slices also limits the analysis of the temporal development of climate change impacts, as only steady state scenarios are widely available. Addressing these issues a new transient (i.e. temporally non-stationary) rainfall simulation methodology has been developed which combines dynamical and statistical downscaling to generate a multi-model ensemble of transient daily point-scale rainfall timeseries. Each timeseries is sampled from a continuous stochastic simulation of the control-future time period and exhibits climatic non-stationarity in accordance with GCM/RCM projections. The ensemble as a whole represents aspects of both climate model uncertainty and natural variability and provides a basis for probabilistic time-horizon analyses such as when a particular impact will occur or when a particular threshold will be reached. The methodology is demonstrated for a case study raingauge located near the Brévilles spring in Northern France. Thirteen RCM projections from the PRUDENCE project for both control (1961-1990) and future (2071-2100) time-slices were obtained to form the basis of a multi-model representation of climate change. Each dynamically downscales the climate from either the ECHAM4/OPYC or the HadCM3 GCM. Multiplicative ‘change factors' were evaluated for a set of statistics of daily rainfall for each RCM. These quantify the future value of each statistic as a multiple of the control value for each calendar month in turn. Multiplying the case study raingauge statistics by the change factors provides future projections with an implicit correction for biases in the RCM control runs and a representation of the
Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu
2016-01-01
Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor. PMID:27346701
NASA Astrophysics Data System (ADS)
Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu
2016-06-01
Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.
Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu
2016-06-27
Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.
Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu
2016-01-01
Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor. PMID:27346701
Sakaris, P.C.; Irwin, E.R.
2010-01-01
We developed stochastic matrix models to evaluate the effects of hydrologic alteration and variable mortality on the population dynamics of a lotie fish in a regulated river system. Models were applied to a representative lotic fish species, the flathead catfish (Pylodictis olivaris), for which two populations were examined: a native population from a regulated reach of the Coosa River (Alabama, USA) and an introduced population from an unregulated section of the Ocmulgee River (Georgia, USA). Size-classified matrix models were constructed for both populations, and residuals from catch-curve regressions were used as indices of year class strength (i.e., recruitment). A multiple regression model indicated that recruitment of flathead catfish in the Coosa River was positively related to the frequency of spring pulses between 283 and 566 m3/s. For the Ocmulgee River population, multiple regression models indicated that year class strength was negatively related to mean March discharge and positively related to June low flow. When the Coosa population was modeled to experience five consecutive years of favorable hydrologic conditions during a 50-year projection period, it exhibited a substantial spike in size and increased at an overall 0.2% annual rate. When modeled to experience five years of unfavorable hydrologic conditions, the Coosa population initially exhibited a decrease in size but later stabilized and increased at a 0.4% annual rate following the decline. When the Ocmulgee River population was modeled to experience five years of favorable conditions, it exhibited a substantial spike in size and increased at an overall 0.4% annual rate. After the Ocmulgee population experienced five years of unfavorable conditions, a sharp decline in population size was predicted. However, the population quickly recovered, with population size increasing at a 0.3% annual rate following the decline. In general, stochastic population growth in the Ocmulgee River was more
Holistic irrigation water management approach based on stochastic soil water dynamics
NASA Astrophysics Data System (ADS)
Alizadeh, H.; Mousavi, S. J.
2012-04-01
Appreciating the essential gap between fundamental unsaturated zone transport processes and soil and water management due to low effectiveness of some of monitoring and modeling approaches, this study presents a mathematical programming model for irrigation management optimization based on stochastic soil water dynamics. The model is a nonlinear non-convex program with an economic objective function to address water productivity and profitability aspects in irrigation management through optimizing irrigation policy. Utilizing an optimization-simulation method, the model includes an eco-hydrological integrated simulation model consisting of an explicit stochastic module of soil moisture dynamics in the crop-root zone with shallow water table effects, a conceptual root-zone salt balance module, and the FAO crop yield module. Interdependent hydrology of soil unsaturated and saturated zones is treated in a semi-analytical approach in two steps. At first step analytical expressions are derived for the expected values of crop yield, total water requirement and soil water balance components assuming fixed level for shallow water table, while numerical Newton-Raphson procedure is employed at the second step to modify value of shallow water table level. Particle Swarm Optimization (PSO) algorithm, combined with the eco-hydrological simulation model, has been used to solve the non-convex program. Benefiting from semi-analytical framework of the simulation model, the optimization-simulation method with significantly better computational performance compared to a numerical Mote-Carlo simulation-based technique has led to an effective irrigation management tool that can contribute to bridging the gap between vadose zone theory and water management practice. In addition to precisely assessing the most influential processes at a growing season time scale, one can use the developed model in large scale systems such as irrigation districts and agricultural catchments. Accordingly
Two-strain competition in quasi-neutral stochastic disease dynamics
Technology Transfer Automated Retrieval System (TEKTRAN)
We develop a new perturbation method for studying quasi-neutral competition in a broad class of stochastic competition models, and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic Susceptible-Infected-S...
Using stochastic dual dynamic programming in problems with multiple near-optimal solutions
NASA Astrophysics Data System (ADS)
Rougé, Charles; Tilmant, Amaury
2016-05-01
Stochastic dual dynamic programming (SDDP) is one of the few algorithmic solutions available to optimize large-scale water resources systems while explicitly considering uncertainty. This paper explores the consequences of, and proposes a solution to, the existence of multiple near-optimal solutions (MNOS) when using SDDP for mid or long-term river basin management. These issues arise when the optimization problem cannot be properly parametrized due to poorly defined and/or unavailable data sets. This work shows that when MNOS exists, (1) SDDP explores more than one solution trajectory in the same run, suggesting different decisions in distinct simulation years even for the same point in the state-space, and (2) SDDP is shown to be very sensitive to even minimal variations of the problem setting, e.g., initial conditions—we call this "algorithmic chaos." Results that exhibit such sensitivity are difficult to interpret. This work proposes a reoptimization method, which simulates system decisions by periodically applying cuts from one given year from the SDDP run. Simulation results obtained through this reoptimization approach are steady state solutions, meaning that their probability distributions are stable from year to year.
Sindhikara, Daniel J; Kim, Seonah; Voter, Arthur F; Roitberg, Adrian E
2009-06-01
Molecular dynamics simulations starting from different initial conditions are commonly used to mimic the behavior of an experimental ensemble. We show in this article that when a Langevin thermostat is used to maintain constant temperature during such simulations, extreme care must be taken when choosing the random number seeds to prevent statistical correlation among the MD trajectories. While recent studies have shown that stochastically thermostatted trajectories evolving within a single potential basin with identical random number seeds tend to synchronize, we show that there is a synchronization effect even for complex, biologically relevant systems. We demonstrate this effect in simulations of alanine trimer and pentamer and in a simulation of a temperature-jump experiment for peptide folding of a 14-residue peptide. Even in replica-exchange simulations, in which the trajectories are at different temperatures, we find partial synchronization occurring when the same random number seed is employed. We explain this by extending the recent derivation of the synchronization effect for two trajectories in a harmonic well to the case in which the trajectories are at two different temperatures. Our results suggest several ways in which mishandling selection of a pseudorandom number generator initial seed can lead to corruption of simulation data. Simulators can fall into this trap in simple situations such as neglecting to specifically indicate different random seeds in either parallel or sequential restart simulations, utilizing a simulation package with a weak pseudorandom number generator, or using an advanced simulation algorithm that has not been programmed to distribute initial seeds.
Dynamic transition states of ErbB1 phosphorylation predicted by spatial stochastic modeling.
Pryor, Meghan McCabe; Low-Nam, Shalini T; Halász, Adám M; Lidke, Diane S; Wilson, Bridget S; Edwards, Jeremy S
2013-09-17
ErbB1 overexpression is strongly linked to carcinogenesis, motivating better understanding of erbB1 dimerization and activation. Recent single-particle-tracking data have provided improved measures of dimer lifetimes and strong evidence that transient receptor coconfinement promotes repeated interactions between erbB1 monomers. Here, spatial stochastic simulations explore the potential impact of these parameters on erbB1 phosphorylation kinetics. This rule-based mathematical model incorporates structural evidence for conformational flux of the erbB1 extracellular domains, as well as asymmetrical orientation of erbB1 cytoplasmic kinase domains during dimerization. The asymmetric dimer model considers the theoretical consequences of restricted transactivation of erbB1 receptors within a dimer, where the N-lobe of one monomer docks with the C-lobe of the second monomer and triggers its catalytic activity. The dynamic nature of the erbB1 phosphorylation state is shown by monitoring activation states of individual monomers as they diffuse, bind, and rebind after ligand addition. The model reveals the complex interplay between interacting liganded and nonliganded species and the influence of their distribution and abundance within features of the membrane landscape.
Banerjee, Kinshuk
2015-05-14
In this work, we have studied the stochastic response of a single voltage-gated potassium ion channel to a periodic external voltage that keeps the system out-of-equilibrium. The system exhibits memory, resulting from time-dependent driving, that is reflected in terms of dynamic hysteresis in the current-voltage characteristics. The hysteresis loop area has a maximum at some intermediate voltage frequency and disappears in the limits of low and high frequencies. However, the (average) dissipation at long-time limit increases and finally goes to saturation with rising frequency. This raises the question: how diminishing hysteresis can be associated with growing dissipation? To answer this, we have studied the nonequilibrium thermodynamics of the system and analyzed different thermodynamic functions which also exhibit hysteresis. Interestingly, by applying a temporal symmetry analysis in the high-frequency limit, we have analytically shown that hysteresis in some of the periodic responses of the system does not vanish. On the contrary, the rates of free energy and internal energy change of the system as well as the rate of dissipative work done on the system show growing hysteresis with frequency. Hence, although the current-voltage hysteresis disappears in the high-frequency limit, the memory of the ion channel is manifested through its specific nonequilibrium thermodynamic responses.
Collaborative Research: Robust Climate Projections and Stochastic Stability of Dynamical Systems
Ghil, Michael; McWilliams, James; Neelin, J. David; Zaliapin, Ilya; Chekroun, Mickael; Kondrashov, Dmitri; Simonnet, Eric
2011-10-13
The project was completed along the lines of the original proposal, with additional elements arising as new results were obtained. The originally proposed three thrusts were expanded to include an additional, fourth one. (i) The e ffects of stochastic perturbations on climate models have been examined at the fundamental level by using the theory of deterministic and random dynamical systems, in both nite and in nite dimensions. (ii) The theoretical results have been implemented first on a delay-diff erential equation (DDE) model of the El-Nino/Southern-Oscillation (ENSO) phenomenon. (iii) More detailed, physical aspects of model robustness have been considered, as proposed, within the stripped-down ICTP-AGCM (formerly SPEEDY) climate model. This aspect of the research has been complemented by both observational and intermediate-model aspects of mid-latitude and tropical climate. (iv) An additional thrust of the research relied on new and unexpected results of (i) and involved reduced-modeling strategies and associated prediction aspects have been tested within the team's empirical model reduction (EMR) framework. Finally, more detailed, physical aspects have been considered within the stripped-down SPEEDY climate model. The results of each of these four complementary e fforts are presented in the next four sections, organized by topic and by the team members concentrating on the topic under discussion.
Effect of reaction-step-size noise on the switching dynamics of stochastic populations
NASA Astrophysics Data System (ADS)
Be'er, Shay; Heller-Algazi, Metar; Assaf, Michael
2016-05-01
In genetic circuits, when the messenger RNA lifetime is short compared to the cell cycle, proteins are produced in geometrically distributed bursts, which greatly affects the cellular switching dynamics between different metastable phenotypic states. Motivated by this scenario, we study a general problem of switching or escape in stochastic populations, where influx of particles occurs in groups or bursts, sampled from an arbitrary distribution. The fact that the step size of the influx reaction is a priori unknown and, in general, may fluctuate in time with a given correlation time and statistics, introduces an additional nondemographic reaction-step-size noise into the system. Employing the probability-generating function technique in conjunction with Hamiltonian formulation, we are able to map the problem in the leading order onto solving a stationary Hamilton-Jacobi equation. We show that compared to the "usual case" of single-step influx, bursty influx exponentially decreases the population's mean escape time from its long-lived metastable state. In particular, close to bifurcation we find a simple analytical expression for the mean escape time which solely depends on the mean and variance of the burst-size distribution. Our results are demonstrated on several realistic distributions and compare well with numerical Monte Carlo simulations.
Construction of dynamic stochastic simulation models using knowledge-based techniques
NASA Technical Reports Server (NTRS)
Williams, M. Douglas; Shiva, Sajjan G.
1990-01-01
Over the past three decades, computer-based simulation models have proven themselves to be cost-effective alternatives to the more structured deterministic methods of systems analysis. During this time, many techniques, tools and languages for constructing computer-based simulation models have been developed. More recently, advances in knowledge-based system technology have led many researchers to note the similarities between knowledge-based programming and simulation technologies and to investigate the potential application of knowledge-based programming techniques to simulation modeling. The integration of conventional simulation techniques with knowledge-based programming techniques is discussed to provide a development environment for constructing knowledge-based simulation models. A comparison of the techniques used in the construction of dynamic stochastic simulation models and those used in the construction of knowledge-based systems provides the requirements for the environment. This leads to the design and implementation of a knowledge-based simulation development environment. These techniques were used in the construction of several knowledge-based simulation models including the Advanced Launch System Model (ALSYM).
Housekeeping entropy in continuous stochastic dynamics with odd-parity variables
NASA Astrophysics Data System (ADS)
Yeo, J.; Kwon, C.; Lee, H. K.; Park, H.
2016-09-01
We investigate the decomposition of the total entropy production in continuous stochastic dynamics when there are odd-parity variables that change their signs under time reversal. The first component of the entropy production, which satisfies the fluctuation theorem, is associated with the usual excess heat that appears during transitions between stationary states. The remaining housekeeping part of the entropy production can be further split into two parts. We show that this decomposition can be achieved in infinitely many ways characterized by a single parameter σ. For an arbitrary value of σ, one of the two parts contributing to the housekeeping entropy production satisfies the fluctuation theorem. We show that for a range of σ values this part can be associated with the breakage of the detailed balance in the steady state, and can be regarded as a continuous version of the corresponding entropy production that has been obtained previously for discrete state variables. The other part of the housekeeping entropy does not satisfy the fluctuation theorem and is related to the parity asymmetry of the stationary state distribution. We discuss our results in connection with the difference between continuous and discrete variable cases especially in the conditions for the detailed balance and the parity symmetry of the stationary state distribution.
Linear processes in stochastic population dynamics: theory and application to insect development.
Solari, Hernán G; Natiello, Mario A
2014-01-01
We consider stochastic population processes (Markov jump processes) that develop as a consequence of the occurrence of random events at random time intervals. The population is divided into subpopulations or compartments. The events occur at rates that depend linearly on the number of individuals in the different described compartments. The dynamics is presented in terms of Kolmogorov Forward Equation in the space of events and projected onto the space of populations when needed. The general properties of the problem are discussed. Solutions are obtained using a revised version of the Method of Characteristics. After a few examples of exact solutions we systematically develop short-time approximations to the problem. While the lowest order approximation matches the Poisson and multinomial heuristics previously proposed, higher-order approximations are completely new. Further, we analyse a model for insect development as a sequence of E developmental stages regulated by rates that are linear in the implied subpopulations. Transition to the next stage competes with death at all times. The process ends at a predetermined stage, for example, pupation or adult emergence. In its simpler version all the stages are distributed with the same characteristic time.
Effect of reaction-step-size noise on the switching dynamics of stochastic populations.
Be'er, Shay; Heller-Algazi, Metar; Assaf, Michael
2016-05-01
In genetic circuits, when the messenger RNA lifetime is short compared to the cell cycle, proteins are produced in geometrically distributed bursts, which greatly affects the cellular switching dynamics between different metastable phenotypic states. Motivated by this scenario, we study a general problem of switching or escape in stochastic populations, where influx of particles occurs in groups or bursts, sampled from an arbitrary distribution. The fact that the step size of the influx reaction is a priori unknown and, in general, may fluctuate in time with a given correlation time and statistics, introduces an additional nondemographic reaction-step-size noise into the system. Employing the probability-generating function technique in conjunction with Hamiltonian formulation, we are able to map the problem in the leading order onto solving a stationary Hamilton-Jacobi equation. We show that compared to the "usual case" of single-step influx, bursty influx exponentially decreases the population's mean escape time from its long-lived metastable state. In particular, close to bifurcation we find a simple analytical expression for the mean escape time which solely depends on the mean and variance of the burst-size distribution. Our results are demonstrated on several realistic distributions and compare well with numerical Monte Carlo simulations. PMID:27300840
NASA Astrophysics Data System (ADS)
Dunn, Aaron; Muntifering, Brittany; Dingreville, Rémi; Hattar, Khalid; Capolungo, Laurent
2016-11-01
Charged particle irradiation is a frequently used experimental tool to study damage accumulation in metals expected during neutron irradiation. Understanding the correspondence between displacement rate and temperature during such studies is one of several factors that must be taken into account in order to design experiments that produce equivalent damage accumulation to neutron damage conditions. In this study, spatially resolved stochastic cluster dynamics (SRSCD) is used to simulate damage evolution in α-Fe and find displacement rate/temperature pairs under 'target' and 'proxy' conditions for which the local distribution of vacancies and vacancy clusters is the same as a function of displacement damage. The SRSCD methodology is chosen for this study due to its computational efficiency and ability to simulate damage accumulation in spatially inhomogeneous materials such as thin films. Results are presented for Frenkel pair irradiation and displacement cascade damage in thin films and bulk α-Fe. Holding all other material and irradiation conditions constant, temperature adjustments are shown to successfully make up for changes in displacement rate such that defect concentrations and cluster sizes remain relatively constant. The methodology presented in this study allows for a first-order prediction of the temperature at which ion irradiation experiments ('proxy' conditions) should take place in order to approximate neutron irradiation ('target' conditions).
Coordinating two-period ordering and advertising policies in a dynamic market with stochastic demand
NASA Astrophysics Data System (ADS)
Wang, Junping; Wang, Shengdong; Min, Jie
2015-03-01
In this paper, we study the optimal two-stage advertising and ordering policies and the channel coordination issues in a supply chain composed of one manufacturer and one retailer. The manufacturer sells a short-life-cycle product through the retailer facing stochastic demand in dynamic markets characterised by price declines and product obsolescence. Following a two-period newsvendor framework, we develop two members' optimal ordering and advertising models under both the centralised and decentralised settings, and present the closed-form solutions to the developed models as well. Moreover, we design a two-period revenue-sharing contract, and develop sufficient conditions such that the channel coordination can be achieved and a win-win outcome can be guaranteed. Our analysis suggests that the centralised decision creates an incentive for the retailer to increase the advertising investments in two periods and put the purchase forward, but the decentralised decision mechanism forces the retailer to decrease the advertising investments in two periods and postpone/reduce its purchase in the first period. This phenomenon becomes more evident when demand variability is high.
Linear Processes in Stochastic Population Dynamics: Theory and Application to Insect Development
Solari, Hernán G.; Natiello, Mario A.
2014-01-01
We consider stochastic population processes (Markov jump processes) that develop as a consequence of the occurrence of random events at random time intervals. The population is divided into subpopulations or compartments. The events occur at rates that depend linearly on the number of individuals in the different described compartments. The dynamics is presented in terms of Kolmogorov Forward Equation in the space of events and projected onto the space of populations when needed. The general properties of the problem are discussed. Solutions are obtained using a revised version of the Method of Characteristics. After a few examples of exact solutions we systematically develop short-time approximations to the problem. While the lowest order approximation matches the Poisson and multinomial heuristics previously proposed, higher-order approximations are completely new. Further, we analyse a model for insect development as a sequence of E developmental stages regulated by rates that are linear in the implied subpopulations. Transition to the next stage competes with death at all times. The process ends at a predetermined stage, for example, pupation or adult emergence. In its simpler version all the stages are distributed with the same characteristic time. PMID:24696664
NASA Astrophysics Data System (ADS)
Ge, Hao; Qian, Hong
2012-09-01
Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Lagrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of an overdamped individual particle immersed in a fluid, initiated by Einstein, Smoluchowski, Langevin and Wiener, has no momentum since its path is nowhere differentiable. In this exposition, we illustrate how analytical mechanics arises in stochastic dynamics from a randomly perturbed ordinary differential equation dXt = b(Xt)dt+ɛdWt, where Wt is a Brownian motion. In the limit of vanishingly small ɛ, the solution to the stochastic differential equation other than ˙ {x} = b(x) are all rare events. However, conditioned on an occurrence of such an event, the most probable trajectory of the stochastic motion is the solution to Lagrangian mechanics with L = \\Vert ˙ {q}-b(q)\\Vert 2/4 and Hamiltonian equations with H(p, q) = \\dvbr p\\dvbr2+b(q)ṡp. Hamiltonian conservation law implies that the most probable trajectory for a "rare" event has a uniform "excess kinetic energy" along its path. Rare events can also be characterized by the principle of large deviations which expresses the probability density function for Xt as f(x, t) = e-u(x, t)/ɛ, where u(x, t) is called a large-deviation rate function which satisfies the corresponding Hamilton-Jacobi equation. An irreversible diffusion process with ∇×b≠0 corresponds to a Newtonian system with a Lorentz force ḋ {q} = (∇ × b)× ˙ {q}+({1}/{2})∇ \\Vert b\\Vert 2. The connection between stochastic motion and analytical mechanics can be explored in terms of various techniques of applied mathematics, for example, singular perturbations, viscosity solutions and integrable systems.
Stochastic optimal foraging: tuning intensive and extensive dynamics in random searches.
Bartumeus, Frederic; Raposo, Ernesto P; Viswanathan, Gandhimohan M; da Luz, Marcos G E
2014-01-01
Recent theoretical developments had laid down the proper mathematical means to understand how the structural complexity of search patterns may improve foraging efficiency. Under information-deprived scenarios and specific landscape configurations, Lévy walks and flights are known to lead to high search efficiencies. Based on a one-dimensional comparative analysis we show a mechanism by which, at random, a searcher can optimize the encounter with close and distant targets. The mechanism consists of combining an optimal diffusivity (optimally enhanced diffusion) with a minimal diffusion constant. In such a way the search dynamics adequately balances the tension between finding close and distant targets, while, at the same time, shifts the optimal balance towards relatively larger close-to-distant target encounter ratios. We find that introducing a multiscale set of reorientations ensures both a thorough local space exploration without oversampling and a fast spreading dynamics at the large scale. Lévy reorientation patterns account for these properties but other reorientation strategies providing similar statistical signatures can mimic or achieve comparable efficiencies. Hence, the present work unveils general mechanisms underlying efficient random search, beyond the Lévy model. Our results suggest that animals could tune key statistical movement properties (e.g. enhanced diffusivity, minimal diffusion constant) to cope with the very general problem of balancing out intensive and extensive random searching. We believe that theoretical developments to mechanistically understand stochastic search strategies, such as the one here proposed, are crucial to develop an empirically verifiable and comprehensive animal foraging theory. PMID:25216191
Stochastic Mesocortical Dynamics and Robustness of Working Memory during Delay-Period
Karmeshu
2015-01-01
The role of prefronto-mesoprefrontal system in the dopaminergic modulation of working memory during delayed response tasks is well-known. Recently, a dynamical model of the closed-loop mesocortical circuit has been proposed which employs a deterministic framework to elucidate the system’s behavior in a qualitative manner. Under natural conditions, noise emanating from various sources affects the circuit’s functioning to a great extent. Accordingly in the present study, we reformulate the model into a stochastic framework and investigate its steady state properties in the presence of constant background noise during delay-period. From the steady state distribution, global potential landscape and signal-to-noise ratio are obtained which help in defining robustness of the circuit dynamics. This provides insight into the robustness of working memory during delay-period against its disruption due to background noise. The findings reveal that the global profile of circuit’s robustness is predominantly governed by the level of D1 receptor activity and high D1 receptor stimulation favors the working memory-associated sustained-firing state over the spontaneous-activity state of the system. Moreover, the circuit’s robustness is further fine-tuned by the levels of excitatory and inhibitory activities in a way such that the robustness of sustained-firing state exhibits an inverted-U shaped profile with respect to D1 receptor stimulation. It is predicted that the most robust working memory is formed possibly at a subtle ratio of the excitatory and inhibitory activities achieved at a critical level of D1 receptor stimulation. The study also paves a way to understand various cognitive deficits observed in old-age, acute stress and schizophrenia and suggests possible mechanistic routes to the working memory impairments based on the circuit’s robustness profile. PMID:26636712
Stochastic Mesocortical Dynamics and Robustness of Working Memory during Delay-Period.
Reneaux, Melissa; Gupta, Rahul; Karmeshu
2015-01-01
The role of prefronto-mesoprefrontal system in the dopaminergic modulation of working memory during delayed response tasks is well-known. Recently, a dynamical model of the closed-loop mesocortical circuit has been proposed which employs a deterministic framework to elucidate the system's behavior in a qualitative manner. Under natural conditions, noise emanating from various sources affects the circuit's functioning to a great extent. Accordingly in the present study, we reformulate the model into a stochastic framework and investigate its steady state properties in the presence of constant background noise during delay-period. From the steady state distribution, global potential landscape and signal-to-noise ratio are obtained which help in defining robustness of the circuit dynamics. This provides insight into the robustness of working memory during delay-period against its disruption due to background noise. The findings reveal that the global profile of circuit's robustness is predominantly governed by the level of D1 receptor activity and high D1 receptor stimulation favors the working memory-associated sustained-firing state over the spontaneous-activity state of the system. Moreover, the circuit's robustness is further fine-tuned by the levels of excitatory and inhibitory activities in a way such that the robustness of sustained-firing state exhibits an inverted-U shaped profile with respect to D1 receptor stimulation. It is predicted that the most robust working memory is formed possibly at a subtle ratio of the excitatory and inhibitory activities achieved at a critical level of D1 receptor stimulation. The study also paves a way to understand various cognitive deficits observed in old-age, acute stress and schizophrenia and suggests possible mechanistic routes to the working memory impairments based on the circuit's robustness profile. PMID:26636712
Vellela, Melissa; Qian, Hong
2009-10-01
Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.
ProtNet: a tool for stochastic simulations of protein interaction networks dynamics
Bernaschi, Massimo; Castiglione, Filippo; Ferranti, Alessandra; Gavrila, Caius; Tinti, Michele; Cesareni, Gianni
2007-01-01
Background Protein interactions support cell organization and mediate its response to any specific stimulus. Recent technological advances have produced large data-sets that aim at describing the cell interactome. These data are usually presented as graphs where proteins (nodes) are linked by edges to their experimentally determined partners. This representation reveals that protein-protein interaction (PPI) networks, like other kinds of complex networks, are not randomly organized and display properties that are typical of "hierarchical" networks, combining modularity and local clustering to scale free topology. However informative, this representation is static and provides no clue about the dynamic nature of protein interactions inside the cell. Results To fill this methodological gap, we designed and implemented a computer model that captures the discrete and stochastic nature of protein interactions. In ProtNet, our simplified model, the intracellular space is mapped onto either a two-dimensional or a three-dimensional lattice with each lattice site having a linear size (5 nm) comparable to the diameter of an average globular protein. The protein filled lattice has an occupancy (e.g. 20%) compatible with the estimated crowding of proteins in the cell cytoplasm. Proteins or protein complexes are free to translate and rotate on the lattice that represents a sort of naïve unstructured cell (devoid of compartments). At each time step, molecular entities (proteins or complexes) that happen to be in neighboring cells may interact and form larger complexes or dissociate depending on the interaction rules defined in an experimental protein interaction network. This whole procedure can be seen as a sort of "discrete molecular dynamics" applied to interacting proteins in a cell. We have tested our model by performing different simulations using as interaction rules those derived from an experimental interactome of Saccharomyces cerevisiae (1378 nodes, 2491 edges) and
2010-01-01
Background Gene promoters can be in various epigenetic states and undergo interactions with many molecules in a highly transient, probabilistic and combinatorial way, resulting in a complex global dynamics as observed experimentally. However, models of stochastic gene expression commonly consider promoter activity as a two-state on/off system. We consider here a model of single-gene stochastic expression that can represent arbitrary prokaryotic or eukaryotic promoters, based on the combinatorial interplay between molecules and epigenetic factors, including energy-dependent remodeling and enzymatic activities. Results We show that, considering the mere molecular interplay at the promoter, a single-gene can demonstrate an elaborate spontaneous stochastic activity (eg. multi-periodic multi-relaxation dynamics), similar to what is known to occur at the gene-network level. Characterizing this generic model with indicators of dynamic and steady-state properties (including power spectra and distributions), we reveal the potential activity of any promoter and its influence on gene expression. In particular, we can reproduce, based on biologically relevant mechanisms, the strongly periodic patterns of promoter occupancy by transcription factors (TF) and chromatin remodeling as observed experimentally on eukaryotic promoters. Moreover, we link several of its characteristics to properties of the underlying biochemical system. The model can also be used to identify behaviors of interest (eg. stochasticity induced by high TF concentration) on minimal systems and to test their relevance in larger and more realistic systems. We finally show that TF concentrations can regulate many aspects of the stochastic activity with a considerable flexibility and complexity. Conclusions This tight promoter-mediated control of stochasticity may constitute a powerful asset for the cell. Remarkably, a strongly periodic activity that demonstrates a complex TF concentration-dependent control is
Nielsen, Liza Rosenbaum; Kudahl, Anne Braad; Østergaard, Søren
2012-06-01
In the demand for a decision support tool to guide farmers wanting to control Salmonella Dublin (S. Dublin) in Danish dairy herds, we developed an age-structured stochastic, mechanistic and dynamic simulation model of S. Dublin in dairy herds, which incorporated six age groups (neonatal, preweaned calves, weaned calves, growing heifers, breeding heifers and cows) and five infection states (susceptible, acutely infected, carrier, super shedder and resistant). The model simulated population and infection dynamics over a period of 10 years in weekly time steps as: 1) population sizes of each of the six age-groups; 2) S. Dublin incidence and number of animals in each infection state; and 3) S. Dublin related morbidity and mortality in the acutely infected animals. The effects of introducing one infectious heifer on the risk of spread of S. Dublin within the herd and on the duration of infection were estimated through 1000 simulation iterations for 48 scenarios. The scenarios covered all combinations of three herd sizes (70, 200 and 400 cows), four hygiene levels indicating infectious contact parameters, and four herd susceptibility levels indicating different susceptibility parameters for the individual animals in each of the six age groups in the herd. The hygiene level was highly influential on the probability that the infection spread within the herd, duration of infection and epidemic size. The herd susceptibility level was also influential, but not likely to provide sufficient prevention and control of infection on its own. Herd size did not affect the probability of infection spread upon exposure, but the larger the herd the more important were management and housing practices that improve hygiene and reduce susceptibility to shorten durations of infection in the herd and to increase the probability of extinction. In general, disease and mortality patterns followed epidemic waves in the herds. However, an interesting pattern was seen for acute infections and
NASA Astrophysics Data System (ADS)
Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Rosbjerg, Dan; Bauer-Gottwein, Peter
2014-05-01
Optimal management of conjunctive use of surface water and groundwater has been attempted with different algorithms in the literature. In this study, a hydro-economic modelling approach to optimize conjunctive use of scarce surface water and groundwater resources under uncertainty is presented. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment costs. As in traditional SDP approaches, one step-ahead sub-problems are solved to find the optimal management at any time knowing the inflow scenario and reservoir/aquifer storage levels. These non-linear sub-problems are solved using a genetic algorithm (GA) that minimizes the sum of the immediate and future costs for given surface water reservoir and groundwater aquifer end storages. The immediate cost is found by solving a simple linear allocation sub-problem, and the future costs are assessed by interpolation in the total cost matrix from the following time step. Total costs for all stages, reservoir states, and inflow scenarios are used as future costs to drive a forward moving simulation under uncertain water availability. The use of a GA to solve the sub-problems is computationally more costly than a traditional SDP approach with linearly interpolated future costs. However, in a two-reservoir system the future cost function would have to be represented by a set of planes, and strict convexity in both the surface water and groundwater dimension cannot be maintained
Voter, A F; Sindhikara, Daniel J; Kim, Seonah; Roitberg, Adrian E
2009-01-01
Molecular dynamics simulations starting from different initial conditions are commonly used to mimic the behavior of an experimental ensemble. We show in this article that when a Langevin thermostat is used to maintain constant temperature during such simulations, extreme care must be taken when choosing the random number seeds used in order to prevent statistical correlation among the MD trajectories. While recent studies have shown that stochastically thermostatted trajectories evolving within a single potential basin with identical random number seeds tend to synchronize, we show that there is a synchronization effect even for complex, biologically relevant systems. We demonstrate this effect in simulations of Alanine trimer and pentamer and in a simulation of a temperature-jump experiment for peptide folding of a 14-residue peptide. Even in replica-exchange simulations, in which the trajectories are at different temperatures, we find partial synchronization occurring when the same random number seed is employed. We explain this by extending the recent derivation of the synchronization effect for two trajectories in a harmonic well to the case in which the trajectories are at two different temperatures. Our results suggest several ways in which mishandling selection of a pseudo random number generator initial seed can lead to corruption of simulation data. Simulators can fall into this trap in simple situations such as neglecting to specifically indicate different random seeds in either parallel or sequential restart simulations, utilizing a simulation package with a weak pseudorandom number generator, or using an advanced simulation algorithm that hasn't been programmed to distribute initial seeds.
Synthetic Chloride-Selective Carbon Nanotubes Examined by Using Molecular and Stochastic Dynamics
Hilder, Tamsyn A.; Gordon, Dan; Chung, Shin-Ho
2010-01-01
Synthetic channels, such as nanotubes, offer the possibility of ion-selective nanoscale pores which can broadly mimic the functions of various biological ion channels, and may one day be used as antimicrobial agents, or for treatment of cystic fibrosis. We have designed a carbon nanotube that is selectively permeable to anions. The virtual nanotubes are constructed from a hexagonal array of carbon atoms (graphene) rolled up to form a tubular structure, with an effective radius of 4.53 Å and length of 34 Å. The pore ends are terminated with polar carbonyl groups. The nanotube thus formed is embedded in a lipid bilayer and a reservoir containing ionic solutions is added at each end of the pore. The conductance properties of these synthetic channels are then examined with molecular and stochastic dynamics simulations. Profiles of the potential of mean force at 0 mM reveal that a cation moving across the pore encounters an insurmountable free energy barrier of ∼25 kT in height. In contrast, for anions, there are two energy wells of ∼12 kT near each end of the tube, separated by a central free energy barrier of 4 kT. The conductance of the pore, with symmetrical 500 mM solutions in the reservoirs, is 72 pS at 100 mV. The current saturates with an increasing ionic concentration, obeying a Michaelis-Menten relationship. The pore is normally occupied by two ions, and the rate-limiting step in conduction is the time taken for the resident ion near the exit gate to move out of the energy well. PMID:20858417
NASA Astrophysics Data System (ADS)
Ertaş, Mehmet; Keskin, Mustafa
2015-06-01
Using the effective-field theory based on the Glauber-type stochastic dynamics (DEFT), we investigate dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model under an oscillating magnetic field. We presented the dynamic phase diagrams in (T/J, h0/J), (D/J, T/J) and (K/J, T/J) planes, where T, h0, D, K and z are the temperature, magnetic field amplitude, crystal-field interaction, biquadratic interaction and the coordination number. The dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and special critical points, as well as re-entrant behavior depending on interaction parameters. We also compare and discuss the results with the results of the same system within the mean-field theory based on the Glauber-type stochastic dynamics and find that some of the dynamic first-order phase lines and special dynamic critical points disappeared in the DEFT calculation.
NASA Astrophysics Data System (ADS)
Montina, Alberto
2012-04-01
So far it has been shown that the quantum dynamics cannot be described as a classical Markov process unless the number of classical states is uncountably infinite. In this Letter, we present a stochastic model with time-correlated noise that exactly reproduces any unitary evolution of a qubit and requires just four classical states. The invasive updating of only 1 bit during a measurement accounts for the quantum violation of the Leggett-Garg inequalities. Unlike in a pilot-wave theory, the stochastic forces governing the jumps among the four states do not depend on the quantum state but only on the unitary evolution. This model is used to derive a local hidden variable model, augmented by 1 bit of classical communication, for simulating entangled Bell states.
Cairoli, Andrea; Piovani, Duccio; Jensen, Henrik Jeldtoft
2014-12-31
We propose a new procedure to monitor and forecast the onset of transitions in high-dimensional complex systems. We describe our procedure by an application to the tangled nature model of evolutionary ecology. The quasistable configurations of the full stochastic dynamics are taken as input for a stability analysis by means of the deterministic mean-field equations. Numerical analysis of the high-dimensional stability matrix allows us to identify unstable directions associated with eigenvalues with a positive real part. The overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean-field approximation is found to be a good early warning of the transitions occurring intermittently.
Huaguang, Gu; Zhiguo, Zhao; Bing, Jia; Shenggen, Chen
2015-01-01
On-off firing patterns, in which repetition of clusters of spikes are interspersed with epochs of subthreshold oscillations or quiescent states, have been observed in various nervous systems, but the dynamics of this event remain unclear. Here, we report that on-off firing patterns observed in three experimental models (rat sciatic nerve subject to chronic constrictive injury, rat CA1 pyramidal neuron, and rabbit blood pressure baroreceptor) appeared as an alternation between quiescent state and burst containing multiple period-1 spikes over time. Burst and quiescent state had various durations. The interspike interval (ISI) series of on-off firing pattern was suggested as stochastic using nonlinear prediction and autocorrelation function. The resting state was changed to a period-1 firing pattern via on-off firing pattern as the potassium concentration, static pressure, or depolarization current was changed. During the changing process, the burst duration of on-off firing pattern increased and the duration of the quiescent state decreased. Bistability of a limit cycle corresponding to period-1 firing and a focus corresponding to resting state was simulated near a sub-critical Hopf bifurcation point in the deterministic Morris-Lecar (ML) model. In the stochastic ML model, noise-induced transitions between the coexisting regimes formed an on-off firing pattern, which closely matched that observed in the experiment. In addition, noise-induced exponential change in the escape rate from the focus, and noise-induced coherence resonance were identified. The distinctions between the on-off firing pattern and stochastic firing patterns generated near three other types of bifurcations of equilibrium points, as well as other viewpoints on the dynamics of on-off firing pattern, are discussed. The results not only identify the on-off firing pattern as noise-induced stochastic firing pattern near a sub-critical Hopf bifurcation point, but also offer practical indicators to
Huaguang, Gu; Zhiguo, Zhao; Bing, Jia; Shenggen, Chen
2015-01-01
On-off firing patterns, in which repetition of clusters of spikes are interspersed with epochs of subthreshold oscillations or quiescent states, have been observed in various nervous systems, but the dynamics of this event remain unclear. Here, we report that on-off firing patterns observed in three experimental models (rat sciatic nerve subject to chronic constrictive injury, rat CA1 pyramidal neuron, and rabbit blood pressure baroreceptor) appeared as an alternation between quiescent state and burst containing multiple period-1 spikes over time. Burst and quiescent state had various durations. The interspike interval (ISI) series of on-off firing pattern was suggested as stochastic using nonlinear prediction and autocorrelation function. The resting state was changed to a period-1 firing pattern via on-off firing pattern as the potassium concentration, static pressure, or depolarization current was changed. During the changing process, the burst duration of on-off firing pattern increased and the duration of the quiescent state decreased. Bistability of a limit cycle corresponding to period-1 firing and a focus corresponding to resting state was simulated near a sub-critical Hopf bifurcation point in the deterministic Morris—Lecar (ML) model. In the stochastic ML model, noise-induced transitions between the coexisting regimes formed an on-off firing pattern, which closely matched that observed in the experiment. In addition, noise-induced exponential change in the escape rate from the focus, and noise-induced coherence resonance were identified. The distinctions between the on-off firing pattern and stochastic firing patterns generated near three other types of bifurcations of equilibrium points, as well as other viewpoints on the dynamics of on-off firing pattern, are discussed. The results not only identify the on-off firing pattern as noise-induced stochastic firing pattern near a sub-critical Hopf bifurcation point, but also offer practical indicators to
Saltz, David; Rubenstein, Daniel I; White, Gary C
2006-10-01
Theory proposes that increased environmental stochasticity negatively impacts population viability. Thus, in addition to the directional changes predicted for weather parameters under global climate change (GCC), the increase in variance of these parameters may also have a negative effect on biodiversity. As a case study, we assessed the impact of interannual variance in precipitation on the viability of an Asiatic wild ass (Equus hemionus) population reintroduced in Makhtesh Ramon Nature Reserve, Israel. We monitored the population from 1985 to 1999 to determine what environmental factors affect reproductive success. Annual precipitation during the year before conception, drought conditions during gestation, and population size determined reproductive success. We used the parameters derived from this model to assess population performance under various scenarios in a Leslie matrix type model with demographic and environmental stochasticity. Specifically, we used a change in the precipitation regime in our study area to formulate a GCC scenario and compared the simulated dynamics of the population with a no-change scenario. The coefficient of variation in population size under the global change scenario was 30% higher than under the no-change scenario. Minor die-offs (> or = 15%) following droughts increased extinction probability nearly 10-fold. Our results support the idea that an increase in environmental stochasticity due to GCC may, in itself, pose a significant threat to biodiversity. PMID:17002758
NASA Astrophysics Data System (ADS)
Turner, Sean; Galelli, Stefano; Wilcox, Karen
2015-04-01
Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating
NASA Astrophysics Data System (ADS)
Lin, Hai; Shuai, J. W.
2010-04-01
A stochastic spatial model based on the Monte Carlo approach is developed to study the dynamics of human immunodeficiency virus (HIV) infection. We aim to propose a more detailed and realistic simulation frame by incorporating many important features of HIV dynamics, which include infections, replications and mutations of viruses, antigen recognitions, activations and proliferations of lymphocytes, and diffusions, encounters and interactions of virions and lymphocytes. Our model successfully reproduces the three-phase pattern observed in HIV infection, and the simulation results for the time distribution from infection to AIDS onset are also in good agreement with the clinical data. The interactions of viruses and the immune system in all the three phases are investigated. We assess the relative importance of various immune system components in the acute phase. The dynamics of how the two important factors, namely the viral diversity and the asymmetric battle between HIV and the immune system, result in AIDS are investigated in detail with the model.
Sullivan, P.J.; Swartzman, G.L.
1984-03-01
The dynamics of the Hudson river striped bass (Morone saxatilis) stock were analyzed using a stochastic age structured model. The effect of river flow on recruitment was combined with the mortality due to fishing and power plant water uptake to obtain an overall effect of these variables on the fishery. Model equations and parameters were documented and their underlying assumptions presented. Preliminary model runs resulted in yields well below those actually observed. Calibration of model parameters brought these values closer to the observed yields, but stock values proved inexact. The influence of power plant mortality on fishery yield was evident, but the simulation results remain inconclusive. 11 references, 4 figures, 6 tables.
Louis, H; Tlidi, M; Louvergneaux, E
2016-07-11
We perform a statistical analysis of the optical solitary wave propagation in an ultra-slow stochastic non-local focusing Kerr medium such as liquid crystals. Our experimental results show that the localized beam trajectory presents a dynamical random walk whose beam position versus the propagation distance z depicts two different kind of evolutions A power law is found for the beam position standard deviation during the first stage of propagation. It obeys approximately z^{3}/^{2} up to ten times the power threshold for solitary wave generation. PMID:27410886
Louis, H; Tlidi, M; Louvergneaux, E
2016-07-11
We perform a statistical analysis of the optical solitary wave propagation in an ultra-slow stochastic non-local focusing Kerr medium such as liquid crystals. Our experimental results show that the localized beam trajectory presents a dynamical random walk whose beam position versus the propagation distance z depicts two different kind of evolutions A power law is found for the beam position standard deviation during the first stage of propagation. It obeys approximately z^{3}/^{2} up to ten times the power threshold for solitary wave generation. PMID:27410887
Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang
2014-06-01
This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.
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
Forgoston, Eric; Billings, Lora; Yecko, Philip; Schwartz, Ira B.
2011-01-01
We consider the problem of stochastic prediction and control in a time-dependent stochastic environment, such as the ocean, where escape from an almost invariant region occurs due to random fluctuations. We determine high-probability control-actuation sets by computing regions of uncertainty, almost invariant sets, and Lagrangian coherent structures. The combination of geometric and probabilistic methods allows us to design regions of control, which provide an increase in loitering time while minimizing the amount of control actuation. We show how the loitering time in almost invariant sets scales exponentially with respect to the control actuation, causing an exponential increase in loitering times with only small changes in actuation force. The result is that the control actuation makes almost invariant sets more invariant. PMID:21456830
Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa
2010-01-01
This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems. PMID:22163616
Hybrid stochastic simulation of reaction-diffusion systems with slow and fast dynamics
Strehl, Robert; Ilie, Silvana
2015-12-21
In this paper, we present a novel hybrid method to simulate discrete stochastic reaction-diffusion models arising in biochemical signaling pathways. We study moderately stiff systems, for which we can partition each reaction or diffusion channel into either a slow or fast subset, based on its propensity. Numerical approaches missing this distinction are often limited with respect to computational run time or approximation quality. We design an approximate scheme that remedies these pitfalls by using a new blending strategy of the well-established inhomogeneous stochastic simulation algorithm and the tau-leaping simulation method. The advantages of our hybrid simulation algorithm are demonstrated on three benchmarking systems, with special focus on approximation accuracy and efficiency.
Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa
2010-01-01
This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems. PMID:22163616
Jiménez-Hernández, Hugo; González-Barbosa, Jose-Joel; Garcia-Ramírez, Teresa
2010-01-01
This investigation demonstrates an unsupervised approach for modeling traffic flow and detecting abnormal vehicle behaviors at intersections. In the first stage, the approach reveals and records the different states of the system. These states are the result of coding and grouping the historical motion of vehicles as long binary strings. In the second stage, using sequences of the recorded states, a stochastic graph model based on a Markovian approach is built. A behavior is labeled abnormal when current motion pattern cannot be recognized as any state of the system or a particular sequence of states cannot be parsed with the stochastic model. The approach is tested with several sequences of images acquired from a vehicular intersection where the traffic flow and duration used in connection with the traffic lights are continuously changed throughout the day. Finally, the low complexity and the flexibility of the approach make it reliable for use in real time systems.
NASA Astrophysics Data System (ADS)
Guo, Kongming; Jiang, Jun; Xu, Yalan
2016-09-01
In this paper, a simple but accurate semi-analytical method to approximate probability density function of stochastic closed curve attractors is proposed. The expression of distribution applies to systems with strong nonlinearities, while only weak noise condition is needed. With the understanding that additive noise does not change the longitudinal distribution of the attractors, the high-dimensional probability density distribution is decomposed into two low-dimensional distributions: the longitudinal and the transverse probability density distributions. The longitudinal distribution can be calculated from the deterministic systems, while the probability density in the transverse direction of the curve can be approximated by the stochastic sensitivity function method. The effectiveness of this approach is verified by comparing the expression of distribution with the results of Monte Carlo numerical simulations in several planar systems.
The stochastic evolution of a protocell: the Gillespie algorithm in a dynamically varying volume.
Carletti, T; Filisetti, A
2012-01-01
We propose an improvement of the Gillespie algorithm allowing us to study the time evolution of an ensemble of chemical reactions occurring in a varying volume, whose growth is directly related to the amount of some specific molecules, belonging to the reactions set. This allows us to study the stochastic evolution of a protocell, whose volume increases because of the production of container molecules. Several protocell models are considered and compared with the deterministic models. PMID:22536297
Developing stochastic model of thrust and flight dynamics for small UAVs
NASA Astrophysics Data System (ADS)
Tjhai, Chandra
This thesis presents a stochastic thrust model and aerodynamic model for small propeller driven UAVs whose power plant is a small electric motor. First a model which relates thrust generated by a small propeller driven electric motor as a function of throttle setting and commanded engine RPM is developed. A perturbation of this model is then used to relate the uncertainty in throttle and engine RPM commanded to the error in the predicted thrust. Such a stochastic model is indispensable in the design of state estimation and control systems for UAVs where the performance requirements of the systems are specied in stochastic terms. It is shown that thrust prediction models for small UAVs are not a simple, explicit functions relating throttle input and RPM command to thrust generated. Rather they are non-linear, iterative procedures which depend on a geometric description of the propeller and mathematical model of the motor. A detailed derivation of the iterative procedure is presented and the impact of errors which arise from inaccurate propeller and motor descriptions are discussed. Validation results from a series of wind tunnel tests are presented. The results show a favorable statistical agreement between the thrust uncertainty predicted by the model and the errors measured in the wind tunnel. The uncertainty model of aircraft aerodynamic coefficients developed based on wind tunnel experiment will be discussed at the end of this thesis.
NASA Astrophysics Data System (ADS)
Matsuura, H.; Nakano, M.; Nemoto, T.
2004-04-01
A novel Nano-Molecular Machine Model (DS-NMM) was proposed in order to further the understanding of the movement of the actin-myosin system in muscle. DS-NMM is comprised of numerous inclined rods extending from a central body in a manner similar to myosin; furthermore, its movement is forward in one direction upon independent vibration of these rods. DS-NMM can convert thermal noise to unidirectional motion employing stochastic resonance and inclined rods in random open fields. Concrete estimates were obtained of the physical characteristics of DS-NMM as a conceptual model of the actin-myosin system. When DS-NMM displays radius of 5 nm and mass of 10-21 kg, which are characteristic of a myosin molecule, the estimated frequency of stochastic resonance closely approaches phonon frequency, 1011 rad/s. The amplitude of stochastic resonance is 2×10-11 m. Moreover, physical work of this machine is approximately 10-18 joules, which is nearly equal to the energy output generated upon hydrolysis of one ATP molecule (10-10N/head). We concluded that the actin-myosin system in muscle derives its movement from the random motion of water molecules.
A stochastic model for magnetic dynamics in single-molecule magnets
NASA Astrophysics Data System (ADS)
López-Ruiz, R.; Almeida, P. T.; Vaz, M. G. F.; Novak, M. A.; Béron, F.; Pirota, K. R.
2016-04-01
Hysteresis and magnetic relaxation curves were performed on double well potential systems with quantum tunneling possibility via stochastic simulations. Simulation results are compared with experimental ones using the Mn12 single-molecule magnet, allowing us to introduce time dependence in the model. Despite being a simple simulation model, it adequately reproduces the phenomenology of a thermally activated quantum tunneling and can be extended to other systems with different parameters. Assuming competition between the reversal modes, thermal (over) and tunneling (across) the anisotropy barrier, a separation of classical and quantum contributions to relaxation time can be obtained.
Dynamics of the stochastic Leslie-Gower predator-prey system with randomized intrinsic growth rate
NASA Astrophysics Data System (ADS)
Zhao, Dianli; Yuan, Sanling
2016-11-01
This paper investigates the stochastic Leslie-Gower predator-prey system with randomized intrinsic growth rate. Existence of a unique global positive solution is proved firstly. Then we obtain the sufficient conditions for permanence in mean and almost sure extinction of the system. Furthermore, the stationary distribution is derived based on the positive equilibrium of the deterministic model, which shows the population is not only persistent but also convergent by time average under some assumptions. Finally, we illustrate our conclusions through two examples.
Otero, Marcelo; Solari, Hernán G; Schweigmann, Nicolás
2006-11-01
Aedes aegypti is the main vector for dengue and urban yellow fever. It is extended around the world not only in the tropical regions but also beyond them, reaching temperate climates. Because of its importance as a vector of deadly diseases, the significance of its distribution in urban areas and the possibility of breeding in laboratory facilities, Aedes aegypti is one of the best-known mosquitoes. In this work the biology of Aedes aegypti is incorporated into the framework of a stochastic population dynamics model able to handle seasonal and total extinction as well as endemic situations. The model incorporates explicitly the dependence with temperature. The ecological parameters of the model are tuned to the present populations of Aedes aegypti in Buenos Aires city, which is at the border of the present day geographical distribution in South America. Temperature thresholds for the mosquito survival are computed as a function of average yearly temperature and seasonal variation as well as breeding site availability. The stochastic analysis suggests that the southern limit of Aedes aegypti distribution in South America is close to the 15 degrees C average yearly isotherm, which accounts for the historical and current distribution better than the traditional criterion of the winter (July) 10 degrees C isotherm. PMID:16832731
NASA Astrophysics Data System (ADS)
Sheu, Jiuh-Biing
2007-12-01
Incident-induced traffic congestion has been recognized as a critical issue to solve in the development of advanced freeway incident management systems. This paper investigates the applicability of a stochastic optimal control approach to real-time incident-responsive local ramp control on freeways. The architecture of the proposed ramp control system embeds two primary functions including (1) real-time estimation of incident-induced lane traffic states and (2) dynamic prediction of ramp-metering rates in response to the changes of incident impacts. To accomplish the above two goals, a discrete-time nonlinear stochastic optimal control model is proposed, followed by the development of a recursive prediction algorithm. Based on the simulation data, the numerical results of model tests indicate that the proposed method permits relieving incident impacts particularly under low-volume and medium-volume conditions, relative to high-volume lane-blocking conditions. Particularly, the incident-induced queue lengths can be improved by 50.1% and 67.9%, compared to the existing ramp control and control-free strategies, respectively.
Otero, Marcelo; Solari, Hernán G; Schweigmann, Nicolás
2006-11-01
Aedes aegypti is the main vector for dengue and urban yellow fever. It is extended around the world not only in the tropical regions but also beyond them, reaching temperate climates. Because of its importance as a vector of deadly diseases, the significance of its distribution in urban areas and the possibility of breeding in laboratory facilities, Aedes aegypti is one of the best-known mosquitoes. In this work the biology of Aedes aegypti is incorporated into the framework of a stochastic population dynamics model able to handle seasonal and total extinction as well as endemic situations. The model incorporates explicitly the dependence with temperature. The ecological parameters of the model are tuned to the present populations of Aedes aegypti in Buenos Aires city, which is at the border of the present day geographical distribution in South America. Temperature thresholds for the mosquito survival are computed as a function of average yearly temperature and seasonal variation as well as breeding site availability. The stochastic analysis suggests that the southern limit of Aedes aegypti distribution in South America is close to the 15 degrees C average yearly isotherm, which accounts for the historical and current distribution better than the traditional criterion of the winter (July) 10 degrees C isotherm.
Immonen, Taina; Gibson, Richard; Leitner, Thomas; Miller, Melanie A; Arts, Eric J; Somersalo, Erkki; Calvetti, Daniela
2012-11-01
We present a new hybrid stochastic-deterministic, spatially distributed computational model to simulate growth competition assays on a relatively immobile monolayer of peripheral blood mononuclear cells (PBMCs), commonly used for determining ex vivo fitness of human immunodeficiency virus type-1 (HIV-1). The novel features of our approach include incorporation of viral diffusion through a deterministic diffusion model while simulating cellular dynamics via a stochastic Markov chain model. The model accounts for multiple infections of target cells, CD4-downregulation, and the delay between the infection of a cell and the production of new virus particles. The minimum threshold level of infection induced by a virus inoculum is determined via a series of dilution experiments, and is used to determine the probability of infection of a susceptible cell as a function of local virus density. We illustrate how this model can be used for estimating the distribution of cells infected by either a single virus type or two competing viruses. Our model captures experimentally observed variation in the fitness difference between two virus strains, and suggests a way to minimize variation and dual infection in experiments.
Different delays-induced regime shifts in a stochastic insect outbreak dynamics
NASA Astrophysics Data System (ADS)
Zeng, Jiakui; Zeng, Chunhua; Xie, Qingshuang; Guan, Lin; Dong, Xiaohui; Yang, Fengzao
2016-11-01
Considering time delays in the deterministic and stochastic forces, we construct stochastic delayed differential equations to investigate the regime shifts in an insect ecosystem. The stationary probability distribution (SPD) and mean first passage time (MFPT) are obtained, respectively. Our main results show: (i) The multiplicative noise, positive cross-correlation noise between two noises and time delays can induce the regime shifts from the boom outbreak state to the bust one, but the additive noise and negative cross-correlation can induce the regime shifts from the bust outbreak state to the boom one; (ii) For the negative cross-correlation, the MFPT as a function of noise strengths exhibits one maximum, which shows the characteristic of the noise-delayed switching for the boom outbreak state, but for the no cross-correlation or positive cross-correlation, the MFPT decreases with the noise strengths; (iii) Two different types of time delays play same roles on the maximal MFPT with additive noise, and play opposite roles on the maximal MFPT with multiplicative noise. The mechanisms for noises-and delays-induced regime shifts between two states can be explained physically through the effective potential of ecological model.
NASA Astrophysics Data System (ADS)
Palombi, Filippo; Toti, Simona
2014-07-01
The stochastic dynamics of the multi-state voter model is investigated on a class of complex networks made of non-overlapping cliques, each hosting a political candidate and interacting with the others via Erdős-Rényi links. Numerical simulations of the model are interpreted in terms of an ad-hoc mean field theory, specifically tuned to resolve the inter/intra-clique interactions. Under a proper definition of the thermodynamic limit (with the average degree of the agents kept fixed while increasing the network size), the model is found to display the empirical scaling discovered by Fortunato and Castellano (Phys Rev Lett 99(13):138701, 2007) , while the vote distribution resembles roughly that observed in Brazilian elections.
Technology Transfer Automated Retrieval System (TEKTRAN)
The objective of this study was to develop a daily stochastic dynamic dairy simulation model which included multi-trait genetics, and to evaluate the effects of various reproduction and selection strategies on the genetic, technical and financial performance of a dairy herd. The 12 correlated geneti...
NASA Astrophysics Data System (ADS)
Raso, Luciano; Dorchies, David; Malaterre, Pierre-Olivier
2015-04-01
We developed an Objective Oriented Programming (OOP) tool for optimal management of complex water systems by use of Stochastic Dual Dynamic Programming (SDDP). OOP is a powerful programming paradigm. OOP minimizes code redundancies, making code modification and maintenance very effective. This is especially welcome in research, in which, often, code must be modified to meet new requirements that were not initially considered. SDDP is an advanced method for optimal operation of complex dynamic systems under uncertainty. SDDP can deal with large and complex systems, such as a multi-reservoir system. The objective of this tool is making SDDP usable for Water Management Analysts. Thanks to this tool, the Analyst can bypass the SDDP programming complexity, and his/her task is simplified to the definition of system elements, topology and objectives, and experiments characteristics. In this tool, the main classes are: Experiment, System, Element, and Objective. Experiments are run on a system. A system is made of many elements interconnected among them. Class Element is made of the following sub-classes: (stochastic) hydrological scenario, (deterministic) water demand scenario, reservoir, river reach, off-take, and irrigation basin. Objectives are used in the optimization procedure to find the optimal operational rules, for a given system and experiment. OOP flexibility allows the Water Management Analyst to extend easily existing classes in order to answer his/her specific research questions. The tool is implemented in Python, and will be initially tested on two applications: the Senegal River water system, in West Africa, and the Seine River, in France.
Bidirectional Classical Stochastic Processes with Measurements and Feedback
NASA Technical Reports Server (NTRS)
Hahne, G. E.
2005-01-01
A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.
Uncovering wind turbine properties through two-dimensional stochastic modeling of wind dynamics.
Raischel, Frank; Scholz, Teresa; Lopes, Vitor V; Lind, Pedro G
2013-10-01
Using a method for stochastic data analysis borrowed from statistical physics, we analyze synthetic data from a Markov chain model that reproduces measurements of wind speed and power production in a wind park in Portugal. We show that our analysis retrieves indeed the power performance curve, which yields the relationship between wind speed and power production, and we discuss how this procedure can be extended for extracting unknown functional relationships between pairs of physical variables in general. We also show how specific features, such as the rated speed of the wind turbine or the descriptive wind speed statistics, can be related to the equations describing the evolution of power production and wind speed at single wind turbines.
Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers
NASA Astrophysics Data System (ADS)
Hou, Yumei; Sethi, Suresh P.; Zhang, Hanqin; Zhang, Qing
2006-05-01
We consider a production planning problem for a jobshop with unreliable machines producing a number of products. There are upper and lower bounds on intermediate parts and an upper bound on finished parts. The machine capacities are modelled as finite state Markov chains. The objective is to choose the rate of production so as to minimize the total discounted cost of inventory and production. Finding an optimal control policy for this problem is difficult. Instead, we derive an asymptotic approximation by letting the rates of change of the machine states approach infinity. The asymptotic analysis leads to a limiting problem in which the stochastic machine capacities are replaced by their equilibrium mean capacities. The value function for the original problem is shown to converge to the value function of the limiting problem. The convergence rate of the value function together with the error estimate for the constructed asymptotic optimal production policies are established.
Stochasticity enhances the gaining of bet-hedging strategies in contact-process-like dynamics.
Hidalgo, Jorge; Pigolotti, Simone; Muñoz, Miguel A
2015-03-01
In biology and ecology, individuals or communities of individuals living in unpredictable environments often alternate between different evolutionary strategies to spread and reduce risks. Such behavior is commonly referred to as "bet-hedging." Long-term survival probabilities and population sizes can be much enhanced by exploiting such hybrid strategies. Here, we study the simplest possible birth-death stochastic model in which individuals can choose among a poor but safe strategy, a better but risky alternative, or a combination of both. We show analytically and computationally that the benefits derived from bet-hedging strategies are much stronger for higher environmental variabilities (large external noise) and/or for small spatial dimensions (large intrinsic noise). These circumstances are typically encountered by living systems, thus providing us with a possible justification for the ubiquitousness of bet-hedging in nature.
NASA Astrophysics Data System (ADS)
Wu, Zhizhang; Huang, Zhongyi
2016-07-01
In this paper, we consider the numerical solution of the one-dimensional Schrödinger equation with a periodic lattice potential and a random external potential. This is an important model in solid state physics where the randomness results from complicated phenomena that are not exactly known. Here we generalize the Bloch decomposition-based time-splitting pseudospectral method to the stochastic setting using the generalized polynomial chaos with a Galerkin procedure so that the main effects of dispersion and periodic potential are still computed together. We prove that our method is unconditionally stable and numerical examples show that it has other nice properties and is more efficient than the traditional method. Finally, we give some numerical evidence for the well-known phenomenon of Anderson localization.
Nagel, Hannes; Janke, Wolfhard
2016-05-01
Driven diffusive systems such as the zero-range process (ZRP) and the pair-factorized steady states (PFSS) stochastic transport process are versatile tools that lend themselves to the study of transport phenomena on a generic level. While their mathematical structure is simple enough to allow significant analytical treatment, they offer a variety of interesting phenomena. With appropriate dynamics, the ZRP and PFSS models feature a condensation transition where, for a supercritical density, the translational symmetry breaks spontaneously and excess particles form a single-site or spatially extended condensate, respectively. In this paper we numerically study the typical time scales of the two stages of this condensation process: Nucleation and coarsening. Nucleation is the first stage of condensation where the bulk system relaxes to its stationary distribution and droplet nuclei form in the system. These droplets then gradually grow or evaporate in the coarsening regime to coalesce in a single condensate when the system finally relaxes to the stationary state. We use the ZRP condensation model to discuss the choice of the estimation method for the nucleation time scale and present scaling exponents for the ZRP and PFSS condensation models with respect to the choice of the typical droplet nuclei mass. We then proceed to present scaling exponents in the coarsening regime of the ZRP for partially asymmetric dynamics and the PFSS model for symmetric and asymmetric dynamics. PMID:27300835
NASA Astrophysics Data System (ADS)
Nagel, Hannes; Janke, Wolfhard
2016-05-01
Driven diffusive systems such as the zero-range process (ZRP) and the pair-factorized steady states (PFSS) stochastic transport process are versatile tools that lend themselves to the study of transport phenomena on a generic level. While their mathematical structure is simple enough to allow significant analytical treatment, they offer a variety of interesting phenomena. With appropriate dynamics, the ZRP and PFSS models feature a condensation transition where, for a supercritical density, the translational symmetry breaks spontaneously and excess particles form a single-site or spatially extended condensate, respectively. In this paper we numerically study the typical time scales of the two stages of this condensation process: Nucleation and coarsening. Nucleation is the first stage of condensation where the bulk system relaxes to its stationary distribution and droplet nuclei form in the system. These droplets then gradually grow or evaporate in the coarsening regime to coalesce in a single condensate when the system finally relaxes to the stationary state. We use the ZRP condensation model to discuss the choice of the estimation method for the nucleation time scale and present scaling exponents for the ZRP and PFSS condensation models with respect to the choice of the typical droplet nuclei mass. We then proceed to present scaling exponents in the coarsening regime of the ZRP for partially asymmetric dynamics and the PFSS model for symmetric and asymmetric dynamics.
NASA Astrophysics Data System (ADS)
Serva, Federico; Cagnazzo, Chiara; Riccio, Angelo
2016-04-01
version of the model, the default and a new stochastic version, in which the value of the perturbation field at launching level is not constant and uniform, but extracted at each time-step and grid-point from a given PDF. With this approach we are trying to add further variability to the effects given by the deterministic NOGW parameterization: the impact on the simulated climate will be assessed focusing on the Quasi-Biennial Oscillation of the equatorial stratosphere (known to be driven also by gravity waves) and on the variability of the mid-to-high latitudes atmosphere. The different characteristics of the circulation will be compared with recent reanalysis products in order to determine the advantages of the stochastic approach over the traditional deterministic scheme.
NASA Astrophysics Data System (ADS)
Sheehan, T.; Bachelet, D. M.; Ferschweiler, K.
2015-12-01
The MC2 dynamic global vegetation model fire module simulates fire occurrence, area burned, and fire impacts including mortality, biomass burned, and nitrogen volatilization. Fire occurrence is based on fuel load levels and vegetation-specific thresholds for three calculated fire weather indices: fine fuel moisture code (FFMC) for the moisture content of fine fuels; build-up index (BUI) for the total amount of fuel available for combustion; and energy release component (ERC) for the total energy available to fire. Ignitions are assumed (i.e. the probability of an ignition source is 1). The model is run with gridded inputs and the fraction of each grid cell burned is limited by a vegetation-specific fire return period (FRP) and the number of years since the last fire occurred in the grid cell. One consequence of assumed ignitions FRP constraint is that similar fire behavior can take place over large areas with identical vegetation type. In regions where thresholds are often exceeded, fires occur frequently (annually in some instances) with a very low fraction of a cell burned. In areas where fire is infrequent, a single hot, dry climate event can result in intense fire over a large region. Both cases can potentially result in large areas with uniform vegetation type and age. To better reflect realistic fire occurrence, we have developed a stochastic fire occurrence model that: a) uses a map of relative ignition probability and a multiplier to alter overall ignition occurrence; b) adjusts the original fixed fire thresholds with ignition success probabilities based on fire weather indices; and c) calculates spread by using a probability based on slope and wind direction. A Monte Carlo method is used with all three algorithms to determine occurrence. The new stochastic ignition approach yields more variety in fire intensity, a smaller annual total of cells burned, and patchier vegetation.
Benedek, C; Descombes, X; Zerubia, J
2012-01-01
In this paper, we introduce a new probabilistic method which integrates building extraction with change detection in remotely sensed image pairs. A global optimization process attempts to find the optimal configuration of buildings, considering the observed data, prior knowledge, and interactions between the neighboring building parts. We present methodological contributions in three key issues: 1) We implement a novel object-change modeling approach based on Multitemporal Marked Point Processes, which simultaneously exploits low-level change information between the time layers and object-level building description to recognize and separate changed and unaltered buildings. 2) To answer the challenges of data heterogeneity in aerial and satellite image repositories, we construct a flexible hierarchical framework which can create various building appearance models from different elementary feature-based modules. 3) To simultaneously ensure the convergence, optimality, and computation complexity constraints raised by the increased data quantity, we adopt the quick Multiple Birth and Death optimization technique for change detection purposes, and propose a novel nonuniform stochastic object birth process which generates relevant objects with higher probability based on low-level image features.
Perišić, Ognjen; Lu, Hui
2014-01-01
The potential of mean force (PMF) calculation in single molecule manipulation experiments performed via the steered molecular dynamics (SMD) technique is a computationally very demanding task because the analyzed system has to be perturbed very slowly to be kept close to equilibrium. Faster perturbations, far from equilibrium, increase dissipation and move the average work away from the underlying free energy profile, and thus introduce a bias into the PMF estimate. The Jarzynski equality offers a way to overcome the bias problem by being able to produce an exact estimate of the free energy difference, regardless of the perturbation regime. However, with a limited number of samples and high dissipation the Jarzynski equality also introduces a bias. In our previous work, based on the Brownian motion formalism, we introduced three stochastic perturbation protocols aimed at improving the PMF calculation with the Jarzynski equality in single molecule manipulation experiments and analogous computer simulations. This paper describes the PMF reconstruction results based on full-atom molecular dynamics simulations, obtained with those three protocols. We also want to show that the protocols are applicable with the second-order cumulant expansion formula. Our protocols offer a very noticeable improvement over the simple constant velocity pulling. They are able to produce an acceptable estimate of PMF with a significantly reduced bias, even with very fast perturbation regimes. Therefore, the protocols can be adopted as practical and efficient tools for the analysis of mechanical properties of biological molecules. PMID:25232859
NASA Astrophysics Data System (ADS)
Song, Jiyun; Wang, Zhi-Hua
2016-05-01
Urban land-atmosphere interactions can be captured by numerical modeling framework with coupled land surface and atmospheric processes, while the model performance depends largely on accurate input parameters. In this study, we use an advanced stochastic approach to quantify parameter uncertainty and model sensitivity of a coupled numerical framework for urban land-atmosphere interactions. It is found that the development of urban boundary layer is highly sensitive to surface characteristics of built terrains. Changes of both urban land use and geometry impose significant impact on the overlying urban boundary layer dynamics through modification on bottom boundary conditions, i.e., by altering surface energy partitioning and surface aerodynamic resistance, respectively. Hydrothermal properties of conventional and green roofs have different impacts on atmospheric dynamics due to different surface energy partitioning mechanisms. Urban geometry (represented by the canyon aspect ratio), however, has a significant nonlinear impact on boundary layer structure and temperature. Besides, managing rooftop roughness provides an alternative option to change the boundary layer thermal state through modification of the vertical turbulent transport. The sensitivity analysis deepens our insight into the fundamental physics of urban land-atmosphere interactions and provides useful guidance for urban planning under challenges of changing climate and continuous global urbanization.
Stochastic dynamics of N correlated binary variables and non-extensive statistical mechanics
NASA Astrophysics Data System (ADS)
Kononovicius, A.; Ruseckas, J.
2016-04-01
The non-extensive statistical mechanics has been applied to describe a variety of complex systems with inherent correlations and feedback loops. Here we present a dynamical model based on previously proposed static model exhibiting in the thermodynamic limit the extensivity of the Tsallis entropy with q < 1 as well as a q-Gaussian distribution. The dynamical model consists of a one-dimensional ring of particles characterized by correlated binary random variables, which are allowed to flip according to a simple random walk rule. The proposed dynamical model provides an insight how a mesoscopic dynamics characterized by the non-extensive statistical mechanics could emerge from a microscopic description of the system.
NASA Astrophysics Data System (ADS)
Xu, Jun; Li, Jie
2016-05-01
Viscoelastic dampers, where fractional derivatives are involved, are often considered for use to mitigate dynamic response of structures. However, it is not an easy task to obtain the probabilistic dynamic response and the reliability of controlled structures with fractional terms. For this purpose, an efficient methodology based on the probability density evolution method is proposed, where the generalized density evolution equation is present to capture the instantaneous probabilistic dynamic response and the dynamic reliability can be evaluated from the standpoint of probability dissipation. Numerical solution is of practical necessity, where a deterministic procedure to solve the equation of motion with fractional derivatives is embedded. Therefore, the precise integration method (PIM) is extended to numerically integrate the equation of motion with fractional terms, which offers high accuracy. The numerical results verify the effectiveness of the advocated methodology, but also indicate the viscoelastic dampers can enhance the seismic performance of structures significantly.
Kamppeter, T.; Mertens, F.G.; Moro, E.; Sanchez, A.; Bishop, A.R.
1998-09-01
We study how thermal fluctuations affect the dynamics of vortices in the two-dimensional anisotropic Heisenberg model depending on their additive or multiplicative character. Using a collective coordinate theory, we analytically show that multiplicative noise, arising from fluctuations in the local field term of the Landau-Lifshitz equations, and Langevin-like additive noise have the same effect on vortex dynamics (within a very plausible assumption consistent with the collective coordinate approach). This is a highly non-trivial result as multiplicative and additive noises usually modify the dynamics in very different ways. We also carry out numerical simulations of both versions of the model finding that they indeed give rise to very similar vortex dynamics.
Stochastic models for mainland-island metapopulations in static and dynamic landscapes.
Ross, J V
2006-02-01
This paper has three primary aims: to establish an effective means for modelling mainland-island metapopulations inhabiting a dynamic landscape; to investigate the effect of immigration and dynamic changes in habitat on metapopulation patch occupancy dynamics; and to illustrate the implications of our results for decision-making and population management. We first extend the mainland-island metapopulation model of Alonso and McKane [Bull. Math. Biol. 64:913-958, 2002] to incorporate a dynamic landscape. It is shown, for both the static and the dynamic landscape models, that a suitably scaled version of the process converges to a unique deterministic model as the size of the system becomes large. We also establish that, under quite general conditions, the density of occupied patches, and the densities of suitable and occupied patches, for the respective models, have approximate normal distributions. Our results not only provide us with estimates for the means and variances that are valid at all stages in the evolution of the population, but also provide a tool for fitting the models to real metapopulations. We discuss the effect of immigration and habitat dynamics on metapopulations, showing that mainland-like patches heavily influence metapopulation persistence, and we argue for adopting measures to increase connectivity between this large patch and the other island-like patches. We illustrate our results with specific reference to examples of populations of butterfly and the grasshopper Bryodema tuberculata.
A framework for stochastic simulations and visualization of biological electron-transfer dynamics
NASA Astrophysics Data System (ADS)
Nakano, C. Masato; Byun, Hye Suk; Ma, Heng; Wei, Tao; El-Naggar, Mohamed Y.
2015-08-01
Electron transfer (ET) dictates a wide variety of energy-conversion processes in biological systems. Visualizing ET dynamics could provide key insight into understanding and possibly controlling these processes. We present a computational framework named VizBET to visualize biological ET dynamics, using an outer-membrane Mtr-Omc cytochrome complex in Shewanella oneidensis MR-1 as an example. Starting from X-ray crystal structures of the constituent cytochromes, molecular dynamics simulations are combined with homology modeling, protein docking, and binding free energy computations to sample the configuration of the complex as well as the change of the free energy associated with ET. This information, along with quantum-mechanical calculations of the electronic coupling, provides inputs to kinetic Monte Carlo (KMC) simulations of ET dynamics in a network of heme groups within the complex. Visualization of the KMC simulation results has been implemented as a plugin to the Visual Molecular Dynamics (VMD) software. VizBET has been used to reveal the nature of ET dynamics associated with novel nonequilibrium phase transitions in a candidate configuration of the Mtr-Omc complex due to electron-electron interactions.
NASA Astrophysics Data System (ADS)
Cottrell, Paul Edward
There is a lack of research in the area of hedging future contracts, especially in illiquid or very volatile market conditions. It is important to understand the volatility of the oil and currency markets because reduced fluctuations in these markets could lead to better hedging performance. This study compared different hedging methods by using a hedging error metric, supplementing the Receding Horizontal Control and Stochastic Programming (RHCSP) method by utilizing the London Interbank Offered Rate with the Levy process. The RHCSP hedging method was investigated to determine if improved hedging error was accomplished compared to the Black-Scholes, Leland, and Whalley and Wilmott methods when applied on simulated, oil, and currency futures markets. A modified RHCSP method was also investigated to determine if this method could significantly reduce hedging error under extreme market illiquidity conditions when applied on simulated, oil, and currency futures markets. This quantitative study used chaos theory and emergence for its theoretical foundation. An experimental research method was utilized for this study with a sample size of 506 hedging errors pertaining to historical and simulation data. The historical data were from January 1, 2005 through December 31, 2012. The modified RHCSP method was found to significantly reduce hedging error for the oil and currency market futures by the use of a 2-way ANOVA with a t test and post hoc Tukey test. This study promotes positive social change by identifying better risk controls for investment portfolios and illustrating how to benefit from high volatility in markets. Economists, professional investment managers, and independent investors could benefit from the findings of this study.
A stochastic chemical dynamic approach to correlate autoimmunity and optimal vitamin-D range.
Roy, Susmita; Shrinivas, Krishna; Bagchi, Biman
2014-01-01
Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function. PMID:24971516
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
Yang, Ge; Wang, Jun; Fang, Wen
2015-04-15
In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.
Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems.
Yang, Ge; Wang, Jun; Fang, Wen
2015-04-01
In an attempt to reproduce and study the dynamics of financial markets, a random agent-based financial price model is developed and investigated by the finite-range multitype contact dynamic system, in which the interaction and dispersal of different types of investment attitudes in a stock market are imitated by viruses spreading. With different parameters of birth rates and finite-range, the normalized return series are simulated by Monte Carlo simulation method and numerical studied by power-law distribution analysis and autocorrelation analysis. To better understand the nonlinear dynamics of the return series, a q-order autocorrelation function and a multi-autocorrelation function are also defined in this work. The comparisons of statistical behaviors of return series from the agent-based model and the daily historical market returns of Shanghai Composite Index and Shenzhen Component Index indicate that the proposed model is a reasonable qualitative explanation for the price formation process of stock market systems.
Henty, Jessica L.; Bledsoe, Samuel W.; Khurana, Parul; Meagher, Richard B.; Day, Brad; Blanchoin, Laurent; Staiger, Christopher J.
2011-01-01
Actin filament arrays are constantly remodeled as the needs of cells change as well as during responses to biotic and abiotic stimuli. Previous studies demonstrate that many single actin filaments in the cortical array of living Arabidopsis thaliana epidermal cells undergo stochastic dynamics, a combination of rapid growth balanced by disassembly from prolific severing activity. Filament turnover and dynamics are well understood from in vitro biochemical analyses and simple reconstituted systems. However, the identification in living cells of the molecular players involved in controlling actin dynamics awaits the use of model systems, especially ones where the power of genetics can be combined with imaging of individual actin filaments at high spatial and temporal resolution. Here, we test the hypothesis that actin depolymerizing factor (ADF)/cofilin contributes to stochastic filament severing and facilitates actin turnover. A knockout mutant for Arabidopsis ADF4 has longer hypocotyls and epidermal cells when compared with wild-type seedlings. This correlates with a change in actin filament architecture; cytoskeletal arrays in adf4 cells are significantly more bundled and less dense than in wild-type cells. Several parameters of single actin filament turnover are also altered. Notably, adf4 mutant cells have a 2.5-fold reduced severing frequency as well as significantly increased actin filament lengths and lifetimes. Thus, we provide evidence that ADF4 contributes to the stochastic dynamic turnover of actin filaments in plant cells. PMID:22010035
Swimming motility plays a key role in the stochastic dynamics of cell clumping
NASA Astrophysics Data System (ADS)
Qi, Xianghong; Nellas, Ricky B.; Byrn, Matthew W.; Russell, Matthew H.; Bible, Amber N.; Alexandre, Gladys; Shen, Tongye
2013-04-01
Dynamic cell-to-cell interactions are a prerequisite to many biological processes, including development and biofilm formation. Flagellum induced motility has been shown to modulate the initial cell-cell or cell-surface interaction and to contribute to the emergence of macroscopic patterns. While the role of swimming motility in surface colonization has been analyzed in some detail, a quantitative physical analysis of transient interactions between motile cells is lacking. We examined the Brownian dynamics of swimming cells in a crowded environment using a model of motorized adhesive tandem particles. Focusing on the motility and geometry of an exemplary motile bacterium Azospirillum brasilense, which is capable of transient cell-cell association (clumping), we constructed a physical model with proper parameters for the computer simulation of the clumping dynamics. By modulating mechanical interaction (‘stickiness’) between cells and swimming speed, we investigated how equilibrium and active features affect the clumping dynamics. We found that the modulation of active motion is required for the initial aggregation of cells to occur at a realistic time scale. Slowing down the rotation of flagellar motors (and thus swimming speeds) is correlated to the degree of clumping, which is consistent with the experimental results obtained for A. brasilense.
Mendonça, Philipe RF; Vargas-Caballero, Mariana; Erdélyi, Ferenc; Szabó, Gábor; Paulsen, Ole; Robinson, Hugh PC
2016-01-01
Most cortical neurons fire regularly when excited by a constant stimulus. In contrast, irregular-spiking (IS) interneurons are remarkable for the intrinsic variability of their spike timing, which can synchronize amongst IS cells via specific gap junctions. Here, we have studied the biophysical mechanisms of this irregular spiking in mice, and how IS cells fire in the context of synchronous network oscillations. Using patch-clamp recordings, artificial dynamic conductance injection, pharmacological analysis and computational modeling, we show that spike time irregularity is generated by a nonlinear dynamical interaction of voltage-dependent sodium and fast-inactivating potassium channels just below spike threshold, amplifying channel noise. This active irregularity may help IS cells synchronize with each other at gamma range frequencies, while resisting synchronization to lower input frequencies. DOI: http://dx.doi.org/10.7554/eLife.16475.001 PMID:27536875
Mendonça, Philipe Rf; Vargas-Caballero, Mariana; Erdélyi, Ferenc; Szabó, Gábor; Paulsen, Ole; Robinson, Hugh Pc
2016-01-01
Most cortical neurons fire regularly when excited by a constant stimulus. In contrast, irregular-spiking (IS) interneurons are remarkable for the intrinsic variability of their spike timing, which can synchronize amongst IS cells via specific gap junctions. Here, we have studied the biophysical mechanisms of this irregular spiking in mice, and how IS cells fire in the context of synchronous network oscillations. Using patch-clamp recordings, artificial dynamic conductance injection, pharmacological analysis and computational modeling, we show that spike time irregularity is generated by a nonlinear dynamical interaction of voltage-dependent sodium and fast-inactivating potassium channels just below spike threshold, amplifying channel noise. This active irregularity may help IS cells synchronize with each other at gamma range frequencies, while resisting synchronization to lower input frequencies. PMID:27536875
NASA Astrophysics Data System (ADS)
Das, S.; Goswami, K.; Datta, B. N.
2016-05-01
Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of a loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Finally the most robust set of feedback matrices is selected from the set of probabilistically characterized optimal closed-loop system to implement the new methodology for design of active controlled structures. Numerical examples are presented to illustrate the proposed methodology.
Das, Sonjoy; Goswami, Kundan; Datta, Biswa N.
2014-12-10
Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology.
NASA Astrophysics Data System (ADS)
Das, Sonjoy; Goswami, Kundan; Datta, Biswa N.
2014-12-01
Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this work for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology.
Klinkusch, Stefan; Tremblay, Jean Christophe
2016-05-14
In this contribution, we introduce a method for simulating dissipative, ultrafast many-electron dynamics in intense laser fields. The method is based on the norm-conserving stochastic unraveling of the dissipative Liouville-von Neumann equation in its Lindblad form. The N-electron wave functions sampling the density matrix are represented in the basis of singly excited configuration state functions. The interaction with an external laser field is treated variationally and the response of the electronic density is included to all orders in this basis. The coupling to an external environment is included via relaxation operators inducing transition between the configuration state functions. Single electron ionization is represented by irreversible transition operators from the ionizing states to an auxiliary continuum state. The method finds its efficiency in the representation of the operators in the interaction picture, where the resolution-of-identity is used to reduce the size of the Hamiltonian eigenstate basis. The zeroth-order eigenstates can be obtained either at the configuration interaction singles level or from a time-dependent density functional theory reference calculation. The latter offers an alternative to explicitly time-dependent density functional theory which has the advantage of remaining strictly valid for strong field excitations while improving the description of the correlation as compared to configuration interaction singles. The method is tested on a well-characterized toy system, the excitation of the low-lying charge transfer state in LiCN. PMID:27179472
NASA Astrophysics Data System (ADS)
Khatiwala, Samar; Shaw, Bruce E.; Cane, Mark A.
Low-dimensional models can give insight into the climate system, in particular its response to externally imposed forcing such as the anthropogenic emission of green-house gases. Here, we use the Lorenz system, a chaotic dynamical system characterized by two “regimes”, to examine the effect of a weak imposed forcing. We show that the probability density functions (PDF's) of time-spent in the two regimes are exponential, and that the most dramatic response to forcing is a change in the frequency of occurrence of extremely persistent events, rather than the weaker change in the mean persistence time. This enhanced sensitivity of the “tails” of the PDF's to forcing is quantitatively explained by changes in the stability of the regimes. We demonstrate similar behavior in a stochastically forced double well system. Our results suggest that the most significant effect of anthropogenic forcing may be to change the frequency of occurrence of persistent climate events, such as droughts, rather than the mean.
NASA Astrophysics Data System (ADS)
Andrews, Blake M.; Song, Junho; Fahnestock, Larry A.
2009-09-01
Buckling-restrained braces (BRBs) have recently become popular in the United States for use as primary members of seismic lateral-force-resisting systems. A BRB is a steel brace that does not buckle in compression but instead yields in both tension and compression. Although design guidelines for BRB applications have been developed, systematic procedures for assessing performance and quantifying reliability are still needed. This paper presents an analytical framework for assessing buckling-restrained braced frame (BRBF) reliability when subjected to seismic loads. This framework efficiently quantifies the risk of BRB failure due to low-cycle fatigue fracture of the BRB core. The procedure includes a series of components that: (1) quantify BRB demand in terms of BRB core deformation histories generated through stochastic dynamic analyses; (2) quantify the limit-state of a BRB in terms of its remaining cumulative plastic ductility capacity based on an experimental database; and (3) evaluate the probability of BRB failure, given the quantified demand and capacity, through structural reliability analyses. Parametric studies were conducted to investigate the effects of the seismic load, and characteristics of the BRB and BRBF on the probability of brace failure. In addition, fragility curves (i.e., conditional probabilities of brace failure given ground shaking intensity parameters) were created by the proposed framework. While the framework presented in this paper is applied to the assessment of BRBFs, the modular nature of the framework components allows for application to other structural components and systems.
NASA Astrophysics Data System (ADS)
Klinkusch, Stefan; Tremblay, Jean Christophe
2016-05-01
In this contribution, we introduce a method for simulating dissipative, ultrafast many-electron dynamics in intense laser fields. The method is based on the norm-conserving stochastic unraveling of the dissipative Liouville-von Neumann equation in its Lindblad form. The N-electron wave functions sampling the density matrix are represented in the basis of singly excited configuration state functions. The interaction with an external laser field is treated variationally and the response of the electronic density is included to all orders in this basis. The coupling to an external environment is included via relaxation operators inducing transition between the configuration state functions. Single electron ionization is represented by irreversible transition operators from the ionizing states to an auxiliary continuum state. The method finds its efficiency in the representation of the operators in the interaction picture, where the resolution-of-identity is used to reduce the size of the Hamiltonian eigenstate basis. The zeroth-order eigenstates can be obtained either at the configuration interaction singles level or from a time-dependent density functional theory reference calculation. The latter offers an alternative to explicitly time-dependent density functional theory which has the advantage of remaining strictly valid for strong field excitations while improving the description of the correlation as compared to configuration interaction singles. The method is tested on a well-characterized toy system, the excitation of the low-lying charge transfer state in LiCN.
Xi, Yi-Bin; Li, Chen; Cui, Long-Biao; Liu, Jian; Guo, Fan; Li, Liang; Liu, Ting-Ting; Liu, Kang; Chen, Gang; Xi, Min; Wang, Hua-Ning; Yin, Hong
2016-01-01
Familial risk plays a significant role in the etiology of schizophrenia (SZ). Many studies using neuroimaging have demonstrated structural and functional alterations in relatives of SZ patients, with significant results found in diverse brain regions involving the anterior cingulate cortex (ACC), caudate, dorsolateral prefrontal cortex (DLPFC), and hippocampus. This study investigated whether unaffected relatives of first episode SZ differ from healthy controls (HCs) in effective connectivity measures among these regions. Forty-six unaffected first-degree relatives of first episode SZ patients-according to the DSM-IV-were studied. Fifty HCs were included for comparison. All subjects underwent resting state functional magnetic resonance imaging (fMRI). We used stochastic dynamic causal modeling (sDCM) to estimate the directed connections between the left ACC, right ACC, left caudate, right caudate, left DLPFC, left hippocampus, and right hippocampus. We used Bayesian parameter averaging (BPA) to characterize the differences. The BPA results showed hyperconnectivity from the left ACC to right hippocampus and hypoconnectivity from the right ACC to right hippocampus in SZ relatives compared to HCs. The pattern of anterior cingulate cortico-hippocampal connectivity in SZ relatives may be a familial feature of SZ risk, appearing to reflect familial susceptibility for SZ. PMID:27512370
Xi, Yi-Bin; Li, Chen; Cui, Long-Biao; Liu, Jian; Guo, Fan; Li, Liang; Liu, Ting-Ting; Liu, Kang; Chen, Gang; Xi, Min; Wang, Hua-Ning; Yin, Hong
2016-01-01
Familial risk plays a significant role in the etiology of schizophrenia (SZ). Many studies using neuroimaging have demonstrated structural and functional alterations in relatives of SZ patients, with significant results found in diverse brain regions involving the anterior cingulate cortex (ACC), caudate, dorsolateral prefrontal cortex (DLPFC), and hippocampus. This study investigated whether unaffected relatives of first episode SZ differ from healthy controls (HCs) in effective connectivity measures among these regions. Forty-six unaffected first-degree relatives of first episode SZ patients—according to the DSM-IV—were studied. Fifty HCs were included for comparison. All subjects underwent resting state functional magnetic resonance imaging (fMRI). We used stochastic dynamic causal modeling (sDCM) to estimate the directed connections between the left ACC, right ACC, left caudate, right caudate, left DLPFC, left hippocampus, and right hippocampus. We used Bayesian parameter averaging (BPA) to characterize the differences. The BPA results showed hyperconnectivity from the left ACC to right hippocampus and hypoconnectivity from the right ACC to right hippocampus in SZ relatives compared to HCs. The pattern of anterior cingulate cortico-hippocampal connectivity in SZ relatives may be a familial feature of SZ risk, appearing to reflect familial susceptibility for SZ. PMID:27512370
NASA Astrophysics Data System (ADS)
Wen, Xing-Chun; He, Ling-Yun
2015-08-01
There is a bitter controversy over what drives the housing price in China in the existing literature. In this paper, we investigate the underlying driving force behind housing price fluctuations in China, especially focusing on the role of housing demand shock with that of money supply shock in explaining housing price movements, by a new Keynesian dynamic stochastic general equilibrium model. Empirical results suggest that it is housing demand, instead of money supply, that mainly drives China's housing price movements. Relevant policy implication is further discussed, namely, whether to consider the housing price fluctuations in the conduct of monetary policy. By means of the policy simulations, we find that a real house price-augmented money supply rule is a better monetary policy for China's economy stabilization. 1. Investment refers to fixed capital investment. 2. Housing price refers to national average housing price. Quarterly data on housing price during the period of our work are not directly available. However, monthly data of the value of sales on housing and sale volume on housing can be directly obtained from National Bureau of Statistics of China. We add up the monthly data and calculate one quarter's housing price by dividing the value of housing sales by its sale volume in one quarter. 3. M2 means the broad money supply in China.
Klinkusch, Stefan; Tremblay, Jean Christophe
2016-05-14
In this contribution, we introduce a method for simulating dissipative, ultrafast many-electron dynamics in intense laser fields. The method is based on the norm-conserving stochastic unraveling of the dissipative Liouville-von Neumann equation in its Lindblad form. The N-electron wave functions sampling the density matrix are represented in the basis of singly excited configuration state functions. The interaction with an external laser field is treated variationally and the response of the electronic density is included to all orders in this basis. The coupling to an external environment is included via relaxation operators inducing transition between the configuration state functions. Single electron ionization is represented by irreversible transition operators from the ionizing states to an auxiliary continuum state. The method finds its efficiency in the representation of the operators in the interaction picture, where the resolution-of-identity is used to reduce the size of the Hamiltonian eigenstate basis. The zeroth-order eigenstates can be obtained either at the configuration interaction singles level or from a time-dependent density functional theory reference calculation. The latter offers an alternative to explicitly time-dependent density functional theory which has the advantage of remaining strictly valid for strong field excitations while improving the description of the correlation as compared to configuration interaction singles. The method is tested on a well-characterized toy system, the excitation of the low-lying charge transfer state in LiCN.
NASA Astrophysics Data System (ADS)
da Silva, Roberto; Hentz, Agenor; Alves, Alexandre
2015-11-01
In this work we propose a model to describe the fluctuations of self-driven objects (species A) walking against a crowd of particles in the opposite direction (species B) in order to simulate the spatial properties of the particle distribution from a stochastic point of view. Driven by concepts from pedestrian dynamics, in a particular regime known as stop-and-go waves, we propose a particular single-biased random walk (SBRW). This setup is modeled both via partial differential equations (PDE) and by using a probabilistic cellular automaton (PCA) method. The problem is non-interacting until the opposite particles visit the same cell of the target particles, which generates delays on the crossing time that depends on the concentration of particles of opposite species per cell. We analyzed the fluctuations on the position of particles and our results show a non-regular propagation characterized by long-tailed and asymmetric distributions which are better fitted by some chromatograph distributions found in the literature. We also show that effects of the crowd of particles in this situation are able to generate a pattern where we observe a small decrease of the target particle dispersion followed by an increase, differently from the observed straightforward non-interacting case. For a particular initial condition we present an interesting solution via constant density approximation (CDA).
NASA Astrophysics Data System (ADS)
Martin, A.; Pascal, C.; Leconte, R.
2014-12-01
Stochastic Dynamic Programming (SDP) is known to be an effective technique to find the optimal operating policy of hydropower systems. In order to improve the performance of SDP, this project evaluates the impact of re-updating the policy at every time step by using Ensemble Streamflow Prediction (ESP). We present a case study of the Kemano's hydropower system on the Nechako River in British Columbia, Canada. Managed by Rio Tinto Alcan (RTA), this system is subject to large streamflow volumes in spring due to important amount of snow depth during the winter season. Therefore, the operating policy should not only maximize production but also minimize the risk of flooding. The hydrological behavior of the system is simulated with CEQUEAU, a distributed and deterministic hydrological model developed by the Institut national de la recherche scientifique - Eau, Terre et Environnement (INRS-ETE) in Quebec, Canada. On each decision time step, CEQUEAU is used to generate ESP scenarios based on historical meteorological sequences and the current state of the hydrological model. These scenarios are used into the SDP to optimize the new release policy for the next time steps. This routine is then repeated over the entire simulation period. Results are compared with those obtained by using SDP on historical inflow scenarios.
NASA Astrophysics Data System (ADS)
Thomas, Michael A.; Quinodoz, Sofia; Schötz, Eva-Maria
2012-09-01
Asexual reproduction by division in higher organisms is rare, because a prerequisite is the ability to regenerate an entire organism from a piece of the original body. Freshwater planarians are one of the few animals that can reproduce this way, but little is known about the regulation of their reproduction cycles or strategies. We have previously shown that a planarian's reproduction strategy is randomized to include fragmentations, producing multiple offspring, as well as binary fissions, and can be partially explained by a maximum relative entropy principle. In this study we attempt to decompose the factors controlling their reproduction cycle. Based on recent studies on the cell cycle of budding yeast, which suggest that molecular noise in gene expression and cell size at birth together control cell cycle variability, we investigated whether the variability in planarian reproduction waiting times could be similarly regulated. We find that such a model can indeed explain the observed distribution of waiting times between birth and next reproductive event, suggesting that birth size and a stochastic noise term govern the reproduction dynamics of asexual planarians.
Solution of deterministic-stochastic epidemic models by dynamical Monte Carlo method
NASA Astrophysics Data System (ADS)
Aièllo, O. E.; Haas, V. J.; daSilva, M. A. A.; Caliri, A.
2000-07-01
This work is concerned with dynamical Monte Carlo (MC) method and its application to models originally formulated in a continuous-deterministic approach. Specifically, a susceptible-infected-removed-susceptible (SIRS) model is used in order to analyze aspects of the dynamical MC algorithm and achieve its applications in epidemic contexts. We first examine two known approaches to the dynamical interpretation of the MC method and follow with the application of one of them in the SIRS model. The working method chosen is based on the Poisson process where hierarchy of events, properly calculated waiting time between events, and independence of the events simulated, are the basic requirements. To verify the consistence of the method, some preliminary MC results are compared against exact steady-state solutions and other general numerical results (provided by Runge-Kutta method): good agreement is found. Finally, a space-dependent extension of the SIRS model is introduced and treated by MC. The results are interpreted under and in accordance with aspects of the herd-immunity concept.
Alonso, Daniel; Vega, Ines de
2010-06-15
Open quantum systems are often encountered in many different physical situations. From quantum optics to statistical mechanics, they are fundamental in the understanding of a great variety of different phenomena. Some of the most common examples are the relaxation to equilibrium, the existence of nonequilibrium stationary states, and the dynamics of atoms in interaction with electromagnetic fields. A crucial step in the analysis is to consider the quantum open system and its environment as the two mutually interacting components of a larger isolated system. Thereafter, the so-called Markov approximation is often considered, which consists on assuming that the time scales associated to the dynamics of the quantum open system are larger than those of the environment. It is the interplay of the different time scales associated with the system and the environment what determines the validity of the different approximations made. In this paper we will discuss the dynamics of a open quantum system in contact with a reservoir when the Markov approximation is not valid, and we have to include some non-Markovian or memory effects.
NASA Astrophysics Data System (ADS)
Klarenberg, G.
2015-12-01
Infrastructure projects such as road paving have proven to bring a variety of (mainly) socio-economic advantages to countries and populations. However, many studies have also highlighted the negative socio-economic and biophysical effects that these developments have at local, regional and even larger scales. The "MAP" area (Madre de Dios in Peru, Acre in Brazil, and Pando in Bolivia) is a biodiversity hotspot in the southwestern Amazon where sections of South America's Inter-Oceanic Highway were paved between 2006 and 2010. We are interested in vegetation dynamics in the area since it plays an important role in ecosystem functions and ecosystem services in socio-ecological systems: it provides information on productivity and structure of the forest. In preparation of more complex and mechanistic simulation of vegetation, non-linear time series analysis and Dynamic Factor Analysis (DFA) was conducted on Enhanced Vegetation Index (EVI) time series - which is a remote sensing product and provides information on vegetation dynamics as it detects chlorophyll (productivity) and structural change. Time series of 30 years for EVI2 (from MODIS and AVHRR) were obtained for 100 communities in the area. Through specific time series cluster analysis of the vegetation data, communities were clustered to facilitate data analysis and pattern recognition. The clustering is spatially consistent, and appears to be driven by median road paving progress - which is different for each cluster. Non-linear time series analysis (multivariate singular spectrum analysis, MSSA) separates common signals (or low-dimensional attractors) across clusters. Despite the presence of this deterministic structure though, time series behavior is mostly stochastic. Granger causality analysis between EVI2 and possible response variables indicates which variables (and with what lags) are to be included in DFA, resulting in unique Dynamic Factor Models for each cluster.
NASA Astrophysics Data System (ADS)
Polin, Marco; Tuval, Idan; Drescher, Knut; Goldstein, Raymond
2009-03-01
The biflagellated alga Chlamydomonas reinhardtii is a good model organism to study the origin of flagellar synchronization. Here we employ high-speed imaging to study the beating of the two flagella of Chlamydomonas, and show that a single cell can alternate between two distinct dynamical regimes: asynchronous and synchronous. The asynchronous state is characterized by a large interflagellar frequency difference. In the synchronous state, the flagella beat in phase for lengthy periods, interrupted episodically by an extra beat of either flagellum. The statistics of these events are consistent with a model of hydrodynamically coupled noisy oscillators. Previous observations have suggested that the two flagella have well separated intrinsic beat frequencies, and are synchronized by their mutual coupling. Our analysis shows instead that the synchronized state is incompatible with coupling-induced synchronization of flagella with those intrinsic frequencies. This suggests that the beat frequencies themselves are under the control of the cell. Moreover, high-resolution three-dimensional tracking of swimming cells provides strong evidence that these dynamical states are related to non-phototactic reorientation events in the trajectories, yielding a eukaryotic equivalent of the ``run and tumble'' motion of peritrichously flagellated bacteria.
NASA Astrophysics Data System (ADS)
Daryanoosh, Shakib; Wiseman, Howard M.; Brandes, Tobias
2016-02-01
A Markovian open quantum system which relaxes to a unique steady state ρss of finite rank can be decomposed into a finite physically realizable ensemble (PRE) of pure states. That is, as shown by R. I. Karasik and H. M. Wiseman [Phys. Rev. Lett. 106, 020406 (2011), 10.1103/PhysRevLett.106.020406], in principle there is a way to monitor the environment so that in the long-time limit the conditional state jumps between a finite number of possible pure states. In this paper we show how to apply this idea to the dynamics of a double quantum dot arising from the feedback control of quantum transport, as previously considered by C. Pöltl, C. Emary, and T. Brandes [Phys. Rev. B 84, 085302 (2011), 10.1103/PhysRevB.84.085302]. Specifically, we consider the limit where the system can be described as a qubit, and show that while the control scheme can always realize a two-state PRE, in the incoherent-tunneling regime there are infinitely many PREs compatible with the dynamics that cannot be so realized. For the two-state PREs that are realized, we calculate the counting statistics and see a clear distinction between the coherent and incoherent regimes.
Stochastic win-stay-lose-shift strategy with dynamic aspirations in evolutionary social dilemmas
NASA Astrophysics Data System (ADS)
Amaral, Marco A.; Wardil, Lucas; Perc, Matjaž; da Silva, Jafferson K. L.
2016-09-01
In times of plenty expectations rise, just as in times of crisis they fall. This can be mathematically described as a win-stay-lose-shift strategy with dynamic aspiration levels, where individuals aspire to be as wealthy as their average neighbor. Here we investigate this model in the realm of evolutionary social dilemmas on the square lattice and scale-free networks. By using the master equation and Monte Carlo simulations, we find that cooperators coexist with defectors in the whole phase diagram, even at high temptations to defect. We study the microscopic mechanism that is responsible for the striking persistence of cooperative behavior and find that cooperation spreads through second-order neighbors, rather than by means of network reciprocity that dominates in imitation-based models. For the square lattice the master equation can be solved analytically in the large temperature limit of the Fermi function, while for other cases the resulting differential equations must be solved numerically. Either way, we find good qualitative agreement with the Monte Carlo simulation results. Our analysis also reveals that the evolutionary outcomes are to a large degree independent of the network topology, including the number of neighbors that are considered for payoff determination on lattices, which further corroborates the local character of the microscopic dynamics. Unlike large-scale spatial patterns that typically emerge due to network reciprocity, here local checkerboard-like patterns remain virtually unaffected by differences in the macroscopic properties of the interaction network.
Delayed feedback control of stochastic spatiotemporal dynamics in a resonant tunneling diode.
Stegemann, G; Balanov, A G; Schöll, E
2006-01-01
The influence of time-delayed feedback upon the spatiotemporal current density patterns is investigated in a model of a semiconductor nanostructure, namely a double-barrier resonant tunneling diode. The parameters are chosen below the Hopf bifurcation, where the only stable state of the system is a spatially inhomogeneous "filamentary" steady state. The addition of weak Gaussian white noise to the system gives rise to spatially inhomogeneous self-sustained temporal oscillations that can be quite coherent. We show that applying a time-delayed feedback can either increase or decrease the regularity of the noise-induced dynamics in this spatially extended system. Using linear stability analysis, we can explain these effects, depending on the length of the delay interval. Furthermore, we study the influence of this additional control term upon the deterministic behavior of the system, which can change significantly depending on the choice of parameters. PMID:16486254
Exact stochastic unraveling of an optical coherence dynamics by cumulant expansion
Olšina, Jan; Mančal, Tomáš; Kramer, Tobias; Kreisbeck, Christoph
2014-10-28
A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space with respect to the coupling between the excited states of the molecule. The trajectories are weighted by a complex decoherence factor based on the second-order cumulant expansion of the environmental evolution. The method can be used with an arbitrary environment characterized by a general correlation function and arbitrary coupling strength. It is formally exact for harmonic environments, and it can be used with arbitrary temperature. Time evolution of an optically excited Frenkel exciton dimer representing a molecular exciton interacting with a charge transfer state is calculated by the proposed method. We calculate the evolution of the optical coherence elements of the density matrix and linear absorption spectrum, and compare them with the predictions of standard simulation methods.
Eigenvalue density of linear stochastic dynamical systems: A random matrix approach
NASA Astrophysics Data System (ADS)
Adhikari, S.; Pastur, L.; Lytova, A.; Du Bois, J.
2012-02-01
Eigenvalue problems play an important role in the dynamic analysis of engineering systems modeled using the theory of linear structural mechanics. When uncertainties are considered, the eigenvalue problem becomes a random eigenvalue problem. In this paper the density of the eigenvalues of a discretized continuous system with uncertainty is discussed by considering the model where the system matrices are the Wishart random matrices. An analytical expression involving the Stieltjes transform is derived for the density of the eigenvalues when the dimension of the corresponding random matrix becomes asymptotically large. The mean matrices and the dispersion parameters associated with the mass and stiffness matrices are necessary to obtain the density of the eigenvalues in the frameworks of the proposed approach. The applicability of a simple eigenvalue density function, known as the Marenko-Pastur (MP) density, is investigated. The analytical results are demonstrated by numerical examples involving a plate and the tail boom of a helicopter with uncertain properties. The new results are validated using an experiment on a vibrating plate with randomly attached spring-mass oscillators where 100 nominally identical samples are physically created and individually tested within a laboratory framework.
A stochastic dynamic model for human error analysis in nuclear power plants
NASA Astrophysics Data System (ADS)
Delgado-Loperena, Dharma
Nuclear disasters like Three Mile Island and Chernobyl indicate that human performance is a critical safety issue, sending a clear message about the need to include environmental press and competence aspects in research. This investigation was undertaken to serve as a roadmap for studying human behavior through the formulation of a general solution equation. The theoretical model integrates models from two heretofore-disassociated disciplines (behavior specialists and technical specialists), that historically have independently studied the nature of error and human behavior; including concepts derived from fractal and chaos theory; and suggests re-evaluation of base theory regarding human error. The results of this research were based on comprehensive analysis of patterns of error, with the omnipresent underlying structure of chaotic systems. The study of patterns lead to a dynamic formulation, serving for any other formula used to study human error consequences. The search for literature regarding error yielded insight for the need to include concepts rooted in chaos theory and strange attractors---heretofore unconsidered by mainstream researchers who investigated human error in nuclear power plants or those who employed the ecological model in their work. The study of patterns obtained from the rupture of a steam generator tube (SGTR) event simulation, provided a direct application to aspects of control room operations in nuclear power plant operations. In doing so, the conceptual foundation based in the understanding of the patterns of human error analysis can be gleaned, resulting in reduced and prevent undesirable events.
Majer, Niels; Schöll, Eckehard
2009-01-01
We study the control of noise-induced spatiotemporal current density patterns in a semiconductor nanostructure (double-barrier resonant tunneling diode) by multiple time-delayed feedback. We find much more pronounced resonant features of noise-induced oscillations compared to single time feedback, rendering the system more sensitive to variations in the delay time tau . The coherence of noise-induced oscillations measured by the correlation time exhibits sharp resonances as a function of tau , and can be strongly increased by optimal choices of tau . Similarly, the peaks in the power spectral density are sharpened. We provide analytical insight into the control mechanism by relating the correlation times and mean frequencies of noise-induced breathing oscillations to the stability properties of the deterministic stationary current density filaments under the influence of the control loop. Moreover, we demonstrate that the use of multiple time delays enlarges the regime in which the deterministic dynamical properties of the system are not changed by delay-induced bifurcations. PMID:19257003
Large Deviations, Dynamics and Phase Transitions in Large Stochastic and Disordered Neural Networks
NASA Astrophysics Data System (ADS)
Cabana, Tanguy; Touboul, Jonathan
2013-10-01
Neuronal networks are characterized by highly heterogeneous connectivity, and this disorder was recently related experimentally to qualitative properties of the network. The motivation of this paper is to mathematically analyze the role of these disordered connectivities on the large-scale properties of neuronal networks. To this end, we analyze here large-scale limit behaviors of neural networks including, for biological relevance, multiple populations, random connectivities and interaction delays. Due to the randomness of the connectivity, usual mean-field methods (e.g. coupling) cannot be applied, but, similarly to studies developed for spin glasses, we will show that the sequences of empirical measures satisfy a large deviation principle, and converge towards a self-consistent non-Markovian process. From a mathematical viewpoint, the proof differs from previous works in that we are working in infinite-dimensional spaces (interaction delays) and consider multiple cell types. The limit obtained formally characterizes the macroscopic behavior of the network. We propose a dynamical systems approach in order to address the qualitative nature of the solutions of these very complex equations, and apply this methodology to three instances in order to show how non-centered coefficients, interaction delays and multiple populations networks are affected by disorder levels. We identify a number of phase transitions in such systems upon changes in delays, connectivity patterns and dispersion, and particularly focus on the emergence of non-equilibrium states involving synchronized oscillations.
Ma, Liangsuo; Steinberg, Joel L.; Cunningham, Kathryn A.; Lane, Scott D.; Bjork, James M.; Neelakantan, Harshini; Price, Amanda E.; Narayana, Ponnada A.; Kosten, Thomas R.; Bechara, Antoine; Moeller, F. Gerard
2015-01-01
Cocaine dependence is associated with increased impulsivity in humans. Both cocaine dependence and impulsive behavior are under the regulatory control of cortico-striatal networks. One behavioral laboratory measure of impulsivity is response inhibition (ability to withhold a prepotent response) in which altered patterns of regional brain activation during executive tasks in service of normal performance are frequently found in cocaine dependent (CD) subjects studied with functional magnetic resonance imaging (fMRI). However, little is known about aberrations in specific directional neuronal connectivity in CD subjects. The present study employed fMRI-based dynamic causal modeling (DCM) to study the effective (directional) neuronal connectivity associated with response inhibition in CD subjects, elicited under performance of a Go/NoGo task with two levels of NoGo difficulty (Easy and Hard). The performance on the Go/NoGo task was not significantly different between CD subjects and controls. The DCM analysis revealed that prefrontal–striatal connectivity was modulated (influenced) during the NoGo conditions for both groups. The effective connectivity from left (L) anterior cingulate cortex (ACC) to L caudate was similarly modulated during the Easy NoGo condition for both groups. During the Hard NoGo condition in controls, the effective connectivity from right (R) dorsolateral prefrontal cortex (DLPFC) to L caudate became more positive, and the effective connectivity from R ventrolateral prefrontal cortex (VLPFC) to L caudate became more negative. In CD subjects, the effective connectivity from L ACC to L caudate became more negative during the Hard NoGo conditions. These results indicate that during Hard NoGo trials in CD subjects, the ACC rather than DLPFC or VLPFC influenced caudate during response inhibition. PMID:26082893
NASA Astrophysics Data System (ADS)
Gammaitoni, Luca; Hänggi, Peter; Jung, Peter; Marchesoni, Fabio
1998-01-01
Over the last two decades, stochastic resonance has continuously attracted considerable attention. The term is given to a phenomenon that is manifest in nonlinear systems whereby generally feeble input information (such as a weak signal) can be be amplified and optimized by the assistance of noise. The effect requires three basic ingredients: (i) an energetic activation barrier or, more generally, a form of threshold; (ii) a weak coherent input (such as a periodic signal); (iii) a source of noise that is inherent in the system, or that adds to the coherent input. Given these features, the response of the system undergoes resonance-like behavior as a function of the noise level; hence the name stochastic resonance. The underlying mechanism is fairly simple and robust. As a consequence, stochastic resonance has been observed in a large variety of systems, including bistable ring lasers, semiconductor devices, chemical reactions, and mechanoreceptor cells in the tail fan of a crayfish. In this paper, the authors report, interpret, and extend much of the current understanding of the theory and physics of stochastic resonance. They introduce the readers to the basic features of stochastic resonance and its recent history. Definitions of the characteristic quantities that are important to quantify stochastic resonance, together with the most important tools necessary to actually compute those quantities, are presented. The essence of classical stochastic resonance theory is presented, and important applications of stochastic resonance in nonlinear optics, solid state devices, and neurophysiology are described and put into context with stochastic resonance theory. More elaborate and recent developments of stochastic resonance theory are discussed, ranging from fundamental quantum properties-being important at low temperatures-over spatiotemporal aspects in spatially distributed systems, to realizations in chaotic maps. In conclusion the authors summarize the achievements
Variance decomposition in stochastic simulators
NASA Astrophysics Data System (ADS)
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Ying, Xiaoguo; Liu, Wei; Hui, Guohua
2015-01-01
In this paper, litchi freshness rapid non-destructive evaluating method using electronic nose (e-nose) and non-linear stochastic resonance (SR) was proposed. EN responses to litchi samples were continuously detected for 6 d Principal component analysis (PCA) and non-linear stochastic resonance (SR) methods were utilized to analyze EN detection data. PCA method could not totally discriminate litchi samples, while SR signal-to-noise ratio (SNR) eigen spectrum successfully discriminated all litchi samples. Litchi freshness predictive model developed using SNR eigen values shows high predictive accuracy with regression coefficients R2 = 0 .99396. PMID:25920547
NASA Astrophysics Data System (ADS)
Pierret, Frédéric
2016-02-01
We derived the equations of Celestial Mechanics governing the variation of the orbital elements under a stochastic perturbation, thereby generalizing the classical Gauss equations. Explicit formulas are given for the semimajor axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle, and the mean anomaly, which are expressed in term of the angular momentum vector H per unit of mass and the energy E per unit of mass. Together, these formulas are called the stochastic Gauss equations, and they are illustrated numerically on an example from satellite dynamics.
Structures and stochastic methods
Cakmak, A.S.
1987-01-01
Studies and research on structures and stochastic methods in the soil dynamics and earthquake engineering filed are covered in this book. The first section is on structures and includes studies on bridges, loaded tanks, sliding structures and wood-framed houses. The second section covers dams, retaining walls and slopes. The third section on underground structures covers pipelines, water supply, fire loss, buried lifeline, and underground transmission lines. The final section is on stochastic methods and includes applications in earthquake response spectra, lifeline aqueduct systems, and various other areas.
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
Ali, Qasim; Bauch, Chris T.; Anand, Madhur
2015-01-01
Background The transportation of camp firewood infested by non-native forest pests such as Asian long-horned beetle (ALB) and emerald ash borer (EAB) has severe impacts on North American forests. Once invasive forest pests are established, it can be difficult to eradicate them. Hence, preventing the long-distance transport of firewood by individuals is crucial. Methods Here we develop a stochastic simulation model that captures the interaction between forest pest infestations and human decisions regarding firewood transportation. The population of trees is distributed across 10 patches (parks) comprising a “low volume” partition of 5 patches that experience a low volume of park visitors, and a “high volume” partition of 5 patches experiencing a high visitor volume. The infestation spreads within a patch—and also between patches—according to the probability of between-patch firewood transportation. Individuals decide to transport firewood or buy it locally based on the costs of locally purchased versus transported firewood, social norms, social learning, and level of concern for observed infestations. Results We find that the average time until a patch becomes infested depends nonlinearly on many model parameters. In particular, modest increases in the tree removal rate, modest increases in public concern for infestation, and modest decreases in the cost of locally purchased firewood, relative to baseline (current) values, cause very large increases in the average time until a patch becomes infested due to firewood transport from other patches, thereby better preventing long-distance spread. Patches that experience lower visitor volumes benefit more from firewood movement restrictions than patches that experience higher visitor volumes. Also, cross–patch infestations not only seed new infestations, they can also worsen existing infestations to a surprising extent: long-term infestations are more intense in the high volume patches than the low volume
Stochastically driven genetic circuits
NASA Astrophysics Data System (ADS)
Tsimring, L. S.; Volfson, D.; Hasty, J.
2006-06-01
Transcriptional regulation in small genetic circuits exhibits large stochastic fluctuations. Recent experiments have shown that a significant fraction of these fluctuations is caused by extrinsic factors. In this paper we review several theoretical and computational approaches to modeling of small genetic circuits driven by extrinsic stochastic processes. We propose a simplified approach to this problem, which can be used in the case when extrinsic fluctuations dominate the stochastic dynamics of the circuit (as appears to be the case in eukaryots). This approach is applied to a model of a single nonregulated gene that is driven by a certain gating process that affects the rate of transcription, and to a simplified version of the galactose utilization circuit in yeast.
NASA Astrophysics Data System (ADS)
Qian, Hong
2010-12-01
Based on a stochastic, nonlinear, open biochemical reaction system perspective, we present an analytical theory for cellular biochemical processes. The chemical master equation (CME) approach provides a unifying mathematical framework for cellular modeling. We apply this theory to both self-regulating gene networks and phosphorylation-dephosphorylation signaling modules with feedbacks. Two types of bistability are illustrated in mesoscopic biochemical systems: one that has a macroscopic, deterministic counterpart and another that does not. In certain cases, the latter stochastic bistability is shown to be a "ghost" of the extinction phenomenon. We argue the thermal fluctuations inherent in molecular processes do not disappear in mesoscopic cell-sized nonlinear systems; rather they manifest themselves as isogenetic variations on a different time scale. Isogenetic biochemical variations in terms of the stochastic attractors can have extremely long lifetime. Transitions among discrete stochastic attractors spend most of the time in "waiting", exhibit punctuated equilibria. It can be naturally passed to "daughter cells" via a simple growth and division process. The CME system follows a set of nonequilibrium thermodynamic laws that include non-increasing free energy F( t) with external energy drive Q hk ≥0, and total entropy production rate e p =- dF/ dt+ Q hk ≥0. In the thermodynamic limit, with a system's size being infinitely large, the nonlinear bistability in the CME exhibits many of the characteristics of macroscopic equilibrium phase transition.
Ertaş, Mehmet; Deviren, Bayram; Keskin, Mustafa
2012-11-01
Nonequilibrium magnetic properties in a two-dimensional kinetic mixed spin-2 and spin-5/2 Ising system in the presence of a time-varying (sinusoidal) magnetic field are studied within the effective-field theory (EFT) with correlations. The time evolution of the system is described by using Glauber-type stochastic dynamics. The dynamic EFT equations are derived by employing the Glauber transition rates for two interpenetrating square lattices. We investigate the time dependence of the magnetizations for different interaction parameter values in order to find the phases in the system. We also study the thermal behavior of the dynamic magnetizations, the hysteresis loop area, and dynamic correlation. The dynamic phase diagrams are presented in the reduced magnetic field amplitude and reduced temperature plane and we observe that the system exhibits dynamic tricritical and reentrant behaviors. Moreover, the system also displays a double critical end point (B), a zero-temperature critical point (Z), a critical end point (E), and a triple point (TP). We also performed a comparison with the mean-field prediction in order to point out the effects of correlations and found that some of the dynamic first-order phase lines, which are artifacts of the mean-field approach, disappeared.
Stochastic simulation of transport phenomena
Wedgewood, L.E.; Geurts, K.R.
1995-10-01
In this paper, four examples are given to demonstrate how stochastic simulations can be used as a method to obtain numerical solutions to transport problems. The problems considered are two-dimensional heat conduction, mass diffusion with reaction, the start-up of Poiseuille flow, and Couette flow of a suspension of Hookean dumbbells. The first three examples are standard problems with well-known analytic solutions which can be used to verify the results of the stochastic simulation. The fourth example combines a Brownian dynamics simulation for Hookean dumbbells, a crude model of a dilute polymer suspension, and a stochastic simulation for the suspending, Newtonian fluid. These examples illustrate appropriate methods for handling source/sink terms and initial and boundary conditions. The stochastic simulation results compare well with the analytic solutions and other numerical solutions. The goal of this paper is to demonstrate the wide applicability of stochastic simulation as a numerical method for transport problems.
2013-01-01
Background Normal colon crypts consist of stem cells, proliferating cells, and differentiated cells. Abnormal rates of proliferation and differentiation can initiate colon cancer. We have measured the variation in the number of each of these cell types in multiple crypts in normal human biopsy specimens. This has provided the opportunity to produce a calibrated computational model that simulates cell dynamics in normal human crypts, and by changing model parameter values, to simulate the initiation and treatment of colon cancer. Results An agent-based model of stochastic cell dynamics in human colon crypts was developed in the multi-platform open-source application NetLogo. It was assumed that each cell’s probability of proliferation and probability of death is determined by its position in two gradients along the crypt axis, a divide gradient and in a die gradient. A cell’s type is not intrinsic, but rather is determined by its position in the divide gradient. Cell types are dynamic, plastic, and inter-convertible. Parameter values were determined for the shape of each of the gradients, and for a cell’s response to the gradients. This was done by parameter sweeps that indicated the values that reproduced the measured number and variation of each cell type, and produced quasi-stationary stochastic dynamics. The behavior of the model was verified by its ability to reproduce the experimentally observed monocolonal conversion by neutral drift, the formation of adenomas resulting from mutations either at the top or bottom of the crypt, and by the robust ability of crypts to recover from perturbation by cytotoxic agents. One use of the virtual crypt model was demonstrated by evaluating different cancer chemotherapy and radiation scheduling protocols. Conclusions A virtual crypt has been developed that simulates the quasi-stationary stochastic cell dynamics of normal human colon crypts. It is unique in that it has been calibrated with measurements of human biopsy
NASA Technical Reports Server (NTRS)
Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.
2006-01-01
In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion by group symmetries of the problem were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. It is proved that the upper boundary of particle stochastic heating is conditioned by intrinsic property of the particle chaotic motion. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.
Yifat, Jonathan; Gannot, Israel
2015-03-01
Early detection of malignant tumors plays a crucial role in the survivability chances of the patient. Therefore, new and innovative tumor detection methods are constantly searched for. Tumor-specific magnetic-core nano-particles can be used with an alternating magnetic field to detect and treat tumors by hyperthermia. For the analysis of the method effectiveness, the bio-heat transfer between the nanoparticles and the tissue must be carefully studied. Heat diffusion in biological tissue is usually analyzed using the Pennes Bio-Heat Equation, where blood perfusion plays an important role. Malignant tumors are known to initiate an angiogenesis process, where endothelial cell migration from neighboring vasculature eventually leads to the formation of a thick blood capillary network around them. This process allows the tumor to receive its extensive nutrition demands and evolve into a more progressive and potentially fatal tumor. In order to assess the effect of angiogenesis on the bio-heat transfer problem, we have developed a discrete stochastic 3D model & simulation of tumor-induced angiogenesis. The model elaborates other angiogenesis models by providing high resolution 3D stochastic simulation, capturing of fine angiogenesis morphological features, effects of dynamic sprout thickness functions, and stochastic parent vessel generator. We show that the angiogenesis realizations produced are well suited for numerical bio-heat transfer analysis. Statistical study on the angiogenesis characteristics was derived using Monte Carlo simulations. According to the statistical analysis, we provide analytical expression for the blood perfusion coefficient in the Pennes equation, as a function of several parameters. This updated form of the Pennes equation could be used for numerical and analytical analyses of the proposed detection and treatment method.
Yifat, Jonathan; Gannot, Israel
2015-03-01
Early detection of malignant tumors plays a crucial role in the survivability chances of the patient. Therefore, new and innovative tumor detection methods are constantly searched for. Tumor-specific magnetic-core nano-particles can be used with an alternating magnetic field to detect and treat tumors by hyperthermia. For the analysis of the method effectiveness, the bio-heat transfer between the nanoparticles and the tissue must be carefully studied. Heat diffusion in biological tissue is usually analyzed using the Pennes Bio-Heat Equation, where blood perfusion plays an important role. Malignant tumors are known to initiate an angiogenesis process, where endothelial cell migration from neighboring vasculature eventually leads to the formation of a thick blood capillary network around them. This process allows the tumor to receive its extensive nutrition demands and evolve into a more progressive and potentially fatal tumor. In order to assess the effect of angiogenesis on the bio-heat transfer problem, we have developed a discrete stochastic 3D model & simulation of tumor-induced angiogenesis. The model elaborates other angiogenesis models by providing high resolution 3D stochastic simulation, capturing of fine angiogenesis morphological features, effects of dynamic sprout thickness functions, and stochastic parent vessel generator. We show that the angiogenesis realizations produced are well suited for numerical bio-heat transfer analysis. Statistical study on the angiogenesis characteristics was derived using Monte Carlo simulations. According to the statistical analysis, we provide analytical expression for the blood perfusion coefficient in the Pennes equation, as a function of several parameters. This updated form of the Pennes equation could be used for numerical and analytical analyses of the proposed detection and treatment method. PMID:24462603
Exact semiclassical wave equation for stochastic quantum optics
NASA Astrophysics Data System (ADS)
Diósi, Lajos
1996-02-01
Semiclassical (stochastic) wave equations are proposed for the coupled dynamics of atomic quantum states and semiclassical radiation field. All relevant predictions of standard unitary quantum dynamics are exactly reproducible in the framework of the stochastic wave equation model. We stress in such a way that the concept of stochastic wave equations is not to be restricted to the widely used Markovian approximation.
Assaraf, Roland; Caffarel, Michel; Kollias, A C
2011-04-15
We present a method to efficiently evaluate small energy differences of two close N-body systems by employing stochastic processes having a stability versus chaos property. By using the same random noise, energy differences are computed from close trajectories without reweighting procedures. The approach is presented for quantum systems but can be applied to classical N-body systems as well. It is exemplified with diffusion Monte Carlo simulations for long chains of hydrogen atoms and molecules for which it is shown that the long-standing problem of computing energy derivatives is solved. PMID:21568537
NASA Astrophysics Data System (ADS)
Chiavico, Mattia; Raso, Luciano; Dorchies, David; Malaterre, Pierre-Olivier
2015-04-01
Seine river region is an extremely important logistic and economic junction for France and Europe. The hydraulic protection of most part of the region relies on four controlled reservoirs, managed by EPTB Seine-Grands Lacs. Presently, reservoirs operation is not centrally coordinated, and release rules are based on empirical filling curves. In this study, we analyze how a centralized release policy can face flood and drought risks, optimizing water system efficiency. The optimal and centralized decisional problem is solved by Stochastic Dual Dynamic Programming (SDDP) method, minimizing an operational indicator for each planning objective. SDDP allows us to include into the system: 1) the hydrological discharge, specifically a stochastic semi-distributed auto-regressive model, 2) the hydraulic transfer model, represented by a linear lag and route model, and 3) reservoirs and diversions. The novelty of this study lies on the combination of reservoir and hydraulic models in SDDP for flood and drought protection problems. The study case covers the Seine basin until the confluence with Aube River: this system includes two reservoirs, the city of Troyes, and the Nuclear power plant of Nogent-Sur-Seine. The conflict between the interests of flood protection, drought protection, water use and ecology leads to analyze the environmental system in a Multi-Objective perspective.
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
NASA Technical Reports Server (NTRS)
Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.
2007-01-01
In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.
NASA Astrophysics Data System (ADS)
Munsky, Brian
2015-03-01
MAPK signal-activated transcription plays central roles in myriad biological processes including stress adaptation responses and cell fate decisions. Recent single-cell and single-molecule experiments have advanced our ability to quantify the spatial, temporal, and stochastic fluctuations for such signals and their downstream effects on transcription regulation. This talk explores how integrating such experiments with discrete stochastic computational analyses can yield quantitative and predictive understanding of transcription regulation in both space and time. We use single-molecule mRNA fluorescence in situ hybridization (smFISH) experiments to reveal locations and numbers of multiple endogenous mRNA species in 100,000's of individual cells, at different times and under different genetic and environmental perturbations. We use finite state projection methods to precisely and efficiently compute the full joint probability distributions of these mRNA, which capture measured spatial, temporal and correlative fluctuations. By combining these experimental and computational tools with uncertainty quantification, we systematically compare models of varying complexity and select those which give optimally precise and accurate predictions in new situations. We use these tools to explore two MAPK-activated gene regulation pathways. In yeast adaptation to osmotic shock, we analyze Hog1 kinase activation of transcription for three different genes STL1 (osmotic stress), CTT1 (oxidative stress) and HSP12 (heat shock). In human osteosarcoma cells under serum induction, we analyze ERK activation of c-Fos transcription.
Stochastic superparameterization in quasigeostrophic turbulence
Grooms, Ian; Majda, Andrew J.
2014-08-15
In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis’ stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and
Stochastic superparameterization in quasigeostrophic turbulence
NASA Astrophysics Data System (ADS)
Grooms, Ian; Majda, Andrew J.
2014-08-01
In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis' stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and
Manninen, O
1984-01-01
Changes in the temporary hearing threshold ( TTS2 ) and heart rate (HR) were examined in subjects exposed to stable noise, whole body vibration and dynamic muscular work at a dry-bulb temperature of 30 degrees C. The exposure combinations consisted of three categories of dynamic muscular work with varying loads ( 2W , 4W , 8W ), of two categories of noise and of three categories of vibration. The noise categories were: (1) no noise, and (2) stable, broadband (bandwidth 0.2-16.0 kHz) A-weighted noise with an intensity of 90 dB. The vibration categories were: (1) no vibration, (2) sinusoidal whole body vibration (Z-axis) with a frequency of 5 Hz, and (3) stochastic broadband (bandwidth 2.8-11.2 Hz) whole body vibration. A single test consisted of a control period of 30 min, three consecutive exposure periods of 16 min, each followed by a 4-min post-exposure interval and a recovery period of 15 min. The results of the variance analyses indicated that noise had the most notable effect on the TTS2 values at the hearing frequencies of both 4 and 6 kHz. Of the paired combinations, noise plus vibration and noise plus dynamic muscular work caused the most obvious combined effects. The combined effect of all three factors (noise, vibration and work) on the TTS2 values after three consecutive exposure periods was significant at the 2.5% level at the 4 kHz hearing frequency and at the 5% level at the 6 kHz hearing frequency. The added effect of vibration on enhanced TTS2 values was particularly clear when the vibration was stochastic and when the subjects had a low ( 2W ) working efficiency. Increasing the working efficiency, on the other hand, seemed to retard increases in the hearing threshold. Thus TTS2 values seemed to reflect the changes in HR values. It is as if the low rate of cardiovascular activity during light dynamic muscular work had enabled the manifestation of the cardiovascular effects of noise and vibration; during strenuous dynamic muscular work, however, the
Beamlets from stochastic acceleration.
Perri, Silvia; Carbone, Vincenzo
2008-09-01
We investigate the dynamics of a realization of the stochastic Fermi acceleration mechanism. The model consists of test particles moving between two oscillating magnetic clouds and differs from the usual Fermi-Ulam model in two ways. (i) Particles can penetrate inside clouds before being reflected. (ii) Particles can radiate a fraction of their energy during the process. Since the Fermi mechanism is at work, particles are stochastically accelerated, even in the presence of the radiated energy. Furthermore, due to a kind of resonance between particles and oscillating clouds, the probability density function of particles is strongly modified, thus generating beams of accelerated particles rather than a translation of the whole distribution function to higher energy. This simple mechanism could account for the presence of beamlets in some space plasma physics situations.
From Complex to Simple: Interdisciplinary Stochastic Models
ERIC Educational Resources Information Center
Mazilu, D. A.; Zamora, G.; Mazilu, I.
2012-01-01
We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions…
Laub, P B; Khorasanizadeh, S; Roder, H
1995-05-01
The local structure within an 8-A radius around residue 45 of a recombinant F45W variant of human ubiquitin has been determined using 67 interproton distance restraints measured by two-dimensional proton NMR. Proton chemical shift evidence indicates that structural perturbations due to the F45W mutation are minimal and limited to the immediate vicinity of the site of mutation. Simulated annealing implemented with stochastic boundary molecular dynamics was applied to refine the structure of Trp 45 and 10 neighboring residues. The stochastic boundary method allowed the entire protein to be reassembled from the refined coordinates and the outlying unrefined coordinates with little distortion at the boundary. Refinement began with four low-energy indole ring orientations of F45W-substituted wild-type (WT) ubiquitin crystal coordinates. Distance restraints were derived from mostly long-range NOE cross peaks with 51 restraints involving the Trp 45 indole ring. Tandem refinements of 64 structures were done using either (1) upper and lower bounds derived from qualitative inspection of NOE crosspeak intensities or (2) quantitative analysis of cross-peak heights using the program MARDIGRAS. Though similar to those based on qualitative restraint, structures obtained using quantitative NOE analysis were superior in terms of precision and accuracy as measured by back-calculated sixth-root R factors. The six-membered portion of the indole ring is nearly coincident with the phenyl ring of the WT and the indole NH is exposed to solvent. Accommodation of the larger ring is accompanied by small perturbations in the backbone and a 120 degrees rotation of the chi 2 dihedral angle of Leu 50.
Attainability analysis in the stochastic sensitivity control
NASA Astrophysics Data System (ADS)
Bashkirtseva, Irina
2015-02-01
For nonlinear dynamic stochastic control system, we construct a feedback regulator that stabilises an equilibrium and synthesises a required dispersion of random states around this equilibrium. Our approach is based on the stochastic sensitivity functions technique. We focus on the investigation of attainability sets for 2-D systems. A detailed parametric description of the attainability domains for various types of control inputs for stochastic Brusselator is presented. It is shown that the new regulator provides a low level of stochastic sensitivity and can suppress oscillations of large amplitude.
NASA Astrophysics Data System (ADS)
Holmes, Philip; Eckhoff, Philip; Wong-Lin, K. F.; Bogacz, Rafal; Zacksenhouse, Miriam; Cohen, Jonathan D.
2010-03-01
We describe how drift-diffusion (DD) processes - systems familiar in physics - can be used to model evidence accumulation and decision-making in two-alternative, forced choice tasks. We sketch the derivation of these stochastic differential equations from biophysically-detailed models of spiking neurons. DD processes are also continuum limits of the sequential probability ratio test and are therefore optimal in the sense that they deliver decisions of specified accuracy in the shortest possible time. This leaves open the critical balance of accuracy and speed. Using the DD model, we derive a speed-accuracy tradeoff that optimizes reward rate for a simple perceptual decision task, compare human performance with this benchmark, and discuss possible reasons for prevalent sub-optimality, focussing on the question of uncertain estimates of key parameters. We present an alternative theory of robust decisions that allows for uncertainty, and show that its predictions provide better fits to experimental data than a more prevalent account that emphasises a commitment to accuracy. The article illustrates how mathematical models can illuminate the neural basis of cognitive processes.
Nath, M; Woolliams, J A; Bishop, S C
2008-08-01
The aim of this paper was to explore the effect of genetic heterogeneity in host resistance to infection on the population-level risks and outcomes of epidemics. This was done using a stochastic epidemiological model in which the model parameters were assumed to be genetically controlled traits of the host. A finite locus model was explored, with a gene controlling the transmission coefficient (i.e., host susceptibility to infection) and a gene controlling the recovery period. Both genes were simulated to have 2 alleles with underlying additive or dominance inheritance and an independent assortment of alleles. The model was parameterized for a viral pig disease (transmissible gastroenteritis), and complete homogeneous mixing among genotypes was assumed. Mean population genotype dramatically affected epidemic outcomes, and subtle effects of heterogeneity on epidemic properties were also observed. Genetic variation in the transmission coefficient led to probabilities of epidemics occurring that were slightly greater than expected, but genetic variation in the recovery rate had no such effect. Epidemics were generally less severe in genetically heterogeneous populations than expected from the constituent subpopulations. Furthermore, the genotype of the initial infected animal had a marked effect on epidemic probabilities, particularly when genetic variation was for recovery rate. The results of this model provide useful information to determine the optimum population structures and to exploit genetic variation in resistance to infection. Applications of the proposed model in genetically heterogeneous populations for identifying practical disease management strategies are also discussed.
NASA Astrophysics Data System (ADS)
Nishino, Masamichi; Miyashita, Seiji
2015-04-01
It is crucially important to investigate the effects of temperature on magnetic properties such as critical phenomena, nucleation, pinning, domain wall motion, and coercivity. The Landau-Lifshitz-Gilbert (LLG) equation has been applied extensively to study dynamics of magnetic properties. Approaches of Langevin noises have been developed to introduce the temperature effect into the LLG equation. To have the thermal equilibrium state (canonical distribution) as the steady state, the system parameters must satisfy some condition known as the fluctuation-dissipation relation. In inhomogeneous magnetic systems in which spin magnitudes are different at sites, the condition requires that the ratio between the amplitude of the random noise and the damping parameter depend on the magnitude of the magnetic moment at each site. Focused on inhomogeneous magnetic systems, we systematically showed agreement between the stationary state of the stochastic LLG equation and the corresponding equilibrium state obtained by Monte Carlo simulations in various magnetic systems including dipole-dipole interactions. We demonstrated how violations of the condition result in deviations from the true equilibrium state. We also studied the characteristic features of the dynamics depending on the choice of the parameter set. All the parameter sets satisfying the condition realize the same stationary state (equilibrium state). In contrast, different choices of parameter set cause seriously different relaxation processes. We show two relaxation types, i.e., magnetization reversals with uniform rotation and with nucleation.
Stochastic thermodynamics of resetting
NASA Astrophysics Data System (ADS)
Fuchs, Jaco; Goldt, Sebastian; Seifert, Udo
2016-03-01
Stochastic dynamics with random resetting leads to a non-equilibrium steady state. Here, we consider the thermodynamics of resetting by deriving the first and second law for resetting processes far from equilibrium. We identify the contributions to the entropy production of the system which arise due to resetting and show that they correspond to the rate with which information is either erased or created. Using Landauer's principle, we derive a bound on the amount of work that is required to maintain a resetting process. We discuss different regimes of resetting, including a Maxwell demon scenario where heat is extracted from a bath at constant temperature.
Stochastic ontogenetic growth model
NASA Astrophysics Data System (ADS)
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Hughes, Samantha Jane; Cabral, João Alexandre; Bastos, Rita; Cortes, Rui; Vicente, Joana; Eitelberg, David; Yu, Huirong; Honrado, João; Santos, Mário
2016-09-15
This method development paper outlines an integrative stochastic dynamic methodology (StDM) framework to anticipate land use (LU) change effects on the ecological status of monitored and non-monitored lotic surface waters under the Water Framework Directive (WFD). Tested in the Alto Minho River Basin District in North West Portugal, the model is an innovative step towards developing a decision-making and planning tool to assess the influence impacts such as LU change and climate change on these complex systems. Comprising a series of sequential steps, a Generalized Linear Model based, competing model Multi Model Inference (MMI) approach was used for parameter estimation to identify principal land use types (distal factors) driving change in biological and physicochemical support elements (proximal factors) in monitored water bodies. The framework integrated MMI constants and coefficients of selected LU categories in the StDM simulations and spatial projections to simulate the ecological status of monitored and non-monitored lotic waterbodies in the test area under 2 scenarios of (1) LU intensification and (2) LU extensification. A total of 100 simulations were run for a 50year period for each scenario. Spatially dynamic projections of WFD metrics were obtained, taking into account the occurrence of stochastic wildfire events which typically occur in the study region and are exacerbated by LU change. A marked projected decline to "Moderate" ecological status for most waterbodies was detected under intensification but little change under extensification; only a few waterbodies fell to "moderate" status. The latter scenario describes the actual regional socio-economic situation of agricultural abandonment due to rural poverty, partly explaining the projected lack of change in ecological status. Based on the WFD "one out all out" criterion, projected downward shifts in ecological status were due to physicochemical support elements, namely increased phosphorus levels
Stochastic resonance on a circle
Wiesenfeld, K. ); Pierson, D.; Pantazelou, E.; Dames, C.; Moss, F. )
1994-04-04
We describe a new realization of stochastic resonance, applicable to a broad class of systems, based on an underlying excitable dynamics with deterministic reinjection. A simple but general theory of such single-trigger'' systems is compared with analog simulations of the Fitzhugh-Nagumo model, as well as experimental data obtained from stimulated sensory neurons in the crayfish.
Blaskiewicz, M.
2011-01-01
Stochastic Cooling was invented by Simon van der Meer and was demonstrated at the CERN ISR and ICE (Initial Cooling Experiment). Operational systems were developed at Fermilab and CERN. A complete theory of cooling of unbunched beams was developed, and was applied at CERN and Fermilab. Several new and existing rings employ coasting beam cooling. Bunched beam cooling was demonstrated in ICE and has been observed in several rings designed for coasting beam cooling. High energy bunched beams have proven more difficult. Signal suppression was achieved in the Tevatron, though operational cooling was not pursued at Fermilab. Longitudinal cooling was achieved in the RHIC collider. More recently a vertical cooling system in RHIC cooled both transverse dimensions via betatron coupling.
J.A. Krommes
2009-05-19
Fusion physics poses an extremely challenging, practically complex problem that does not yield readily to simple paradigms. Nevertheless, various of the theoretical tools and conceptual advances emphasized at the KaufmanFest 2007 have motivated and/or found application to the development of fusion-related plasma turbulence theory. A brief historical commentary is given on some aspects of that specialty, with emphasis on the role (and limitations) of Hamiltonian/symplectic approaches, variational methods, oscillation-center theory, and nonlinear dynamics. It is shown how to extract a renormalized ponderomotive force from the statistical equations of plasma turbulence, and the possibility of a renormalized K-χ theorem is discussed. An unusual application of quasilinear theory to the problem of plasma equilibria in the presence of stochastic magnetic fields is described. The modern problem of zonal-flow dynamics illustrates a confluence of several techniques, including (i) the application of nonlinear-dynamics methods, especially center-manifold theory, to the problem of the transition to plasma turbulence in the face of self-generated zonal flows; and (ii) the use of Hamiltonian formalism to determine the appropriate (Casimir) invariant to be used in a novel wave-kinetic analysis of systems of interacting zonal flows and drift waves. Recent progress in the theory of intermittent chaotic statistics and the generation of coherent structures from turbulence is mentioned, and an appeal is made for some new tools to cope with these interesting and difficult problems in nonlinear plasma physics. Finally, the important influence of the intellectually stimulating research environment fostered by Prof. Allan Kaufman on the author's thinking and teaching methodology is described.
Johnson, Todd; Bartol, Tom; Sejnowski, Terrence; Mjolsness, Eric
2015-01-01
Astochastic reaction network model of Ca2+ dynamics in synapses (Pepke et al PLoS Comput. Biol. 6 e1000675) is expressed and simulated using rule-based reaction modeling notation in dynamical grammars and in MCell. The model tracks the response of calmodulin and CaMKII to calcium influx in synapses. Data from numerically intensive simulations is used to train a reduced model that, out of sample, correctly predicts the evolution of interaction parameters characterizing the instantaneous probability distribution over molecular states in the much larger fine-scale models. The novel model reduction method, ‘graph-constrained correlation dynamics’, requires a graph of plausible state variables and interactions as input. It parametrically optimizes a set of constant coefficients appearing in differential equations governing the time-varying interaction parameters that determine all correlations between variables in the reduced model at any time slice. PMID:26086598
Denaro, Giovanni; Valenti, Davide; Spagnolo, Bernardo; Basilone, Gualtiero; Mazzola, Salvatore; Zgozi, Salem W.; Aronica, Salvatore; Bonanno, Angelo
2013-01-01
A stochastic advection-reaction-diffusion model with terms of multiplicative white Gaussian noise, valid for weakly mixed waters, is studied to obtain the vertical stationary spatial distributions of two groups of picophytoplankton, i.e., picoeukaryotes and Prochlorococcus, which account about for 60% of total chlorophyll on average in Mediterranean Sea. By numerically solving the equations of the model, we analyze the one-dimensional spatio-temporal dynamics of the total picophytoplankton biomass and nutrient concentration along the water column at different depths. In particular, we integrate the equations over a time interval long enough, obtaining the steady spatial distributions for the cell concentrations of the two picophytoplankton groups. The results are converted into chlorophyll a and divinil chlorophyll a concentrations and compared with experimental data collected in two different sites of the Sicily Channel (southern Mediterranean Sea). The comparison shows that real distributions are well reproduced by theoretical profiles. Specifically, position, shape and magnitude of the theoretical deep chlorophyll maximum exhibit a good agreement with the experimental values. PMID:23826130
Oroji, Amin; Omar, Mohd; Yarahmadian, Shantia
2016-10-21
In this paper, a new mathematical model is proposed for studying the population dynamics of breast cancer cells treated by radiotherapy by using a system of stochastic differential equations. The novelty of the model is essentially in capturing the concept of the cell cycle in the modeling to be able to evaluate the tumor lifespan. According to the cell cycle, each cell belongs to one of three subpopulations G, S, or M, representing gap, synthesis and mitosis subpopulations. Cells in the M subpopulation are highly radio-sensitive, whereas cells in the S subpopulation are highly radio-resistant. Therefore, in the process of radiotherapy, cell death rates of different subpopulations are not equal. In addition, since flow cytometry is unable to detect apoptotic cells accurately, the small changes in cell death rate in each subpopulation during treatment are considered. Subsequently, the proposed model is calibrated using experimental data from previous experiments involving the MCF-7 breast cancer cell line. Consequently, the proposed model is able to predict tumor lifespan based on the number of initial carcinoma cells. The results show the effectiveness of the radiation under the condition of stability, which describes the decreasing trend of the tumor cells population. PMID:27457094
NASA Astrophysics Data System (ADS)
Halabi, T.
2013-10-01
Stochastic dynamical reduction for the case of spin- z measurement of a spin-1/2 particle describes a random walk on the spin- z axis. The measurement’s result depends on which of the two points: spin- z=± ħ/2 is reached first. Born’s rule is recovered as long as the expected step size in spin- z is independent of proximity to endpoints. Here, we address the questions raised by this description: (1) When is collapse triggered, and what triggers it? (2) Why is the expected step size in spin- z (as opposed to polar angle) independent of proximity to endpoints? (3) Why does spin “lock” in the vertical directions? The difficulties associated with (1) are rooted, as is Bell’s theorem, in the time-asymmetric assumption that the present distribution over hidden variables is independent of future settings. We believe, a priori of any of the experiments of modern physics, that such a time-asymmetric assumption is dubious when probing the microscopic scale. As for (2) and (3), they are simultaneously resolved by abandoning the fundamental distinction drawn between spin and spatial angular momentum, and by appealing to very tiny (in both magnitude and spatial extent) but numerous patches of magnetic noise in the Stern-Gerlach’s field.
Noiseless compression using non-Markov models
NASA Technical Reports Server (NTRS)
Blumer, Anselm
1989-01-01
Adaptive data compression techniques can be viewed as consisting of a model specified by a database common to the encoder and decoder, an encoding rule and a rule for updating the model to ensure that the encoder and decoder always agree on the interpretation of the next transmission. The techniques which fit this framework range from run-length coding, to adaptive Huffman and arithmetic coding, to the string-matching techniques of Lempel and Ziv. The compression obtained by arithmetic coding is dependent on the generality of the source model. For many sources, an independent-letter model is clearly insufficient. Unfortunately, a straightforward implementation of a Markov model requires an amount of space exponential in the number of letters remembered. The Directed Acyclic Word Graph (DAWG) can be constructed in time and space proportional to the text encoded, and can be used to estimate the probabilities required for arithmetic coding based on an amount of memory which varies naturally depending on the encoded text. The tail of that portion of the text which was encoded is the longest suffix that has occurred previously. The frequencies of letters following these previous occurrences can be used to estimate the probability distribution of the next letter. Experimental results indicate that compression is often far better than that obtained using independent-letter models, and sometimes also significantly better than other non-independent techniques.
NASA Astrophysics Data System (ADS)
Alonso, Daniel; de Vega, Inés
The dynamics of a system in interaction with another system, the later considered as a reservoir, is studied in many different domains in physics. This approach is useful not only to address fundamental questions like quantum decoherence decoherence and the measurement problem [1] but also to deal with practical and theoretical problems appearing in the emerging fields of nanotechnology nanotechnology [2, 3] and quantum computing quantum computing as well as in systems of ultracold atoms [7]. In many of these cases, the basic approximation is the Markov assumption in which there is a clear separation of the typical timescales associated with the system and the reservoir or environment. This separation of timescales, together with other assumptions like the weak coupling between the system and the reservoir, has been central in the development of several fields, in particular in quantum optics [8, 9]. However, in
Stochastic ion acceleration by beating electrostatic waves.
Jorns, B; Choueiri, E Y
2013-01-01
A study is presented of the stochasticity in the orbit of a single, magnetized ion produced by the particle's interaction with two beating electrostatic waves whose frequencies differ by the ion cyclotron frequency. A second-order Lie transform perturbation theory is employed in conjunction with a numerical analysis of the maximum Lyapunov exponent to determine the velocity conditions under which stochasticity occurs in this dynamical system. Upper and lower bounds in ion velocity are found for stochastic orbits with the lower bound approximately equal to the phase velocity of the slower wave. A threshold condition for the onset of stochasticity that is linear with respect to the wave amplitudes is also derived. It is shown that the onset of stochasticity occurs for beating electrostatic waves at lower total wave energy densities than for the case of a single electrostatic wave or two nonbeating electrostatic waves. PMID:23410446
Bastos-Leite, António J.; Ridgway, Gerard R.; Silveira, Celeste; Norton, Andreia; Reis, Salomé; Friston, Karl J.
2015-01-01
We report the first stochastic dynamic causal modeling (sDCM) study of effective connectivity within the default mode network (DMN) in schizophrenia. Thirty-three patients (9 women, mean age = 25.0 years, SD = 5) with a first episode of psychosis and diagnosis of schizophrenia—according to the Diagnostic and Statistic Manual of Mental Disorders, 4th edition, revised criteria—were studied. Fifteen healthy control subjects (4 women, mean age = 24.6 years, SD = 4) were included for comparison. All subjects underwent resting state functional magnetic resonance imaging (fMRI) interspersed with 2 periods of continuous picture viewing. The anterior frontal (AF), posterior cingulate (PC), and the left and right parietal nodes of the DMN were localized in an unbiased fashion using data from 16 independent healthy volunteers (using an identical fMRI protocol). We used sDCM to estimate directed connections between and within nodes of the DMN, which were subsequently compared with t tests at the between subject level. The excitatory effect of the PC node on the AF node and the inhibitory self-connection of the AF node were significantly weaker in patients (mean values = 0.013 and −0.048 Hz, SD = 0.09 and 0.05, respectively) relative to healthy subjects (mean values = 0.084 and −0.088 Hz, SD = 0.15 and 0.77, respectively; P < .05). In summary, sDCM revealed reduced effective connectivity to the AF node of the DMN—reflecting a reduced postsynaptic efficacy of prefrontal afferents—in patients with first-episode schizophrenia. PMID:24939881
Stochastic string models with continuous semimartingales
NASA Astrophysics Data System (ADS)
Bueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F.
2015-09-01
This paper reformulates the stochastic string model of Santa-Clara and Sornette using stochastic calculus with continuous semimartingales. We present some new results, such as: (a) the dynamics of the short-term interest rate, (b) the PDE that must be satisfied by the bond price, and (c) an analytic expression for the price of a European bond call option. Additionally, we clarify some important features of the stochastic string model and show its relevance to price derivatives and the equivalence with an infinite dimensional HJM model to price European options.
Brennan,J.M.; Blaskiewicz, M. M.; Severino, F.
2009-05-04
After the success of longitudinal stochastic cooling of bunched heavy ion beam in RHIC, transverse stochastic cooling in the vertical plane of Yellow ring was installed and is being commissioned with proton beam. This report presents the status of the effort and gives an estimate, based on simulation, of the RHIC luminosity with stochastic cooling in all planes.
Stochastic resonance in the brusselator model
Osipov; Ponizovskaya
2000-04-01
Using the Brusselator model, we show that in a simple dynamical system small noise can be converted into stochastic spikewise oscillations of huge amplitude (bursting noises) in the vicinity of a Hopf bifurcation. Small periodic signals with amplitude several times less than the noise intensity transform these stochastic oscillations into quasiperiodic large-amplitude spikewise oscillations or small-amplitude quasiharmonic oscillations, depending on the signal form. PMID:11088262
Complexity and synchronization in stochastic chaotic systems
NASA Astrophysics Data System (ADS)
Son Dang, Thai; Palit, Sanjay Kumar; Mukherjee, Sayan; Hoang, Thang Manh; Banerjee, Santo
2016-02-01
We investigate the complexity of a hyperchaotic dynamical system perturbed by noise and various nonlinear speech and music signals. The complexity is measured by the weighted recurrence entropy of the hyperchaotic and stochastic systems. The synchronization phenomenon between two stochastic systems with complex coupling is also investigated. These criteria are tested on chaotic and perturbed systems by mean conditional recurrence and normalized synchronization error. Numerical results including surface plots, normalized synchronization errors, complexity variations etc show the effectiveness of the proposed analysis.
Smith, Jason F.; Chen, Kewei; Pillai, Ajay S.; Horwitz, Barry
2013-01-01
The number and variety of connectivity estimation methods is likely to continue to grow over the coming decade. Comparisons between methods are necessary to prune this growth to only the most accurate and robust methods. However, the nature of connectivity is elusive with different methods potentially attempting to identify different aspects of connectivity. Commonalities of connectivity definitions across methods upon which base direct comparisons can be difficult to derive. Here, we explicitly define “effective connectivity” using a common set of observation and state equations that are appropriate for three connectivity methods: dynamic causal modeling (DCM), multivariate autoregressive modeling (MAR), and switching linear dynamic systems for fMRI (sLDSf). In addition while deriving this set, we show how many other popular functional and effective connectivity methods are actually simplifications of these equations. We discuss implications of these connections for the practice of using one method to simulate data for another method. After mathematically connecting the three effective connectivity methods, simulated fMRI data with varying numbers of regions and task conditions is generated from the common equation. This simulated data explicitly contains the type of the connectivity that the three models were intended to identify. Each method is applied to the simulated data sets and the accuracy of parameter identification is analyzed. All methods perform above chance levels at identifying correct connectivity parameters. The sLDSf method was superior in parameter estimation accuracy to both DCM and MAR for all types of comparisons. PMID:23717258
Stochastic differential equations
Sobczyk, K. )
1990-01-01
This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshore structures.
The Sharma-Parthasarathy stochastic two-body problem
NASA Astrophysics Data System (ADS)
Cresson, J.; Pierret, F.; Puig, B.
2015-03-01
We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.
The Sharma-Parthasarathy stochastic two-body problem
Cresson, J.
2015-03-15
We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in [“Dynamics of a stochastically perturbed two-body problem,” Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss’s equations in the planar case.
Evans, C M; Medley, G F; Creasey, S J; Green, L E
2010-03-01
A stochastic, mathematical model of a farrow-finish pig herd was developed and used to investigate the within-herd transmission dynamics of PRRSV, and to examine patterns of on-farm persistence and fade-out. The model was structured to represent the management of a typical European pig herd. Three parameters determining the natural history of infection were derived from the literature. Transmission parameters were chosen using PRRSV antibody data from a cross-sectional study of 103 pig herds (Evans et al., 2008). The seroprevalence by age was generated from the model at 21-day intervals and was compared to the cross-sectional field data using log-likelihood, accounting for the accuracy of the ELISA test used. The model was run for various isolation practices of purchased gilts, contact structure, herd size and the frequency of re-introduction of infectious gilts. The time-dependent log-likelihood patterns varied between herds in a similar way to patterns observed from serological values from the 103 farms. Essentially they indicated two patterns of seroprevalence: herds in which PRRSV was stably persistent, and herds in which PRRSV was unstable, either recently introduced or recently faded-out. With a herd size of 327 sows with identical management, fade-out of virus occurred within 4 weeks in 21.9% of simulations. Without isolation of gilts from sows, fade-out within 250 days decreased from 81.6% to 14.3% and for herd sizes of 75, 150, 300 and 600, the probability of persistence of virus for >1200 days was 4%, 13.4%, 20.4% and 18.2%, respectively. Introduction of virus at a rate of approximately 0.37 times per year resulted in virus persisting for >1200 days in 32.4% of simulations, compared with 17.6% for no re-introduction. Fade-out of virus was most likely to occur within breeding females before virus reached young stock. Persistence was more likely once PRRSV was present in piglets which in turn infected rearing-pigs. The probability of persistence was higher
Suboptimal stochastic controller for an n-body spacecraft
NASA Technical Reports Server (NTRS)
Larson, V.
1973-01-01
The problem is studied of determining a stochastic optimal controller for an n-body spacecraft. The approach used in obtaining the stochastic controller involves the application, interpretation, and combination of advanced dynamical principles and the theoretical aspects of modern control theory. The stochastic controller obtained for a complicated model of a spacecraft uses sensor angular measurements associated with the base body to obtain smoothed estimates of the entire state vector, can be easily implemented, and enables system performance to be significantly improved.
A stochastic model of AIDS and condom use
NASA Astrophysics Data System (ADS)
Dalal, Nirav; Greenhalgh, David; Mao, Xuerong
2007-01-01
In this paper we introduce stochasticity into a model of AIDS and condom use via the technique of parameter perturbation which is standard in stochastic population modelling. We show that the model established in this paper possesses non-negative solutions as desired in any population dynamics. We also carry out a detailed analysis on asymptotic stability both in probability one and in pth moment. Our results reveal that a certain type of stochastic perturbation may help to stabilise the underlying system.
Solving the Langevin equation with stochastic algebraically correlated noise
NASA Astrophysics Data System (ADS)
Płoszajczak, M.; Srokowski, T.
1997-05-01
The long time tail in the velocity and force autocorrelation function has been found recently in molecular dynamics simulations of peripheral collisions of ions. Simulation of those slowly decaying correlations in the stochastic transport theory requires the development of new methods of generating stochastic force of arbitrarily long correlation times. In this paper we propose a Markovian process, the multidimensional kangaroo process, which permits the description of various algebraically correlated stochastic processes.
Stochastic models of population extinction.
Ovaskainen, Otso; Meerson, Baruch
2010-11-01
Theoretical ecologists have long sought to understand how the persistence of populations depends on biotic and abiotic factors. Classical work showed that demographic stochasticity causes the mean time to extinction to increase exponentially with population size, whereas variation in environmental conditions can lead to a power-law scaling. Recent work has focused especially on the influence of the autocorrelation structure ('color') of environmental noise. In theoretical physics, there is a burst of research activity in analyzing large fluctuations in stochastic population dynamics. This research provides powerful tools for determining extinction times and characterizing the pathway to extinction. It yields, therefore, sharp insights into extinction processes and has great potential for further applications in theoretical biology.
Stochastic Aspects of Cardiac Arrhythmias
NASA Astrophysics Data System (ADS)
Lerma, Claudia; Krogh-Madsen, Trine; Guevara, Michael; Glass, Leon
2007-07-01
Abnormal cardiac rhythms (cardiac arrhythmias) often display complex changes over time that can have a random or haphazard appearance. Mathematically, these changes can on occasion be identified with bifurcations in difference or differential equation models of the arrhythmias. One source for the variability of these rhythms is the fluctuating environment. However, in the neighborhood of bifurcation points, the fluctuations induced by the stochastic opening and closing of individual ion channels in the cell membrane, which results in membrane noise, may lead to randomness in the observed dynamics. To illustrate this, we consider the effects of stochastic properties of ion channels on the resetting of pacemaker oscillations and on the generation of early afterdepolarizations. The comparison of the statistical properties of long records showing arrhythmias with the predictions from theoretical models should help in the identification of different mechanisms underlying cardiac arrhythmias.
Stochastic kinetic mean field model
NASA Astrophysics Data System (ADS)
Erdélyi, Zoltán; Pasichnyy, Mykola; Bezpalchuk, Volodymyr; Tomán, János J.; Gajdics, Bence; Gusak, Andriy M.
2016-07-01
This paper introduces a new model for calculating the change in time of three-dimensional atomic configurations. The model is based on the kinetic mean field (KMF) approach, however we have transformed that model into a stochastic approach by introducing dynamic Langevin noise. The result is a stochastic kinetic mean field model (SKMF) which produces results similar to the lattice kinetic Monte Carlo (KMC). SKMF is, however, far more cost-effective and easier to implement the algorithm (open source program code is provided on http://skmf.eu website). We will show that the result of one SKMF run may correspond to the average of several KMC runs. The number of KMC runs is inversely proportional to the amplitude square of the noise in SKMF. This makes SKMF an ideal tool also for statistical purposes.
Stochasticity in cell biology: Modeling across levels
NASA Astrophysics Data System (ADS)
Pedraza, Juan Manuel
2009-03-01
Effective modeling of biological processes requires focusing on a particular level of description, and this requires summarizing de details of lower levels into effective variables and properly accounting for the constrains that other levels impose. In the context of stochasticity in gene expression, I will show how the details of the stochastic process can be characterized by a few effective parameters, which facilitates modeling but complicates interpretation of current experiments. I will show how the resulting noise can provide advantageous or deleterious phenotypic fluctuation and how noise control in the copy number control system of plasmids can change the selective pressures. This system illustrates the direct connection between molecular dynamics and evolutionary dynamics.
Fluctuations as stochastic deformation
NASA Astrophysics Data System (ADS)
Kazinski, P. O.
2008-04-01
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.
Fluctuations as stochastic deformation.
Kazinski, P O
2008-04-01
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.
Stochastic perturbation of the two-body problem
NASA Astrophysics Data System (ADS)
Cresson, J.; Pierret, F.; Puig, B.
2013-11-01
We study the impact of a stochastic perturbation on the classical two-body problem in particular concerning the preservation of first integrals and the Hamiltonian structure. Numerical simulations are performed which illustrate the dynamical behavior of the osculating elements as the semi-major axis, the eccentricity and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.
Kaniyamattam, K; Elzo, M A; Cole, J B; De Vries, A
2016-10-01
The objective of this study was to develop a daily stochastic dynamic dairy simulation model that included multitrait genetics and to evaluate the effects of reduced genetic models and various reproduction and selection strategies on the genetic, technical, and financial performance of a dairy herd. The 12 correlated genetic traits included in the 2014 lifetime net merit (NM$) index were modeled for each animal. For each animal, a true breeding value (TBV) for each trait was calculated as the average of the sire's and dam's TBV, plus a fraction of the inbreeding and Mendelian sampling variability. Similarly, an environmental component for each trait was calculated and was partitioned into a permanent and a daily (temporary) effect. The combined TBV and environmental effects were converted into the phenotypic performance of each animal. Hence, genetics and phenotypic performances were associated. Estimated breeding values (EBV) were also simulated. Genetic trends for each trait for the service sire were based on expected trends in US Holsteins. Surplus heifers were culled based on various ranking criteria to maintain a herd size of 1,000 milking cows. In the first 8 scenarios, culling of surplus heifers was either random or based on the EBV of NM$. Four different genetic models, depending on the presence or absence of genetic trends or genetic and environmental correlations, or both, were evaluated to measure the effect of excluding multitrait genetics on animal performance. In the last 5 scenarios, the full genetic model was used and culling of surplus heifers was either random or based on the EBV of NM$ or the EBV of milk. Sexed semen use and reliability of the EBV were also varied. Each scenario was simulated for 15yr into the future. Results showed that genetic models without all 12 genetic trends and genetic and environmental correlations provided biased estimates of the genetic, technical, and financial performance of the dairy herd. Average TBV of NM$ of all
Analysis of stochastically forced quasi-periodic attractors
Ryashko, Lev
2015-11-30
A problem of the analysis of stochastically forced quasi-periodic auto-oscillations of nonlinear dynamic systems is considered. A stationary distribution of random trajectories in the neighborhood of the corresponding deterministic attractor (torus) is studied. A parametric description of quadratic approximation of the quasipotential based on the stochastic sensitivity functions (SSF) technique is given. Using this technique, we analyse a dispersion of stochastic flows near the torus. For the case of two-torus in three-dimensional space, the stochastic sensitivity function is constructed.
Stochastic approach to equilibrium and nonequilibrium thermodynamics
NASA Astrophysics Data System (ADS)
Tomé, Tânia; de Oliveira, Mário J.
2015-04-01
We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.
Stochastic approach to equilibrium and nonequilibrium thermodynamics.
Tomé, Tânia; de Oliveira, Mário J
2015-04-01
We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions. PMID:25974471
Least squares estimation in stochastic biochemical networks.
Rempala, Grzegorz A
2012-08-01
The paper presents results on the asymptotic properties of the least-squares estimates (LSEs) of the reaction constants in mass-action, stochastic, biochemical network models. LSEs are assumed to be based on the longitudinal data from partially observed trajectories of a stochastic dynamical system, modeled as a continuous-time, pure jump Markov process. Under certain regularity conditions on such a process, it is shown that the vector of LSEs is jointly consistent and asymptotically normal, with the asymptotic covariance structure given in terms of a system of ordinary differential equations (ODE). The derived asymptotic properties hold true as the biochemical network size (the total species number) increases, in which case the stochastic dynamical system converges to the deterministic mass-action ODE. An example is provided, based on synthetic as well as RT-PCR data from the retro-transcription network of the LINE1 gene.
Stochastic approach to equilibrium and nonequilibrium thermodynamics.
Tomé, Tânia; de Oliveira, Mário J
2015-04-01
We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.
A Stochastic Employment Problem
ERIC Educational Resources Information Center
Wu, Teng
2013-01-01
The Stochastic Employment Problem(SEP) is a variation of the Stochastic Assignment Problem which analyzes the scenario that one assigns balls into boxes. Balls arrive sequentially with each one having a binary vector X = (X[subscript 1], X[subscript 2],...,X[subscript n]) attached, with the interpretation being that if X[subscript i] = 1 the ball…
Stochastic resonance in binocular rivalry.
Kim, Yee-Joon; Grabowecky, Marcia; Suzuki, Satoru
2006-02-01
When a different image is presented to each eye, visual awareness spontaneously alternates between the two images--a phenomenon called binocular rivalry. Because binocular rivalry is characterized by two marginally stable perceptual states and spontaneous, apparently stochastic, switching between them, it has been speculated that switches in perceptual awareness reflect a double-well-potential type computational architecture coupled with noise. To characterize this noise-mediated mechanism, we investigated whether stimulus input, neural adaptation, and inhibitory modulations (thought to underlie perceptual switches) interacted with noise in such a way that the system produced stochastic resonance. By subjecting binocular rivalry to weak periodic contrast modulations spanning a range of frequencies, we demonstrated quantitative evidence of stochastic resonance in binocular rivalry. Our behavioral results combined with computational simulations provided insights into the nature of the internal noise (its magnitude, locus, and calibration) that is relevant to perceptual switching, as well as provided novel dynamic constraints on computational models designed to capture the neural mechanisms underlying perceptual switching.
Problems of Mathematical Finance by Stochastic Control Methods
NASA Astrophysics Data System (ADS)
Stettner, Łukasz
The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.
Stochastic effects in a seasonally forced epidemic model
NASA Astrophysics Data System (ADS)
Rozhnova, G.; Nunes, A.
2010-10-01
The interplay of seasonality, the system’s nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.
Multivariate moment closure techniques for stochastic kinetic models
Lakatos, Eszter Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
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 temporally 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.
Multivariate moment closure techniques for stochastic kinetic models
NASA Astrophysics Data System (ADS)
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
2015-09-01
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 temporally 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.
A stochastic approach to open quantum systems.
Biele, R; D'Agosta, R
2012-07-11
Stochastic methods are ubiquitous to a variety of fields, ranging from physics to economics and mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in contact with a somewhat bigger system, an environment with which it is considered in thermal equilibrium. Any small fluctuation of the environment has some random effect on the system. In physics, stochastic methods have been applied to the investigation of phase transitions, thermal and electrical noise, thermal relaxation, quantum information, Brownian motion and so on. In this review, we will focus on the so-called stochastic Schrödinger equation. This is useful as a starting point to investigate the dynamics of open quantum systems capable of exchanging energy and momentum with an external environment. We discuss in some detail the general derivation of a stochastic Schrödinger equation and some of its recent applications to spin thermal transport, thermal relaxation, and Bose-Einstein condensation. We thoroughly discuss the advantages of this formalism with respect to the more common approach in terms of the reduced density matrix. The applications discussed here constitute only a few examples of a much wider range of applicability.
Control of stochastic sensitivity in a stabilization problem for gas discharge system
Bashkirtseva, Irina
2015-11-30
We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.
Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats
2014-05-01
In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods.
Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats
2014-05-01
In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. PMID:24631177
Stochastic resonance in neuron models: Endogenous stimulation revisited
NASA Astrophysics Data System (ADS)
Plesser, Hans E.; Geisel, Theo
2001-03-01
The paradigm of stochastic resonance (SR)-the idea that signal detection and transmission may benefit from noise-has met with great interest in both physics and the neurosciences. We investigate here the consequences of reducing the dynamics of a periodically driven neuron to a renewal process (stimulation with reset or endogenous stimulation). This greatly simplifies the mathematical analysis, but we show that stochastic resonance as reported earlier occurs in this model only as a consequence of the reduced dynamics.
A suboptimal stochastic controller for an N-body spacecraft
NASA Technical Reports Server (NTRS)
Larson, V.
1973-01-01
Considerable attention, in the open literature, is being focused on the problem of developing a suitable set of deterministic dynamical equations for a complex spacecraft. This paper considers the problem of determining a stochastic optimal controller for an n-body spacecraft. The approach used in obtaining the stochastic controller involves the application, interpretation, and combination of advanced dynamical principles and the theoretical aspects of modern control theory. The stochastic controller obtained herein for a complicated model of a spacecraft uses sensor angular measurements associated with the base body to obtain smoothed estimates of the entire state vector. It can be easily implemented, and it enables system performance to be significantly improved.
Operation of Distributed Generation Under Stochastic Prices
Siddiqui, Afzal S.; Marnay, Chris
2005-11-30
We model the operating decisions of a commercial enterprisethatneeds to satisfy its periodic electricity demand with either on-sitedistributed generation (DG) or purchases from the wholesale market. Whilethe former option involves electricity generation at relatively high andpossibly stochastic costs from a set of capacity-constrained DGtechnologies, the latter implies unlimited open-market transactions atstochastic prices. A stochastic dynamic programme (SDP) is used to solvethe resulting optimisation problem. By solving the SDP with and withoutthe availability of DG units, the implied option values of the DG unitsare obtained.
Spring, William Joseph
2009-04-13
We consider quantum analogues of n-parameter stochastic processes, associated integrals and martingale properties extending classical results obtained in [1, 2, 3], and quantum results in [4, 5, 6, 7, 8, 9, 10].
Random musings on stochastics (Lorenz Lecture)
NASA Astrophysics Data System (ADS)
Koutsoyiannis, D.
2014-12-01
In 1960 Lorenz identified the chaotic nature of atmospheric dynamics, thus highlighting the importance of the discovery of chaos by Poincare, 70 years earlier, in the motion of three bodies. Chaos in the macroscopic world offered a natural way to explain unpredictability, that is, randomness. Concurrently with Poincare's discovery, Boltzmann introduced statistical physics, while soon after Borel and Lebesgue laid the foundation of measure theory, later (in 1930s) used by Kolmogorov as the formal foundation of probability theory. Subsequently, Kolmogorov and Khinchin introduced the concepts of stochastic processes and stationarity, and advanced the concept of ergodicity. All these areas are now collectively described by the term "stochastics", which includes probability theory, stochastic processes and statistics. As paradoxical as it may seem, stochastics offers the tools to deal with chaos, even if it results from deterministic dynamics. As chaos entails uncertainty, it is more informative and effective to replace the study of exact system trajectories with that of probability densities. Also, as the exact laws of complex systems can hardly be deduced by synthesis of the detailed interactions of system components, these laws should inevitably be inferred by induction, based on observational data and using statistics. The arithmetic of stochastics is quite different from that of regular numbers. Accordingly, it needs the development of intuition and interpretations which differ from those built upon deterministic considerations. Using stochastic tools in a deterministic context may result in mistaken conclusions. In an attempt to contribute to a more correct interpretation and use of stochastic concepts in typical tasks of nonlinear systems, several examples are studied, which aim (a) to clarify the difference in the meaning of linearity in deterministic and stochastic context; (b) to contribute to a more attentive use of stochastic concepts (entropy, statistical
Computational stochastic model of ions implantation
Zmievskaya, Galina I. Bondareva, Anna L.; Levchenko, Tatiana V.; Maino, Giuseppe
2015-03-10
Implantation flux ions into crystal leads to phase transition /PT/ 1-st kind. Damaging lattice is associated with processes clustering vacancies and gaseous bubbles as well their brownian motion. System of stochastic differential equations /SDEs/ Ito for evolution stochastic dynamical variables corresponds to the superposition Wiener processes. The kinetic equations in partial derivatives /KE/, Kolmogorov-Feller and Einstein-Smolukhovskii, were formulated for nucleation into lattice of weakly soluble gases. According theory, coefficients of stochastic and kinetic equations uniquely related. Radiation stimulated phase transition are characterized by kinetic distribution functions /DFs/ of implanted clusters versus their sizes and depth of gas penetration into lattice. Macroscopic parameters of kinetics such as the porosity and stress calculated in thin layers metal/dielectric due to Xe{sup ++} irradiation are attracted as example. Predictions of porosity, important for validation accumulation stresses in surfaces, can be applied at restoring of objects the cultural heritage.
Maximal stochastic transport in the Lorenz equations
NASA Astrophysics Data System (ADS)
Agarwal, Sahil; Wettlaufer, John
2015-11-01
We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-Benard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering (2015), but their variation with noise amplitude exhibits surprising behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity is lost; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations. Finally, we note that these solutions demonstrate that the effect of noise is equivalent to the effect of chaos.
NASA Astrophysics Data System (ADS)
Patanarapeelert, K.; Frank, T. D.; Friedrich, R.; Beek, P. J.; Tang, I. M.
2006-02-01
A linear stochastic delay differential equation of second order is studied that can be regarded as a Kramers model with time delay. An analytical expression for the stationary probability density is derived in terms of a Gaussian distribution. In particular, the variance as a function of the time delay is computed analytically for several parameter regimes. Strikingly, in the parameter regime close to the parameter regime in which the deterministic system exhibits Hopf bifurcations, we find that the variance as a function of the time delay exhibits a sequence of pronounced peaks. These peaks are interpreted as delay-induced destabilization resonances arising from oscillatory ghost instabilities. On the basis of the obtained theoretical findings, reinterpretations of previous human motor control studies and predictions for future human motor control studies are provided.
Patanarapeelert, K; Frank, T D; Friedrich, R; Beek, P J; Tang, I M
2006-02-01
A linear stochastic delay differential equation of second order is studied that can be regarded as a Kramers model with time delay. An analytical expression for the stationary probability density is derived in terms of a Gaussian distribution. In particular, the variance as a function of the time delay is computed analytically for several parameter regimes. Strikingly, in the parameter regime close to the parameter regime in which the deterministic system exhibits Hopf bifurcations, we find that the variance as a function of the time delay exhibits a sequence of pronounced peaks. These peaks are interpreted as delay-induced destabilization resonances arising from oscillatory ghost instabilities. On the basis of the obtained theoretical findings, reinterpretations of previous human motor control studies and predictions for future human motor control studies are provided.
Patanarapeelert, K; Frank, T D; Friedrich, R; Beek, P J; Tang, I M
2006-02-01
A linear stochastic delay differential equation of second order is studied that can be regarded as a Kramers model with time delay. An analytical expression for the stationary probability density is derived in terms of a Gaussian distribution. In particular, the variance as a function of the time delay is computed analytically for several parameter regimes. Strikingly, in the parameter regime close to the parameter regime in which the deterministic system exhibits Hopf bifurcations, we find that the variance as a function of the time delay exhibits a sequence of pronounced peaks. These peaks are interpreted as delay-induced destabilization resonances arising from oscillatory ghost instabilities. On the basis of the obtained theoretical findings, reinterpretations of previous human motor control studies and predictions for future human motor control studies are provided. PMID:16605356
A stochastic model for annual reproductive success.
Kendall, Bruce E; Wittmann, Marion E
2010-04-01
Demographic stochasticity can have large effects on the dynamics of small populations as well as on the persistence of rare genotypes and lineages. Survival is sensibly modeled as a binomial process, but annual reproductive success (ARS) is more complex and general models for demographic stochasticity do not exist. Here we introduce a stochastic model framework for ARS and illustrate some of its properties. We model a sequence of stochastic events: nest completion, the number of eggs or neonates produced, nest predation, and the survival of individual offspring to independence. We also allow multiple nesting attempts within a breeding season. Most of these components can be described by Bernoulli or binomial processes; the exception is the distribution of offspring number. Using clutch and litter size distributions from 53 vertebrate species, we demonstrate that among-individual variability in offspring number can usually be described by the generalized Poisson distribution. Our model framework allows the demographic variance to be calculated from underlying biological processes and can easily be linked to models of environmental stochasticity or selection because of its parametric structure. In addition, it reveals that the distributions of ARS are often multimodal and skewed, with implications for extinction risk and evolution in small populations. PMID:20163244
Stochastic volatility models and Kelvin waves
NASA Astrophysics Data System (ADS)
Lipton, Alex; Sepp, Artur
2008-08-01
We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.
Criteria for stochastic pinning control of networks of chaotic maps
Mwaffo, Violet; Porfiri, Maurizio; DeLellis, Pietro
2014-03-15
This paper investigates the controllability of discrete-time networks of coupled chaotic maps through stochastic pinning. In this control scheme, the network dynamics are steered towards a desired trajectory through a feedback control input that is applied stochastically to the network nodes. The network controllability is studied by analyzing the local mean square stability of the error dynamics with respect to the desired trajectory. Through the analysis of the spectral properties of salient matrices, a toolbox of conditions for controllability are obtained, in terms of the dynamics of the individual maps, algebraic properties of the network, and the probability distribution of the pinning control. We demonstrate the use of these conditions in the design of a stochastic pinning control strategy for networks of Chirikov standard maps. To elucidate the applicability of the approach, we consider different network topologies and compare five different stochastic pinning strategies through extensive numerical simulations.
Self-generated stochastic heating in an rf discharge
Lichtenberg, A.
1992-01-01
We have studied the nonlinear dynamics of stochastic heating arising from the reflection of electrons from moving sheaths as an underlying mechanism for electron power deposition in r.f. discharges. We examined the dynamics of the electron collision with the sheaths in the regime in which the sheath motion is small compared to the average electron velocity to de rive a mop that describes the electron motion. We have shown that for high frequency, ({omega}/2{pi}{approx gt}50MHz), the electrons will strike the moving wall with random phase. At low pressures this stochasticity is an intrinsic property of the dynamics. The stochastic electron heating leads to a power law electron distribution. The stochastic heating was determined in both the slow sheath and fast sheath velocity regimes assuming an incident Maxwellian distribution.
On stochastic diffusion equations and stochastic Burgers' equations
NASA Astrophysics Data System (ADS)
Truman, A.; Zhao, H. Z.
1996-01-01
In this paper we construct a strong solution for the stochastic Hamilton Jacobi equation by using stochastic classical mechanics before the caustics. We thereby obtain the viscosity solution for a certain class of inviscid stochastic Burgers' equations. This viscosity solution is not continuous beyond the caustics of the corresponding Hamilton Jacobi equation. The Hopf-Cole transformation is used to identify the stochastic heat equation and the viscous stochastic Burgers' equation. The exact solutions for the above two equations are given in terms of the stochastic Hamilton Jacobi function under a no-caustic condition. We construct the heat kernel for the stochastic heat equation for zero potentials in hyperbolic space and for harmonic oscillator potentials in Euclidean space thereby obtaining the stochastic Mehler formula.
NASA Astrophysics Data System (ADS)
Venturi, Daniele
2005-11-01
Stochastic bifurcations and stability of natural convective flows in 2d and 3d enclosures are investigated by the multi-element generalized polynomial chaos (ME-gPC) method (Xiu and Karniadakis, SISC, vol. 24, 2002). The Boussinesq approximation for the variation of physical properties is assumed. The stability analysis is first carried out in a deterministic sense, to determine steady state solutions and primary and secondary bifurcations. Stochastic simulations are then conducted around discontinuities and transitional regimes. It is found that these highly non-linear phenomena can be efficiently captured by the ME-gPC method. Finally, the main findings of the stochastic analysis and their implications for heat transfer will be discussed.
Stochastic cooling at Fermilab
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system.
Hamilton's principle in stochastic mechanics
NASA Astrophysics Data System (ADS)
Pavon, Michele
1995-12-01
principles, we get the quantum Hamilton principle, i.e., a variational characterization of the logarithm of the wave function ψ. The Lagrangian is the Lagrangian of classical mechanics with the complex-valued velocity v-iu replacing the classical velocity. The dynamics is given by a stochastic differential equation for real-valued diffusions with complex-valued drift and driving noise processes. From the variational principle we derive a Newton-type law. We finally define the momentum process and show that its mean and variance coincide with those of the quantum momentum operator.
Stochastic fuzzy differential equations of a nonincreasing type
NASA Astrophysics Data System (ADS)
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Random attractors for the stochastic coupled fractional Ginzburg-Landau equation with additive noise
Shu, Ji E-mail: 530282863@qq.com; Li, Ping E-mail: 530282863@qq.com; Zhang, Jia; Liao, Ou
2015-10-15
This paper is concerned with the stochastic coupled fractional Ginzburg-Landau equation with additive noise. We first transform the stochastic coupled fractional Ginzburg-Landau equation into random equations whose solutions generate a random dynamical system. Then we prove the existence of random attractor for random dynamical system.
Stochastic optical active rheology
NASA Astrophysics Data System (ADS)
Lee, Hyungsuk; Shin, Yongdae; Kim, Sun Taek; Reinherz, Ellis L.; Lang, Matthew J.
2012-07-01
We demonstrate a stochastic based method for performing active rheology using optical tweezers. By monitoring the displacement of an embedded particle in response to stochastic optical forces, a rapid estimate of the frequency dependent shear moduli of a sample is achieved in the range of 10-1-103 Hz. We utilize the method to probe linear viscoelastic properties of hydrogels at varied cross-linker concentrations. Combined with fluorescence imaging, our method demonstrates non-linear changes of bond strength between T cell receptors and an antigenic peptide due to force-induced cell activation.
Stochastic Feedforward Control Technique
NASA Technical Reports Server (NTRS)
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
STOCHASTIC COOLING FOR BUNCHED BEAMS.
BLASKIEWICZ, M.
2005-05-16
Problems associated with bunched beam stochastic cooling are reviewed. A longitudinal stochastic cooling system for RHIC is under construction and has been partially commissioned. The state of the system and future plans are discussed.
Stochastic entrainment of a stochastic oscillator.
Wang, Guanyu; Peskin, Charles S
2015-01-01
In this work, we consider a stochastic oscillator described by a discrete-state continuous-time Markov chain, in which the states are arranged in a circle, and there is a constant probability per unit time of jumping from one state to the next in a specified direction around the circle. At each of a sequence of equally spaced times, the oscillator has a specified probability of being reset to a particular state. The focus of this work is the entrainment of the oscillator by this periodic but stochastic stimulus. We consider a distinguished limit, in which (i) the number of states of the oscillator approaches infinity, as does the probability per unit time of jumping from one state to the next, so that the natural mean period of the oscillator remains constant, (ii) the resetting probability approaches zero, and (iii) the period of the resetting signal approaches a multiple, by a ratio of small integers, of the natural mean period of the oscillator. In this distinguished limit, we use analytic and numerical methods to study the extent to which entrainment occurs.
Stochastic bifurcation in a model of love with colored noise
NASA Astrophysics Data System (ADS)
Yue, Xiaokui; Dai, Honghua; Yuan, Jianping
2015-07-01
In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.
Stochastic waves in a Brusselator model with nonlocal interaction.
Biancalani, Tommaso; Galla, Tobias; McKane, Alan J
2011-08-01
We show that intrinsic noise can induce spatiotemporal phenomena such as Turing patterns and traveling waves in a Brusselator model with nonlocal interaction terms. In order to predict and to characterize these stochastic waves we analyze the nonlocal model using a system-size expansion. The resulting theory is used to calculate the power spectra of the stochastic waves analytically and the outcome is tested successfully against simulations. We discuss the possibility that nonlocal models in other areas, such as epidemic spread or social dynamics, may contain similar stochastically induced patterns. PMID:21929075
Stochastic waves in a Brusselator model with nonlocal interaction
NASA Astrophysics Data System (ADS)
Biancalani, Tommaso; Galla, Tobias; McKane, Alan J.
2011-08-01
We show that intrinsic noise can induce spatiotemporal phenomena such as Turing patterns and traveling waves in a Brusselator model with nonlocal interaction terms. In order to predict and to characterize these stochastic waves we analyze the nonlocal model using a system-size expansion. The resulting theory is used to calculate the power spectra of the stochastic waves analytically and the outcome is tested successfully against simulations. We discuss the possibility that nonlocal models in other areas, such as epidemic spread or social dynamics, may contain similar stochastically induced patterns.
Fractional noise destroys or induces a stochastic bifurcation
Yang, Qigui; Zeng, Caibin; Wang, Cong
2013-12-15
Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.
Active motion assisted by correlated stochastic torques.
Weber, Christian; Radtke, Paul K; Schimansky-Geier, Lutz; Hänggi, Peter
2011-07-01
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular dynamics of the particle determining the orientation of motion. In addition to a constant torque, the particle is supplemented by random torques, which are modeled as an Ornstein-Uhlenbeck process with given correlation time τ(c). These nonvanishing correlations cause a persistence of the particles' trajectories and a change of the effective spatial diffusion coefficient. We discuss the mean square displacement as a function of the correlation time and the noise intensity and detect a nonmonotonic dependence of the effective diffusion coefficient with respect to both correlation time and noise strength. A maximal diffusion behavior is obtained if the correlated angular noise straightens the curved trajectories, interrupted by small pirouettes, whereby the correlated noise amplifies a straightening of the curved trajectories caused by the constant torque.
Stochastic Models of Human Growth.
ERIC Educational Resources Information Center
Goodrich, Robert L.
Stochastic difference equations of the Box-Jenkins form provide an adequate family of models on which to base the stochastic theory of human growth processes, but conventional time series identification methods do not apply to available data sets. A method to identify structure and parameters of stochastic difference equation models of human…
Work producing reservoirs: Stochastic thermodynamics with generalized Gibbs ensembles
NASA Astrophysics Data System (ADS)
Horowitz, Jordan M.; Esposito, Massimiliano
2016-08-01
We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is, environments described by the generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines.
Path probability of stochastic motion: A functional approach
NASA Astrophysics Data System (ADS)
Hattori, Masayuki; Abe, Sumiyoshi
2016-06-01
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.
Work producing reservoirs: Stochastic thermodynamics with generalized Gibbs ensembles.
Horowitz, Jordan M; Esposito, Massimiliano
2016-08-01
We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is, environments described by the generalized or Gibbs canonical ensemble. We demonstrate that small systems weakly coupled to such reservoirs exchange both heat and work by verifying a local detailed balance relation for the induced stochastic dynamics. Based on this analysis, we help to rationalize the observation that nonthermal reservoirs can increase the efficiency of thermodynamic heat engines. PMID:27627226
Stochastic properties of strongly coupled plasmas.
Morozov, I V; Norman, G E; Valuev, A A
2001-03-01
Stochastic properties of equilibrium strongly coupled plasmas are investigated by a molecular dynamics method. The Krylov-Kolmogorov entropy K and the dynamical memory time t(m) are calculated both for electrons and ions with mass ratios 10-10(5). Two values of K entropy for ions are discovered corresponding to electron and ion time scales. The dependence of the K entropy on the number of particles, the nonideality parameter, and the form of the interaction potential is investigated. The problem of the accuracy of molecular dynamics simulations is discussed. A universal relation between Kt(m) and the fluctuation of the total energy of the system is obtained. The relation does not depend on the numerical integration scheme, temperature, density, and the interparticle interaction potential, so that it may be applied to arbitrary dynamic systems. Transition from dynamic to stochastic correlation is treated for both electron and ion velocity autocorrelation functions, for Langmuir and ion-sound plasma wave dynamic structure factors. We point to quantum uncertainty as a physical reason which limits dynamic (Newton) correlation for times greater than t(m). PMID:11308773
ERIC Educational Resources Information Center
Wolff, Hans
This paper deals with a stochastic process for the approximation of the root of a regression equation. This process was first suggested by Robbins and Monro. The main result here is a necessary and sufficient condition on the iteration coefficients for convergence of the process (convergence with probability one and convergence in the quadratic…
Focus on stochastic thermodynamics
NASA Astrophysics Data System (ADS)
Van den Broeck, Christian; Sasa, Shin-ichi; Seifert, Udo
2016-02-01
We introduce the thirty papers collected in this ‘focus on’ issue. The contributions explore conceptual issues within and around stochastic thermodynamics, use this framework for the theoretical modeling and experimental investigation of specific systems, and provide further perspectives on and for this active field.
Modeling heart rate variability by stochastic feedback
NASA Technical Reports Server (NTRS)
Amaral, L. A.; Goldberger, A. L.; Stanley, H. E.
1999-01-01
We consider the question of how the cardiac rhythm spontaneously self-regulates and propose a new mechanism as a possible answer. We model the neuroautonomic regulation of the heart rate as a stochastic feedback system and find that the model successfully accounts for key characteristics of cardiac variability, including the 1/f power spectrum, the functional form and scaling of the distribution of variations of the interbeat intervals, and the correlations in the Fourier phases which indicate nonlinear dynamics.
A stochastic model for kinesin bidirectional stepping
Yao, Xiaojun; Zheng, Yujun
2014-02-28
In this paper, a hand-over-hand stochastic model for the dynamics of the conventional kinesin is constructed. In the model, both forward and backward motions are taken into consideration. First passage time distributions, average velocities, dwell times, and forward/backward step ratios are investigated based on the model. A good agreement between the results of the model and experimental data is achieved under a variety of external loads.
Correlation functions of an autonomous stochastic system with time delays
NASA Astrophysics Data System (ADS)
Zhu, Ping; Mei, Dong Cheng
2014-03-01
The auto-correlation function and the cross-correlation function of an autonomous stochastic system with time delays are investigated. We obtain the distribution curves of the auto-correlation function Cx(s) and Cy(s), and the cross-correlation function C(s) and C(s) of the stochastic dynamic variables by the stochastic simulation method. The delay time changes prominently the behaviors of the dynamical variables of an autonomous stochastic system, which makes the auto-correlation and the cross-correlation of the autonomous stochastic system alternate oscillate periodically from positive to negative, or from negative to positive, decrease gradually, and finally tends to zero with the decay time. The delay time and the noise strength have important impacts for the auto-correlation and the cross-correlation of the autonomous stochastic delay system. The delay time enhances the auto-correlation and the cross-correlation, on the contrary, the noise strength lowers the auto-correlation and the cross-correlation. Under the time delay, by comparison we further show differences of the auto-correlation and the cross-correlation between the dynamical variables x and y.
Amplitude death of coupled hair bundles with stochastic channel noise
NASA Astrophysics Data System (ADS)
Kim, Kyung-Joong; Ahn, Kang-Hun
2014-04-01
Hair cells conduct auditory transduction in vertebrates. In lower vertebrates such as frogs and turtles, due to the active mechanism in hair cells, hair bundles (stereocilia) can be spontaneously oscillating or quiescent. Recently an amplitude death phenomenon has been proposed [K.-H. Ahn, J. R. Soc. Interface, 10, 20130525 (2013)] as a mechanism for auditory transduction in frog hair-cell bundles, where sudden cessation of the oscillations arises due to the coupling between nonidentical hair bundles. The gating of the ion channel is intrinsically stochastic due to the stochastic nature of the configuration change of the channel. The strength of the noise due to the channel gating can be comparable to the thermal Brownian noise of hair bundles. Thus, we perform stochastic simulations of the elastically coupled hair bundles. In spite of stray noisy fluctuations due to its stochastic dynamics, our simulation shows the transition from collective oscillation to amplitude death as interbundle coupling strength increases. In its stochastic dynamics, the formation of the amplitude death state of coupled hair bundles can be seen as a sudden suppression of the displacement fluctuation of the hair bundles as the coupling strength increases. The enhancement of the signal-to-noise ratio through the amplitude death phenomenon is clearly seen in the stochastic dynamics. Our numerical results demonstrate that the multiple number of transduction channels per hair bundle is an important factor to the amplitude death phenomenon, because the phenomenon may disappear for a small number of transduction channels due to strong gating noise.
Transient absolute robustness in stochastic biochemical networks.
Enciso, German A
2016-08-01
Absolute robustness allows biochemical networks to sustain a consistent steady-state output in the face of protein concentration variability from cell to cell. This property is structural and can be determined from the topology of the network alone regardless of rate parameters. An important question regarding these systems is the effect of discrete biochemical noise in the dynamical behaviour. In this paper, a variable freezing technique is developed to show that under mild hypotheses the corresponding stochastic system has a transiently robust behaviour. Specifically, after finite time the distribution of the output approximates a Poisson distribution, centred around the deterministic mean. The approximation becomes increasingly accurate, and it holds for increasingly long finite times, as the total protein concentrations grow to infinity. In particular, the stochastic system retains a transient, absolutely robust behaviour corresponding to the deterministic case. This result contrasts with the long-term dynamics of the stochastic system, which eventually must undergo an extinction event that eliminates robustness and is completely different from the deterministic dynamics. The transiently robust behaviour may be sufficient to carry out many forms of robust signal transduction and cellular decision-making in cellular organisms. PMID:27581485
NASA Astrophysics Data System (ADS)
Skorokhod, A. V.
1982-12-01
CONTENTSIntroduction § 1. The finite-dimensional case § 2. Stochastic semigroups in the L2-strong theory § 3. Homogeneous strongly continuous semigroups with the group of the first moments § 4. Stochastic equations of diffusion type with constant coefficients § 5. Continuous homogeneous stochastic semigroups in the presence of two moments References
Adaptive stochastic cellular automata: Applications
NASA Astrophysics Data System (ADS)
Qian, S.; Lee, Y. C.; Jones, R. D.; Barnes, C. W.; Flake, G. W.; O'Rourke, M. K.; Lee, K.; Chen, H. H.; Sun, G. Z.; Zhang, Y. Q.; Chen, D.; Giles, C. L.
1990-09-01
The stochastic learning cellular automata model has been applied to the problem of controlling unstable systems. Two example unstable systems studied are controlled by an adaptive stochastic cellular automata algorithm with an adaptive critic. The reinforcement learning algorithm and the architecture of the stochastic CA controller are presented. Learning to balance a single pole is discussed in detail. Balancing an inverted double pendulum highlights the power of the stochastic CA approach. The stochastic CA model is compared to conventional adaptive control and artificial neural network approaches.
Stochastic computing with biomolecular automata
NASA Astrophysics Data System (ADS)
Adar, Rivka; Benenson, Yaakov; Linshiz, Gregory; Rosner, Amit; Tishby, Naftali; Shapiro, Ehud
2004-07-01
Stochastic computing has a broad range of applications, yet electronic computers realize its basic step, stochastic choice between alternative computation paths, in a cumbersome way. Biomolecular computers use a different computational paradigm and hence afford novel designs. We constructed a stochastic molecular automaton in which stochastic choice is realized by means of competition between alternative biochemical pathways, and choice probabilities are programmed by the relative molar concentrations of the software molecules coding for the alternatives. Programmable and autonomous stochastic molecular automata have been shown to perform direct analysis of disease-related molecular indicators in vitro and may have the potential to provide in situ medical diagnosis and cure.
Stochastic models of intracellular calcium signals
NASA Astrophysics Data System (ADS)
Rüdiger, Sten
2014-01-01
Cellular signaling operates in a noisy environment shaped by low molecular concentrations and cellular heterogeneity. For calcium release through intracellular channels-one of the most important cellular signaling mechanisms-feedback by liberated calcium endows fluctuations with critical functions in signal generation and formation. In this review it is first described, under which general conditions the environment makes stochasticity relevant, and which conditions allow approximating or deterministic equations. This analysis provides a framework, in which one can deduce an efficient hybrid description combining stochastic and deterministic evolution laws. Within the hybrid approach, Markov chains model gating of channels, while the concentrations of calcium and calcium binding molecules (buffers) are described by reaction-diffusion equations. The article further focuses on the spatial representation of subcellular calcium domains related to intracellular calcium channels. It presents analysis for single channels and clusters of channels and reviews the effects of buffers on the calcium release. For clustered channels, we discuss the application and validity of coarse-graining as well as approaches based on continuous gating variables (Fokker-Planck and chemical Langevin equations). Comparison with recent experiments substantiates the stochastic and spatial approach, identifies minimal requirements for a realistic modeling, and facilitates an understanding of collective channel behavior. At the end of the review, implications of stochastic and local modeling for the generation and properties of cell-wide release and the integration of calcium dynamics into cellular signaling models are discussed.
Investigation of the stochastic properties of wind
NASA Astrophysics Data System (ADS)
Dimitriadis, Panayiotis; Koutsoyiannis, Demetris; Papanicolaou, Panos
2016-04-01
Understanding atmospheric motion in the form of wind is essential to many fields in hydroclimatics. The wind is considered one of the most important processes in hydrometeorology since, along with temperature, it generates and drives climate dynamics. Currently, the interest has increased due to its involvement to renewable energy resources through wind power production and forecasting. However, there seems to be a puzzle about which stochastic model best describes the wind process. In this analysis, we attempt to explain the reason around this confusion regarding the stochastic properties of the wind process using statistical as well as hydrometeorological reasoning, starting from the microscale of turbulence and extending the analysis to the macroscale of climatic processes. Particularly, some models seem to exhibit good agreement with data mostly due to instrumental errors. Moreover, we show that extending the theory of turbulence to the atmospheric motion can reveal stochastic properties that are not only accompanied with physical interference but also exhibit excellent agreement with wind measurements. Finally, we apply the theoretical analysis to multiple stations around the globe and we derive conclusions on the variation of stochastic parameters of wind regarding dominant climatic conditions.
Stochastic noise in atomic force microscopy.
Labuda, Aleksander; Lysy, Martin; Paul, William; Miyahara, Yoichi; Grütter, Peter; Bennewitz, Roland; Sutton, Mark
2012-09-01
Having reached the quantum and thermodynamic limits of detection, atomic force microscopy (AFM) experiments are routinely being performed at the fundamental limit of signal to noise. A critical understanding of the statistical properties of noise leads to more accurate interpretation of data, optimization of experimental protocols, advancements in instrumentation, and new measurement techniques. Furthermore, accurate simulation of cantilever dynamics requires knowledge of stochastic behavior of the system, as stochastic noise may exceed the deterministic signals of interest, and even dominate the outcome of an experiment. In this article, the power spectral density (PSD), used to quantify stationary stochastic processes, is introduced in the context of a thorough noise analysis of the light source used to detect cantilever deflections. The statistical properties of PSDs are then outlined for various stationary, nonstationary, and deterministic noise sources in the context of AFM experiments. Following these developments, a method for integrating PSDs to provide an accurate standard deviation of linear measurements is described. Lastly, a method for simulating stochastic Gaussian noise from any arbitrary power spectral density is presented. The result demonstrates that mechanical vibrations of the AFM can cause a logarithmic velocity dependence of friction and induce multiple slip events in the atomic stick-slip process, as well as predicts an artifactual temperature dependence of friction measured by AFM. PMID:23030863
Maximal stochastic transport in the Lorenz equations
NASA Astrophysics Data System (ADS)
Agarwal, Sahil; Wettlaufer, J. S.
2016-01-01
We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.
Survey of Bayesian Models for Modelling of Stochastic Temporal Processes
Ng, B
2006-10-12
This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.
Benedetti, Lorenzo; Belia, Evangelina; Cierkens, Katrijn; Flameling, Tony; De Baets, Bernard; Nopens, Ingmar; Weijers, Stefan
2013-01-01
This paper illustrates how a dynamic model can be used to evaluate a plant upgrade on the basis of post-upgrade performance data. The case study is that of the Eindhoven wastewater treatment plant upgrade completed in 2006. As a first step, the design process based on a static model was thoroughly analyzed and the choices regarding variability and uncertainty (i.e. safety factors) were made explicit. This involved the interpretation of the design guidelines and other assumptions made by the engineers. As a second step, a (calibrated) dynamic model of the plant was set up, able to reproduce the anticipated variability (duration and frequency). The third step was to define probability density functions for the parameters assumed to be uncertain, and propagate that uncertainty with the dynamic model by means of Monte Carlo simulations. The last step was the statistical evaluation and interpretation of the simulation results. This work should be regarded as a 'learning exercise' increasing the understanding of how and to what extent variability and uncertainty are currently incorporated in design guidelines used in practice and how model-based post-project appraisals could be performed. PMID:23579841
A data-integrated method for analyzing stochastic biochemical networks
NASA Astrophysics Data System (ADS)
Chevalier, Michael W.; El-Samad, Hana
2011-12-01
Variability and fluctuations among genetically identical cells under uniform experimental conditions stem from the stochastic nature of biochemical reactions. Understanding network function for endogenous biological systems or designing robust synthetic genetic circuits requires accounting for and analyzing this variability. Stochasticity in biological networks is usually represented using a continuous-time discrete-state Markov formalism, where the chemical master equation (CME) and its kinetic Monte Carlo equivalent, the stochastic simulation algorithm (SSA), are used. These two representations are computationally intractable for many realistic biological problems. Fitting parameters in the context of these stochastic models is particularly challenging and has not been accomplished for any but very simple systems. In this work, we propose that moment equations derived from the CME, when treated appropriately in terms of higher order moment contributions, represent a computationally efficient framework for estimating the kinetic rate constants of stochastic network models and subsequent analysis of their dynamics. To do so, we present a practical data-derived moment closure method for these equations. In contrast to previous work, this method does not rely on any assumptions about the shape of the stochastic distributions or a functional relationship among their moments. We use this method to analyze a stochastic model of a biological oscillator and demonstrate its accuracy through excellent agreement with CME/SSA calculations. By coupling this moment-closure method with a parameter search procedure, we further demonstrate how a model's kinetic parameters can be iteratively determined in order to fit measured distribution data.
A data-integrated method for analyzing stochastic biochemical networks.
Chevalier, Michael W; El-Samad, Hana
2011-12-01
Variability and fluctuations among genetically identical cells under uniform experimental conditions stem from the stochastic nature of biochemical reactions. Understanding network function for endogenous biological systems or designing robust synthetic genetic circuits requires accounting for and analyzing this variability. Stochasticity in biological networks is usually represented using a continuous-time discrete-state Markov formalism, where the chemical master equation (CME) and its kinetic Monte Carlo equivalent, the stochastic simulation algorithm (SSA), are used. These two representations are computationally intractable for many realistic biological problems. Fitting parameters in the context of these stochastic models is particularly challenging and has not been accomplished for any but very simple systems. In this work, we propose that moment equations derived from the CME, when treated appropriately in terms of higher order moment contributions, represent a computationally efficient framework for estimating the kinetic rate constants of stochastic network models and subsequent analysis of their dynamics. To do so, we present a practical data-derived moment closure method for these equations. In contrast to previous work, this method does not rely on any assumptions about the shape of the stochastic distributions or a functional relationship among their moments. We use this method to analyze a stochastic model of a biological oscillator and demonstrate its accuracy through excellent agreement with CME/SSA calculations. By coupling this moment-closure method with a parameter search procedure, we further demonstrate how a model's kinetic parameters can be iteratively determined in order to fit measured distribution data.
Stochastic resonance in mammalian neuronal networks
Gluckman, B.J.; So, P.; Netoff, T.I.; Spano, M.L.; Schiff, S.J. |
1998-09-01
We present stochastic resonance observed in the dynamics of neuronal networks from mammalian brain. Both sinusoidal signals and random noise were superimposed into an applied electric field. As the amplitude of the noise component was increased, an optimization (increase then decrease) in the signal-to-noise ratio of the network response to the sinusoidal signal was observed. The relationship between the measures used to characterize the dynamics is discussed. Finally, a computational model of these neuronal networks that includes the neuronal interactions with the electric field is presented to illustrate the physics behind the essential features of the experiment. {copyright} {ital 1998 American Institute of Physics.}
BLASKIEWICZ,M.BRENNAN,J.M.CAMERON,P.WEI,J.
2003-05-12
Emittance growth due to Intra-Beam Scattering significantly reduces the heavy ion luminosity lifetime in RHIC. Stochastic cooling of the stored beam could improve things considerably by counteracting IBS and preventing particles from escaping the rf bucket [1]. High frequency bunched-beam stochastic cooling is especially challenging but observations of Schottky signals in the 4-8 GHz band indicate that conditions are favorable in RHIC [2]. We report here on measurements of the longitudinal beam transfer function carried out with a pickup kicker pair on loan from FNAL TEVATRON. Results imply that for ions a coasting beam description is applicable and we outline some general features of a viable momentum cooling system for RHIC.
Dorogovtsev, Andrei A
2010-06-29
For sets in a Hilbert space the concept of quadratic entropy is introduced. It is shown that this entropy is finite for the range of a stochastic flow of Brownian particles on R. This implies, in particular, the fact that the total time of the free travel in the Arratia flow of all particles that started from a bounded interval is finite. Bibliography: 10 titles.
Ultimate open pit stochastic optimization
NASA Astrophysics Data System (ADS)
Marcotte, Denis; Caron, Josiane
2013-02-01
Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.
Stochastic dispersal and population persistence in marine organisms.
Williams, Paul David; Hastings, Alan
2013-08-01
Temporally variable conditions introduce time dependence into vital rates, and predicting the effect of this variability on population dynamics and persistence is critical for the effective management of natural populations subject to fluctuating environments. In many marine species, dispersal during the larval stage establishes links among populations and is largely determined by temporally variable fluid dynamic processes. However, the consequences of time-dependent dispersal for population persistence are largely unexplored, and so we present a model of stochastically driven dispersal to study population persistence in a temporally variable, patchy habitat. We illustrate how patterns of temporal autocorrelation, expressed as variance in stochastic population connectivity, can have counterintuitive consequences for predictions, where switching between two sets of dynamics, each of which leads to extinction, can promote metapopulation persistence. We contend that accounting for stochastic dispersal can have great relevance for understanding population persistence, in marine populations in particular and in organisms with some degree of passive dispersal in general. PMID:23852360
A space-time cluster algorithm for stochastic processes.
Gulbahce, N.
2003-01-01
We introduce a space-time cluster algorithm that will generate histories of stochastic processes. Michael Zimmer introduced a spacetime MC algorithm for stochastic classical dynamics and he applied it to simulate Ising model with Glauber dynamics. Following his steps, we extended Brower and Tamayo's embedded {phi}{sup 4} dynamics to space and time. We believe our algorithm can be applied to more general stochastic systems. Why space-time? To be able to study nonequilibrium systems, we need to know the probability of the 'history' of a nonequilibrium state. Histories are the entire space-time configurations. Cluster algorithms first introduced by SW, are useful to overcome critical slowing down. Brower and Tamayo have mapped continous field variables to Ising spins, and have grown and flipped SW clusters to gain speed. Our algorithm is an extended version of theirs to space and time.
Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations
NASA Astrophysics Data System (ADS)
Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying
2010-09-01
Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).