Stem Cell Differentiation as a Non-Markov Stochastic Process.
Stumpf, Patrick S; Smith, Rosanna C G; Lenz, Michael; Schuppert, Andreas; Müller, Franz-Josef; Babtie, Ann; Chan, Thalia E; Stumpf, Michael P H; Please, Colin P; Howison, Sam D; Arai, Fumio; MacArthur, Ben D
2017-09-27
Pluripotent stem cells can self-renew in culture and differentiate along all somatic lineages in vivo. While much is known about the molecular basis of pluripotency, the mechanisms of differentiation remain unclear. Here, we profile individual mouse embryonic stem cells as they progress along the neuronal lineage. We observe that cells pass from the pluripotent state to the neuronal state via an intermediate epiblast-like state. However, analysis of the rate at which cells enter and exit these observed cell states using a hidden Markov model indicates the presence of a chain of unobserved molecular states that each cell transits through stochastically in sequence. This chain of hidden states allows individual cells to record their position on the differentiation trajectory, thereby encoding a simple form of cellular memory. We suggest a statistical mechanics interpretation of these results that distinguishes between functionally distinct cellular "macrostates" and functionally similar molecular "microstates" and propose a model of stem cell differentiation as a non-Markov stochastic process. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
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
Quantification of heart rate variability by discrete nonstationary non-Markov stochastic processes.
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 m(n)(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
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 longshore current dynamics
NASA Astrophysics Data System (ADS)
Restrepo, Juan M.; Venkataramani, Shankar
2016-12-01
We develop a stochastic parametrization, based on a 'simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike deterministic models, stochastic parameterization incorporates randomness and hence can only match the observations in a statistical sense. Unlike statistical emulators, in which the model is tuned to the statistical structure of the observation, stochastic parametrization are not directly tuned to match the statistics of the observations. Rather, stochastic parameterization combines deterministic, i.e physics based models with stochastic models for the "missing physics" to create hybrid models, that are stochastic, but yet can be used for making predictions, especially in the context of data assimilation. We introduce a novel measure of the utility of stochastic models of complex processes, that we call consistency of sensitivity. A model with poor consistency of sensitivity requires a great deal of tuning of parameters and has a very narrow range of realistic parameters leading to outcomes consistent with a reasonable spectrum of physical outcomes. We apply this metric to our stochastic parametrization and show that, the loss of certainty inherent in model due to its stochastic nature is offset by the model's resulting consistency of sensitivity. In particular, the stochastic model still retains the forward sensitivity of the deterministic model and hence respects important structural/physical constraints, yet has a broader range of parameters capable of producing outcomes consistent with the field data used in evaluating the model. This leads to an expanded range of model applicability. We show, in the context of data assimilation, the stochastic parametrization of longshore currents achieves good results in capturing the statistics of observation that were not used in tuning the model.
Stochastic ice stream dynamics
Bertagni, Matteo Bernard; Ridolfi, Luca
2016-01-01
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
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
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 Physicochemical Dynamics
NASA Astrophysics Data System (ADS)
Tsekov, R.
2001-02-01
Thermodynamic Relaxation in Quantum Systems: A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution. The validity of the Einstein fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model supposes adiabatic fluctuations and yields another relation between the diffusion coefficient and mobility of a Brownian particle. A new approach to relaxations in quantum systems is also proposed that demonstrates applicability only of the adiabatic model for description of the quantum Brownian dynamics. Stochastic Dynamics of Gas Molecules: A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the molecular Brownian motion are obtained. A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian. The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the description of thermodynamic
Controlled Stochastic Dynamical Systems
2007-04-18
the existence of value functions of two-player zero-sum stochastic differential games Indiana Univ. Math. Journal, 38 (1989), pp 293-314. [6] George ...control problems, Adv. Appl. Prob., 15, (1983) pp 225-254. [10] Karatzas, I. Ocone, D., Wang, H. and Zervos , M., Finite fuel singular control with
Stochastic Model of Microtubule Dynamics
NASA Astrophysics Data System (ADS)
Hryniv, Ostap; Martínez Esteban, Antonio
2017-10-01
We introduce a continuous time stochastic process on strings made of two types of particle, whose dynamics mimics that of microtubules in a living cell. The long term behaviour of the system is described in terms of the velocity v of the string end. We show that v is an analytic function of its parameters and study its monotonicity properties. We give a complete characterisation of the phase diagram of the model and derive several criteria of the growth (v>0) and the shrinking (v<0) regimes of the dynamics.
Stochastic Gain in Population Dynamics
NASA Astrophysics Data System (ADS)
Traulsen, Arne; Röhl, Torsten; Schuster, Heinz Georg
2004-07-01
We introduce an extension of the usual replicator dynamics to adaptive learning rates. We show that a population with a dynamic learning rate can gain an increased average payoff in transient phases and can also exploit external noise, leading the system away from the Nash equilibrium, in a resonancelike fashion. The payoff versus noise curve resembles the signal to noise ratio curve in stochastic resonance. Seen in this broad context, we introduce another mechanism that exploits fluctuations in order to improve properties of the system. Such a mechanism could be of particular interest in economic systems.
Regular and stochastic behavior of Parkinsonian pathological tremor signals
NASA Astrophysics Data System (ADS)
Yulmetyev, R. M.; Demin, S. A.; Panischev, O. Yu.; Hänggi, Peter; Timashev, S. F.; Vstovsky, G. V.
2006-09-01
Regular and stochastic behavior in the time series of Parkinsonian pathological tremor velocity is studied on the basis of the statistical theory of discrete non-Markov stochastic processes and flicker-noise spectroscopy. We have developed a new method of analyzing and diagnosing Parkinson's disease (PD) by taking into consideration discreteness, fluctuations, long- and short-range correlations, regular and stochastic behavior, Markov and non-Markov effects and dynamic alternation of relaxation modes in the initial time signals. The spectrum of the statistical non-Markovity parameter reflects Markovity and non-Markovity in the initial time series of tremor. The relaxation and kinetic parameters used in the method allow us to estimate the relaxation scales of diverse scenarios of the time signals produced by the patient in various dynamic states. The local time behavior of the initial time correlation function and the first point of the non-Markovity parameter give detailed information about the variation of pathological tremor in the local regions of the time series. The obtained results can be used to find the most effective method of reducing or suppressing pathological tremor in each individual case of a PD patient. Generally, the method allows one to assess the efficacy of the medical treatment for a group of PD patients.
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.
Variational principles for stochastic soliton dynamics
Holm, Darryl D.; Tyranowski, Tomasz M.
2016-01-01
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension, we numerically simulate singular solutions (peakons) of the stochastically perturbed Camassa–Holm (CH) equation derived using this method. These numerical simulations show that peakon soliton solutions of the stochastically perturbed CH equation persist and provide an interesting laboratory for investigating the sensitivity and accuracy of adding stochasticity to finite dimensional solutions of stochastic partial differential equations. In particular, some choices of stochastic perturbations of the peakon dynamics by Wiener noise (canonical Hamiltonian stochastic deformations, CH-SD) allow peakons to interpenetrate and exchange order on the real line in overtaking collisions, although this behaviour does not occur for other choices of stochastic perturbations which preserve the Euler–Poincaré structure of the CH equation (parametric stochastic deformations, P-SD), and it also does not occur for peakon solutions of the unperturbed deterministic CH equation. The discussion raises issues about the science of stochastic deformations of finite-dimensional approximations of evolutionary partial differential equation and the sensitivity of the resulting solutions to the choices made in stochastic modelling. PMID:27118922
Variational principles for stochastic soliton dynamics.
Holm, Darryl D; Tyranowski, Tomasz M
2016-03-01
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension, we numerically simulate singular solutions (peakons) of the stochastically perturbed Camassa-Holm (CH) equation derived using this method. These numerical simulations show that peakon soliton solutions of the stochastically perturbed CH equation persist and provide an interesting laboratory for investigating the sensitivity and accuracy of adding stochasticity to finite dimensional solutions of stochastic partial differential equations. In particular, some choices of stochastic perturbations of the peakon dynamics by Wiener noise (canonical Hamiltonian stochastic deformations, CH-SD) allow peakons to interpenetrate and exchange order on the real line in overtaking collisions, although this behaviour does not occur for other choices of stochastic perturbations which preserve the Euler-Poincaré structure of the CH equation (parametric stochastic deformations, P-SD), and it also does not occur for peakon solutions of the unperturbed deterministic CH equation. The discussion raises issues about the science of stochastic deformations of finite-dimensional approximations of evolutionary partial differential equation and the sensitivity of the resulting solutions to the choices made in stochastic modelling.
Dynamic response of mechanical systems to impulse process stochastic excitations: Markov approach
NASA Astrophysics Data System (ADS)
Iwankiewicz, R.
2016-05-01
Methods for determination of the response of mechanical dynamic systems to Poisson and non-Poisson impulse process stochastic excitations are presented. Stochastic differential and integro-differential equations of motion are introduced. For systems driven by Poisson impulse process the tools of the theory of non-diffusive Markov processes are used. These are: the generalized Itô’s differential rule which allows to derive the differential equations for response moments and the forward integro-differential Chapman-Kolmogorov equation from which the equation governing the probability density of the response is obtained. The relation of Poisson impulse process problems to the theory of diffusive Markov processes is given. For systems driven by a class of non-Poisson (Erlang renewal) impulse processes an exact conversion of the original non-Markov problem into a Markov one is based on the appended Markov chain corresponding to the introduced auxiliary pure jump stochastic process. The derivation of the set of integro-differential equations for response probability density and also a moment equations technique are based on the forward integro-differential Chapman-Kolmogorov equation. An illustrating numerical example is also included.
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
Variational principles for stochastic fluid dynamics.
Holm, Darryl D
2015-04-08
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.
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.
Stochastic resonance mechanism in aerosol index dynamics.
De Martino, S; Falanga, M; Mona, L
2002-09-16
We consider satellite time series concerning the atmospheric aerosol content. We prove that these time series are well described by a stochastic dynamical model. The principal peak in the power spectrum of these signals can be explained by stochastic resonance, linking variable external factors, such as Sun-Earth radiation budget and local insolation, to fluctuations on smaller spatial and temporal scale due to internal weather and antrophic components.
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.
Stochastic dynamics of cholera epidemics
NASA Astrophysics Data System (ADS)
Azaele, Sandro; Maritan, Amos; Bertuzzo, Enrico; Rodriguez-Iturbe, Ignacio; Rinaldo, Andrea
2010-05-01
We describe the predictions of an analytically tractable stochastic model for cholera epidemics following a single initial outbreak. The exact model relies on a set of assumptions that may restrict the generality of the approach and yet provides a realm of powerful tools and results. Without resorting to the depletion of susceptible individuals, as usually assumed in deterministic susceptible-infected-recovered models, we show that a simple stochastic equation for the number of ill individuals provides a mechanism for the decay of the epidemics occurring on the typical time scale of seasonality. The model is shown to provide a reasonably accurate description of the empirical data of the 2000/2001 cholera epidemic which took place in the Kwa Zulu-Natal Province, South Africa, with possibly notable epidemiological implications.
Stochastic dynamics of cholera epidemics.
Azaele, Sandro; Maritan, Amos; Bertuzzo, Enrico; Rodriguez-Iturbe, Ignacio; Rinaldo, Andrea
2010-05-01
We describe the predictions of an analytically tractable stochastic model for cholera epidemics following a single initial outbreak. The exact model relies on a set of assumptions that may restrict the generality of the approach and yet provides a realm of powerful tools and results. Without resorting to the depletion of susceptible individuals, as usually assumed in deterministic susceptible-infected-recovered models, we show that a simple stochastic equation for the number of ill individuals provides a mechanism for the decay of the epidemics occurring on the typical time scale of seasonality. The model is shown to provide a reasonably accurate description of the empirical data of the 2000/2001 cholera epidemic which took place in the Kwa Zulu-Natal Province, South Africa, with possibly notable epidemiological implications.
On methods for studying stochastic disease dynamics
Keeling, M.J; Ross, J.V
2007-01-01
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
On methods for studying stochastic disease dynamics.
Keeling, M J; Ross, J V
2008-02-06
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.
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 Resonance in Protein Folding Dynamics.
Davtyan, Aram; Platkov, Max; Gruebele, Martin; Papoian, Garegin A
2016-05-04
Although protein folding reactions are usually studied under static external conditions, it is likely that proteins fold in a locally fluctuating cellular environment in vivo. To mimic such behavior in in vitro experiments, the local temperature of the solvent can be modulated either harmonically or using correlated noise. In this study, coarse-grained molecular simulations are used to investigate these possibilities, and it is found that both periodic and correlated random fluctuations of the environment can indeed accelerate folding kinetics if the characteristic frequencies of the applied fluctuations are commensurate with the internal timescale of the folding reaction; this is consistent with the phenomenon of stochastic resonance observed in many other condensed-matter processes. To test this theoretical prediction, the folding dynamics of phosphoglycerate kinase under harmonic temperature fluctuations are experimentally probed using Förster resonance energy transfer fluorescence measurements. To analyze these experiments, a combination of theoretical approaches is developed, including stochastic simulations of folding kinetics and an analytical mean-field kinetic theory. The experimental observations are consistent with the theoretical predictions of stochastic resonance in phosphoglycerate kinase folding. When combined with an alternative experiment on the protein VlsE using a power spectrum analysis, elaborated in Dave et al., ChemPhysChem 2016, 10.1002/cphc.201501041, the overall data overwhelmingly point to the experimental confirmation of stochastic resonance in protein folding dynamics.
Stochastic tipping points in climate dynamics.
Pierini, Stefano
2012-02-01
A crucial question recently raised in climate dynamics concerns abrupt climate transitions: Are they due to a tipping point (TP) being exceeded, or is fast noisy dynamics the cause of their excitation? In this respect, a case study based on a low-order ocean model is developed to show that in an excitable dynamical system perturbed by noise (a possible climate condition) the TPs may have limited physical meaning, with the coherence resonance mechanism being predominant. The analysis is based on an operational definition of stochastic TP, which accounts for the effect of noise and reconciles formally the TP and coherence resonance views.
Dynamic range of hypercubic stochastic excitable media
NASA Astrophysics Data System (ADS)
Assis, Vladimir R. V.; Copelli, Mauro
2008-01-01
We study the response properties of d -dimensional hypercubic excitable networks to a stochastic stimulus. Each site, modeled either by a three-state stochastic susceptible-infected-recovered-susceptible system or by the probabilistic Greenberg-Hastings cellular automaton, is continuously and independently stimulated by an external Poisson rate h . The response function (mean density of active sites ρ versus h ) is obtained via simulations (for d=1,2,3,4 ) and mean-field approximations at the single-site and pair levels (∀d) . In any dimension, the dynamic range and sensitivity of the response function are maximized precisely at the nonequilibrium phase transition to self-sustained activity, in agreement with a reasoning recently proposed. Moreover, the maximum dynamic range attained at a given dimension d is a decreasing function of d .
Stochastic Nonlinear Dynamics of Floating Structures
1994-08-03
examples of colored noise filters exist in the literature. Billah and Shinozuka [4] use the following Tr/(t) = -y(t) + F(t), (8) where rc is the...several sources such as Billah and Shinozuka [6]. Because the Fokker-Planck equation requires that the governing equations be cast as a series of first...Nonlinear Stochastic Dynamics Engineering systems, pages 87- 100, New York, 1987. IUTAM, Springer-Verlag. [6] K.Y.R. Billah and M. Shinozuka
Stochastic game dynamics under demographic fluctuations
Huang, Weini; Hauert, Christoph; Traulsen, Arne
2015-01-01
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
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 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.
Protein Synthesis Driven by Dynamical Stochastic Transcription.
Innocentini, Guilherme C P; Forger, Michael; Radulescu, Ovidiu; Antoneli, Fernando
2016-01-01
In this manuscript, we propose a mathematical framework to couple transcription and translation in which mRNA production is described by a set of master equations, while the dynamics of protein density is governed by a random differential equation. The coupling between the two processes is given by a stochastic perturbation whose statistics satisfies the master equations. In this approach, from the knowledge of the analytical time-dependent distribution of mRNA number, we are able to calculate the dynamics of the probability density of the protein population.
A stochastic evolutionary model for survival dynamics
NASA Astrophysics Data System (ADS)
Fenner, Trevor; Levene, Mark; Loizou, George
2014-09-01
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis, traditionally employed in clinical trials and reliability analysis in engineering. In our model, the only implicit assumption made is that the longer an actor has been in the system, the more likely it is to have failed. We derive a power-law distribution for the process and provide preliminary empirical evidence for the validity of the model from two well-known survival analysis data sets.
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.
Stochastic magnetization dynamics in single domain particles
NASA Astrophysics Data System (ADS)
Giordano, Stefano; Dusch, Yannick; Tiercelin, Nicolas; Pernod, Philippe; Preobrazhensky, Vladimir
2013-06-01
Magnetic particles are largely utilized in several applications ranging from magnetorheological fluids to bioscience and from nanothechnology to memories or logic devices. The behavior of each single particle at finite temperature (under thermal stochastic fluctuations) plays a central role in determining the response of the whole physical system taken into consideration. Here, the magnetization evolution is studied through the Landau-Lifshitz-Gilbert formalism and the non-equilibrium statistical mechanics is introduced with the Langevin and Fokker-Planck methodologies. As result of the combination of such techniques we analyse the stochastic magnetization dynamics and we numerically determine the convergence time, measuring the velocity of attainment of thermodynamic equilibrium, as function of the system temperature.
Double inverse stochastic resonance with dynamic synapses
NASA Astrophysics Data System (ADS)
Uzuntarla, Muhammet; Torres, Joaquin J.; So, Paul; Ozer, Mahmut; Barreto, Ernest
2017-01-01
We investigate the behavior of a model neuron that receives a biophysically realistic noisy postsynaptic current based on uncorrelated spiking activity from a large number of afferents. We show that, with static synapses, such noise can give rise to inverse stochastic resonance (ISR) as a function of the presynaptic firing rate. We compare this to the case with dynamic synapses that feature short-term synaptic plasticity and show that the interval of presynaptic firing rate over which ISR exists can be extended or diminished. We consider both short-term depression and facilitation. Interestingly, we find that a double inverse stochastic resonance (DISR), with two distinct wells centered at different presynaptic firing rates, can appear.
Characterizing phonon dynamics using stochastic sampling
Kunal, K.; Aluru, N. R.
2016-03-21
Predicting phonon relaxation time from molecular dynamics (MD) requires a long simulation time to compute the mode energy auto-correlation function. Here, we present an alternative approach to infer the phonon life-time from an approximate form of the energy auto-correlation function. The method requires as an input a set of sampled equilibrium configurations. A stochastic sampling method is used to generate the equilibrium configurations. We consider a truncated Taylor series expansion of the phonon energy auto-correlation function. The different terms in the truncated correlation function are obtained using the stochastic sampling approach. The expansion terms, thus, obtained are in good agreement with the corresponding values obtained using MD. We then use the approximate function to compute the phonon relaxation time. The relaxation time computed using this method is compared with that obtained from the exact correlation function. The two values are in agreement with each other.
Stochastic dynamic models and Chebyshev splines
Fan, Ruzong; Zhu, Bin; Wang, Yuedong
2015-01-01
In this article, we establish a connection between a stochastic dynamic model (SDM) driven by a linear stochastic differential equation (SDE) and a Chebyshev spline, which enables researchers to borrow strength across fields both theoretically and numerically. We construct a differential operator for the penalty function and develop a reproducing kernel Hilbert space (RKHS) induced by the SDM and the Chebyshev spline. The general form of the linear SDE allows us to extend the well-known connection between an integrated Brownian motion and a polynomial spline to a connection between more complex diffusion processes and Chebyshev splines. One interesting special case is connection between an integrated Ornstein–Uhlenbeck process and an exponential spline. We use two real data sets to illustrate the integrated Ornstein–Uhlenbeck process model and exponential spline model and show their estimates are almost identical. PMID:26045632
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.
Simulating stochastic dynamics using large time steps.
Corradini, O; Faccioli, P; Orland, H
2009-12-01
We present an approach to investigate the long-time stochastic dynamics of multidimensional classical systems, in contact with a heat bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short- and long-time scales and both molecular dynamics or Monte Carlo (MC) simulations are generally inefficient. Using a field theoretic approach, we perform analytically the average over the short-time stochastic fluctuations. This way, we obtain an effective theory, which generates the same long-time dynamics of the original theory, but has a lower time-resolution power. Such an approach is used to develop an improved version of the MC algorithm, which is particularly suitable to investigate the dynamics of rare conformational transitions. In the specific case of molecular systems at room temperature, we show that elementary integration time steps used to simulate the effective theory can be chosen a factor approximately 100 larger than those used in the original theory. Our results are illustrated and tested on a simple system, characterized by a rugged energy landscape.
Extraction of stochastic dynamics from time series.
Petelczyc, M; Żebrowski, J J; Gac, J M
2012-07-01
We present a method for the reconstruction of the dynamics of processes with discrete time. The time series from such a system is described by a stochastic recurrence equation, the continuous form of which is known as the Langevin equation. The deterministic f and stochastic g components of the stochastic equation are directly extracted from the measurement data with the assumption that the noise has finite moments and has a zero mean and a unit variance. No other information about the noise distribution is needed. This is contrary to the usual Langevin description, in which the additional assumption that the noise is Gaussian (δ-correlated) distributed as necessary. We test the method using one dimensional deterministic systems (the tent and logistic maps) with Gaussian and with Gumbel noise. In addition, results for human heart rate variability are presented as an example of the application of our method to real data. The differences between cardiological cases can be observed in the properties of the deterministic part f and of the reconstructed noise distribution.
Extraction of stochastic dynamics from time series
NASA Astrophysics Data System (ADS)
Petelczyc, M.; Żebrowski, J. J.; Gac, J. M.
2012-07-01
We present a method for the reconstruction of the dynamics of processes with discrete time. The time series from such a system is described by a stochastic recurrence equation, the continuous form of which is known as the Langevin equation. The deterministic f and stochastic g components of the stochastic equation are directly extracted from the measurement data with the assumption that the noise has finite moments and has a zero mean and a unit variance. No other information about the noise distribution is needed. This is contrary to the usual Langevin description, in which the additional assumption that the noise is Gaussian (δ-correlated) distributed as necessary. We test the method using one dimensional deterministic systems (the tent and logistic maps) with Gaussian and with Gumbel noise. In addition, results for human heart rate variability are presented as an example of the application of our method to real data. The differences between cardiological cases can be observed in the properties of the deterministic part f and of the reconstructed noise distribution.
Stochastic dynamics and denaturation of thermalized DNA.
Deng, Mao Lin; Zhu, Wei Qiu
2008-02-01
In the first part of the paper, the stochastic dynamics of the Peyrard-Bishop-Dauxois (PBD) DNA model is studied. A one-dimensional averaged Itô stochastic differential equation governing the total energy of the system and the associated Fokker-Planck equation governing the transition probability density function of the total energy are derived from the Langevin equations for the base-pair (bp) separation of the PBD DNA model by using the stochastic averaging method for quasinonintegrable Hamiltonian systems. The stationary probability density function of the average energy and the mean square of the bp separation are obtained by solving the reduced Fokker-Planck equation. In the second part of the paper, the local denaturation of the thermalized PBD DNA model is studied as a first-passage-time problem in the energy. A backward Kolmogorov equation and a Pontryagin equation are derived from the averaged Itô equation and solved to yield the waiting-time distribution and the mean bp opening time. All the analytical results are confirmed with those from Monte Carlo simulation. It is pointed out that the proposed method may yield a reasonable mean bp opening time if the friction coefficient is fixed using experimental results.
Stochastic Dynamics through Hierarchically Embedded Markov Chains
NASA Astrophysics Data System (ADS)
Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.
2017-02-01
Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.
Stochastic Dynamics through Hierarchically Embedded Markov Chains.
Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M
2017-02-03
Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.
Stochastic unraveling of positive quantum dynamics
NASA Astrophysics Data System (ADS)
Caiaffa, Matteo; Smirne, Andrea; Bassi, Angelo
2017-06-01
Stochastic unravelings represent a useful tool to describe the dynamics of open quantum systems, and standard methods, such as quantum state diffusion (QSD), call for the complete positivity of the open-system dynamics. Here, we present a generalization of QSD, which also applies to positive, but not completely positive evolutions. The rate and the action of the diffusive processes involved in the unraveling are obtained by applying a proper transformation to the operators which define the master equation. The unraveling is first defined for semigroup dynamics and then extended to a definite class of time-dependent generators. We test our approach on a prototypical model for the description of exciton transfer, keeping track of relevant phenomena, which are instead disregarded within the standard, completely positive framework.
The stochastic search dynamics of interneuron migration.
Britto, Joanne M; Johnston, Leigh A; Tan, Seong-Seng
2009-08-05
Migration is a dynamic process in which a cell searches the environment and translates acquired information into somal advancement. In particular, interneuron migration during development is accomplished by two distinct processes: the extension of neurites tipped with growth cones; and nucleus translocation, termed nucleokinesis. The primary purpose of our study is to investigate neurite branching and nucleokinesis using high-resolution time-lapse confocal microscopy and computational modeling. We demonstrate that nucleokinesis is accurately modeled by a spring-dashpot system and that neurite branching is independent of the nucleokinesis event, and displays the dynamics of a stochastic birth-death process. This is in contrast to traditional biological descriptions, which suggest a closer relationship between the two migratory mechanisms. Our models are validated on independent data sets acquired using two different imaging protocols, and are shown to be robust to alterations in guidance cues and cellular migratory mechanisms, through treatment with brain-derived neurotrophic factor, neurotrophin-4, and blebbistatin. We postulate that the stochastic branch dynamics exhibited by interneurons undergoing guidance-directed migration permit efficient exploration of the environment.
The Stochastic Search Dynamics of Interneuron Migration
Britto, Joanne M.; Johnston, Leigh A.; Tan, Seong-Seng
2009-01-01
Abstract Migration is a dynamic process in which a cell searches the environment and translates acquired information into somal advancement. In particular, interneuron migration during development is accomplished by two distinct processes: the extension of neurites tipped with growth cones; and nucleus translocation, termed nucleokinesis. The primary purpose of our study is to investigate neurite branching and nucleokinesis using high-resolution time-lapse confocal microscopy and computational modeling. We demonstrate that nucleokinesis is accurately modeled by a spring-dashpot system and that neurite branching is independent of the nucleokinesis event, and displays the dynamics of a stochastic birth-death process. This is in contrast to traditional biological descriptions, which suggest a closer relationship between the two migratory mechanisms. Our models are validated on independent data sets acquired using two different imaging protocols, and are shown to be robust to alterations in guidance cues and cellular migratory mechanisms, through treatment with brain-derived neurotrophic factor, neurotrophin-4, and blebbistatin. We postulate that the stochastic branch dynamics exhibited by interneurons undergoing guidance-directed migration permit efficient exploration of the environment. PMID:19651028
Stochastic dynamics of macromolecular-assembly networks.
NASA Astrophysics Data System (ADS)
Saiz, Leonor; Vilar, Jose
2006-03-01
The formation and regulation of macromolecular complexes provides the backbone of most cellular processes, including gene regulation and signal transduction. The inherent complexity of assembling macromolecular structures makes current computational methods strongly limited for understanding how the physical interactions between cellular components give rise to systemic properties of cells. Here we present a stochastic approach to study the dynamics of networks formed by macromolecular complexes in terms of the molecular interactions of their components [1]. Exploiting key thermodynamic concepts, this approach makes it possible to both estimate reaction rates and incorporate the resulting assembly dynamics into the stochastic kinetics of cellular networks. As prototype systems, we consider the lac operon and phage λ induction switches, which rely on the formation of DNA loops by proteins [2] and on the integration of these protein-DNA complexes into intracellular networks. This cross-scale approach offers an effective starting point to move forward from network diagrams, such as those of protein-protein and DNA-protein interaction networks, to the actual dynamics of cellular processes. [1] L. Saiz and J.M.G. Vilar, submitted (2005). [2] J.M.G. Vilar and L. Saiz, Current Opinion in Genetics & Development, 15, 136-144 (2005).
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. ©2011 American Physical Society
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.
A random dynamical systems perspective on stochastic resonance
NASA Astrophysics Data System (ADS)
Cherubini, Anna Maria; Lamb, Jeroen S. W.; Rasmussen, Martin; Sato, Yuzuru
2017-07-01
We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a nonautonomous forcing. We prove the existence of a unique global attracting random periodic orbit and a stationary periodic measure. We use the stationary periodic measure to define an indicator for the stochastic resonance.
Statistics and generation of non-Markov phase screens
NASA Astrophysics Data System (ADS)
Charnotskii, Mikhail; Baker, Gary
2016-09-01
Statistics of the random phase screens used for the modeling of beam propagation and imaging through the turbulent atmosphere is currently based on the Markov Approximation (MA) for wave propagation. This includes the phase structure functions of individual screens and the use of the statistically-independent screens for the multi-screen splitstep simulation of wave propagation. As the propagation modeling progresses to address the deep turbulence conditions, the increased number of phase screens is required to accurately describe the multiple scattering. This makes the MA a critical limitation, both because phase statistic of the thin turbulent layer does not follow MA, and because the closely space screens cannot be considered as statistically and functionally independent. A recently introduced Sparse-Spectrum (SS) model of statistically homogeneous random fields makes it possible to generate 3-D samples of refractive-index fluctuations with prescribed spectral density at a very reasonable computational cost. This leads to generation of samples of the phase screen sets that are free from the limitations of the MA. We investigated statistics of the individual phase screens and cross-correlations between the pairs of phase screens and found that the thickness Δz of the turbulent layer replaced by the phase screen is a new parameter defining the phase statistics in the non-Markov case. SS-based numerical algorithms for generation of the 3-D samples of the turbulent refractive index, and for the phase screen sets are presented. We also compare the split-step simulation results for the traditional MA and non-Markov screens.
Nambu mechanics for stochastic magnetization dynamics
NASA Astrophysics Data System (ADS)
Thibaudeau, Pascal; Nussle, Thomas; Nicolis, Stam
2017-06-01
The Landau-Lifshitz-Gilbert (LLG) equation describes the dynamics of a damped magnetization vector that can be understood as a generalization of Larmor spin precession. The LLG equation cannot be deduced from the Hamiltonian framework, by introducing a coupling to a usual bath, but requires the introduction of additional constraints. It is shown that these constraints can be formulated elegantly and consistently in the framework of dissipative Nambu mechanics. This has many consequences for both the variational principle and for topological aspects of hidden symmetries that control conserved quantities. We particularly study how the damping terms of dissipative Nambu mechanics affect the consistent interaction of magnetic systems with stochastic reservoirs and derive a master equation for the magnetization. The proposals are supported by numerical studies using symplectic integrators that preserve the topological structure of Nambu equations. These results are compared to computations performed by direct sampling of the stochastic equations and by using closure assumptions for the moment equations, deduced from the master equation.
Nonlinear and Stochastic Dynamics in the Heart.
Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N
2014-10-10
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.
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 epidemic dynamics on extremely heterogeneous networks
NASA Astrophysics Data System (ADS)
Parra-Rojas, César; House, Thomas; McKane, Alan J.
2016-12-01
Networks of contacts capable of spreading infectious diseases are often observed to be highly heterogeneous, with the majority of individuals having fewer contacts than the mean, and a significant minority having relatively very many contacts. We derive a two-dimensional diffusion model for the full temporal behavior of the stochastic susceptible-infectious-recovered (SIR) model on such a network, by making use of a time-scale separation in the deterministic limit of the dynamics. This low-dimensional process is an accurate approximation to the full model in the limit of large populations, even for cases when the time-scale separation is not too pronounced, provided the maximum degree is not of the order of the population size.
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.
Stochastic perturbations in vortex-tube dynamics.
Moriconi, L; Nobre, F A S
2004-11-01
A dual lattice vortex formulation of homogeneous turbulence is developed, within the Martin-Siggia-Rose field theoretical approach. It consists of a generalization of the usual dipole version of the Navier-Stokes equations, known to hold in the limit of vanishing external forcing. We investigate, as a straightforward application of our formalism, the dynamics of closed vortex tubes, randomly stirred at large length scales by Gaussian stochastic forces. We find that besides the usual self-induced propagation, the vortex tube evolution may be effectively modeled through the introduction of an additional white-noise correlated velocity field background. The resulting phenomenological picture is closely related to observations previously reported from a wavelet decomposition analysis of turbulent flow configurations.
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. Copyright © 2015 Elsevier Inc. All rights reserved.
Stochastic population dynamics: The Poisson approximation
NASA Astrophysics Data System (ADS)
Solari, Hernán G.; Natiello, Mario A.
2003-03-01
We introduce an approximation to stochastic population dynamics based on almost independent Poisson processes whose parameters obey a set of coupled ordinary differential equations. The approximation applies to systems that evolve in terms of events such as death, birth, contagion, emission, absorption, etc., and we assume that the event-rates satisfy a generalized mass-action law. The dynamics of the populations is then the result of the projection from the space of events into the space of populations that determine the state of the system (phase space). The properties of the Poisson approximation are studied in detail. Especially, error bounds for the moment generating function and the generating function receive particular attention. The deterministic approximation for the population fractions and the Langevin-type approximation for the fluctuations around the mean value are recovered within the framework of the Poisson approximation as particular limit cases. However, the proposed framework allows to treat other limit cases and general situations with small populations that lie outside the scope of the standard approaches. The Poisson approximation can be viewed as a general (numerical) integration scheme for this family of problems in population dynamics.
Gaussian estimates on networks with dynamic stochastic boundary conditions
NASA Astrophysics Data System (ADS)
Cordoni, Francesco; di Persio, Luca
In this paper we prove the existence and uniqueness for the solution to a stochastic reaction-diffusion equation, defined on a network, and subjected to nonlocal dynamic stochastic boundary conditions. The result is obtained by deriving a Gaussian-type estimate for the related leading semigroup, under rather mild regularity assumptions on the coefficients. An application of the latter to a stochastic optimal control problem on graphs, is also provided.
Stochastic dynamics for reinfection by transmitted diseases
NASA Astrophysics Data System (ADS)
Barros, Alessandro S.; Pinho, Suani T. R.
2017-06-01
The use of stochastic models to study the dynamics of infectious diseases is an important tool to understand the epidemiological process. For several directly transmitted diseases, reinfection is a relevant process, which can be expressed by endogenous reactivation of the pathogen or by exogenous reinfection due to direct contact with an infected individual (with smaller reinfection rate σ β than infection rate β ). In this paper, we examine the stochastic susceptible, infected, recovered, infected (SIRI) model simulating the endogenous reactivation by a spontaneous reaction, while exogenous reinfection by a catalytic reaction. Analyzing the mean-field approximations of a site and pairs of sites, and Monte Carlo (MC) simulations for the particular case of exogenous reinfection, we obtained continuous phase transitions involving endemic, epidemic, and no transmission phases for the simple approach; the approach of pairs is better to describe the phase transition from endemic phase (susceptible, infected, susceptible (SIS)-like model) to epidemic phase (susceptible, infected, and removed or recovered (SIR)-like model) considering the comparison with MC results; the reinfection increases the peaks of outbreaks until the system reaches endemic phase. For the particular case of endogenous reactivation, the approach of pairs leads to a continuous phase transition from endemic phase (SIS-like model) to no transmission phase. Finally, there is no phase transition when both effects are taken into account. We hope the results of this study can be generalized for the susceptible, exposed, infected, and removed or recovered (SEIRIE) model, for which the state exposed (infected but not infectious), describing more realistically transmitted diseases such as tuberculosis. In future work, we also intend to investigate the effect of network topology on phase transitions when the SIRI model describes both transmitted diseases (σ <1 ) and social contagions (σ >1 ).
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.
Collisionally induced stochastic dynamics of fast ions in solids
Burgdoerfer, J.
1989-01-01
Recent developments in the theory of excited state formation in collisions of fast highly charged ions with solids are reviewed. We discuss a classical transport theory employing Monte-Carlo sampling of solutions of a microscopic Langevin equation. Dynamical screening by the dielectric medium as well as multiple collisions are incorporated through the drift and stochastic forces in the Langevin equation. The close relationship between the extrinsically stochastic dynamics described by the Langevin and the intrinsic stochasticity in chaotic nonlinear dynamical systems is stressed. Comparison with experimental data and possible modification by quantum corrections are discussed. 49 refs., 11 figs.
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 oscillatory dynamics of generalized repressilators
NASA Astrophysics Data System (ADS)
Strelkowa, Natalja; Barahona, Mauricio
2012-09-01
We explore the impact of low copy number noise on the onset and quality of oscillations in the generalized repressilator model with odd-number of elements. In our previous work [Strelkowa & Barahona, 2011] we applied deterministic complexity analysis and provided analytical conditions for the emergence of stable limit cycles via Hopf Bifurcations in odd-numbered rings. Here, we extend this analysis to the stochastic description of the model and study the influence of a biochemical design 'knob' - the gene copy number - on the onset and quality of the oscillations. The gene copy number simultaneously affects two parameters that are usually considered independently in mathematical analyses of this model: namely, the system size Ω and the deterministic bifurcation parameter c1. Here we study the dynamic properties on the (Ω,c1)-plane and characterize how the oscillation characteristics depend on both parameters. The (Ω,c1)-plane can thus provide a useful perspective for the design and control of engineered synthetic oscillators with respect to biologically meaningful design parameters.
Extending Newtonian Dynamics to Include Stochastic Processes
NASA Technical Reports Server (NTRS)
Zak, Michail
2009-01-01
A paper presents further results of continuing research reported in several previous NASA Tech Briefs articles, the two most recent being Stochastic Representations of Chaos Using Terminal Attractors (NPO-41519), [Vol. 30, No. 5 (May 2006), page 57] and Physical Principle for Generation of Randomness (NPO-43822) [Vol. 33, No. 5 (May 2009), page 56]. This research focuses upon a mathematical formalism for describing post-instability motions of a dynamical system characterized by exponential divergences of trajectories leading to chaos (including turbulence as a form of chaos). The formalism involves fictitious control forces that couple the equations of motion of the system with a Liouville equation that describes the evolution of the probability density of errors in initial conditions. These stabilizing forces create a powerful terminal attractor in probability space that corresponds to occurrence of a target trajectory with probability one. The effect in configuration space (ordinary three-dimensional space as commonly perceived) is to suppress exponential divergences of neighboring trajectories without affecting the target trajectory. As a result, the post-instability motion is represented by a set of functions describing the evolution of such statistical quantities as expectations and higher moments, and this representation is stable.
A dynamic localization model with stochastic backscatter
NASA Technical Reports Server (NTRS)
Carati, Daniele; Ghosal, Sandip
1994-01-01
The modeling of subgrid scales in large-eddy simulation (LES) has been rationalized by the introduction of the dynamic localization procedure. This method allows one to compute rather than prescribe the unknown coefficients in the subgrid-scale model. Formally, the LES equations are supposed to be obtained by applying to the Navier-Stokes equations a 'grid filter' operation. Though the subgrid stress itself is unknown, an identity between subgrid stresses generated by different filters has been derived. Although preliminary tests of the Dynamic Localization Model (DLM) with k-equation have been satisfactory, the use of a negative eddy viscosity to describe backscatter is probably a crude representation of the physics of reverse transfer of energy. Indeed, the model is fully deterministic. Knowing the filtered velocity field and the subgrid-scale energy, the subgrid stress is automatically determined. We know that the LES equations cannot be fully deterministic since the small scales are not resolved. This stems from an important distinction between equilibrium hydrodynamics and turbulence. In equilibrium hydrodynamics, the molecular motions are also not resolved. However, there is a clear separation of scale between these unresolved motions and the relevant hydrodynamic scales. The result of molecular motions can then be separated into an average effect (the molecular viscosity) and some fluctuations. Due to the large number of molecules present in a box with size of the order of the hydrodynamic scale, the ratio between fluctuations and the average effect should be very small (as a result of the 'law of large numbers'). For that reason, the hydrodynamic balance equations are usually purely deterministic. In turbulence, however, there is no clear separation of scale between small and large eddies. In that case, the fluctuations around a deterministic eddy viscosity term could be significant. An eddy noise would then appear through a stochastic term in the subgrid
Stochastic single-molecule dynamics of synaptic membrane protein domains
NASA Astrophysics Data System (ADS)
Kahraman, Osman; Li, Yiwei; Haselwandter, Christoph A.
2016-09-01
Motivated by single-molecule experiments on synaptic membrane protein domains, we use a stochastic lattice model to study protein reaction and diffusion processes in crowded membranes. We find that the stochastic reaction-diffusion dynamics of synaptic proteins provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the single-molecule trajectories observed for synaptic proteins, and spatially inhomogeneous protein lifetimes at the cell membrane. Our results suggest that central aspects of the single-molecule and collective dynamics observed for membrane protein domains can be understood in terms of stochastic reaction-diffusion processes at the cell membrane.
Dynamic Response Analysis of Fuzzy Stochastic Truss Structures under Fuzzy Stochastic Excitation
NASA Astrophysics Data System (ADS)
Ma, Juan; Chen, Jian-Jun; Gao, Wei
2006-08-01
A novel method (Fuzzy factor method) is presented, which is used in the dynamic response analysis of fuzzy stochastic truss structures under fuzzy stochastic step loads. Considering the fuzzy randomness of structural physical parameters, geometric dimensions and the amplitudes of step loads simultaneously, fuzzy stochastic dynamic response of the truss structures is developed using the mode superposition method and fuzzy factor method. The fuzzy numerical characteristics of dynamic response are then obtained by using the random variable’s moment method and the algebra synthesis method. The influences of the fuzzy randomness of structural physical parameters, geometric dimensions and step load on the fuzzy randomness of the dynamic response are demonstrated via an engineering example, and Monte-Carlo method is used to simulate this example, verifying the feasibility and validity of the modeling and method given in this paper.
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.
A stochastic metapopulation model accounting for habitat dynamics.
Ross, J V
2006-06-01
A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.
Microtubules: dynamically unstable stochastic phase-switching polymers
NASA Astrophysics Data System (ADS)
Zakharov, P. N.; Arzhanik, V. K.; Ulyanov, E. V.; Gudimchuk, N. B.; Ataullakhanov, F. I.
2016-08-01
One of the simplest molecular motors, a biological microtubule, is reviewed as an example of a highly nonequilibrium molecular machine capable of stochastic transitions between slow growth and rapid disassembly phases. Basic properties of microtubules are described, and various approaches to simulating their dynamics, from statistical chemical kinetics models to molecular dynamics models using the Metropolis Monte Carlo and Brownian dynamics methods, are outlined.
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
Analysing Dynamical Behavior of Cellular Networks via Stochastic Bifurcations
Zakharova, Anna; Kurths, Jürgen; Vadivasova, Tatyana; Koseska, Aneta
2011-01-01
The dynamical structure of genetic networks determines the occurrence of various biological mechanisms, such as cellular differentiation. However, the question of how cellular diversity evolves in relation to the inherent stochasticity and intercellular communication remains still to be understood. Here, we define a concept of stochastic bifurcations suitable to investigate the dynamical structure of genetic networks, and show that under stochastic influence, the expression of given proteins of interest is defined via the probability distribution of the phase variable, representing one of the genes constituting the system. Moreover, we show that under changing stochastic conditions, the probabilities of expressing certain concentration values are different, leading to different functionality of the cells, and thus to differentiation of the cells in the various types. PMID:21647432
Forecasting financial asset processes: stochastic dynamics via learning neural networks.
Giebel, S; Rainer, M
2010-01-01
Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.
Modeling ion channel dynamics through reflected stochastic differential equations
NASA Astrophysics Data System (ADS)
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.
Open quantum system stochastic dynamics with and without the RWA
NASA Astrophysics Data System (ADS)
Band, Y. B.
2015-02-01
We study the dynamics of a two-level quantum system interacting with a single frequency electromagnetic field and a stochastic magnetic field, with and without making the rotating wave approximation (RWA). The transformation to the rotating frame does not commute with the stochastic Hamiltonian if the stochastic field has nonvanishing components in the transverse direction, hence, applying the RWA requires transformation of the stochastic terms in the Hamiltonian. For Gaussian white noise, the master equation is derived from the stochastic Schrödinger-Langevin equations, with and without the RWA. With the RWA, the master equation for the density matrix has Lindblad terms with coefficients that are time-dependent (i.e., the master equation is time-local). An approximate analytic expression for the density matrix is obtained with the RWA. For Ornstein-Uhlenbeck noise, as well as other types of colored noise, in contradistinction to the Gaussian white noise case, the non-commutation of the RWA transformation and the noise Hamiltonian can significantly affect the RWA dynamics when ω {{τ }corr} 1, where ω is the electromagnetic field frequency and {{τ }corr} is the stochastic magnetic field correlation time.
Fast stochastic algorithm for simulating evolutionary population dynamics
NASA Astrophysics Data System (ADS)
Tsimring, Lev; Hasty, Jeff; Mather, William
2012-02-01
Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.
Subspace dynamic mode decomposition for stochastic Koopman analysis
NASA Astrophysics Data System (ADS)
Takeishi, Naoya; Kawahara, Yoshinobu; Yairi, Takehisa
2017-09-01
The analysis of nonlinear dynamical systems based on the Koopman operator is attracting attention in various applications. Dynamic mode decomposition (DMD) is a data-driven algorithm for Koopman spectral analysis, and several variants with a wide range of applications have been proposed. However, popular implementations of DMD suffer from observation noise on random dynamical systems and generate inaccurate estimation of the spectra of the stochastic Koopman operator. In this paper, we propose subspace DMD as an algorithm for the Koopman analysis of random dynamical systems with observation noise. Subspace DMD first computes the orthogonal projection of future snapshots to the space of past snapshots and then estimates the spectra of a linear model, and its output converges to the spectra of the stochastic Koopman operator under standard assumptions. We investigate the empirical performance of subspace DMD with several dynamical systems and show its utility for the Koopman analysis of random dynamical systems.
Stochastic hard-sphere dynamics for hydrodynamics of nonideal fluids.
Donev, Aleksandar; Alder, Berni J; Garcia, Alejandro L
2008-08-15
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.
Stochastic Online Learning in Dynamic Networks under Unknown Models
2016-08-02
Stochastic Online Learning in Dynamic Networks under Unknown Models This research aims to develop fundamental theories and practical algorithms for...12211 Research Triangle Park, NC 27709-2211 Online learning, multi-armed bandit, dynamic networks REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S... Online Learning in Dynamic Networks under Unknown Models Report Title This research aims to develop fundamental theories and practical algorithms for
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.
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.
Stochastic population dynamics under resource constraints
Gavane, Ajinkya S. Nigam, Rahul
2016-06-02
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.
Stochastic models for virus and immune system dynamics.
Yuan, Yuan; Allen, Linda J S
2011-12-01
New stochastic models are developed for the dynamics of a viral infection and an immune response during the early stages of infection. The stochastic models are derived based on the dynamics of deterministic models. The simplest deterministic model is a well-known system of ordinary differential equations which consists of three populations: uninfected cells, actively infected cells, and virus particles. This basic model is extended to include some factors of the immune response related to Human Immunodeficiency Virus-1 (HIV-1) infection. For the deterministic models, the basic reproduction number, R0, is calculated and it is shown that if R0<1, the disease-free equilibrium is locally asymptotically stable and is globally asymptotically stable in some special cases. The new stochastic models are systems of stochastic differential equations (SDEs) and continuous-time Markov chain (CTMC) models that account for the variability in cellular reproduction and death, the infection process, the immune system activation, and viral reproduction. Two viral release strategies are considered: budding and bursting. The CTMC model is used to estimate the probability of virus extinction during the early stages of infection. Numerical simulations are carried out using parameter values applicable to HIV-1 dynamics. The stochastic models provide new insights, distinct from the basic deterministic models. For the case R0>1, the deterministic models predict the viral infection persists in the host. But for the stochastic models, there is a positive probability of viral extinction. It is shown that the probability of a successful invasion depends on the initial viral dose, whether the immune system is activated, and whether the release strategy is bursting or budding. Copyright © 2011 Elsevier Inc. All rights reserved.
Approximation of stochastic equilibria for dynamic systems with colored noise
Bashkirtseva, Irina
2015-03-10
We consider nonlinear dynamic systems forced by colored noise. Using first approximation systems, we study dynamics of deviations of stochastic solutions from stable deterministic equilibria. Equations for the stationary second moments of deviations of random states are derived. An application of the elaborated theory to Van der Pol system driven by colored noise is given. A dependence of the dispersion on the time correlation of the colored noise is studied.
Dynamical behavior of a stochastic SVIR epidemic model with vaccination
NASA Astrophysics Data System (ADS)
Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir
2017-10-01
In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
Stochastic 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.
Adaptive and Optimal Control of Stochastic Dynamical Systems
2015-09-14
control and stochastic differential games . Stochastic linear-quadratic, continuous time, stochastic control problems are solved for systems with noise...control problems for systems with arbitrary correlated n 15. SUBJECT TERMS Adaptive control, optimal control, stochastic differential games 16. SECURITY...explicit results have been obtained for problems of stochastic control and stochastic differential games . Stochastic linear- quadratic, continuous time
Stochastic Evaluation of Riparian Vegetation Dynamics in River Channels
NASA Astrophysics Data System (ADS)
Miyamoto, H.; Kimura, R.; Toshimori, N.
2013-12-01
Vegetation overgrowth in sand bars and floodplains has been a serious problem for river management in Japan. From the viewpoints of flood control and ecological conservation, it would be necessary to accurately predict the vegetation dynamics for a long period of time. In this study, we have developed a stochastic model for predicting the dynamics of trees in floodplains with emphasis on the interaction with flood impacts. The model consists of the following four processes in coupling ecohydrology with biogeomorphology: (i) stochastic behavior of flow discharge, (ii) hydrodynamics in a channel with vegetation, (iii) variation of riverbed topography and (iv) vegetation dynamics on the floodplain. In the model, the flood discharge is stochastically simulated using a Poisson process, one of the conventional approaches in hydrological time-series generation. The model for vegetation dynamics includes the effects of tree growth, mortality by flood impacts, and infant tree invasion. To determine the model parameters, vegetation conditions have been observed mainly before and after flood impacts since 2008 at a field site located between 23.2-24.0 km from the river mouth in Kako River, Japan. This site is one of the vegetation overgrowth locations in Kako River floodplains, where the predominant tree species are willows and bamboos. In this presentation, sensitivity of the vegetation overgrowth tendency is investigated in Kako River channels. Through the Monte Carlo simulation for several cross sections in Kako River, responses of the vegetated channels are stochastically evaluated in terms of the changes of discharge magnitude and channel geomorphology. The expectation and standard deviation of vegetation areal ratio are compared in the different channel cross sections for different river discharges and relative floodplain heights. The result shows that the vegetation status changes sensitively in the channels with larger discharge and insensitive in the lower floodplain
Stochastic Circumplanetary Dynamics of Rotating Non-Spherical Dust Particles
NASA Astrophysics Data System (ADS)
Makuch, Martin; Brilliantov, N. V.; Sremcevic, M.; Spahn, F.; Krivov, A. V.
2006-12-01
Influence of stochastically fluctuating radiation pressure on the dynamics of dust grains on circumplanetary orbits was studied. Stochasticity stems from the permanent change of the particle cross-section due to rotation of nonspherical grains, exposed to the solar radiation. We found that stochasticity depends on the characteristic angular velocity of particles which, according to our estimates, spins very fast on the time scale of the orbital motion. According to this we modelled the stochastic part of the radiation pressure by a Gaussian white noise. Gauss perturbation equations with the radiation pressure being a sum of the deterministic and stochastic component have been used. We observed monotonous increasing standard deviation of the orbital elements, that is, the diffusive-like behaviour of the ensemble, which results in a spatial spreading of initially confined set of particles. By linear approximation we obtained expression for the effective diffusion coefficients and estimate their dependence on the geometrical characteristics of particles and their spin. Teoretical results were compared with numerical simulations performed for the putative dust tori of Mars. Our theory agrees fairly well with simulations for the initial period of the system evolution. The agreement however deteriorates with increasing time where impact of the non-linear terms of the perturbation equations becomes important. Analysis shows that the theoretical results may estimate the low boundary of the time-dependent standard deviation of the orbital elements. In the case of dust ejected from Martian moon Deimos we observed a change of orbital elements up to 10% of their initial values during the first 1000 years of orbital evolution. Our results indicate that the stochastic modulation of the radiation pressure can play an important role in the circumplanetary dynamics of dust and may, together with further noise sources (shadow, planetary bowshock, charge fluctuations, etc
Stochastic dynamics and Parrondo’s paradox
NASA Astrophysics Data System (ADS)
Behrends, Ehrhard
2008-02-01
The Spanish physicist Juan Parrondo has provided two stochastic losing games such that for certain stochastic combinations one may obtain a winning game. If a large number of players are involved and if they try to play such that their gain in the next round is maximized one arrives at the problem of investigating a random walk on a certain space of measures. The appropriate abstract setting is as follows. There is given a compact metric space (M,d), and M is written as the union of certain closed subsets A1,…,Ar. For every ρ=1,…,r there is prescribed a strict contraction Γρ:Aρ→M. A random walk ( on M is then defined as follows. The starting position is X0=x0, where x0∈M is fixed, and if the walk at the m’th step is at position Xm∈M, then one chooses a ρ among the ρ with Xm∈Aρ (with equal probability, say) and defines X as Γρ(Xm). Associated with the walk is a gainφ(Xm) in every round, where φ:M→R is a continuous function. The aim of the present investigations is the study of the expectation Gm of φ(Xm) as a function of m. Our main result states that the sequence (Gm) is “eventually approximately periodic” provided that all Aρ are not only closed but also open in M: for every ε there is an l0∈N such that (Gm) is l0-periodic up to an error of at most ε for sufficiently large m. In fact it turns out that the behaviour of our process can be described well with a finite Markov chain. In the general case, however, the process might behave rather chaotically. We give an example where M is the unit interval. M is written as the union of two closed subsets A1,A2, the contractions Γ1,Γ2 are rather simple, but the expectations of the gains are not even Cesáro convergent.
Dynamic option pricing with endogenous stochastic arbitrage
NASA Astrophysics Data System (ADS)
Contreras, Mauricio; Montalva, Rodrigo; Pellicer, Rely; Villena, Marcelo
2010-09-01
Only few efforts have been made in order to relax one of the key assumptions of the Black-Scholes model: the no-arbitrage assumption. This is despite the fact that arbitrage processes usually exist in the real world, even though they tend to be short-lived. The purpose of this paper is to develop an option pricing model with endogenous stochastic arbitrage, capable of modelling in a general fashion any future and underlying asset that deviate itself from its market equilibrium. Thus, this investigation calibrates empirically the arbitrage on the futures on the S&P 500 index using transaction data from September 1997 to June 2009, from here a specific type of arbitrage called “arbitrage bubble”, based on a t-step function, is identified and hence used in our model. The theoretical results obtained for Binary and European call options, for this kind of arbitrage, show that an investment strategy that takes advantage of the identified arbitrage possibility can be defined, whenever it is possible to anticipate in relative terms the amplitude and timespan of the process. Finally, the new trajectory of the stock price is analytically estimated for a specific case of arbitrage and some numerical illustrations are developed. We find that the consequences of a finite and small endogenous arbitrage not only change the trajectory of the asset price during the period when it started, but also after the arbitrage bubble has already gone. In this context, our model will allow us to calibrate the B-S model to that new trajectory even when the arbitrage already started.
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.
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.
NASA Astrophysics Data System (ADS)
Balibrea-Iniesta, Francisco; Lopesino, Carlos; Wiggins, Stephen; Mancho, Ana M.
2016-12-01
In this paper, we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian descriptors to stochastic differential equations. Analogously to the deterministic differential equations setting, the Lagrangian descriptors graphically provide the distinguished trajectories and hyperbolic structures arising within the stochastic dynamics, such as random fixed points and their stable and unstable manifolds. We analyze the sense in which structures form barriers to transport in stochastic systems. We apply the method to several benchmark examples where the deterministic phase space structures are well-understood. In particular, we apply our method to the noisy saddle, the stochastically forced Duffing equation, and the stochastic double gyre model that is a benchmark for analyzing fluid transport.
Stochastic population dynamic models as probability networks
M.E. and D.C. Lee. Borsuk
2009-01-01
The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...
Stochastic dynamics of invasion and fixation
NASA Astrophysics Data System (ADS)
Traulsen, Arne; Nowak, Martin A.; Pacheco, Jorge M.
2006-07-01
We study evolutionary game dynamics in finite populations. We analyze an evolutionary process, which we call pairwise comparison, for which we adopt the ubiquitous Fermi distribution function from statistical mechanics. The inverse temperature in this process controls the intensity of selection, leading to a unified framework for evolutionary dynamics at all intensities of selection, from random drift to imitation dynamics. We derive a simple closed formula that determines the feasibility of cooperation in finite populations, whenever cooperation is modeled in terms of any symmetric two-person game. In contrast with previous results, the present formula is valid at all intensities of selection and for any initial condition. We investigate the evolutionary dynamics of cooperators in finite populations, and study the interplay between intensity of selection and the remnants of interior fixed points in infinite populations, as a function of a given initial number of cooperators, showing how this interplay strongly affects the approach to fixation of a given trait in finite populations, leading to counterintuitive results at different intensities of selection.
Solution Methods for Stochastic Dynamic Linear Programs.
1980-12-01
Linear Programming, IIASA , Laxenburg, Austria, June 2-6, 1980. [2] Aghili, P., R.H., Cramer and H.W. Thompson, "On the applicability of two- stage...Laxenburg, Austria, May, 1978. [52] Propoi, A. and V. Krivonozhko, ’The simplex method for dynamic linear programs", RR-78-14, IIASA , Vienna, Austria
Batôt, G; Dahirel, V; Mériguet, G; Louis, A A; Jardat, M
2013-10-01
The dynamics of particles in solution or suspension is influenced by thermal fluctuations and hydrodynamic interactions. Several mesoscale methods exist to account for these solvent-induced effects such as Brownian dynamics with hydrodynamic interactions and hybrid molecular dynamics-stochastic rotation dynamics methods. Here we compare two ways of coupling solutes to the solvent with stochastic rotation dynamics (SRD) to Brownian dynamics with and without explicit hydrodynamic interactions. In the first SRD scheme [SRD with collisional coupling (CC)] the solutes participate in the collisional step with the solvent and in the second scheme [SRD with central force coupling (CFC)] the solutes interact through direct forces with the solvent, generating slip boundary conditions. We compare the transport coefficients of neutral and charged solutes in a model system obtained by these simulation schemes. Brownian dynamics without hydrodynamic interactions is used as a reference to quantify the influence of hydrodynamics on the transport coefficients as modeled by the different methods. We show that, in the dilute range, the SRD CFC method provides results similar to those of Brownian dynamics with hydrodynamic interactions for the diffusion coefficients and for the electrical conductivity. The SRD CC scheme predicts diffusion coefficients close to those obtained by Brownian dynamic simulations without hydrodynamic interactions, but accounts for part of the influence of hydrodynamics on the electrical conductivity.
Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems
NASA Astrophysics Data System (ADS)
Sun, Jian-Qiao
2009-05-01
This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of stochastic dynamical systems. The paper presents the theoretical framework for stochastic dynamical systems with time delay based on the FDMP method, including the FPK equation, backward Kolmogorov equation, and reliability formulation. A simple one-dimensional stochastic system is used to demonstrate the method and the theory. The work of this paper opens a door to various studies of stochastic dynamical systems with time delay.
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.
On the dynamical-stochastic dualism of rainfall intermittency
NASA Astrophysics Data System (ADS)
Molini, Annalisa
2013-04-01
Intermittency and its non-universal signature in rainfall scaling functions still impose limitations on the modeling of precipitation across different temporal and spatial scales. Whether rainfall intermittency can be considered (and modeled) as a dynamical phenomenon connected with the precipitation generation mechanism or a predominantly stochastic process remains in fact an open question. Fat-tail probability distributions and red-noise spectra were found characterizing the rainfall process over a wide range of scales and climatic regimes - in analogy with some classical non-linear systems displaying "dynamical" intermittency. However, stochastic processes with infinite degrees of freedom can likewise generate signals with alternating persistent laminar periods and highly bursting phases. This talk explores the dynamical-stochastic dichotomy of precipitation, by presenting some recent advancement in the description of temporal rainfall intermittency. We focus on the connection between intermittency and the rainfall generation process, as well as the dependence of intermittency statistics on different climatic regimes, with particular emphasis on arid and semi-arid climates, where intermittency and convection are the main hallmark of the rainfall regime.
Stochasticity in Colonial Growth Dynamics of Individual Bacterial Cells
Lianou, Alexandra
2013-01-01
Conventional bacterial growth studies rely on large bacterial populations without considering the individual cells. Individual cells, however, can exhibit marked behavioral heterogeneity. Here, we present experimental observations on the colonial growth of 220 individual cells of Salmonella enterica serotype Typhimurium using time-lapse microscopy videos. We found a highly heterogeneous behavior. Some cells did not grow, showing filamentation or lysis before division. Cells that were able to grow and form microcolonies showed highly diverse growth dynamics. The quality of the videos allowed for counting the cells over time and estimating the kinetic parameters lag time (λ) and maximum specific growth rate (μmax) for each microcolony originating from a single cell. To interpret the observations, the variability of the kinetic parameters was characterized using appropriate probability distributions and introduced to a stochastic model that allows for taking into account heterogeneity using Monte Carlo simulation. The model provides stochastic growth curves demonstrating that growth of single cells or small microbial populations is a pool of events each one of which has its own probability to occur. Simulations of the model illustrated how the apparent variability in population growth gradually decreases with increasing initial population size (N0). For bacterial populations with N0 of >100 cells, the variability is almost eliminated and the system seems to behave deterministically, even though the underlying law is stochastic. We also used the model to demonstrate the effect of the presence and extent of a nongrowing population fraction on the stochastic growth of bacterial populations. PMID:23354712
Stochastic resonance in non-dynamical systems without response thresholds.
Bezrukov, S M; Vodyanoy, I
1997-01-23
The addition of noise to a system can sometimes improve its ability to transfer information reliably. This phenomenon--known as stochastic resonance--was originally proposed to account for periodicity in the Earth's ice ages, but has now been shown to occur in many systems in physics and biology. Recent experimental and theoretical work has shown that the simplest system exhibiting 'stochastic resonance' consists of nothing more than signal and noise with a threshold-triggered device (when the signal plus noise exceeds the threshold, the system responds momentarily, then relaxes to equilibrium to await the next triggering event). Here we introduce a class of non-dynamical and threshold-free systems that also exhibit stochastic resonance. We present and analyse a general mathematical model for such systems, in which a sequence of pulses is generated randomly with a probability (per unit time) that depends exponentially on an input. When this input is a sine-wave masked by additive noise, we observe an increase in the output signal-to-noise ratio as the level of noise increases. This result shows that stochastic resonance can occur in a broad class of thermally driven physico-chemical systems, such as semiconductor p-n junctions, mesoscopic electronic devices and voltage-dependent ion channels, in which reaction rates are controlled by activation barriers.
Stochastic circumplanetary Dynamics of rotating non-spherical Dust Particles
NASA Astrophysics Data System (ADS)
Makuch, M.; Brilliantov, N. V.; Sremcevic, M.; Spahn, F.; Krivov, A. V.
We investigate the influence of stochastically fluctuating radiation pressure on the dynamics of dust grains on circumplanetary orbits. The stochasticity stems from the permanent change of the particle cross-section exposed to the solar radiation due to rotation of nonspherical grains. Therefore, the stochastic properties of the radiation pressure are related to the ensemble-averaged characteristics of rotating particles, such as orientational time-correlation function of an individual grain. We evaluate this function and observe that it depends on the characteristic angular velocity of particles, which according to our estimates, spin very fast on the time scale of the orbital motion. This allows to model the stochastic part of the radiation pressure by a Gaussian white noise. The parameters of the noise are expressed in terms of the particle's geometric properties and their characteristic spin. In our analytical approach we use the Gauss perturbation equations with the radiation pressure being a sum of the deterministic and stochastic component and analyse the dynamics of a grains ensemble. We observe a steadily increasing standard deviation of the orbital elements, that is, the diffusive-like behaviour of the ensemble, which results in a spatial spreading of initially confined set of particles. In the linear approximation we obtain analytical expression for the effective diffusion coefficients and estimate their dependence on the geometrical characteristics of particles and their spin. The results of our analytical theory were compared with extensive numerical simulations performed for a specific dust complex, the putative dust tori of Mars. We found that our theory agrees fairly well with simulations for the initial period of the system evolution. The agreement however deteriorates at later time when the impact of the non-linear terms of the perturbation equations, neglected in our theory, becomes important. Nevertheless, the analysis shows that the theoretical
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.
A dynamic model for the Lagrangian stochastic dispersion coefficient
Pesmazoglou, I.; Navarro-Martinez, S.; Kempf, A. M.
2013-12-15
A stochastic sub-grid model is often used to accurately represent particle dispersion in turbulent flows using large eddy simulations. Models of this type have a free parameter, the dispersion coefficient, which is not universal and is strongly grid-dependent. In the present paper, a dynamic model for the evaluation of the coefficient is proposed and validated in decaying homogeneous isotropic turbulence. The grid dependence of the static coefficient is investigated in a turbulent mixing layer and compared to the dynamic model. The dynamic model accurately predicts dispersion statistics and resolves the grid-dependence. Dispersion statistics of the dynamically calculated constant are more accurate than any static coefficient choice for a number of grid spacings. Furthermore, the dynamic model produces less numerical artefacts than a static model and exhibits smaller sensitivity in the results predicted for different particle relaxation times.
Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics
NASA Technical Reports Server (NTRS)
Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.
1996-01-01
An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.
Stochastic beam dynamics in quasi-isochronous storage rings
Bai, M.; Jeon, D.; Lee, S.Y.; Ng, K.Y.; Riabko, A.; Zhao, X. |
1997-03-01
We investigate effects of quantum fluctuation, potential well distortion, quantum lifetime, and Touschek lifetime of the quasi-isochronous (QI) dynamical system. The Fokker-Planck equation is employed to study the equilibrium bunch distribution. The quantum lifetime in the moderate damping regime is compared with analytical formulae. The effects of harmonic radio-frequency phase modulation on equilibrium distribution function, quantum lifetime reduction, and the occurrence of stochastic resonance are studied. The formula for the Touschek lifetime for the QI dynamical system is derived and studied. {copyright} {ital 1997} {ital The American Physical Society}
Cycles, stochasticity and density dependence in pink salmon population dynamics
Krkošek, Martin; Hilborn, Ray; Peterman, Randall M.; Quinn, Thomas P.
2011-01-01
Complex dynamics of animal populations often involve deterministic and stochastic components. A fascinating example is the variation in magnitude of 2-year cycles in abundances of pink salmon (Oncorhynchus gorbuscha) stocks along the North Pacific rim. Pink salmon have a 2-year anadromous and semelparous life cycle, resulting in odd- and even-year lineages that occupy the same habitats but are reproductively isolated in time. One lineage is often much more abundant than the other in a given river, and there are phase switches in dominance between odd- and even-year lines. In some regions, the weak line is absent and in others both lines are abundant. Our analysis of 33 stocks indicates that these patterns probably result from stochastic perturbations of damped oscillations owing to density-dependent mortality caused by interactions between lineages. Possible mechanisms are cannibalism, disease transmission, food depletion and habitat degradation by which one lineage affects the other, although no mechanism has been well-studied. Our results provide comprehensive empirical estimates of lagged density-dependent mortality in salmon populations and suggest that a combination of stochasticity and density dependence drives cyclical dynamics of pink salmon stocks. PMID:21147806
Cycles, stochasticity and density dependence in pink salmon population dynamics.
Krkosek, Martin; Hilborn, Ray; Peterman, Randall M; Quinn, Thomas P
2011-07-07
Complex dynamics of animal populations often involve deterministic and stochastic components. A fascinating example is the variation in magnitude of 2-year cycles in abundances of pink salmon (Oncorhynchus gorbuscha) stocks along the North Pacific rim. Pink salmon have a 2-year anadromous and semelparous life cycle, resulting in odd- and even-year lineages that occupy the same habitats but are reproductively isolated in time. One lineage is often much more abundant than the other in a given river, and there are phase switches in dominance between odd- and even-year lines. In some regions, the weak line is absent and in others both lines are abundant. Our analysis of 33 stocks indicates that these patterns probably result from stochastic perturbations of damped oscillations owing to density-dependent mortality caused by interactions between lineages. Possible mechanisms are cannibalism, disease transmission, food depletion and habitat degradation by which one lineage affects the other, although no mechanism has been well-studied. Our results provide comprehensive empirical estimates of lagged density-dependent mortality in salmon populations and suggest that a combination of stochasticity and density dependence drives cyclical dynamics of pink salmon stocks.
Stochastic circumplanetary dynamics of rotating non-spherical dust particles
NASA Astrophysics Data System (ADS)
Makuch, Martin; Brilliantov, Nikolai V.; Sremčević, Miodrag; Spahn, Frank; Krivov, Alexander V.
2006-08-01
We develop a model of stochastic radiation pressure for rotating non-spherical particles and apply the model to circumplanetary dynamics of dust grains. The stochastic properties of the radiation pressure are related to the ensemble-averaged characteristics of the rotating particles, which are given in terms of the rotational time-correlation function of a grain. We investigate the model analytically and show that an ensemble of particle trajectories demonstrates a diffusion-like behaviour. The analytical results are compared with numerical simulations, performed for the motion of the dusty ejecta from Deimos in orbit around Mars. We find that the theoretical predictions are in a good agreement with the simulation results. The agreement however deteriorates at later time, when the impact of non-linear terms, neglected in the analytic approach, becomes significant. Our results indicate that the stochastic modulation of the radiation pressure can play an important role in the circumplanetary dynamics of dust and may in case of some dusty systems noticeably alter an optical depth.
Stochastic dynamics with a mesoscopic bath
NASA Astrophysics Data System (ADS)
Plyukhin, Alexander V.; Schofield, Jeremy
2001-10-01
We consider the effects of bath size on the nature of the dynamics and transport properties for two simple models in which the bath is composed of a collinear chain of harmonic oscillators. The first model consists of an untwisted rotating chain (elastic rotor) for which we obtain a non-Markovian equation analogous to the generalized Langevin equation for the rotational degrees of freedom. We demonstrate that the corresponding memory function oscillates with a frequency close to that of the lowest mode of the chain. The second model considered consists of a tagged oscillator in a finite harmonic chain. For this model, we find an additional harmonic force in the generalized Langevin equation for the terminal atom that does not appear in the equation of motion for the semi-infinite chain. It is demonstrated that the force constant for the additional harmonic force scales as 1/N, where N is the number of oscillators in the chain. Using an exact representation for the velocity correlation function, the transport properties of the model are discussed.
Stochastic Dynamics and Critical Phenomena in Permafrost Models
NASA Astrophysics Data System (ADS)
Sudakov, I.
2016-12-01
There is an estimated 400 PgC of CH4 stored as frozen gas hydrates under boreal permafrost, and it is thought that permafrost melting could release a considerable amount of CH4 to the atmosphere. Methane emissions from tundra permafrost lakes are a significant positive feedback to the atmosphere in a changing climate. The evolution of tundra lakes on the surface of boreal permafrost is a complex stochastic process that is important in climate modeling. We propose a model (based on the Fokker-Planck equation) describing the stochastic dynamics of tundra lakes. We use this model to compute the methane emission generated by tundra permafrost lakes. This model facilitates investigation of critical phenomena in Earth's cryosphere, and methane emission from permafrost in particular.
Parallel Stochastic discrete event simulation of calcium dynamics in neuron.
Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W
2017-09-26
The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.
Two-strain competition in quasineutral stochastic disease dynamics.
Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R
2014-10-01
We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.
Modeling Bacterial Population Growth from Stochastic Single-Cell Dynamics
Molina, Ignacio; Theodoropoulos, Constantinos
2014-01-01
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
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
Finite Dimensional Markov Process Approximation for Time-Delayed Stochastic Dynamical Systems
NASA Astrophysics Data System (ADS)
Sun, Jian-Qiao
This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of stochastic dynamical systems. The paper presents the theoretical framework for stochastic dynamical systems with time delay based on the FDMP method, including the FPK equation, backward Kolmogorov equation, and reliability formulation. The work of this paper opens a door to various studies of stochastic dynamical systems with time delay.
Cancer growth dynamics: stochastic models and noise induced effects
NASA Astrophysics Data System (ADS)
Spagnolo, B.; Fiasconaro, A.; Pizzolato, N.; Valenti, D.; Adorno, D. Persano; Caldara, P.; Ochab-Marcinek, A.; Gudowska-Nowak, E.
2009-04-01
In the framework of the Michaelis-Menten (MM) reaction kinetics, we analyze the cancer growth dynamics in the presence of the immune response. We found the coexistence of noise enhanced stability (NES) and resonant activation (RA) phenomena which act in an opposite way with respect to the extinction of the tumor. The role of the stochastic resonance (SR) in the case of weak cancer therapy has been analyzed. The evolutionary dynamics of a system of cancerous cells in a model of chronic myeloid leukemia (CML) is investigated by a Monte Carlo approach. We analyzed the effects of a targeted therapy on the evolutionary dynamics of normal, first-mutant and cancerous cell populations. We show how the patient response to the therapy changes when an high value of the mutation rate from healthy to cancerous cells is present. Our results are in agreement with clinical observations.
Stochastic Dynamics of DC and AC Driven Dislocation Kinks
NASA Astrophysics Data System (ADS)
Vardanyan, A.; Kteyan, A.
2013-02-01
Dynamics of a pinned dislocation kink controlled by the acting DC and AC forces is studied analytically. The motion of the kink, described by sine-Gordon (sG) equation, is explored within the framework of McLaughlin-Scott perturbation theory. Assuming weakness of the acting AC force, the equation of motion of the dislocation kink in the pinning potential is linearized. Based on the equations derived, we study stochastic behavior of the kink, and determine the probability of its depinning. The dependencies of the depinning probability on DC and AC forces are analyzed in detail.
Stochastic dynamics of strongly-bound magnetic vortex pairs
NASA Astrophysics Data System (ADS)
Bondarenko, A. V.; Holmgren, E.; Koop, B. C.; Descamps, T.; Ivanov, B. A.; Korenivski, V.
2017-05-01
We demonstrate that strongly-bound spin-vortex pairs exhibit pronounced stochastic behaviour. Such dynamics is due to collective magnetization states originating from purely dipolar interactions between the vortices. The resulting thermal noise exhibits telegraph-like behaviour, with random switching between different oscillation regimes observable at room temperature. The noise in the system is further studied by varying the external field and observing the related changes in the frequency of switching and the probability for different magnetic states and regimes. Monte Carlo simulations are used to replicate and explain the experimental observations.
Stochastic Dynamics of Charge Fluctuations in Dusty Plasma
NASA Astrophysics Data System (ADS)
Asgari, H.; Muniandy, S. V.; Wong, C. S.
2011-11-01
Dust particles immersed in plasma acquire charge by collecting electrons and ions and also by emitting electrons. The grain charge fluctuates due to the discrete nature of the charge. The rates of ions and electrons capturing depend on the grain charge and therefore on the history of the absorption. Memory effects can be introduced into stochastic charging dynamics by generalizing the standard Langevin equation to fractional Langevin equation with shifted fractional derivative. The temporal autocorrelation function of grain charge fluctuation is derived and average amplitude of fluctuations is determined.
Hierarchy of Stochastic Pure States for Open Quantum System Dynamics
NASA Astrophysics Data System (ADS)
Suess, D.; Eisfeld, A.; Strunz, W. T.
2014-10-01
We derive a hierarchy of stochastic evolution equations for pure states (quantum trajectories) for open quantum system dynamics with non-Markovian structured environments. This hierarchy of pure states (HOPS) is generally applicable and provides the exact reduced density operator as an ensemble average over normalized states. The corresponding nonlinear equations are presented. We demonstrate that HOPS provides an efficient theoretical tool and apply it to the spin-boson model, the calculation of absorption spectra of molecular aggregates, and energy transfer in a photosynthetic pigment-protein complex.
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 boundary forcing for dissipative particle dynamics
NASA Astrophysics Data System (ADS)
Altenhoff, Adrian M.; Walther, Jens H.; Koumoutsakos, Petros
2007-07-01
The method of dissipative particle dynamics (DPD) is an effective, coarse grained model of the hydrodynamics of complex fluids. DPD simulations of wall-bounded flows are however often associated with spurious fluctuations of the fluid properties near the wall. We present a novel stochastic boundary forcing for DPD simulations of wall-bounded flows, based on the identification of fluctuations in simulations of the corresponding homogeneous system at equilibrium. The present method is shown to enforce accurately the no-slip boundary condition, while minimizing spurious fluctuations of material properties, in a number of benchmark problems.
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
Synaptic size dynamics as an effectively stochastic process.
Statman, Adiel; Kaufman, Maya; Minerbi, Amir; Ziv, Noam E; Brenner, Naama
2014-10-01
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
2008-05-15
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.
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
Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics
NASA Astrophysics Data System (ADS)
Ao, P.
2008-05-01
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.
Dynamic stochastic optimization models for air traffic flow management
NASA Astrophysics Data System (ADS)
Mukherjee, Avijit
This dissertation presents dynamic stochastic optimization models for Air Traffic Flow Management (ATFM) that enables decisions to adapt to new information on evolving capacities of National Airspace System (NAS) resources. Uncertainty is represented by a set of capacity scenarios, each depicting a particular time-varying capacity profile of NAS resources. We use the concept of a scenario tree in which multiple scenarios are possible initially. Scenarios are eliminated as possibilities in a succession of branching points, until the specific scenario that will be realized on a particular day is known. Thus the scenario tree branching provides updated information on evolving scenarios, and allows ATFM decisions to be re-addressed and revised. First, we propose a dynamic stochastic model for a single airport ground holding problem (SAGHP) that can be used for planning Ground Delay Programs (GDPs) when there is uncertainty about future airport arrival capacities. Ground delays of non-departed flights can be revised based on updated information from scenario tree branching. The problem is formulated so that a wide range of objective functions, including non-linear delay cost functions and functions that reflect equity concerns can be optimized. Furthermore, the model improves on existing practice by ensuring efficient use of available capacity without necessarily exempting long-haul flights. Following this, we present a methodology and optimization models that can be used for decentralized decision making by individual airlines in the GDP planning process, using the solutions from the stochastic dynamic SAGHP. Airlines are allowed to perform cancellations, and re-allocate slots to remaining flights by substitutions. We also present an optimization model that can be used by the FAA, after the airlines perform cancellation and substitutions, to re-utilize vacant arrival slots that are created due to cancellations. Finally, we present three stochastic integer programming
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
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.
Stochasticity and Spatial Interaction Govern Stem Cell Differentiation Dynamics.
Smith, Quinton; Stukalin, Evgeny; Kusuma, Sravanti; Gerecht, Sharon; Sun, Sean X
2015-07-31
Stem cell differentiation underlies many fundamental processes such as development, tissue growth and regeneration, as well as disease progression. Understanding how stem cell differentiation is controlled in mixed cell populations is an important step in developing quantitative models of cell population dynamics. Here we focus on quantifying the role of cell-cell interactions in determining stem cell fate. Toward this, we monitor stem cell differentiation in adherent cultures on micropatterns and collect statistical cell fate data. Results show high cell fate variability and a bimodal probability distribution of stem cell fraction on small (80-140 μm diameter) micropatterns. On larger (225-500 μm diameter) micropatterns, the variability is also high but the distribution of the stem cell fraction becomes unimodal. Using a stochastic model, we analyze the differentiation dynamics and quantitatively determine the differentiation probability as a function of stem cell fraction. Results indicate that stem cells can interact and sense cellular composition in their immediate neighborhood and adjust their differentiation probability accordingly. Blocking epithelial cadherin (E-cadherin) can diminish this cell-cell contact mediated sensing. For larger micropatterns, cell motility adds a spatial dimension to the picture. Taken together, we find stochasticity and cell-cell interactions are important factors in determining cell fate in mixed cell populations.
Stochasticity and Spatial Interaction Govern Stem Cell Differentiation Dynamics
NASA Astrophysics Data System (ADS)
Smith, Quinton; Stukalin, Evgeny; Kusuma, Sravanti; Gerecht, Sharon; Sun, Sean X.
2015-07-01
Stem cell differentiation underlies many fundamental processes such as development, tissue growth and regeneration, as well as disease progression. Understanding how stem cell differentiation is controlled in mixed cell populations is an important step in developing quantitative models of cell population dynamics. Here we focus on quantifying the role of cell-cell interactions in determining stem cell fate. Toward this, we monitor stem cell differentiation in adherent cultures on micropatterns and collect statistical cell fate data. Results show high cell fate variability and a bimodal probability distribution of stem cell fraction on small (80-140 μm diameter) micropatterns. On larger (225-500 μm diameter) micropatterns, the variability is also high but the distribution of the stem cell fraction becomes unimodal. Using a stochastic model, we analyze the differentiation dynamics and quantitatively determine the differentiation probability as a function of stem cell fraction. Results indicate that stem cells can interact and sense cellular composition in their immediate neighborhood and adjust their differentiation probability accordingly. Blocking epithelial cadherin (E-cadherin) can diminish this cell-cell contact mediated sensing. For larger micropatterns, cell motility adds a spatial dimension to the picture. Taken together, we find stochasticity and cell-cell interactions are important factors in determining cell fate in mixed cell populations.
Stochasticity and universal dynamics in communicating cellular populations
NASA Astrophysics Data System (ADS)
Noorbakhsh, Javad; Mehta, Pankaj; Allyson Sgro Collaboration; David Schwab Collaboration; Troy Mestler Collaboration; Thomas Gregor Collaboration
2014-03-01
A fundamental problem in biology is to understand how biochemical networks within individual cells coordinate and control population-level behaviors. Our knowledge of these biochemical networks is often incomplete, with little known about the underlying kinetic parameters. Here, we present a general modeling approach for overcoming these challenges based on universality. We apply our approach to study the emergence of collective oscillations of the signaling molecule cAMP in populations of the social amoebae Dictyostelium discoideum and show that a simple two-dimensional dynamical system can reproduce signaling dynamics of single cells and successfully predict novel population-level behaviors. We reduce all the important parameters of our model to only two and will study its behavior through a phase diagram. This phase diagram determines conditions under which cells are quiet or oscillating either coherently or incoherently. Furthermore it allows us to study the effect of different model components such as stochasticity, multicellularity and signal preprocessing. A central finding of our model is that Dictyostelium exploit stochasticity within biochemical networks to control population level behaviors.
Stochasticity and Spatial Interaction Govern Stem Cell Differentiation Dynamics
Smith, Quinton; Stukalin, Evgeny; Kusuma, Sravanti; Gerecht, Sharon; Sun, Sean X.
2015-01-01
Stem cell differentiation underlies many fundamental processes such as development, tissue growth and regeneration, as well as disease progression. Understanding how stem cell differentiation is controlled in mixed cell populations is an important step in developing quantitative models of cell population dynamics. Here we focus on quantifying the role of cell-cell interactions in determining stem cell fate. Toward this, we monitor stem cell differentiation in adherent cultures on micropatterns and collect statistical cell fate data. Results show high cell fate variability and a bimodal probability distribution of stem cell fraction on small (80–140 μm diameter) micropatterns. On larger (225–500 μm diameter) micropatterns, the variability is also high but the distribution of the stem cell fraction becomes unimodal. Using a stochastic model, we analyze the differentiation dynamics and quantitatively determine the differentiation probability as a function of stem cell fraction. Results indicate that stem cells can interact and sense cellular composition in their immediate neighborhood and adjust their differentiation probability accordingly. Blocking epithelial cadherin (E-cadherin) can diminish this cell-cell contact mediated sensing. For larger micropatterns, cell motility adds a spatial dimension to the picture. Taken together, we find stochasticity and cell-cell interactions are important factors in determining cell fate in mixed cell populations. PMID:26227093
A Stochastic-Dynamic Model for Real Time Flood Forecasting
NASA Astrophysics Data System (ADS)
Chow, K. C. A.; Watt, W. E.; Watts, D. G.
1983-06-01
A stochastic-dynamic model for real time flood forecasting was developed using Box-Jenkins modelling techniques. The purpose of the forecasting system is to forecast flood levels of the Saint John River at Fredericton, New Brunswick. The model consists of two submodels: an upstream model used to forecast the headpond level at the Mactaquac Dam and a downstream model to forecast the water level at Fredericton. Inputs to the system are recorded values of the water level at East Florenceville, the headpond level and gate position at Mactaquac, and the water level at Fredericton. The model was calibrated for the spring floods of 1973, 1974, 1977, and 1978, and its usefulness was verified for the 1979 flood. The forecasting results indicated that the stochastic-dynamic model produces reasonably accurate forecasts for lead times up to two days. These forecasts were then compared to those from the existing forecasting system and were found to be as reliable as those from the existing system.
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.
Stochastic cellular automata model for stock market dynamics
NASA Astrophysics Data System (ADS)
Bartolozzi, M.; Thomas, A. W.
2004-04-01
In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two-dimensional grid. Active traders are characterized by the decision to buy, σi (t)=+1 , or sell, σi (t)=-1 , a stock at a certain discrete time step. The remaining cells are inactive, σi (t)=0 . The trading dynamics is then determined by the stochastic interaction between traders belonging to the same cluster. Extreme, intermittent events, such as crashes or bubbles, are triggered by a phase transition in the state of the bigger clusters present on the grid, where almost all the active traders come to share the same spin orientation. Most of the stylized aspects of the financial market time series, including multifractal proprieties, are reproduced by the model. A direct comparison is made with the daily closures of the S&P500 index.
Stochastic cellular automata model for stock market dynamics.
Bartolozzi, M; Thomas, A W
2004-04-01
In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two-dimensional grid. Active traders are characterized by the decision to buy, sigma(i) (t)=+1, or sell, sigma(i) (t)=-1, a stock at a certain discrete time step. The remaining cells are inactive, sigma(i) (t)=0. The trading dynamics is then determined by the stochastic interaction between traders belonging to the same cluster. Extreme, intermittent events, such as crashes or bubbles, are triggered by a phase transition in the state of the bigger clusters present on the grid, where almost all the active traders come to share the same spin orientation. Most of the stylized aspects of the financial market time series, including multifractal proprieties, are reproduced by the model. A direct comparison is made with the daily closures of the S&P 500 index.
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
Stochastic Simulation of Biomolecular Networks in Dynamic Environments.
Voliotis, Margaritis; Thomas, Philipp; Grima, Ramon; Bowsher, Clive G
2016-06-01
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.
NASA Astrophysics Data System (ADS)
Abramov, Rafail V.
2017-03-01
The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this work we develop a fluctuation-response theory and test a computational framework for the leading order response of statistical averages of a deterministic or stochastic dynamical system to an external stochastic perturbation. In the case of a stochastic unperturbed dynamical system, we compute the leading order fluctuation-response formulas for two different cases: when the existing stochastic term is perturbed, and when a new, statistically independent, stochastic perturbation is introduced. We numerically investigate the effectiveness of the new response formulas for an appropriately rescaled Lorenz 96 system, in both the deterministic and stochastic unperturbed dynamical regimes.
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 dynamics of particles trapped in turbulent flows
NASA Astrophysics Data System (ADS)
Machicoane, N.; López-Caballero, M.; Fiabane, L.; Pinton, J.-F.; Bourgoin, M.; Burguete, J.; Volk, R.
2016-02-01
The long-time dynamics of large particles trapped in two nonhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different spatial symmetries and temporal behaviors. Because large particles are less and less sensitive to flow fluctuations as their size increases, we observe the emergence of a slow dynamics corresponding to back-and-forth motions between two attractors, and a super-slow regime synchronized with flow reversals when they exist. Such dynamics is substantially reproduced by a one-dimensional stochastic model of an overdamped particle trapped in a two-well potential, forced by a colored noise. An extended model is also proposed that reproduces observed dynamics and trapping without potential barrier: the key ingredient is the ratio between the time scales of the noise correlation and the particle dynamics. A total agreement with experiments requires the introduction of spatially nonhomogeneous fluctuations and a suited confinement strength.
Stochastic dynamics of particles trapped in turbulent flows.
Machicoane, N; López-Caballero, M; Fiabane, L; Pinton, J-F; Bourgoin, M; Burguete, J; Volk, R
2016-02-01
The long-time dynamics of large particles trapped in two nonhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different spatial symmetries and temporal behaviors. Because large particles are less and less sensitive to flow fluctuations as their size increases, we observe the emergence of a slow dynamics corresponding to back-and-forth motions between two attractors, and a super-slow regime synchronized with flow reversals when they exist. Such dynamics is substantially reproduced by a one-dimensional stochastic model of an overdamped particle trapped in a two-well potential, forced by a colored noise. An extended model is also proposed that reproduces observed dynamics and trapping without potential barrier: the key ingredient is the ratio between the time scales of the noise correlation and the particle dynamics. A total agreement with experiments requires the introduction of spatially nonhomogeneous fluctuations and a suited confinement strength.
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.
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 and dynamical downscaling of ensemble precipitation forecasts
NASA Astrophysics Data System (ADS)
Brussolo, E.; von Hardenberg, J.; Rebora, N.
2009-04-01
Forecasting hydrogeological risk in small basins requires quantitative forecasts and an estimate of the probability of occurrence of severe, localized precipitation events at spatial scales of the order of tens of kilometers or less, significantly smaller than those currently provided by large scale, global, ensemble forecasting systems (EPS). Dynamically based forecasts at these scales can be obtained extending EPS scenarios with high-resolution, non-hydrostatic, limited area ensemble prediction systems. An alternative is represented by the direct application of stochastic downscaling techniques to the large scale ensemble forecasts. This work compares the performances of these two very different ensemble forecast downscaling approaches. To this purpose we consider ensemble forecasts provided by the ECMWF EPS, downscaled in space using the RainFARM stochastic technique [1], and ensembles of forecasts obtained from the COSMO-LEPS limited area prediction system (which also uses ECMWF EPS ensemble members as boundary conditions), for three intense precipitation events over northern Italy in 2006. The statistical properties of the fields produced with these two techniques are compared and the skill of the resulting ensembles is verified against direct precipitation measurements from a dense network of rain gauges. Reference: 1. Rebora, N., L. Ferraris, J. von Hardenberg, and A. Provenzale, 2006: The RainFARM: Rainfall Downscaling by a Filtered AutoRegressive Model. J. Hydrometeorol., 7, 724-738.
The dynamical system of weathering: deterministic and stochastic analysis
NASA Astrophysics Data System (ADS)
Calabrese, S.; Parolari, A.; Porporato, A. M.
2016-12-01
The critical zone is fundamental to human society as it provides most of the ecosystem services such as food and fresh water. However, climate change and intense land use are threatening the critical zone, so that theoretical frameworks, to predict its future response, are needed. In this talk, a new modeling approach to evaluate the effect of hydrologic fluctuations on soil water chemistry and weathering reactions is analyzed by means of a dynamical system approach. In this model, equilibrium is assumed for the aqueous carbonate system while a kinetic law is adopted for the weathering reaction. Also, through an algebraic manipulation, we eliminate the equilibrium reactions and reduce the order of the system. We first analyze the deterministic temporal evolution, and study the stability of the nonlinear system and its trajectories, as a function of the hydro-climatic parameters. By introducing a stochastic rainfall forcing, we then analyze the system probabilistically, and through averaging techniques determine the inter-annual response of the nonlinear stochastic system to the climatic regime and hydrologic parameters (e.g., ET, soil texture). Some fundamental thermodynamic aspects of the chemical reactions are also discussed. By introducing the weathering reaction into the system, any mineral, such as calcium carbonate or a silicate mineral, can be considered.
Stabilizing simulations of complex stochastic representations for quantum dynamical systems
NASA Astrophysics Data System (ADS)
Perret, C.; Petersen, W. P.
2011-03-01
Path integral representations of quantum dynamics can often be formulated as stochastic differential equations (SDEs). In a series of papers, Corney and Drummond (2004 Phys. Rev. Lett. 93 260401), Deuar and Drummond (2001 Comput. Phys. Commun. 142 442-5), Drummond and Gardnier (1980 J. Phys. A: Math. Gen. 13 2353-68), Gardiner and Zoller (2004 Quantum Noise: A Handbook of Markovian and Non-Markovian Quantum Stochastic Methods with Applications to Quantum Optics (Springer Series in Synergetics) 3rd edn (Berlin: Springer)) and Gilchrist et al (1997 Phys. Rev. A 55 3014-32) and their collaborators have derived SDEs from coherent states representations for density matrices. Computationally, these SDEs are attractive because they seem simple to simulate. They can be quite unstable, however. In this paper, we consider some of the instabilities and propose a few remedies. Particularly, because the variances of the simulated paths typically grow exponentially, the processes become de-localized in relatively short times. Hence, the issues of boundary conditions and stable integration methods become important. We use the Bose-Einstein Hamiltonian as an example. Our results reveal that it is possible to significantly extend integration times and show the periodic structure of certain functionals.
Nonequilibrium dynamics of stochastic point processes with refractoriness
Deger, Moritz; Cardanobile, Stefano; Rotter, Stefan; Helias, Moritz; Atay, Fatihcan M.
2010-08-15
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.
The stochastic system approach for estimating dynamic treatments effect.
Commenges, Daniel; Gégout-Petit, Anne
2015-10-01
The problem of assessing the effect of a treatment on a marker in observational studies raises the difficulty that attribution of the treatment may depend on the observed marker values. As an example, we focus on the analysis of the effect of a HAART on CD4 counts, where attribution of the treatment may depend on the observed marker values. This problem has been treated using marginal structural models relying on the counterfactual/potential response formalism. Another approach to causality is based on dynamical models, and causal influence has been formalized in the framework of the Doob-Meyer decomposition of stochastic processes. Causal inference however needs assumptions that we detail in this paper and we call this approach to causality the "stochastic system" approach. First we treat this problem in discrete time, then in continuous time. This approach allows incorporating biological knowledge naturally. When working in continuous time, the mechanistic approach involves distinguishing the model for the system and the model for the observations. Indeed, biological systems live in continuous time, and mechanisms can be expressed in the form of a system of differential equations, while observations are taken at discrete times. Inference in mechanistic models is challenging, particularly from a numerical point of view, but these models can yield much richer and reliable results.
Efficient stochastic thermostatting of path integral molecular dynamics
NASA Astrophysics Data System (ADS)
Ceriotti, Michele; Parrinello, Michele; Markland, Thomas E.; Manolopoulos, David E.
2010-09-01
The path integral molecular dynamics (PIMD) method provides a convenient way to compute the quantum mechanical structural and thermodynamic properties of condensed phase systems at the expense of introducing an additional set of high frequency normal modes on top of the physical vibrations of the system. Efficiently sampling such a wide range of frequencies provides a considerable thermostatting challenge. Here we introduce a simple stochastic path integral Langevin equation (PILE) thermostat which exploits an analytic knowledge of the free path integral normal mode frequencies. We also apply a recently developed colored noise thermostat based on a generalized Langevin equation (GLE), which automatically achieves a similar, frequency-optimized sampling. The sampling efficiencies of these thermostats are compared with that of the more conventional Nosé-Hoover chain (NHC) thermostat for a number of physically relevant properties of the liquid water and hydrogen-in-palladium systems. In nearly every case, the new PILE thermostat is found to perform just as well as the NHC thermostat while allowing for a computationally more efficient implementation. The GLE thermostat also proves to be very robust delivering a near-optimum sampling efficiency in all of the cases considered. We suspect that these simple stochastic thermostats will therefore find useful application in many future PIMD simulations.
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
Stochastic Dynamics in Spatially Extended Physical and Biological Systems
NASA Astrophysics Data System (ADS)
Jafarpour, Farshid
In this thesis, I discuss three different problems of stochastic nature in spatially extended systems: (1) a noise induced mechanism for the emergence of biological homochirality in early life self-replicators, (2) the amplification effect of nonnormality on stochastic Turing patterns in reaction diffusion systems, and (3) the velocity statistics of edge dislocations in plastic deformation of crystalline material. In Part I, I present a new model for the origin of homochirality, the observed single-handedness of biological amino acids and sugars, in prebiotic self-replicator. Homochirality has long been attributed to autocatalysis, a frequently assumed precursor for self-replication. However, the stability of homochiral states in deterministic autocatalytic systems relies on cross inhibition of the two chiral states, an unlikely scenario for early life self-replicators. Here, I present a theory for a stochastic individual-level model of autocatalysis due to early life self-replicators. Without chiral inhibition, the racemic state is the global attractor of the deterministic dynamics, but intrinsic multiplicative noise stabilizes the homochiral states, in both well-mixed and spatially-extended systems. I conclude that autocatalysis is a viable mechanism for homochirality, without imposing additional nonlinearities such as chiral inhibition. In Part II, I study the amplification effect of nonnormality on the steady state amplitude of fluctuation-induced Turing patterns. The phenomenon occurs generally in Turing-like pattern forming systems such as reaction-diffusion systems, does not require a large separation of diffusion constant, and yields pattern whose amplitude can be orders of magnitude larger than the fluctuations that cause the patterns. The analytical treatment shows that patterns are amplified due to an interplay between noise, non-orthogonality of eigenvectors of the linear stability matrix, and a separation of time scales, all built-in feature of
Stochastic-Dynamical Modeling of Space Time Rainfall
NASA Technical Reports Server (NTRS)
Georgankakos, Konstantine P.
1997-01-01
The focus of this research work is the elucidation of the physical origins of the observed extreme-rainfall variability over tropical oceans. The quantitative results of this work may be used to establish links between deterministic models of the mesoscale and synoptic scale with statistical descriptions of the temporal variability of local tropical oceanic rainfall. In addition, they may be used to quantify the influence of measurement error in large-scale forcing and cloud scale observations on the accuracy of local rainfall variability inferences, important for hydrologic studies. A simple statistical-dynamical model, suitable for use in repetitive Monte Carlo experiments, is formulated as a diagnostic tool for this purpose. Stochastic processes with temporal structure and parameters estimated from observed large-scale data represent large-scale forcing.
Setting development goals using stochastic dynamical system models.
Ranganathan, Shyam; Nicolis, Stamatios C; Bali Swain, Ranjula; Sumpter, David J T
2017-01-01
The Millennium Development Goals (MDG) programme was an ambitious attempt to encourage a globalised solution to important but often-overlooked development problems. The programme led to wide-ranging development but it has also been criticised for unrealistic and arbitrary targets. In this paper, we show how country-specific development targets can be set using stochastic, dynamical system models built from historical data. In particular, we show that the MDG target of two-thirds reduction of child mortality from 1990 levels was infeasible for most countries, especially in sub-Saharan Africa. At the same time, the MDG targets were not ambitious enough for fast-developing countries such as Brazil and China. We suggest that model-based setting of country-specific targets is essential for the success of global development programmes such as the Sustainable Development Goals (SDG). This approach should provide clear, quantifiable targets for policymakers.
Efficient methods for studying stochastic disease and population dynamics.
Keeling, M J; Ross, J V
2009-01-01
Stochastic ecological and epidemiological models are now routinely used to inform management and decision making throughout conservation and public-health. A difficulty with the use of such models is the need to resort to simulation methods when the population size (and hence the size of the state space) becomes large, resulting in the need for a large amount of computation to achieve statistical confidence in results. Here we present two methods that allow evaluation of all quantities associated with one- (and higher) dimensional Markov processes with large state spaces. We illustrate these methods using SIS disease dynamics and studying species that are affected by catastrophic events. The methods allow the possibility of extending exact Markov methods to real-world problems, providing techniques for efficient parameterisation and subsequent analysis.
The sequence relay selection strategy based on stochastic dynamic programming
NASA Astrophysics Data System (ADS)
Zhu, Rui; Chen, Xihao; Huang, Yangchao
2017-07-01
Relay-assisted (RA) network with relay node selection is a kind of effective method to improve the channel capacity and convergence performance. However, most of the existing researches about the relay selection did not consider the statically channel state information and the selection cost. This shortage limited the performance and application of RA network in practical scenarios. In order to overcome this drawback, a sequence relay selection strategy (SRSS) was proposed. And the performance upper bound of SRSS was also analyzed in this paper. Furthermore, in order to make SRSS more practical, a novel threshold determination algorithm based on the stochastic dynamic program (SDP) was given to work with SRSS. Numerical results are also presented to exhibit the performance of SRSS with SDP.
Setting development goals using stochastic dynamical system models
Nicolis, Stamatios C.; Bali Swain, Ranjula; Sumpter, David J. T.
2017-01-01
The Millennium Development Goals (MDG) programme was an ambitious attempt to encourage a globalised solution to important but often-overlooked development problems. The programme led to wide-ranging development but it has also been criticised for unrealistic and arbitrary targets. In this paper, we show how country-specific development targets can be set using stochastic, dynamical system models built from historical data. In particular, we show that the MDG target of two-thirds reduction of child mortality from 1990 levels was infeasible for most countries, especially in sub-Saharan Africa. At the same time, the MDG targets were not ambitious enough for fast-developing countries such as Brazil and China. We suggest that model-based setting of country-specific targets is essential for the success of global development programmes such as the Sustainable Development Goals (SDG). This approach should provide clear, quantifiable targets for policymakers. PMID:28241057
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.
The stochastic dynamics of intermittent porescale particle motion
NASA Astrophysics Data System (ADS)
Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus
2017-04-01
Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).
Application of stochastic processes in random growth and evolutionary dynamics
NASA Astrophysics Data System (ADS)
Oikonomou, Panagiotis
We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically
Volkova, Victoriya V.; Lu, Zhao; Lanzas, Cristina; Scott, H. Morgan; Gröhn, Yrjö T.
2013-01-01
The ubiquitous commensal bacteria harbour genes of antimicrobial resistance (AMR), often on conjugative plasmids. Antimicrobial use in food animals subjects their enteric commensals to antimicrobial pressure. A fraction of enteric Escherichia coli in cattle exhibit plasmid-gene mediated AMR to a third-generation cephalosporin ceftiofur. We adapted stochastic differential equations with diffusion approximation (a compartmental stochastic mathematical model) to research the sources and roles of stochasticity in the resistance dynamics, both during parenteral antimicrobial therapy and in its absence. The results demonstrated that demographic stochasticity among enteric E. coli in the occurrence of relevant events was important for the AMR dynamics only when bacterial numbers were depressed during therapy. However, stochasticity in the parameters of enteric E. coli ecology, whether externally or intrinsically driven, contributed to a wider distribution of the resistant E. coli fraction, both during therapy and in its absence, with stochasticities in individual parameters interacting in their contribution. PMID:23982723
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.
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.
Stochastic P systems and the simulation of biochemical processes with dynamic compartments.
Spicher, Antoine; Michel, Olivier; Cieslak, Mikolaj; Giavitto, Jean-Louis; Prusinkiewicz, Przemyslaw
2008-03-01
We introduce a sequential rewriting strategy for P systems based on Gillespie's stochastic simulation algorithm, and show that the resulting formalism of stochastic P systems makes it possible to simulate biochemical processes in dynamically changing, nested compartments. Stochastic P systems have been implemented using the spatially explicit programming language MGS. Implementation examples include models of the Lotka-Volterra auto-catalytic system, and the life cycle of the Semliki Forest virus.
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.
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
Deterministic and Stochastic Descriptions of Gene Expression Dynamics
NASA Astrophysics Data System (ADS)
Marathe, Rahul; Bierbaum, Veronika; Gomez, David; Klumpp, Stefan
2012-09-01
A key goal of systems biology is the predictive mathematical description of gene regulatory circuits. Different approaches are used such as deterministic and stochastic models, models that describe cell growth and division explicitly or implicitly etc. Here we consider simple systems of unregulated (constitutive) gene expression and compare different mathematical descriptions systematically to obtain insight into the errors that are introduced by various common approximations such as describing cell growth and division by an effective protein degradation term. In particular, we show that the population average of protein content of a cell exhibits a subtle dependence on the dynamics of growth and division, the specific model for volume growth and the age structure of the population. Nevertheless, the error made by models with implicit cell growth and division is quite small. Furthermore, we compare various models that are partially stochastic to investigate the impact of different sources of (intrinsic) noise. This comparison indicates that different sources of noise (protein synthesis, partitioning in cell division) contribute comparable amounts of noise if protein synthesis is not or only weakly bursty. If protein synthesis is very bursty, the burstiness is the dominant noise source, independent of other details of the model. Finally, we discuss two sources of extrinsic noise: cell-to-cell variations in protein content due to cells being at different stages in the division cycles, which we show to be small (for the protein concentration and, surprisingly, also for the protein copy number per cell) and fluctuations in the growth rate, which can have a significant impact.
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
Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models.
Champagnat, Nicolas; Ferrière, Régis; Méléard, Sylvie
2006-05-01
A distinctive signature of living systems is Darwinian evolution, that is, a propensity to generate as well as self-select individual diversity. To capture this essential feature of life while describing the dynamics of populations, mathematical models must be rooted in the microscopic, stochastic description of discrete individuals characterized by one or several adaptive traits and interacting with each other. The simplest models assume asexual reproduction and haploid genetics: an offspring usually inherits the trait values of her progenitor, except when a mutation causes the offspring to take a mutation step to new trait values; selection follows from ecological interactions among individuals. Here we present a rigorous construction of the microscopic population process that captures the probabilistic dynamics over continuous time of birth, mutation, and death, as influenced by the trait values of each individual, and interactions between individuals. A by-product of this formal construction is a general algorithm for efficient numerical simulation of the individual-level model. Once the microscopic process is in place, we derive different macroscopic models of adaptive evolution. These models differ in the renormalization they assume, i.e. in the limits taken, in specific orders, on population size, mutation rate, mutation step, while rescaling time accordingly. The macroscopic models also differ in their mathematical nature: deterministic, in the form of ordinary, integro-, or partial differential equations, or probabilistic, like stochastic partial differential equations or superprocesses. These models include extensions of Kimura's equation (and of its approximation for small mutation effects) to frequency- and density-dependent selection. A novel class of macroscopic models obtains when assuming that individual birth and death occur on a short timescale compared with the timescale of typical population growth. On a timescale of very rare mutations, we
Nonlinear dynamic characteristics of SMA intravascular stent under radial stochastic loads.
Zhu, Zhiwen; Zhang, Qingxin; Xu, Jia
2014-01-01
Nonlinear dynamic characteristics of shape memory alloy (SMA) intravascular stent under radial stochastic loads were studied in this paper. Von de Pol item was improved to interpret the hysteretic phenomena of SMA, and the nonlinear dynamic model of SMA intravascular stent under radial stochastic loads was developed. The conditions of stochastic stability of the system were obtained in singular boundary theory. The steady-state probability density function of the dynamic response of the system was given, and the stochastic Hopf bifurcation characteristics of the system were analyzed. Theoretical analysis and numerical simulation show that the stability of the trivial solution varies with bifurcation parameters, and stochastic Hopf bifurcation appears in the process, which can cause stent fracture or loss. The results of this paper are helpful to application of SMA intravascular stent in biomedical engineering fields.
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
Evolutionary stability and quasi-stationary strategy in stochastic evolutionary game dynamics.
Zhou, Da; Wu, Bin; Ge, Hao
2010-06-07
Stochastic evolutionary game dynamics for finite populations has recently been widely explored in the study of evolutionary game theory. It is known from the work of Traulsen et al. [2005. Phys. Rev. Lett. 95, 238701] that the stochastic evolutionary dynamics approaches the deterministic replicator dynamics in the limit of large population size. However, sometimes the limiting behavior predicted by the stochastic evolutionary dynamics is not quite in agreement with the steady-state behavior of the replicator dynamics. This paradox inspired us to give reasonable explanations of the traditional concept of evolutionarily stable strategy (ESS) in the context of finite populations. A quasi-stationary analysis of the stochastic evolutionary game dynamics is put forward in this study and we present a new concept of quasi-stationary strategy (QSS) for large but finite populations. It is shown that the consistency between the QSS and the ESS implies that the long-term behavior of the replicator dynamics can be predicted by the quasi-stationary behavior of the stochastic dynamics. We relate the paradox to the time scales and find that the contradiction occurs only when the fixation time scale is much longer than the quasi-stationary time scale. Our work may shed light on understanding the relationship between the deterministic and stochastic methods of modeling evolutionary game dynamics. Copyright (c) 2010 Elsevier Ltd. All rights reserved.
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.
Optically levitated nanoparticle as a model system for stochastic bistable dynamics
NASA Astrophysics Data System (ADS)
Ricci, F.; Rica, R. A.; Spasenović, M.; Gieseler, J.; Rondin, L.; Novotny, L.; Quidant, R.
2017-05-01
Nano-mechanical resonators have gained an increasing importance in nanotechnology owing to their contributions to both fundamental and applied science. Yet, their small dimensions and mass raises some challenges as their dynamics gets dominated by nonlinearities that degrade their performance, for instance in sensing applications. Here, we report on the precise control of the nonlinear and stochastic bistable dynamics of a levitated nanoparticle in high vacuum. We demonstrate how it can lead to efficient signal amplification schemes, including stochastic resonance. This work contributes to showing the use of levitated nanoparticles as a model system for stochastic bistable dynamics, with applications to a wide variety of fields.
Dynamics of the stochastic Lorenz chaotic system with long memory effects
NASA Astrophysics Data System (ADS)
Zeng, Caibin; Yang, Qigui
2015-12-01
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.
Stochastic dynamics of interacting haematopoietic stem cell niche lineages.
Székely, Tamás; Burrage, Kevin; Mangel, Marc; Bonsall, Michael B
2014-09-01
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.
Transition probability estimates for non-Markov multi-state models.
Titman, Andrew C
2015-12-01
Non-parametric estimation of the transition probabilities in multi-state models is considered for non-Markov processes. Firstly, a generalization of the estimator of Pepe et al., (1991) (Statistics in Medicine) is given for a class of progressive multi-state models based on the difference between Kaplan-Meier estimators. Secondly, a general estimator for progressive or non-progressive models is proposed based upon constructed univariate survival or competing risks processes which retain the Markov property. The properties of the estimators and their associated standard errors are investigated through simulation. The estimators are demonstrated on datasets relating to survival and recurrence in patients with colon cancer and prothrombin levels in liver cirrhosis patients.
Filtering nonlinear dynamical systems with linear stochastic models
NASA Astrophysics Data System (ADS)
Harlim, J.; Majda, A. J.
2008-06-01
An important emerging scientific issue is the real time filtering through observations of noisy signals for nonlinear dynamical systems as well as the statistical accuracy of spatio-temporal discretizations for filtering such systems. From the practical standpoint, the demand for operationally practical filtering methods escalates as the model resolution is significantly increased. For example, in numerical weather forecasting the current generation of global circulation models with resolution of 35 km has a total of billions of state variables. Numerous ensemble based Kalman filters (Evensen 2003 Ocean Dyn. 53 343-67 Bishop et al 2001 Mon. Weather Rev. 129 420-36 Anderson 2001 Mon. Weather Rev. 129 2884-903 Szunyogh et al 2005 Tellus A 57 528-45 Hunt et al 2007 Physica D 230 112-26) show promising results in addressing this issue; however, all these methods are very sensitive to model resolution, observation frequency, and the nature of the turbulent signals when a practical limited ensemble size (typically less than 100) is used. In this paper, we implement a radical filtering approach to a relatively low (40) dimensional toy model, the L-96 model (Lorenz 1996 Proc. on Predictability (ECMWF, 4-8 September 1995) pp 1-18) in various chaotic regimes in order to address the 'curse of ensemble size' for complex nonlinear systems. Practically, our approach has several desirable features such as extremely high computational efficiency, filter robustness towards variations of ensemble size (we found that the filter is reasonably stable even with a single realization) which makes it feasible for high dimensional problems, and it is independent of any tunable parameters such as the variance inflation coefficient in an ensemble Kalman filter. This radical filtering strategy decouples the problem of filtering a spatially extended nonlinear deterministic system to filtering a Fourier diagonal system of parametrized linear stochastic differential equations (Majda and Grote
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.
Stochastic modeling of stem-cell dynamics with control.
Sun, Zheng; Komarova, Natalia L
2012-12-01
Tissue development and homeostasis are thought to be regulated endogenously by control loops that ensure that the numbers of stem cells and daughter cells are maintained at desired levels, and that the cell dynamics are robust to perturbations. In this paper we consider several classes of stochastic models that describe stem/daughter cell dynamics in a population of constant size, which are generalizations of the Moran process that include negative control loops that affect differentiation probabilities for stem cells. We present analytical solutions for the steady-state expectations and variances of the numbers of stem and daughter cells; these results remain valid for non-constant cell populations. We show that in the absence of differentiation/proliferation control, the number of stem cells is subject to extinction or overflow. In the presence of linear control, a steady state may be maintained but no tunable parameters are available to control the mean and the spread of the cell population sizes. Two types of nonlinear control considered here incorporate tunable parameters that allow specification of the expected number of stem cells and also provide control over the size of the standard deviation. We show that under a hyperbolic control law, there is a trade-off between minimizing standard deviations and maintaining the system robustness against external perturbations. For the Hill-type control, the standard deviation is inversely proportional to the Hill coefficient of the control loop. Biologically this means that ultrasensitive response that is observed in a number of regulatory loops may have evolved in order to reduce fluctuations while maintaining the desired population levels.
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
A Linear Stochastic Dynamical Model of ENSO. Part II: Analysis.
NASA Astrophysics Data System (ADS)
Thompson, C. J.; Battisti, D. S.
2001-02-01
limits of predictability. A comparison of the two most realistic models shows that even though these models have similar statistics, they have very different predictability limits. The models have a strong seasonal dependence to their predictability limits.The results of this study (with the companion paper) suggest that the linear, stable dynamical model of ENSO is indeed a plausible hypothesis for the observed ENSO. With very reasonable levels of stochastic forcing, the model produces realistic levels of variance, has a realistic spectrum, and qualitatively reproduces the observed seasonal pattern of variance, the autocorrelation pattern, and the ENSO-like decadal variability.
a Stochastic Newmark Method for Engineering Dynamical Systems
NASA Astrophysics Data System (ADS)
ROY, D.; DASH, M. K.
2002-01-01
The purpose of this study is to develop a stochastic Newmark integration principle based on an implicit stochastic Taylor (Ito-Taylor or Stratonovich-Taylor) expansion of the vector field. As in the deterministic case, implicitness in stochastic Taylor expansions for the displacement and velocity vectors is achieved by introducing a couple of non-unique integration parameters, α and β. A rigorous error analysis is performed to put bounds on the local and global errors in computing displacements and velocities. The stochastic Newmark method is elegantly adaptable for obtaining strong sample-path solutions of linear and non-linear multi-degree-of freedom (m.d.o.f.) stochastic engineering systems with continuous and Lipschitz-bounded vector fields under (filtered) white-noise inputs. The method has presently been numerically illustrated, to a limited extent, for sample-path integration of a hardening Duffing oscillator under additive and multiplicative white-noise excitations. The results are indicative of consistency, convergence and stochastic numerical stability of the stochastic Newmark method (SNM).
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.
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
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.
Dynamical Epidemic Suppression Using Stochastic Prediction and Control
2004-10-28
probability density using a Fokker - Planck approach in Eq. (5); the deterministic and stochastic parts interact in a [24]. However, since the approach is one of...an order of magnitude over the period 3 are fixed throughout the paper. Here, the parameter h(t) is a pleb time-dependent vaccine control whose value ...stochastic X2=-0.4853. These values , together with the evidence of model for the purposes of this paper [21]. Using a discrete nearly intersecting
Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales
Xiu, Dongbin
2016-06-21
The focus of the project is the development of mathematical methods and high-performance com- putational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly e cient and scalable numer- ical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.
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.
Power spectra reveal the influence of stochasticity on nonlinear population dynamics
Reuman, Daniel C.; Desharnais, Robert A.; Costantino, Robert F.; Ahmad, Omar S.; Cohen, Joel E.
2006-01-01
Stochasticity alters the nonlinear dynamics of inherently cycling populations. The power spectrum can describe and explain the impacts of stochasticity. We fitted models to short observed time series of flour beetle populations in the frequency domain, then used a well fitting stochastic mechanistic model to generate detailed predictions of population spectra. Some predicted spectral peaks represent periodic phenomena induced or modified by stochasticity and were experimentally confirmed. For one experimental treatment, linearization theory explained that these peaks represent overcompensatory decay of deviations from deterministic oscillation. In another treatment, stochasticity caused frequent directional phase shifting around a cyclic attractor. This directional phase shifting was not explained by linearization theory and modified the periodicity of the system. If field systems exhibit directional phase shifting, then changing the intensity of demographic or environmental noise while holding constant the structure of the noise can change the main frequency of population fluctuations. PMID:17116860
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
Dynamics of semi-flexible tethered sheets : a simulation study using stochastic rotation dynamics.
Babu, S B; Stark, H
2011-12-01
The dynamics of a semi-flexible sheet or tethered membrane in a solvent is studied using the method of stochastic rotation dynamics. Hydrodynamic interactions between different parts of the sheet are naturally included in this method. We confirm the scaling law for the radius of gyration versus sheet size predicted for a self-avoiding tethered membrane. The mean-square displacement shows both sub-diffusive and diffusive behavior similar to linear polymers. In the intermediate scattering function the sub-diffusive behavior appears as stretched exponential which we reproduce in our simulations. Thereby, we confirm an early prediction between the roughness and the sub-diffusion exponent derived from Zimm dynamics (E. Frey, D.R. Nelson, J. Phys. I 1, 1715 (1991)). Finally, we show that the diffusion coefficient of the square sheet is inversely proportional to the edge length of the sheet again in good agreement with theoretical predictions.
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.
Sun, Yongzheng; Li, Wang; Zhao, Donghua
2012-06-01
In this paper, the finite-time stochastic outer synchronization between two different complex dynamical networks with noise perturbation is investigated. By using suitable controllers, sufficient conditions for finite-time stochastic outer synchronization are derived based on the finite-time stability theory of stochastic differential equations. It is noticed that the coupling configuration matrix is not necessary to be symmetric or irreducible, and the inner coupling matrix need not be symmetric. Finally, numerical examples are examined to illustrate the effectiveness of the analytical results. The effect of control parameters on the settling time is also numerically demonstrated.
Threshold Dynamics in Stochastic SIRS Epidemic Models with Nonlinear Incidence and Vaccination.
Wang, Lei; Teng, Zhidong; Tang, Tingting; Li, Zhiming
2017-01-01
In this paper, the dynamical behaviors for a stochastic SIRS epidemic model with nonlinear incidence and vaccination are investigated. In the models, the disease transmission coefficient and the removal rates are all affected by noise. Some new basic properties of the models are found. Applying these properties, we establish a series of new threshold conditions on the stochastically exponential extinction, stochastic persistence, and permanence in the mean of the disease with probability one for the models. Furthermore, we obtain a sufficient condition on the existence of unique stationary distribution for the model. Finally, a series of numerical examples are introduced to illustrate our main theoretical results and some conjectures are further proposed.
Dynamics of stochastic SEIS epidemic model with varying population size
NASA Astrophysics Data System (ADS)
Liu, Jiamin; Wei, Fengying
2016-12-01
We introduce the stochasticity into a deterministic model which has state variables susceptible-exposed-infected with varying population size in this paper. The infected individuals could return into susceptible compartment after recovering. We show that the stochastic model possesses a unique global solution under building up a suitable Lyapunov function and using generalized Itô's formula. The densities of the exposed and infected tend to extinction when some conditions are being valid. Moreover, the conditions of persistence to a global solution are derived when the parameters are subject to some simple criteria. The stochastic model admits a stationary distribution around the endemic equilibrium, which means that the disease will prevail. To check the validity of the main results, numerical simulations are demonstrated as end of this contribution.
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.
Model identification in computational stochastic dynamics using experimental modal data
NASA Astrophysics Data System (ADS)
Batou, A.; Soize, C.; Audebert, S.
2015-01-01
This paper deals with the identification of a stochastic computational model using experimental eigenfrequencies and mode shapes. In the presence of randomness, it is difficult to construct a one-to-one correspondence between the results provided by the stochastic computational model and the experimental data because of the random modes crossing and veering phenomena that may occur from one realization to another one. In this paper, this correspondence is constructed by introducing an adapted transformation for the computed modal quantities. Then the transformed computed modal quantities can be compared with the experimental data in order to identify the parameters of the stochastic computational model. The methodology is applied to a booster pump of thermal units for which experimental modal data have been measured on several sites.
NASA Astrophysics Data System (ADS)
Rifhat, Ramziya; Wang, Lei; Teng, Zhidong
2017-09-01
In this paper, we investigate the dynamics of a class of periodic stochastic SIS epidemic models with general nonlinear incidence f(S , I) . Some sufficient conditions on the permanence in the mean and extinction of positive solutions with probability one are established. By using the Khasminskii's boundary periodic Markov processes, the existence of stochastic nontrivial periodic solution for the models is also obtained. The numerical simulations are given to illustrate the main theoretical results and some interesting conjectures are presented.
Mathematical framework for the analysis of dynamic stochastic systems with the RAVEN code
Rabiti, C.; Mandelli, D.; Alfonsi, A.; Cogliati, J.; Kinoshita, R.
2013-07-01
RAVEN (Reactor Analysis and Virtual control Environment) is a software code under development at Idaho National Laboratory aimed at performing probabilistic risk assessment and uncertainty quantification using RELAP-7, for which it acts also as a simulation controller. In this paper we will present the equations characterizing a dynamic stochastic system and we will then discuss the behavior of each stochastic term and how it is accounted for in the RAVEN software design. Moreover we will present preliminary results of the implementation. (authors)
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.
Tiana-Alsina, Jordi; Buldú, Javier M; Torrent, M C; García-Ojalvo, Jordi
2010-01-28
We quantify the level of stochasticity in the dynamics of two mutually coupled semiconductor lasers. Specifically, we concentrate on a regime in which the lasers synchronize their dynamics with a non-zero lag time, and the leader and laggard roles alternate irregularly between the lasers. We analyse this switching dynamics in terms of the number of forbidden patterns of the alternate time series. The results reveal that the system operates in a stochastic regime, with the level of stochasticity decreasing as the lasers are pumped further away from their lasing threshold. This behaviour is similar to that exhibited by a single semiconductor laser subject to external optical feedback, as its dynamics shifts from the regime of low-frequency fluctuations to coherence collapse. This journal is © 2010 The Royal Society
Modeling of stochastic dynamics of time-dependent flows under high-dimensional random forcing
NASA Astrophysics Data System (ADS)
Babaee, Hessam; Karniadakis, George
2016-11-01
In this numerical study the effect of high-dimensional stochastic forcing in time-dependent flows is investigated. To efficiently quantify the evolution of stochasticity in such a system, the dynamically orthogonal method is used. In this methodology, the solution is approximated by a generalized Karhunen-Loeve (KL) expansion in the form of u (x , t ω) = u ̲ (x , t) + ∑ i = 1 N yi (t ω)ui (x , t) , in which u ̲ (x , t) is the stochastic mean, the set of ui (x , t) 's is a deterministic orthogonal basis and yi (t ω) 's are the stochastic coefficients. Explicit evolution equations for u ̲ , ui and yi are formulated. The elements of the basis ui (x , t) 's remain orthogonal for all times and they evolve according to the system dynamics to capture the energetically dominant stochastic subspace. We consider two classical fluid dynamics problems: (1) flow over a cylinder, and (2) flow over an airfoil under up to one-hundred dimensional random forcing. We explore the interaction of intrinsic with extrinsic stochasticity in these flows. DARPA N66001-15-2-4055, Office of Naval Research N00014-14-1-0166.
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
Rapid sampling of stochastic displacements in Brownian dynamics simulations.
Fiore, Andrew M; Balboa Usabiaga, Florencio; Donev, Aleksandar; Swan, James W
2017-03-28
We present a new method for sampling stochastic displacements in Brownian Dynamics (BD) simulations of colloidal scale particles. The method relies on a new formulation for Ewald summation of the Rotne-Prager-Yamakawa (RPY) tensor, which guarantees that the real-space and wave-space contributions to the tensor are independently symmetric and positive-definite for all possible particle configurations. Brownian displacements are drawn from a superposition of two independent samples: a wave-space (far-field or long-ranged) contribution, computed using techniques from fluctuating hydrodynamics and non-uniform fast Fourier transforms; and a real-space (near-field or short-ranged) correction, computed using a Krylov subspace method. The combined computational complexity of drawing these two independent samples scales linearly with the number of particles. The proposed method circumvents the super-linear scaling exhibited by all known iterative sampling methods applied directly to the RPY tensor that results from the power law growth of the condition number of tensor with the number of particles. For geometrically dense microstructures (fractal dimension equal three), the performance is independent of volume fraction, while for tenuous microstructures (fractal dimension less than three), such as gels and polymer solutions, the performance improves with decreasing volume fraction. This is in stark contrast with other related linear-scaling methods such as the force coupling method and the fluctuating immersed boundary method, for which performance degrades with decreasing volume fraction. Calculations for hard sphere dispersions and colloidal gels are illustrated and used to explore the role of microstructure on performance of the algorithm. In practice, the logarithmic part of the predicted scaling is not observed and the algorithm scales linearly for up to 4×10(6) particles, obtaining speed ups of over an order of magnitude over existing iterative methods, and making
Andrew M. Liebhold; Derek M. Johnson; Ottar N. Bj& #248rnstad
2006-01-01
Explanations for the ubiquitous presence of spatially synchronous population dynamics have assumed that density-dependent processes governing the dynamics of local populations are identical among disjunct populations, and low levels of dispersal or small amounts of regionalized stochasticity ("Moran effect") can act to synchronize populations. In this study...
A 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…
Dynamically Active Compartments Coupled by a Stochastically Gated Gap Junction
NASA Astrophysics Data System (ADS)
Bressloff, Paul C.; Lawley, Sean D.
2017-03-01
We analyze a one-dimensional PDE-ODE system representing the diffusion of signaling molecules between two cells coupled by a stochastically gated gap junction. We assume that signaling molecules diffuse within the cytoplasm of each cell and then either bind to some active region of the cell's membrane (treated as a well-mixed compartment) or pass through the gap junction to the interior of the other cell. We treat the gap junction as a randomly fluctuating gate that switches between an open and a closed state according to a two-state Markov process. This means that the resulting PDE-ODE is stochastic due to the presence of a randomly switching boundary in the interior of the domain. It is assumed that each membrane compartment acts as a conditional oscillator, that is, it sits below a supercritical Hopf bifurcation. In the ungated case (gap junction always open), the system supports diffusion-induced oscillations, in which the concentration of signaling molecules within the two compartments is either in-phase or anti-phase. The presence of a reflection symmetry (for identical cells) means that the stochastic gate only affects the existence of anti-phase oscillations. In particular, there exist parameter choices where the gated system supports oscillations, but the ungated system does not, and vice versa. The existence of oscillations is investigated by solving a spectral problem obtained by averaging over realizations of the stochastic gate.
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
Identifying type I excitability using dynamics of stochastic neural firing patterns.
Jia, Bing; Gu, Huaguang
2012-12-01
The stochastic firing patterns are simulated near saddle-node bifurcation on an invariant cycle corresponding to type I excitability in stochastic Morris-Lecar model. In absence of external periodic signal, the stochastic firing manifests continuous distribution in ISI histogram (ISIH), whose amplitude at first increases sharply and then decreases exponentially. In presence of the external periodic signal, stochastic firing patterns appear as two cases of integer multiple firing with multiple discrete peaks in ISIH. One manifests perfect exponential decay in all peaks and the other imperfect exponential decay except a lower first peak. These stochastic firing patterns simulated with or without external periodic signal can be demonstrated in the experiments on rat hippocampal CA1 pyramidal neurons. The exponential decay laws in the multiple peaks are also acquired using probability analysis method. The perfect decay law is determined by the independent characteristic within the firing while the imperfect decay law is from the inhibitory effect. In addition, the stochastic firing patterns corresponding to type I excitability are compared to those of type II excitability. The results not only reveal the dynamics of stochastic firing patterns with or without external signal corresponding to type I excitability, but also provide practical indicators to availably identify type I excitability.
Rosenbaum, Robert; Rubin, Jonathan E; Doiron, Brent
2013-01-01
Correlated neuronal activity is an important feature in many neural codes, a neural correlate of a variety of cognitive states, as well as a signature of several disease states in the nervous system. The cellular and circuit mechanics of neural correlations is a vibrant area of research. Synapses throughout the cortex exhibit a form of short-term depression where increased presynaptic firing rates deplete neurotransmitter vesicles, which transiently reduces synaptic efficacy. The release and recovery of these vesicles are inherently stochastic, and this stochasticity introduces variability into the conductance elicited by depressing synapses. The impact of spiking and subthreshold membrane dynamics on the transfer of neuronal correlations has been studied intensively, but an investigation of the impact of short-term synaptic depression and stochastic vesicle dynamics on correlation transfer is lacking. We find that short-term synaptic depression and stochastic vesicle dynamics can substantially reduce correlations, shape the timescale over which these correlations occur, and alter the dependence of spiking correlations on firing rate. Our results show that short-term depression and stochastic vesicle dynamics need to be taken into account when modeling correlations in neuronal populations.
Wang, Weikang; Quan, Yi; Fu, Qibin; Liu, Yu; Liang, Ying; Wu, Jingwen; Yang, Gen; Luo, Chunxiong; Ouyang, Qi; Wang, Yugang
2014-01-01
Tumors are often heterogeneous in which tumor cells of different phenotypes have distinct properties. For scientific and clinical interests, it is of fundamental importance to understand their properties and the dynamic variations among different phenotypes, specifically under radio- and/or chemo-therapy. Currently there are two controversial models describing tumor heterogeneity, the cancer stem cell (CSC) model and the stochastic model. To clarify the controversy, we measured probabilities of different division types and transitions of cells via in situ immunofluorescence. Based on the experiment data, we constructed a model that combines the CSC with the stochastic concepts, showing the existence of both distinctive CSC subpopulations and the stochastic transitions from NSCCs to CSCs. The results showed that the dynamic variations between CSCs and non-stem cancer cells (NSCCs) can be simulated with the model. Further studies also showed that the model can be used to describe the dynamics of the two subpopulations after radiation treatment. More importantly, analysis demonstrated that the experimental detectable equilibrium CSC proportion can be achieved only when the stochastic transitions from NSCCs to CSCs occur, indicating that tumor heterogeneity may exist in a model coordinating with both the CSC and the stochastic concepts. The mathematic model based on experimental parameters may contribute to a better understanding of the tumor heterogeneity, and provide references on the dynamics of CSC subpopulation during radiotherapy. PMID:24416258
NASA Astrophysics Data System (ADS)
Huang, Yandong; Rüdiger, Sten; Shuai, Jianwei
2013-12-01
The random opening and closing of ion channels establishes channel noise, which can be approximated and included into stochastic differential equations (Langevin approach). The Langevin approach is often incorporated to model stochastic ion channel dynamics for systems with a large number of channels. Here, we introduce a discretization procedure of a channel-based Langevin approach to simulate the stochastic channel dynamics with small and intermediate numbers of channels. We show that our Langevin approach with discrete channel open fractions can give a good approximation of the original Markov dynamics even for only 10 K channels. We suggest that the better approximation by the discretized Langevin approach originates from the improved representation of events that trigger action potentials.
Dynamical crossover in a stochastic model of cell fate decision
NASA Astrophysics Data System (ADS)
Yamaguchi, Hiroki; Kawaguchi, Kyogo; Sagawa, Takahiro
2017-07-01
We study the asymptotic behaviors of stochastic cell fate decision between proliferation and differentiation. We propose a model of a self-replicating Langevin system, where cells choose their fate (i.e., proliferation or differentiation) depending on local cell density. Based on this model, we propose a scenario for multicellular organisms to maintain the density of cells (i.e., homeostasis) through finite-ranged cell-cell interactions. Furthermore, we numerically show that the distribution of the number of descendant cells changes over time, thus unifying the previously proposed two models regarding homeostasis: the critical birth death process and the voter model. Our results provide a general platform for the study of stochastic cell fate decision in terms of nonequilibrium statistical mechanics.
Mixed quantal-semiquantal dynamics with stochastic particles for backreaction
Ando, Koji
2014-10-14
A mixed quantal-semiquantal theory is presented in which the semiquantal squeezed-state wave packet describes the heavy degrees of freedom. Starting from the mean-field equations of motion that are naturally derived from the time-dependent variational principle, we introduce the stochastic particle description for both the quantal and semiquantal parts in an aim to take into account the interparticle correlation, in particular the “quantum backreaction” beyond the mean-field approximation. A numerical application on a model of O{sub 2} scattering from a Pt surface demonstrates that the proposed scheme gives correct asymptotic behavior of the scattering probability, with improvement over the mixed quantum-classical scheme with Bohmian particles, which is comprehended by comparing the Bohmian and the stochastic trajectories.
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.
Dynamic data integration and stochastic inversion of a confined aquifer
NASA Astrophysics Data System (ADS)
Wang, D.; Zhang, Y.; Irsa, J.; Huang, H.; Wang, L.
2013-12-01
Much work has been done in developing and applying inverse methods to aquifer modeling. The scope of this paper is to investigate the applicability of a new direct method for large inversion problems and to incorporate uncertainty measures in the inversion outcomes (Wang et al., 2013). The problem considered is a two-dimensional inverse model (50×50 grid) of steady-state flow for a heterogeneous ground truth model (500×500 grid) with two hydrofacies. From the ground truth model, decreasing number of wells (12, 6, 3) were sampled for facies types, based on which experimental indicator histograms and directional variograms were computed. These parameters and models were used by Sequential Indicator Simulation to generate 100 realizations of hydrofacies patterns in a 100×100 (geostatistical) grid, which were conditioned to the facies measurements at wells. These realizations were smoothed with Simulated Annealing, coarsened to the 50×50 inverse grid, before they were conditioned with the direct method to the dynamic data, i.e., observed heads and groundwater fluxes at the same sampled wells. A set of realizations of estimated hydraulic conductivities (Ks), flow fields, and boundary conditions were created, which centered on the 'true' solutions from solving the ground truth model. Both hydrofacies conductivities were computed with an estimation accuracy of ×10% (12 wells), ×20% (6 wells), ×35% (3 wells) of the true values. For boundary condition estimation, the accuracy was within × 15% (12 wells), 30% (6 wells), and 50% (3 wells) of the true values. The inversion system of equations was solved with LSQR (Paige et al, 1982), for which coordinate transform and matrix scaling preprocessor were used to improve the condition number (CN) of the coefficient matrix. However, when the inverse grid was refined to 100×100, Gaussian Noise Perturbation was used to limit the growth of the CN before the matrix solve. To scale the inverse problem up (i.e., without smoothing
Sampling-Based RBDO Using Stochastic Sensitivity and Dynamic Kriging for Broader Army Applications
2011-08-09
AND DYNAMIC KRIGING FOR BROADER ARMY APPLICATIONS K.K. Choi, Ikjin Lee, Liang Zhao, and Yoojeong Noh Department of Mechanical and Industrial...Thus, for broader Army applications, a sampling-based RBDO method using surrogate model has been developed recently. The Dynamic Kriging (DKG) method...Uuing Stochastic Sensitivity and Dynamic Kriging for Broader Army Applications 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6
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.
Exact and approximate many-body dynamics with stochastic one-body density matrix evolution
Lacroix, Denis
2005-06-01
We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, D{sub ab}= vertical bar {phi}{sub a}><{phi}{sub b} vertical bar, where each state evolves according to the stochastic Schroedinger equation given by O. Juillet and Ph. Chomaz [Phys. Rev. Lett. 88, 142503 (2002)]. A stochastic Liouville-von Neumann equation is derived as well as the associated. Bogolyubov-Born-Green-Kirwood-Yvon hierarchy. Due to the specific form of the many-body density along the path, the presented theory is equivalent to a stochastic theory in one-body density matrix space, in which each density matrix evolves according to its own mean-field augmented by a one-body noise. Guided by the exact reformulation, a stochastic mean-field dynamics valid in the weak coupling approximation is proposed. This theory leads to an approximate treatment of two-body effects similar to the extended time-dependent Hartree-Fock scheme. In this stochastic mean-field dynamics, statistical mixing can be directly considered and jumps occur on a coarse-grained time scale. Accordingly, numerical effort is expected to be significantly reduced for applications.
Dynamics and Physiological Roles of Stochastic Firing Patterns Near Bifurcation Points
NASA Astrophysics Data System (ADS)
Jia, Bing; Gu, Huaguang
2017-06-01
Different stochastic neural firing patterns or rhythms that appeared near polarization or depolarization resting states were observed in biological experiments on three nervous systems, and closely matched those simulated near bifurcation points between stable equilibrium point and limit cycle in a theoretical model with noise. The distinct dynamics of spike trains and interspike interval histogram (ISIH) of these stochastic rhythms were identified and found to build a relationship to the coexisting behaviors or fixed firing frequency of four different types of bifurcations. Furthermore, noise evokes coherence resonances near bifurcation points and plays important roles in enhancing information. The stochastic rhythms corresponding to Hopf bifurcation points with fixed firing frequency exhibited stronger coherence degree and a sharper peak in the power spectrum of the spike trains than those corresponding to saddle-node bifurcation points without fixed firing frequency. Moreover, the stochastic firing patterns changed to a depolarization resting state as the extracellular potassium concentration increased for the injured nerve fiber related to pathological pain or static blood pressure level increased for aortic depressor nerve fiber, and firing frequency decreased, which were different from the physiological viewpoint that firing frequency increased with increasing pressure level or potassium concentration. This shows that rhythms or firing patterns can reflect pressure or ion concentration information related to pathological pain information. Our results present the dynamics of stochastic firing patterns near bifurcation points, which are helpful for the identification of both dynamics and physiological roles of complex neural firing patterns or rhythms, and the roles of noise.
Stochastic dynamics of penetrable rods in one dimension: Entangled dynamics and transport properties
Craven, Galen T.; Popov, Alexander V.; Hernandez, Rigoberto
2015-04-21
The dynamical properties of a system of soft rods governed by stochastic hard collisions (SHCs) have been determined over a varying range of softness using molecular dynamics simulations in one dimension and analytic theory. The SHC model allows for interpenetration of the system’s constituent particles in the simulations, generating overlapping clustering behavior analogous to the spatial structures observed in systems governed by deterministic bounded potentials. Through variation of an assigned softness parameter δ, the limiting ranges of intermolecular softness are bridged, connecting the limiting ensemble behavior from hard to ideal (completely soft). Various dynamical and structural observables are measured from simulation and compared to developed theoretical values. The spatial properties are found to be well predicted by theories developed for the deterministic penetrable-sphere model with a transformation from energetic to probabilistic arguments. While the overlapping spatial structures are complex, the dynamical properties can be adequately approximated through a theory built on impulsive interactions with Enskog corrections. Our theory suggests that as the softness of interaction is varied toward the ideal limit, correlated collision processes are less important to the energy transfer mechanism, and Markovian processes dominate the evolution of the configuration space ensemble. For interaction softness close to hard limit, collision processes are highly correlated and overlapping spatial configurations give rise to entanglement of single-particle trajectories.
Craven, Galen T; Popov, Alexander V; Hernandez, Rigoberto
2015-04-21
The dynamical properties of a system of soft rods governed by stochastic hard collisions (SHCs) have been determined over a varying range of softness using molecular dynamics simulations in one dimension and analytic theory. The SHC model allows for interpenetration of the system's constituent particles in the simulations, generating overlapping clustering behavior analogous to the spatial structures observed in systems governed by deterministic bounded potentials. Through variation of an assigned softness parameter δ, the limiting ranges of intermolecular softness are bridged, connecting the limiting ensemble behavior from hard to ideal (completely soft). Various dynamical and structural observables are measured from simulation and compared to developed theoretical values. The spatial properties are found to be well predicted by theories developed for the deterministic penetrable-sphere model with a transformation from energetic to probabilistic arguments. While the overlapping spatial structures are complex, the dynamical properties can be adequately approximated through a theory built on impulsive interactions with Enskog corrections. Our theory suggests that as the softness of interaction is varied toward the ideal limit, correlated collision processes are less important to the energy transfer mechanism, and Markovian processes dominate the evolution of the configuration space ensemble. For interaction softness close to hard limit, collision processes are highly correlated and overlapping spatial configurations give rise to entanglement of single-particle trajectories.
Zunino, L; Soriano, M C; Rosso, O A
2012-10-01
In this paper we introduce a multiscale symbolic information-theory approach for discriminating nonlinear deterministic and stochastic dynamics from time series associated with complex systems. More precisely, we show that the multiscale complexity-entropy causality plane is a useful representation space to identify the range of scales at which deterministic or noisy behaviors dominate the system's dynamics. Numerical simulations obtained from the well-known and widely used Mackey-Glass oscillator operating in a high-dimensional chaotic regime were used as test beds. The effect of an increased amount of observational white noise was carefully examined. The results obtained were contrasted with those derived from correlated stochastic processes and continuous stochastic limit cycles. Finally, several experimental and natural time series were analyzed in order to show the applicability of this scale-dependent symbolic approach in practical situations.
Stochastic dynamic causal modelling of FMRI data with multiple-model Kalman filters.
Osório, P; Rosa, P; Silvestre, C; Figueiredo, P
2015-01-01
This article is part of the Focus Theme of Methods of Information in Medicine on "Biosignal Interpretation: Advanced Methods for Neural Signals and Images". Dynamic Causal Modelling (DCM) is a generic formalism to study effective brain connectivity based on neuroimaging data, particularly functional Magnetic Resonance Imaging (fMRI). Recently, there have been attempts at modifying this model to allow for stochastic disturbances in the states of the model. This paper proposes the Multiple-Model Kalman Filtering (MMKF) technique as a stochastic identification model discriminating among different hypothetical connectivity structures in the DCM framework; moreover, the performance compared to a similar deterministic identification model is assessed. The integration of the stochastic DCM equations is first presented, and a MMKF algorithm is then developed to perform model selection based on these equations. Monte Carlo simulations are performed in order to investigate the ability of MMKF to distinguish between different connectivity structures and to estimate hidden states under both deterministic and stochastic DCM. The simulations show that the proposed MMKF algorithm was able to successfully select the correct connectivity model structure from a set of pre-specified plausible alternatives. Moreover, the stochastic approach by MMKF was more effective compared to its deterministic counterpart, both in the selection of the correct connectivity structure and in the estimation of the hidden states. These results demonstrate the applicability of a MMKF approach to the study of effective brain connectivity using DCM, particularly when a stochastic formulation is desirable.
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>
Stochastic dynamics and a power law for measles variability.
Keeling, M; Grenfell, B
1999-01-01
Since the discovery of a power law scaling between the mean and variance of natural populations, this phenomenon has been observed for a variety of species. Here, we show that the same form of power law scaling also occurs in measles case reports in England and Wales. Remarkably this power law holds over four orders of magnitude. We consider how the natural experiment of vaccination affects the slope of the power law. By examining simple generic models, we are able to predict the effects of stochasticity and coupling and we propose a new phenomenon associated with the critical community size. PMID:10365402
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.
Stochastic modeling of uncertain mass characteristics in rigid body dynamics
NASA Astrophysics Data System (ADS)
Richter, Lanae A.; Mignolet, Marc P.
2017-03-01
This paper focuses on the formulation, assessment, and application of a modeling strategy of uncertainty on the mass characteristics of rigid bodies, i.e. mass, position of center of mass, and inertia tensor. These characteristics are regrouped into a 4×4 matrix the elements of which are represented as random variables with joint probability density function derived following the maximum entropy framework. This stochastic model is first shown to satisfy all properties expected of the mass and tensor of inertia of rigid bodies. Its usefulness and computational efficiency are next demonstrated on the behavior of a rigid body in pure rotation exhibiting significant uncertainty in mass distribution.
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
Enderlein, J.; Kuhnert, L.
1996-12-12
The idea of changing the diffusivities of charged ions in a solution by the application of an external stochastic electric field is proposed. The effect of such a change of the diffusion coefficients on the dynamical behavior of the Belouzov-Zhabotinsky reaction is theoretically studied and discussed. 35 refs., 3 figs.
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.
The Allee effect, stochastic dynamics and the eradication of alien species
Andrew Liebhold; Jordi Bascompte; Jordi Bascompte
2003-01-01
Previous treatments of the population biology of eradication have assumed that eradication can only be achieved via 100% removal of the alien population. However, this assumption appears to be incorrect because stochastic dynamics and the Allee effect typically contribute to the extinction of very low-density populations. We explore a model that incorporates Allee...
Methodology Aspects of Quantifying Stochastic Climate Variability with Dynamic Models
NASA Astrophysics Data System (ADS)
Nuterman, Roman; Jochum, Markus; Solgaard, Anna
2015-04-01
The paleoclimatic records show that climate has changed dramatically through time. For the past few millions of years it has been oscillating between ice ages, with large parts of the continents covered with ice, and warm interglacial periods like the present one. It is commonly assumed that these glacial cycles are related to changes in insolation due to periodic changes in Earth's orbit around Sun (Milankovitch theory). However, this relationship is far from understood. The insolation changes are so small that enhancing feedbacks must be at play. It might even be that the external perturbation only plays a minor role in comparison to internal stochastic variations or internal oscillations. This claim is based on several shortcomings in the Milankovitch theory: Prior to one million years ago, the duration of the glacial cycles was indeed 41,000 years, in line with the obliquity cycle of Earth's orbit. This duration changed at the so-called Mid-Pleistocene transition to approximately 100,000 years. Moreover, according to Milankovitch's theory the interglacial of 400,000 years ago should not have happened. Thus, while prior to one million years ago the pacing of these glacial cycles may be tied to changes in Earth's orbit, we do not understand the current magnitude and phasing of the glacial cycles. In principle it is possible that the glacial/interglacial cycles are not due to variations in Earth's orbit, but due to stochastic forcing or internal modes of variability. We present a new method and preliminary results for a unified framework using a fully coupled Earth System Model (ESM), in which the leading three ice age hypotheses will be investigated together. Was the waxing and waning of ice sheets due to an internal mode of variability, due to variations in Earth's orbit, or simply due to a low-order auto-regressive process (i.e., noise integrated by system with memory)? The central idea is to use the Generalized Linear Models (GLM), which can handle both
NASA Astrophysics Data System (ADS)
Caraballo, Tomás; Morillas, F.; Valero, J.
In this paper we study the asymptotic behavior of solutions of a first-order stochastic lattice dynamical system with a multiplicative noise. We do not assume any Lipschitz condition on the nonlinear term, just a continuity assumption together with growth and dissipative conditions, so that uniqueness of the Cauchy problem fails to be true. Using the theory of multi-valued random dynamical systems we prove the existence of a random compact global attractor.
Adaptive and Distributed Algorithms for Vehicle Routing in a Stochastic and Dynamic Environment
2010-11-18
stochastic and dynamic vehicle routing problems,” PhD Thesis, Dept. of Civil and Environmental Engineering , Massachusetts Institute of Technology ... Technology (MIT), Cam- bridge, in 2001. From 2001 to 2004, he was an Assistant Professor of aerospace engineering at the University of Illinois at Urbana...system. The general problem is known as the m-vehicle Dynamic Traveling Repairman Problem (m-DTRP). The best previously known con- trol algorithms rely on
Simulation of Quantum Dynamics Based on the Quantum Stochastic Differential Equation
2013-01-01
The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm. PMID:23781156
Simulation of quantum dynamics based on the quantum stochastic differential equation.
Li, Ming
2013-01-01
The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.
Graph Theory-Based Pinning Synchronization of Stochastic Complex Dynamical Networks.
Li, Xiao-Jian; Yang, Guang-Hong
2017-02-01
This paper is concerned with the adaptive pinning synchronization problem of stochastic complex dynamical networks (CDNs). Based on algebraic graph theory and Lyapunov theory, pinning controller design conditions are derived, and the rigorous convergence analysis of synchronization errors in the probability sense is also conducted. Compared with the existing results, the topology structures of stochastic CDN are allowed to be unknown due to the use of graph theory. In particular, it is shown that the selection of nodes for pinning depends on the unknown lower bounds of coupling strengths. Finally, an example on a Chua's circuit network is given to validate the effectiveness of the theoretical results.
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.
Conditional Moment Closure Schemes for Studying Stochastic Dynamics of Genetic Circuits.
Soltani, Mohammad; Vargas-Garcia, Cesar Augusto; Singh, Abhyudai
2015-08-01
Inside individual cells, stochastic expression drives random fluctuations in gene product copy numbers, which corrupts functioning of both natural and synthetic genetic circuits. Dynamic models of genetic circuits are formulated stochastically using the chemical master equation framework. Since obtaining probability distributions can be computationally expensive in these models, noise is typically investigated through lower-order statistical moments (mean, variance, correlation, skewness, etc.) of mRNA/proteins levels. However, due to the nonlinearities in genetic circuits, this moment dynamics is typically not closed, in the sense that the time derivative of the lower-order statistical moments depends on high-order moments. Moment equations are closed by expressing higher-order moments as nonlinear functions of lower-order moments, a technique commonly referred to as moment closure. We provide a new moment closure scheme for studying stochastic dynamics of genetic circuits, where genes randomly toggle between transcriptionally active and inactive states. The method is based on conditioning protein levels on active states of genes and then expressing higher-order moments as functions of lower-order conditional moments. The conditional closure scheme is illustrated on different circuit motifs and found to outperform existing closure techniques. Rapid computation of stochasticity through closure methods will enable improved characterization and design of synthetic circuits that exhibit robust performance in spite of noisy expression of underlying genes.
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
Characterizing the dynamics of rubella relative to measles: the role of stochasticity.
Rozhnova, Ganna; Metcalf, C Jessica E; Grenfell, Bryan T
2013-11-06
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.
Stochastic properties of neurotransmitter release expand the dynamic range of synapses.
Yang, Hua; Xu-Friedman, Matthew A
2013-09-04
Release of neurotransmitter is an inherently random process, which could degrade the reliability of postsynaptic spiking, even at relatively large synapses. This is particularly important at auditory synapses, where the rate and precise timing of spikes carry information about sounds. However, the functional consequences of the stochastic properties of release are unknown. We addressed this issue at the mouse endbulb of Held synapse, which is formed by auditory nerve fibers onto bushy cells (BCs) in the anteroventral cochlear nucleus. We used voltage clamp to characterize synaptic variability. Dynamic clamp was used to compare BC spiking with stochastic or deterministic synaptic input. The stochastic component increased the responsiveness of the BC to conductances that were on average subthreshold, thereby increasing the dynamic range of the synapse. This had the benefit that BCs relayed auditory nerve activity even when synapses showed significant depression during rapid activity. However, the precision of spike timing decreased with stochastic conductances, suggesting a trade-off between encoding information in spike timing versus probability. These effects were confirmed in fiber stimulation experiments, indicating that they are physiologically relevant, and that synaptic randomness, dynamic range, and jitter are causally related.
Stochastic Properties of Neurotransmitter Release Expand the Dynamic Range of Synapses
Yang, Hua
2013-01-01
Release of neurotransmitter is an inherently random process, which could degrade the reliability of postsynaptic spiking, even at relatively large synapses. This is particularly important at auditory synapses, where the rate and precise timing of spikes carry information about sounds. However, the functional consequences of the stochastic properties of release are unknown. We addressed this issue at the mouse endbulb of Held synapse, which is formed by auditory nerve fibers onto bushy cells (BCs) in the anteroventral cochlear nucleus. We used voltage clamp to characterize synaptic variability. Dynamic clamp was used to compare BC spiking with stochastic or deterministic synaptic input. The stochastic component increased the responsiveness of the BC to conductances that were on average subthreshold, thereby increasing the dynamic range of the synapse. This had the benefit that BCs relayed auditory nerve activity even when synapses showed significant depression during rapid activity. However, the precision of spike timing decreased with stochastic conductances, suggesting a trade-off between encoding information in spike timing versus probability. These effects were confirmed in fiber stimulation experiments, indicating that they are physiologically relevant, and that synaptic randomness, dynamic range, and jitter are causally related. PMID:24005293
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.
NASA Astrophysics Data System (ADS)
Monzel, C.; Schmidt, D.; Kleusch, C.; Kirchenbüchler, D.; Seifert, U.; Smith, A.-S.; Sengupta, K.; Merkel, R.
2015-10-01
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.
Pools versus Queues: The Variable Dynamics of Stochastic “Steady States”
Lofgren, Eric T.
2015-01-01
Mathematical models in ecology and epidemiology often consider populations “at equilibrium”, where in-flows, such as births, equal out-flows, such as death. For stochastic models, what is meant by equilibrium is less clear – should the population size be fixed or growing and shrinking with equal probability? Two different mechanisms to implement a stochastic steady state are considered. Under these mechanisms, both a predator-prey model and an epidemic model have vastly different outcomes, including the median population values for both predators and prey and the median levels of infection within a hospital (P < 0.001 for all comparisons). These results suggest that the question of how a stochastic steady state is modeled, and what it implies for the dynamics of the system, should be carefully considered. PMID:26090860
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.
Threshold Dynamics in Stochastic SIRS Epidemic Models with Nonlinear Incidence and Vaccination
Wang, Lei; Tang, Tingting
2017-01-01
In this paper, the dynamical behaviors for a stochastic SIRS epidemic model with nonlinear incidence and vaccination are investigated. In the models, the disease transmission coefficient and the removal rates are all affected by noise. Some new basic properties of the models are found. Applying these properties, we establish a series of new threshold conditions on the stochastically exponential extinction, stochastic persistence, and permanence in the mean of the disease with probability one for the models. Furthermore, we obtain a sufficient condition on the existence of unique stationary distribution for the model. Finally, a series of numerical examples are introduced to illustrate our main theoretical results and some conjectures are further proposed. PMID:28194223
Monzel, C; Schmidt, D; Kleusch, C; Kirchenbüchler, D; Seifert, U; Smith, A-S; Sengupta, K; Merkel, R
2015-10-06
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.
Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics
Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; ...
2014-12-17
The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less
Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports
Schilde, M.; Doerner, K.F.; Hartl, R.F.
2011-01-01
The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances. PMID:23543641
Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.
Schilde, M; Doerner, K F; Hartl, R F
2011-12-01
The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.
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
Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough
Black, Andrew J.; McKane, Alan J.
2010-01-01
Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086
Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.
Venturi, D; Karniadakis, G E
2014-06-08
Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.
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.
Generalized principles of stochasticity can be used to control dynamic heterogeneity
Liao, David; Estévez-Salmerón, Luis; Tlsty, Thea D.
2012-01-01
It is increasingly appreciated that phenotypic stochasticity plays fundamental roles in biological systems at the cellular level and that a variety of mechanisms generates phenotypic interconversion over a broad range of time scales. The ensuing dynamic heterogeneity can be used to understand biological and clinical processes involving diverse phenotypes in different cell populations. The same principles can be applied, not only to populations composed of cells, but also to populations composed of molecules, tissues, and multicellular organisms. Stochastic units generating dynamic heterogeneity can be integrated across various length scales. We propose that a graphical tool we have developed, called a metronomogram, will allow us to identify factors that suitably influence the restoration of homeostatic heterogeneity so as to modulate the consequences of dynamic heterogeneity for desired outcomes. PMID:23197162
Langevin approach with rescaled noise for stochastic channel dynamics in Hodgkin-Huxley neurons
NASA Astrophysics Data System (ADS)
Huang, Yan-Dong; Xiang, Li; Shuai, Jian-Wei
2015-12-01
The Langevin approach has been applied to model the random open and closing dynamics of ion channels. It has long been known that the gate-based Langevin approach is not sufficiently accurate to reproduce the statistics of stochastic channel dynamics in Hodgkin-Huxley neurons. Here, we introduce a modified gate-based Langevin approach with rescaled noise strength to simulate stochastic channel dynamics. The rescaled independent gate and identical gate Langevin approaches improve the statistical results for the mean membrane voltage, inter-spike interval, and spike amplitude. Project supported by the National Natural Science Foundation for Distinguished Young Scholars of China (Grant No. 11125419), the National Natural Science Foundation of China (Grant No. 10925525), and the Funds for the Leading Talents of Fujian Province, China.
Type-dependent stochastic Ising model describing the dynamics of a non-symmetric feedback module.
Gonzalez-Navarrete, Manuel
2016-10-01
We study an alternative approach to model the dynamical behaviors of biological feedback loop, that is, a type-dependent spin system, this class of stochastic models was introduced by Fernández et. al [13], and are useful since take account to inherent variability of gene expression. We analyze a non-symmetric feedback module being an extension for the repressilator, the first synthetic biological oscillator, invented by Elowitz and Leibler [7]. We consider a mean-field dynamics for a type-dependent Ising model, and then study the empirical-magnetization vector representing concentration of molecules. We apply a convergence result from stochastic jump processes to deterministic trajectories and present a bifurcation analysis for the associated dynamical system. We show that non-symmetric module under study can exhibit very rich behaviours, including the empirical oscillations described by repressilator.
Braunewell, Stefan; Bornholdt, Stefan
2007-04-21
Gene regulatory dynamics are governed by molecular processes and therefore exhibits an inherent stochasticity. However, for the survival of an organism it is a strict necessity that this intrinsic noise does not prevent robust functioning of the system. It is still an open question how dynamical stability is achieved in biological systems despite the omnipresent fluctuations. In this paper we investigate the cell cycle of the budding yeast Saccharomyces cerevisiae as an example of a well-studied organism. We study a genetic network model of 11 genes that coordinate the cell-cycle dynamics using a modeling framework which generalizes the concept of discrete threshold dynamics. By allowing for fluctuations in the process times, we introduce noise into the model, accounting for the effects of biochemical stochasticity. We study the dynamical attractor of the cell cycle and find a remarkable robustness against fluctuations of this kind. We identify mechanisms that ensure reliability in spite of fluctuations: 'Catcher states' and persistence of activity levels contribute significantly to the stability of the yeast cell cycle despite the inherent stochasticity.
Stochastic Wilson-Cowan models of neuronal network dynamics with memory and delay
NASA Astrophysics Data System (ADS)
Goychuk, Igor; Goychuk, Andriy
2015-04-01
We consider a simple Markovian class of the stochastic Wilson-Cowan type models of neuronal network dynamics, which incorporates stochastic delay caused by the existence of a refractory period of neurons. From the point of view of the dynamics of the individual elements, we are dealing with a network of non-Markovian stochastic two-state oscillators with memory, which are coupled globally in a mean-field fashion. This interrelation of a higher-dimensional Markovian and lower-dimensional non-Markovian dynamics is discussed in its relevance to the general problem of the network dynamics of complex elements possessing memory. The simplest model of this class is provided by a three-state Markovian neuron with one refractory state, which causes firing delay with an exponentially decaying memory within the two-state reduced model. This basic model is used to study critical avalanche dynamics (the noise sustained criticality) in a balanced feedforward network consisting of the excitatory and inhibitory neurons. Such avalanches emerge due to the network size dependent noise (mesoscopic noise). Numerical simulations reveal an intermediate power law in the distribution of avalanche sizes with the critical exponent around -1.16. We show that this power law is robust upon a variation of the refractory time over several orders of magnitude. However, the avalanche time distribution is biexponential. It does not reflect any genuine power law dependence.
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.
Computing the optimal path in stochastic dynamical systems
Bauver, Martha; Forgoston, Eric Billings, Lora
2016-08-15
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.
The influence of demographic stochasticity on evolutionary dynamics and stability.
Shpak, Max; Orzack, Steven Hecht; Barany, Ernest
2013-09-01
We derive the frequency-dependent selection coefficient caused by "demographic" stochasticity resulting from the random sampling of opponents an individual faces during behavioral "contests" with other individuals. The mean, variance, and higher moments of fitness all influence the direction and strength of selection. A frequency-dependent trait can be stable when an individual's fitness depends upon an infinite number of contests with other individuals and unstable when it depends upon a finite number of contests. Conversely, unstable equilibria for an infinite number of contests can be stable when there is a finite number of contests. At stable equilibria for a finite number of contests, higher moments of fitness can outweigh the joint influence of the first two moments so that natural selection favors "within-generation" or developmental-trait variation (also known as phenotypic plasticity) contrary to the claim that natural selection always acts against such variation. We use second-moment estimates of the fitness functions in a diffusion approximation to compute fixation probabilities of competing strategies. These estimates are shown to be qualitatively consistent with those derived from simulations when population sizes are sufficiently large to ignore the contribution of higher-moment terms. We also show that explicit solutions to the diffusion approximation only exist for pair-wise interactions that lead to positive frequency-dependent selection. Copyright © 2013 Elsevier Inc. All rights reserved.
A spectral approach for damage quantification in stochastic dynamic systems
NASA Astrophysics Data System (ADS)
Machado, M. R.; Adhikari, S.; Santos, J. M. C. Dos
2017-05-01
Intrinsic to all real structures, parameter uncertainty can be found in material properties and geometries. Many structural parameters, such as, elastic modulus, Poisson's rate, thickness, density, etc., are spatially distributed by nature. The Karhunen-Loève expansion is a method used to model the random field expanded in a spectral decomposition. Once many structural parameters can not be modelled as a Gaussian distribution the memoryless nonlinear transformation is used to translate a Gaussian random field in a non-Gaussian. Thus, stochastic methods have been used to include these uncertainties in the structural model. The Spectral Element Method (SEM) is a wave-based numerical approach used to model structures. It is also developed to express parameters as spatially correlated random field in its formulation. In this paper, the problem of structural damage detection under the presence of spatially distributed random parameter is addressed. Explicit equations to localize and assess damage are proposed based on the SEM formulation. Numerical examples in an axially vibrating undamaged and damaged structure with distributed parameters are analysed.
Temporal integration by stochastic recurrent network dynamics with bimodal neurons.
Okamoto, Hiroshi; Isomura, Yoshikazu; Takada, Masahiko; Fukai, Tomoki
2007-06-01
Temporal integration of externally or internally driven information is required for a variety of cognitive processes. This computation is generally linked with graded rate changes in cortical neurons, which typically appear during a delay period of cognitive task in the prefrontal and other cortical areas. Here, we present a neural network model to produce graded (climbing or descending) neuronal activity. Model neurons are interconnected randomly by AMPA-receptor-mediated fast excitatory synapses and are subject to noisy background excitatory and inhibitory synaptic inputs. In each neuron, a prolonged afterdepolarizing potential follows every spike generation. Then, driven by an external input, the individual neurons display bimodal rate changes between a baseline state and an elevated firing state, with the latter being sustained by regenerated afterdepolarizing potentials. When the variance of background input and the uniform weight of recurrent synapses are adequately tuned, we show that stochastic noise and reverberating synaptic input organize these bimodal changes into a sequence that exhibits graded population activity with a nearly constant slope. To test the validity of the proposed mechanism, we analyzed the graded activity of anterior cingulate cortex neurons in monkeys performing delayed conditional Go/No-go discrimination tasks. The delay-period activities of cingulate neurons exhibited bimodal activity patterns and trial-to-trial variability that are similar to those predicted by the proposed model.
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.
A discrete approach to stochastic parametrization and dimension reduction in nonlinear dynamics
NASA Astrophysics Data System (ADS)
Lu, F.; Chorin, A. J.
2015-12-01
Prediction for a high-dimensional nonlinear dynamic system often encounters difficulties: the system may be too complicated to solve in full, and initial data may be missing because only a small subset of variables is observed. However, only a small subset of the variables may be of interest and need to be predicted. We present a solution by developing a discrete stochastic reduced system for the variables of interest, in which one formulates discrete solvable approximate equations for these variables and uses data and statistical methods to account for the impact of the other variables. The stochastic reduced system can capture the long-time statistical properties of the full system as well as the short-time dynamics, and hence make reliable predictions. A key ingredient in the construction of the stochastic reduced system is a discrete-time stochastic parametrization based on the NARMAX (nonlinear autoregression moving average with exogenous input) model. As an example, this construction is applied to the Lorenz 96 system.
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
Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics.
Zhou, Da; Qian, Hong
2011-09-01
Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical "device" that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.
Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes
NASA Astrophysics Data System (ADS)
Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti
2016-08-01
Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.
Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes.
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.
NASA Astrophysics Data System (ADS)
Gu, Anhui; Li, Yangrong
The paper is devoted to establishing a combination of sufficient criterion for the existence and upper semi-continuity of random attractors for stochastic lattice dynamical systems. By relying on a family of random systems itself, we first set up the abstract result when it is convergent, uniformly absorbing and uniformly random when asymptotically null in the phase space. Then we apply the results to the second-order lattice dynamical system driven by multiplicative white noise. It is indicated that the criterion depending on the dynamical system itself seems more applicable than the existing ones to lattice differential models.
Stochastic dynamics of model proteins on a directed graph
NASA Astrophysics Data System (ADS)
Bongini, Lorenzo; Casetti, Lapo; Livi, Roberto; Politi, Antonio; Torcini, Alessandro
2009-06-01
A method for reconstructing the potential energy landscape of simple polypeptidic chains is described. We show how to obtain a faithful representation of the energy landscape in terms of a suitable directed graph. Topological and dynamical indicators of the graph are shown to yield an effective estimate of the time scales associated with both folding and equilibration processes. This conclusion is drawn by comparing molecular dynamics simulations at constant temperature with the dynamics on the graph, defined as a temperature-dependent Markov process. The main advantage of the graph representation is that its dynamics can be naturally renormalized by collecting nodes into “hubs” while redefining their connectivity. We show that the dynamical properties at large time scales are preserved by the renormalization procedure. Moreover, we obtain clear indications that the heteropolymers exhibit common topological properties, at variance with the homopolymer, whose peculiar graph structure stems from its spatial homogeneity. In order to distinguish between “fast” and “slow” folders, one has to look at the kinetic properties of the corresponding directed graphs. In particular, we find that the average time needed to the fast folder for reaching its native configuration is two orders of magnitude smaller than its equilibration time while for the bad folder these time scales are comparable.
Stochastic dynamics of model proteins on a directed graph.
Bongini, Lorenzo; Casetti, Lapo; Livi, Roberto; Politi, Antonio; Torcini, Alessandro
2009-06-01
A method for reconstructing the potential energy landscape of simple polypeptidic chains is described. We show how to obtain a faithful representation of the energy landscape in terms of a suitable directed graph. Topological and dynamical indicators of the graph are shown to yield an effective estimate of the time scales associated with both folding and equilibration processes. This conclusion is drawn by comparing molecular dynamics simulations at constant temperature with the dynamics on the graph, defined as a temperature-dependent Markov process. The main advantage of the graph representation is that its dynamics can be naturally renormalized by collecting nodes into "hubs" while redefining their connectivity. We show that the dynamical properties at large time scales are preserved by the renormalization procedure. Moreover, we obtain clear indications that the heteropolymers exhibit common topological properties, at variance with the homopolymer, whose peculiar graph structure stems from its spatial homogeneity. In order to distinguish between "fast" and "slow" folders, one has to look at the kinetic properties of the corresponding directed graphs. In particular, we find that the average time needed to the fast folder for reaching its native configuration is two orders of magnitude smaller than its equilibration time while for the bad folder these time scales are comparable.
Passler, Peter P; Hofer, Thomas S
2017-02-15
Stochastic dynamics is a widely employed strategy to achieve local thermostatization in molecular dynamics simulation studies; however, it suffers from an inherent violation of momentum conservation. Although this short-coming has little impact on structural and short-time dynamic properties, it can be shown that dynamics in the long-time limit such as diffusion is strongly dependent on the respective thermostat setting. Application of the methodically similar dissipative particle dynamics (DPD) provides a simple, effective strategy to ensure the advantages of local, stochastic thermostatization while at the same time the linear momentum of the system remains conserved. In this work, the key parameters to employ the DPD thermostats in the framework of periodic boundary conditions are investigated, in particular the dependence of the system properties on the size of the DPD-region as well as the treatment of forces near the cutoff. Structural and dynamical data for light and heavy water as well as a Lennard-Jones fluid have been compared to simulations executed via stochastic dynamics as well as via use of the widely employed Nose-Hoover chain and Berendsen thermostats. It is demonstrated that a small size of the DPD region is sufficient to achieve local thermalization, while at the same time artifacts in the self-diffusion characteristic for stochastic dynamics are eliminated. © 2016 Wiley Periodicals, Inc.
Stochastic cooperativity in non-linear dynamics of genetic regulatory networks.
Rosenfeld, Simon
2007-11-01
Two major approaches are known in the field of stochastic dynamics of genetic regulatory networks (GRN). The first one, referred here to as the Markov Process Paradigm (MPP), places the focus of attention on the fact that many biochemical constituents vitally important for the network functionality are present only in small quantities within the cell, and therefore the regulatory process is essentially discrete and prone to relatively big fluctuations. The Master Equation of Markov Processes is an appropriate tool for the description of this kind of stochasticity. The second approach, the Non-linear Dynamics Paradigm (NDP), treats the regulatory process as essentially continuous. A natural tool for the description of such processes are deterministic differential equations. According to NDP, stochasticity in such systems occurs due to possible bistability and oscillatory motion within the limit cycles. The goal of this paper is to outline a third scenario of stochasticity in the regulatory process. This scenario is only conceivable in high-dimensional, highly non-linear systems, and thus represents an adequate framework for conceptually modeling the GRN. We refer to this framework as the Stochastic Cooperativity Paradigm (SCP). In this approach, the focus of attention is placed on the fact that in systems with the size and link density of GRN ( approximately 25000 and approximately 100, respectively), the confluence of all the factors which are necessary for gene expression is a comparatively rare event, and only massive redundancy makes such events sufficiently frequent. An immediate consequence of this rareness is 'burstiness' in mRNA and protein concentrations, a well known effect in intracellular dynamics. We demonstrate that a high-dimensional non-linear system, despite the absence of explicit mechanisms for suppressing inherent instability, may nevertheless reside in a state of stationary pseudo-random fluctuations which for all practical purposes may be
Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows
Ueckermann, M.P.; Lermusiaux, P.F.J.; Sapsis, T.P.
2013-01-15
The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.
Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows
NASA Astrophysics Data System (ADS)
Ueckermann, M. P.; Lermusiaux, P. F. J.; Sapsis, T. P.
2013-01-01
The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.
Torque correlation length and stochastic twist dynamics of DNA.
Banigan, Edward J; Marko, John F
2014-06-01
We introduce a short correlation length for torque in twisting-stiff biomolecules, which is necessary for the physical property that torque fluctuations be finite in amplitude. We develop a nonequilibrium theory of dynamics of DNA twisting which predicts two crossover time scales for temporal torque correlations in single-molecule experiments. Bending fluctuations can be included, and at linear order we find that they do not affect the twist dynamics. However, twist fluctuations affect bending, and we predict the spatial inhomogeneity of twist, torque, and buckling arising in nonequilibrium "rotor-bead" experiments.
The torque correlation length and stochastic twist dynamics of DNA
Banigan, Edward J.; Marko, John F.
2014-01-01
We introduce a short correlation length for torque in twisting-stiff biomolecules, which is necessary for the physical property that torque fluctuations be finite in amplitude. We develop a nonequilibrium theory of dynamics of DNA twisting which predicts two crossover time scales for temporal torque correlations in single-molecule experiments. Bending fluctuations can be included, and at linear order we find that they do not affect the twist dynamics. However, twist fluctuations affect bending, and we predict the spatial inhomogeneity of twist, torque, and buckling arising in nonequilibrium “rotor-bead” experiments. PMID:25019813
Dynamical Casimir effect in stochastic systems: Photon harvesting through noise
NASA Astrophysics Data System (ADS)
Román-Ancheyta, Ricardo; Ramos-Prieto, Irán; Perez-Leija, Armando; Busch, Kurt; León-Montiel, Roberto de J.
2017-09-01
We theoretically investigate the dynamical Casimir effect in a single-mode cavity endowed with a driven off-resonant mirror. We explore the dynamics of photon generation as a function of the ratio between the cavity mode and the mirror's driving frequency. Interestingly, we find that this ratio defines a threshold—which we referred to as a metal-insulator phase transition—between exponential growth and low photon production. The low photon production is due to Bloch-like oscillations that produce a strong localization of the initial vacuum state, thus preventing higher generation of photons. To break localization of the vacuum state and enhance the photon generation, we impose a dephasing mechanism, based on dynamic disorder, into the driving frequency of the mirror. Additionally, we explore the effects of finite temperature on the photon production. Concurrently, we propose a classical analog of the dynamical Casimir effect in engineered photonic lattices, where the propagation of classical light emulates the photon generation from the quantum vacuum of a single-mode tunable cavity.
Equilibrium solutions for microscopic stochastic systems in population dynamics.
Lachowicz, Mirosław; Ryabukha, Tatiana
2013-06-01
The present paper deals with the problem of existence of equilibrium solutions of equations describing the general population dynamics at the microscopic level of modified Liouville equation (individually--based model) corresponding to a Markov jump process. We show the existence of factorized equilibrium solutions and discuss uniqueness. The conditions guaranteeing uniqueness or non-uniqueness are proposed under the assumption of periodic structures.
Kalyuzhny, Michael; Kadmon, Ronen; Shnerb, Nadav M
2015-06-01
Understanding the forces shaping ecological communities is crucial to basic science and conservation. Neutral theory has made considerable progress in explaining static properties of communities, like species abundance distributions (SADs), with a simple and generic model, but was criticised for making unrealistic predictions of fundamental dynamic patterns and for being sensitive to interspecific differences in fitness. Here, we show that a generalised neutral theory incorporating environmental stochasticity may resolve these limitations. We apply the theory to real data (the tropical forest of Barro Colorado Island) and demonstrate that it much better explains the properties of short-term population fluctuations and the decay of compositional similarity with time, while retaining the ability to explain SADs. Furthermore, the predictions are considerably more robust to interspecific fitness differences. Our results suggest that this integration of niches and stochasticity may serve as a minimalistic framework explaining fundamental static and dynamic characteristics of ecological communities. © 2015 John Wiley & Sons Ltd/CNRS.
Stochastic dynamics and control of a driven nonlinear spin chain: the role of Arnold diffusion
NASA Astrophysics Data System (ADS)
Chotorlishvili, L.; Toklikishvili, Z.; Berakdar, J.
2009-09-01
We study a chain of nonlinear interacting spins driven by a static and a time-dependent magnetic field. The aim is to identify the conditions for the locally and temporally controlled spin switching. Analytical and full numerical calculations show the possibility of stochastic control if the underlying semiclassical dynamics is chaotic. This is achievable by tuning the external field parameters according to the method described in this paper. We show analytically for a finite spin chain that Arnold diffusion is the underlying mechanism for the present stochastic control. Quantum mechanically we consider the regime where the classical dynamics is regular or chaotic. For the latter we utilize the random matrix theory. The efficiency and the stability of the non-equilibrium quantum spin states are quantified by the time dependence of the Bargmann angle related to the geometric phases of the states.
NASA Astrophysics Data System (ADS)
Yu, Xin; Xie, Xue-Jun; Wu, Yu-Qiang
2010-10-01
This article further discusses the problem of output-feedback regulation for more general stochastic nonlinear systems with stochastic integral input-to-state stable inverse dynamics, and focuses on solving the important and unsolved problem proposed in Yu and Xie (Yu, X., and Xie, X.J. (2010), 'Output Feedback Regulation of Stochastic Nonlinear Systems with Stochastic iISS Inverse Dynamics', IEEE Transactions on Automatic Control, 55, 304-320): How to weaken the conditions on nonlinearities in drift and diffusion vector fields? Under the weaker conditions, how to make full use of the known information of stochastic nonlinear systems to design an adaptive output-feedback controller such that all the closed-loop signals are almost surely bounded and the output is driven to zero almost surely?
NASA Astrophysics Data System (ADS)
Ma, Juan; Gao, Wei; Wriggers, Peter; Wu, Tao; Sahraee, Shahab
2010-04-01
A new two-factor method based on the probability and the fuzzy sets theory is used for the analyses of the dynamic response and reliability of fuzzy-random truss systems under the stationary stochastic excitation. Considering the fuzzy-randomness of the structural physical parameters and geometric dimensions simultaneously, the fuzzy-random correlation function matrix of structural displacement response in time domain and the fuzzy-random mean square values of structural dynamic response in frequency domain are developed by using the two-factor method, and the fuzzy numerical characteristics of dynamic responses are then derived. Based on numerical characteristics of structural fuzzy-random dynamic responses, the structural fuzzy-random dynamic reliability and its fuzzy numerical characteristic are obtained from the Poisson equation. The effects of the uncertainty of the structural parameters on structural dynamic response and reliability are illustrated via two engineering examples and some important conclusions are obtained.
Path integral methods for the dynamics of stochastic and disordered systems
NASA Astrophysics Data System (ADS)
Hertz, John A.; Roudi, Yasser; Sollich, Peter
2017-01-01
We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose/Janssen-De Dominicis-Peliti path integral formalism for a single variable stochastic dynamics, we provide a pedagogical survey of the perturbative, i.e. diagrammatic, approach to dynamics and how this formalism can be used for studying soft spin models. We review the supersymmetric formulation of the Langevin dynamics of these models and discuss the physical implications of the supersymmetry. We also describe the key steps involved in studying the disorder-averaged dynamics. Finally, we discuss the path integral approach for the case of hard Ising spins and review some recent developments in the dynamics of such kinetic Ising models.
Stochastic climate dynamics: Random attractors and time-dependent invariant measures
NASA Astrophysics Data System (ADS)
Ghil, Michael
2010-05-01
This talk reports on attempts at the unification of two approaches that have dominated theoretical climate dynamics since its inception in the 1960s: the nonlinear deterministic (Lorenz, JAS, 1963) approach and the linear stochastic one (Hasselmann, Tellus, 1976). This unification, via the theory of random dynamical systems (RDS), allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. These attractors extend the concept of strange attractors from autonomous dynamical systems to non-autonomous systems with random forcing. A high-resolution numerical study of two "toy" models is carried out in their respective phase spaces; it allows one to obtain a good approximation of their global random attractors, as well as of the time-dependent invariant measures supported by these attractors. The latter measures are shown to be random Sinai-Ruelle-Bowen (SRB) measures; such measures have an intuitive, physical interpretation, obtained essentially by "flowing" the entire phase space onto the attractor. The first of the two models studied herein is a stochastically forced version of the classical Lorenz (1963) model. The second one is a low-dimensional, nonlinear stochastic model of the El Nino-Southern Oscillation (ENSO), based on that of Timmermann and Jin (GRL, 2002). In spite of their highly idealized character, both these models are of fundamental interest for climate dynamics and provide insight into its predictability. This talk represents joint work with Mickael D. Chekroun (Ecole Normale Superieure, Paris, France, and University of California, Los Angeles, USA; chekro@lmd.ens.fr) and Eric Simonnet (Institut Non-Lineaire de Nice, Sophia Antipolis, France; Eric.Simonnet@inln.cnrs.fr).
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.
Fractional order stochastic dynamical systems with distributed delayed control and Poisson jumps
NASA Astrophysics Data System (ADS)
Sathiyaraj, T.; Balasubramaniam, P.
2016-02-01
In this paper, we study the controllability results for nonlinear fractional order stochastic dynamical systems with distributed delayed control and Poisson jumps in finite dimensional space. New set of sufficient conditions are derived based on Schauder's fixed point theorem and the controllability Grammian matrix is defined by Mittag-Leffer matrix function. Finally, a numerical example has been given to validate the efficiency of the proposed theoretical results.
Dynamics of a stochastic SIS model with double epidemic diseases driven by Lévy jumps
NASA Astrophysics Data System (ADS)
Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir
2017-04-01
This paper is to investigate the dynamics of a stochastic SIS epidemic model with saturated incidence rate and double epidemic diseases which make the research more complex. The environment variability in this study is characterized by white noise and jump noise. Sufficient conditions for the extinction and persistence in the mean of two epidemic diseases are obtained. It is shown that the two diseases can coexist under appropriate conditions. Finally, numerical simulations are introduced to illustrate the results developed.
Stochastic Dynamic Mixed-Integer Programming (SD-MIP)
2015-05-05
and Matos (2012) the authors try to include a Markov Chain within an SDDP framework (see also Higle and Kempf 2011). However, the MSD framework...provides a more natural setting for such applications because the setup is based on a dynamic systems framework which admits Markov chains seamlessly... Engineering , University of Southern California, Los Angeles, CA 90089 April 2015 Abstract Mixed-Integer Programming has traditionally been
Stochastic models of cover class dynamics. [remote sensing of vegetation
NASA Technical Reports Server (NTRS)
Barringer, T. H.; Robinson, V. B.
1981-01-01
Investigations related to satellite remote sensing of vegetation have been concerned with questions of signature identification and extension, cover inventory accuracy, and change detection and monitoring. Attention is given to models of ecological succession, present directions in successional modeling and analysis, nondynamic spatial models, issues in the analysis of spatial data, and aspects of spatial modeling. Issues in time-series analysis are considered along with dynamic spatial models, and problems of model specification and identification.
Dynamic Correlation Functions of Adsorption Stochastic Systems with Diffusional Relaxation
NASA Astrophysics Data System (ADS)
Grynberg, Marcelo D.; Stinchcombe, Robin B.
1995-02-01
We investigate the nonequilibrium behavior of dynamic correlation functions of random sequential adsorption processes with diffusional relaxation. Depending on the relative values of the transition probability rates, in one dimension these systems reduce to a soluble problem of many fermions. In contrast to the standard diffusive relaxation of the macroscopic density, the correlation functions exhibit a faster decay. Our results are supported and compared with Monte Carlo simulations.
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
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.
Daunizeau, J; Friston, K J; Kiebel, S J
2009-11-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models
NASA Astrophysics Data System (ADS)
Daunizeau, J.; Friston, K. J.; Kiebel, S. J.
2009-11-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.
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.
NASA Astrophysics Data System (ADS)
Kapranov, Sergey V.; Kouzaev, Guennadi A.
2013-06-01
The motion of a dipole in external electric fields is considered in the framework of nonlinear pendulum dynamics. A stochastic layer is formed near the separatrix of the dipole pendulum in a restoring static electric field under the periodic perturbation by plane-polarized electric fields. The width of the stochastic layer depends on the direction of the forcing field variation, and this width can be evaluated as a function of perturbation frequency, amplitude, and duration. A numerical simulation of the approximate stochastic layer width of a perturbed pendulum yields a multi-peak frequency spectrum. It is described well enough at high perturbation amplitudes by an analytical estimation based on the separatrix map with an introduced expression of the most effective perturbation phase. The difference in the fractal dimensions of the phase spaces calculated geometrically and using the time-delay reconstruction is attributed to the predominant development of periodic and chaotic orbits, respectively. The correlation of the stochastic layer width with the phase space fractal dimensions is discussed.
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.
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.
Stochastic actions for diffusive dynamics: reweighting, sampling, and minimization.
Adib, Artur B
2008-05-15
In numerical studies of diffusive dynamics, two different action functionals are often used to specify the probability distribution of trajectories, one of which requires the evaluation of the second derivative of the potential in addition to the force. Here it is argued that both actions are equivalent prescriptions for the purposes of reweighting and sampling trajectories, whereas the most probable path is more generally given by the global minimum of the action involving the second derivative term. The answer to this apparent paradox lies in the nondifferentiable character of Brownian paths, as well as in the "entropy" associated with a given trajectory.
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.
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.
A stochastic microscopic model for the dynamics of antigenic variation.
Guerberoff, Gustavo; Alvarez-Valin, Fernando
2015-09-07
We present a novel model that describes the within-host evolutionary dynamics of parasites undergoing antigenic variation. The approach uses a multi-type branching process with two types of entities defined according to their relationship with the immune system: clans of resistant parasitic cells (i.e. groups of cells sharing the same antigen not yet recognized by the immune system) that may become sensitive, and individual sensitive cells that can acquire a new resistance thus giving rise to the emergence of a new clan. The simplicity of the model allows analytical treatment to determine the subcritical and supercritical regimes in the space of parameters. By incorporating a density-dependent mechanism the model is able to capture additional relevant features observed in experimental data, such as the characteristic parasitemia waves. In summary our approach provides a new general framework to address the dynamics of antigenic variation which can be easily adapted to cope with broader and more complex situations. Copyright © 2015 Elsevier Ltd. All rights reserved.
Population dynamics of wild rodents induce stochastic fadeouts of a zoonotic pathogen.
Guzzetta, Giorgio; Tagliapietra, Valentina; Perkins, Sarah E; Hauffe, Heidi C; Poletti, Piero; Merler, Stefano; Rizzoli, Annapaola
2017-02-19
Stochastic processes play an important role in the infectious disease dynamics of wildlife, especially in species subject to large population oscillations. Here we study the case of a free ranging population of yellow-necked mice (Apodemus flavicollis) in northern Italy, where circulation of Dobrava-Belgrade hantavirus (DOBV) has been detected intermittently since 2001, until an outbreak emerged in 2010. We analyzed the transmission dynamics of the recent outbreak using a computational model that accounts for seasonal changes of the host population and territorial behavior. Model parameters were informed by capture-mark-recapture data collected over 14 years and longitudinal seroprevalence data from 2010 to 2013. The intermittent observation of DOBV before 2010 can be interpreted as repeated stochastic fadeouts after multiple introductions of infectious rodents migrating from neighboring areas. We estimated that only 20% of introductions in a naïve host population results in sustained transmission after two years, despite an effective reproduction number well above the epidemic threshold (mean 4.5, 95% credible intervals, CI: 0.65-15.8). Following the 2010 outbreak, DOBV has become endemic in the study area, but we predict a constant probability of about 4.7% per year that infection dies out, following large population drops in winter. In the absence of stochastic fadeout, viral prevalence is predicted to continue its growth to an oscillating equilibrium around a value of 24% (95% CI: 3-57%). We presented an example of invasion dynamics of a zoonotic virus where stochastic fadeout have played a major role and may induce future extinction of the endemic infection. This article is protected by copyright. All rights reserved.
Learning stochastic process-based models of dynamical systems from knowledge and data.
Tanevski, Jovan; Todorovski, Ljupčo; Džeroski, Sašo
2016-03-22
Identifying a proper model structure, using methods that address both structural and parameter uncertainty, is a crucial problem within the systems approach to biology. And yet, it has a marginal presence in the recent literature. While many existing approaches integrate methods for simulation and parameter estimation of a single model to address parameter uncertainty, only few of them address structural uncertainty at the same time. The methods for handling structure uncertainty often oversimplify the problem by allowing the human modeler to explicitly enumerate a relatively small number of alternative model structures. On the other hand, process-based modeling methods provide flexible modular formalisms for specifying large classes of plausible model structures, but their scope is limited to deterministic models. Here, we aim at extending the scope of process-based modeling methods to inductively learn stochastic models from knowledge and data. We combine the flexibility of process-based modeling in terms of addressing structural uncertainty with the benefits of stochastic modeling. The proposed method combines search trough the space of plausible model structures, the parsimony principle and parameter estimation to identify a model with optimal structure and parameters. We illustrate the utility of the proposed method on four stochastic modeling tasks in two domains: gene regulatory networks and epidemiology. Within the first domain, using synthetically generated data, the method successfully recovers the structure and parameters of known regulatory networks from simulations. In the epidemiology domain, the method successfully reconstructs previously established models of epidemic outbreaks from real, sparse and noisy measurement data. The method represents a unified approach to modeling dynamical systems that allows for flexible formalization of the space of candidate model structures, deterministic and stochastic interpretation of model dynamics, and automated
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
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.
NASA Astrophysics Data System (ADS)
Kilin, S. Ya.; Maevskaya, T. M.; Nizovtsev, A. P.; Shatokhin, V. N.; Berman, P. R.; von Borczyskowski, C.; Wrachtrup, J.; Fleury, L.
1998-02-01
Stochastic dynamics of a laser-driven four-level system serving as a model for a single guest chromophore molecule in an amorphous polymer host is studied. The dynamics of ``slow'' transitions (spectral jumps), accompanied by instantaneous changes in the fluorescence frequency, is simulated on the basis of continuous measurement theory. It is shown that there is an opportunity to control the statistics of ``bright'' and ``dark'' periods by using laser fields to drive molecules having different tunneling rates for the ground and excited electronic states. The effect of population cycling in a four-level system and related effects of local heating or cooling of the environment are discussed.
GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations
NASA Astrophysics Data System (ADS)
Antoine, Xavier; Duboscq, Romain
2015-08-01
GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.
Dynamic behavior of variable speed wind turbines under stochastic wind
Papathanassiou, S.A.; Papadopoulos, M.P.
1999-12-01
It is recognized that the most important advantage of the variable speed wind turbines (VS WTs) over the conventional constant speed (CS) machines are the improved dynamic characteristics, resulting in the reduction of the drive train mechanical stresses and output power fluctuations. In this paper alternative configurations of the electrical part of a VS WT are considered, using a squirrel cage induction generator and voltage or current source converters, as well as a double output induction generator with a rotor converter cascade. The WT operation is simulated for typical wind speed time series and the examined schemes are comparatively assessed. It is shown that, using suitable converters and controls, a great reduction of the mechanical stresses and output power fluctuations can be achieved, compared to the CS mode of operation of the WT.
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)
Zhu, Z. W.; Zhang, W. D.; Xu, J.
2014-03-01
The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.
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)
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.
Integrated Stochastic Evaluation of Flood and Vegetation Dynamics in Riverine Landscapes
NASA Astrophysics Data System (ADS)
Miyamoto, H.; Kimura, R.
2014-12-01
Areal expansion of trees on gravel beds and sand bars has been a serious problem for river management in Japan. From the viewpoints of ecological restoration and flood control, it would be necessary to accurately predict the vegetation dynamics for a long period of time. This presentation tries to evaluate both vegetation overgrowth tendency and flood protection safety in an integrated manner for several vegetated channels in Kako River, Japan. The predominant tree species in Kako River are willows and bamboos. The evaluation employs a stochastic process model, which has been developed for statistically evaluating flow and vegetation status in a river course through the Monte Carlo simulation. The model for vegetation dynamics includes the effects of tree growth, mortality by flood impacts, and infant tree invasion. Through the Monte Carlo simulation for several cross sections in Kako River, responses of the vegetated channels are stochastically evaluated in terms of the changes of discharge magnitude and channel geomorphology. The result shows that the river channels with high flood protection priority are extracted from the several channel sections with the corresponding vegetation status. The present investigation suggests that the stochastic analysis could be one of the powerful diagnostic methods for river management.
Dynamic modeling of tourism by stochastic method: a case of the Beijing-Tianjin-Hebei region
NASA Astrophysics Data System (ADS)
Dai, Juan; Zhang, Shihui; Xue, Chongsheng
2009-10-01
As an efficient way to stimulate the growth of economy, tourism is promoted by most counties allover the world, and has become one of the world's largest and fastest-growing industries. Essentially, tourism is a spatiotemporal system, with tourist attractions located in different geographic areas and tourist flows exchanging between different geographic regions. In this paper, we present a dynamic model for the simulation of tourism and tourist's activities in the context of GIS and stochastic method, using a case of the Beijing-Tianjin-Hebei region. The model is developed on stochastic method and multiple geospatial data sources. In the model, the spatiotemporal behavior of tourist on the Earth's Surface is governed by the evolution rules, which are extracted from the researches on tourist's activities and executed via stochastic method and multiple geospatial data. By means of the model, we simulate the tourism in the Beijing-Tianjin- Hebei region, and find that there is good correspondence between the tourist arrivals calculated with the model and those obtained from the tourism statistics. This shows that the animated dynamic modeling of tourism based on geospatial data can be used as an indicator of the tourism in the realistic world, and is also can be embedded in the GIS applications.
Sahoo, Avimanyu; Jagannathan, Sarangapani
2017-02-01
In this paper, an event-driven stochastic adaptive dynamic programming (ADP)-based technique is introduced for nonlinear systems with a communication network within its feedback loop. A near optimal control policy is designed using an actor-critic framework and ADP with event sampled state vector. First, the system dynamics are approximated by using a novel neural network (NN) identifier with event sampled state vector. The optimal control policy is generated via an actor NN by using the NN identifier and value function approximated by a critic NN through ADP. The stochastic NN identifier, actor, and critic NN weights are tuned at the event sampled instants leading to aperiodic weight tuning laws. Above all, an adaptive event sampling condition based on estimated NN weights is designed by using the Lyapunov technique to ensure ultimate boundedness of all the closed-loop signals along with the approximation accuracy. The net result is event-driven stochastic ADP technique that can significantly reduce the computation and network transmissions. Finally, the analytical design is substantiated with simulation results.
NASA Astrophysics Data System (ADS)
Nataraju, Madhura; Johnson, Timothy J.; Adams, Douglas E.
2003-07-01
Environmental and operational variability due to changes in the excitation or any other variable can mimic or altogether obscure evidence of structural defects in measured data leading to false positive/negative diagnoses of damage and conservative/tolerant predictions of remaining useful life in structural health monitoring system. Diagnostic and prognostic errors like these in many types of commercial and defense-related applications must be eliminated if health monitoring is to be widely implemented in these applications. A theoretical framework of "dynamic similiarity" in which two sets of mathematical operators are utilized in one system/data model to distinguish damage from nonlinear, time-varying and stochastic events in the measured data is discussed in this paper. Because structural damage initiation, evolution and accumulation are nonlinear processes, the challenge here is to distinguish damage from nonlinear, time-varying and stochastic events in the measured data is discussed in this paper. Because structural damage initiation, evolution and accumulation are nonlinear processes, the challenge here is to distinguish abnormal from normal nonlinear dynamics, which are accentuated by physically or statistically non-stationary events in the operating environment. After discussing several examples of structural diagnosis and prognosis involving dynamic similarity, a simplifeid numerical finite element model of a helicopter blade with time-varying flexural stiffness on a nonlinear aerodynamic elastic foundation that is subjected to a stochastic base excitation is utilized to introduce and examine the effects of dynamic similarity on health monitoring systems. It is shown that environmental variability can be distinguished from structural damage using a physics-based model in conjunction with the dynamic similarity operators to develop more robust damage detection algorithms, which may prove to be more accurate and precise when operating conditions fluctuate.
Using stochastic dynamics to validate runtimes of protein simulations
NASA Astrophysics Data System (ADS)
Hicks, Stephen D.; Henley, Christopher L.
2009-03-01
We use short molecular dynamics simulations (˜200 cpu-hr, using NAMD) of individual bonds between capsid proteins to microscopically determine coarse-grained elastic parameters of entire virus capsids. In particular, we treat each protein (or for larger proteins, each domain) as a rigid body described by a 6-vector of translational and orientational degrees of freedom, xi(t). We then model the evolution of the relative positions as an overdamped random walk, xi(t) = -γijKjk(xk(t)-xk) + ζi(t), where ζi(t) are random variables satisfying <ζi(t)ζj(t')>= 2γijTδ(t-t'). Our goal is to determine the stiffness matrix Kij, but this requires long-time data to measure accurately. We therefore measure the noise matrix 2γijT, which depends on much shorter timescales, and compute the relaxation times by diagonalizing 12̂K12̂. Although we use biologically relevant configurations in each simulation, we have taken the domains out of their full context by simulating one pair at a time, and therefore external stresses are missing, which we measure from the drift and compensate for in subsequent simulations. Finally, we apply this technique to the HIV capsid protein.
Adsorbed polymers under flow. A stochastic dynamical system approach
NASA Astrophysics Data System (ADS)
Armstrong, Robert; Jhon, Myung S.
1985-09-01
Recent experiments have shown that porous filters preadsorbed with polymer molecules exhibit an anomalously high pressure drop at high rates of flow. We have modeled the adsorbed polymers as dynamical systems and have found that the introduction of hydrodynamic interaction between molecules destabilizes at a high applied shear. As a direct result this instability will cause the molecules to unravel and stretch far into the cross section of the pore, and thus by inference, cause the observed anomalously high pressure drop. Although much of this paper is devoted to the stability characteristics of the deterministic system, Brownian motion is also considered, and an account of the statistics of the Brownian system when the deterministic system becomes unstable is given. The examples revealed in this paper are not of sufficient complexity to calculate with any accuracy the magnitude of this anomalous pressure drop. We simply present a procedure by which a large variety of more complex models could be undertaken and their ultimate effect clearly understood.
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.
Li, Yongming; Sui, Shuai; Tong, Shaocheng
2017-02-01
This paper deals with the problem of adaptive fuzzy output feedback control for a class of stochastic nonlinear switched systems. The controlled system in this paper possesses unmeasured states, completely unknown nonlinear system functions, unmodeled dynamics, and arbitrary switchings. A state observer which does not depend on the switching signal is constructed to tackle the unmeasured states. Fuzzy logic systems are employed to identify the completely unknown nonlinear system functions. Based on the common Lyapunov stability theory and stochastic small-gain theorem, a new robust adaptive fuzzy backstepping stabilization control strategy is developed. The stability of the closed-loop system on input-state-practically stable in probability is proved. The simulation results are given to verify the efficiency of the proposed fuzzy adaptive control scheme.
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.
A stochastic-dynamic model for the spatial structure of forecast error statistics
NASA Technical Reports Server (NTRS)
Balgovind, R.; Dalcher, A.; Ghil, M.; Kalnay, E.
1983-01-01
The present investigation is concerned with the presentation of a simplified model of the spatial structure of forecast error statistics, a comparison of the model with actual numerical weather prediction results, and the extent to which simplifying assumptions made in the model are justified. A stochastic-dynamic model is derived for the spatial structure of the global atmospheric mass-field forecast error. The model states that the relative potential vorticity of the forecast error is random. The covariance function of the model's solutions is found to be governed by a simple deterministic equation. The agreement between the stochastic model and actual mass-field forecast errors fields for 12-36 h periods validates the assumptions on which the model is derived. Within this period, the difference between the potential voriticity fields of the atmosphere and of the numerical forecasts used in the comparison is well represented by white noise.
Dynamics of an electric dipole moment in a stochastic electric field.
Band, Y B
2013-08-01
The mean-field dynamics of an electric dipole moment in a deterministic and a fluctuating electric field is solved to obtain the average over fluctuations of the dipole moment and the angular momentum as a function of time for a Gaussian white-noise stochastic electric field. The components of the average electric dipole moment and the average angular momentum along the deterministic electric-field direction do not decay to zero, despite fluctuations in all three components of the electric field. This is in contrast to the decay of the average over fluctuations of a magnetic moment in a stochastic magnetic field with Gaussian white noise in all three components. The components of the average electric dipole moment and the average angular momentum perpendicular to the deterministic electric-field direction oscillate with time but decay to zero, and their variance grows with time.
Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?
NASA Astrophysics Data System (ADS)
Choustova, Olga
2007-02-01
We apply the mathematical formalism of Bohmian mechanics to describe dynamics of shares. The main distinguishing feature of the financial Bohmian model is the possibility to take into account market psychology by describing expectations of traders by the pilot wave. We also discuss some objections (coming from conventional financial mathematics of stochastic processes) against the deterministic Bohmian model. In particular, the objection that such a model contradicts to the efficient market hypothesis which is the cornerstone of the modern market ideology. Another objection is of pure mathematical nature: it is related to the quadratic variation of price trajectories. One possibility to reply to this critique is to consider the stochastic Bohm-Vigier model, instead of the deterministic one. We do this in the present note.
Microstructure and velocity of field-driven Ising interfaces moving under a soft stochastic dynamic.
Rikvold, Per Arne; Kolesik, M
2003-06-01
We present theoretical and dynamic Monte Carlo simulation results for the mobility and microscopic structure of (1+1)-dimensional Ising interfaces moving far from equilibrium in an applied field under a single-spin-flip "soft" stochastic dynamic. The soft dynamic is characterized by the property that the effects of changes in field energy and interaction energy factorize in the transition rate, in contrast to the nonfactorizing nature of the traditional Glauber and Metropolis rates "hard" dynamics). This work extends our previous studies of the Ising model with a hard dynamic and the unrestricted solid-on-solid (SOS) model with soft and hard dynamics. [P. A. Rikvold and M. Kolesik, J. Stat. Phys. 100, 377 (2000); J. Phys. A 35, L117 (2002); Phys. Rev. E 66, 066116 (2002).] The Ising model with soft dynamics is found to have closely similar properties to the SOS model with the same dynamic. In particular, the local interface width does not diverge with increasing field as it does for hard dynamics. The skewness of the interface at nonzero field is very weak and has the opposite sign of that obtained with hard dynamics.
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
Miller, David A; Clark, William R; Arnold, Stevan J; Bronikowski, Anne M
2011-08-01
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 (lambda(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 lambda(s). The magnitude of variation in the proportion of gravid females and its effect on lambda(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 lambda(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
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.
Exact results for the probability and stochastic dynamics of fixation in the Wright-Fisher model.
Shafiey, Hassan; Waxman, David
2017-10-07
In this work we consider fixation of an allele in a population. Fixation is key to understanding the way long-term evolutionary change occurs at the gene and molecular levels. Two basic aspects of fixation are: (i) the chance it occurs and (ii) the way the gene frequency progresses to fixation. We present exact results for both aspects of fixation for the Wright-Fisher model. We give the exact fixation probability for some different schemes of frequency-dependent selection. We also give the corresponding exact stochastic difference equation that generates frequency trajectories which ultimately fix. Exactness of the results means selection need not be weak. There are possible applications of this work to data analysis, modelling, and tests of approximations. The methodology employed illustrates that knowledge of the fixation probability, for all initial frequencies, fully characterises the dynamics of the Wright-Fisher model. The stochastic equations for fixing trajectories allow insight into the way fixation occurs. They provide the alternative picture that fixation is driven by the injection of one carrier of the fixing allele into the population each generation. The stochastic equations allow explicit calculation of some properties of fixing trajectories and their efficient simulation. The results are illustrated and tested with simulations. Copyright © 2017 Elsevier Ltd. All rights reserved.
Coron, Camille
2016-01-01
We are interested in the long-time behavior of a diploid population with sexual reproduction and randomly varying population size, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with competition, weak cooperation and Mendelian reproduction. This stochastic process is indexed by a scaling parameter K that goes to infinity, following a large population assumption. When the individual birth and natural death rates are of order K, the sequence of stochastic processes indexed by K converges toward a new slow-fast dynamics with variable population size. We indeed prove the convergence toward 0 of a fast variable giving the deviation of the population from quasi Hardy-Weinberg equilibrium, while the sequence of slow variables giving the respective numbers of occurrences of each allele converges toward a 2-dimensional diffusion process that reaches (0,0) almost surely in finite time. The population size and the proportion of a given allele converge toward a Wright-Fisher diffusion with stochastically varying population size and diploid selection. We insist on differences between haploid and diploid populations due to population size stochastic variability. Using a non trivial change of variables, we study the absorption of this diffusion and its long time behavior conditioned on non-extinction. In particular we prove that this diffusion starting from any non-trivial state and conditioned on not hitting (0,0) admits a unique quasi-stationary distribution. We give numerical approximations of this quasi-stationary behavior in three biologically relevant cases: neutrality, overdominance, and separate niches.
ANOSPEX: A Stochastic, Spatially Explicit Model for Studying Anopheles Metapopulation Dynamics
Oluwagbemi, Olugbenga O.; Fornadel, Christen M.; Adebiyi, Ezekiel F.; Norris, Douglas E.; Rasgon, Jason L.
2013-01-01
Anopheles mosquitoes transmit malaria, a major public health problem among many African countries. One of the most effective methods to control malaria is by controlling the Anopheles mosquito vectors that transmit the parasites. Mathematical models have both predictive and explorative utility to investigate the pros and cons of different malaria control strategies. We have developed a C++ based, stochastic spatially explicit model (ANOSPEX; AnophelesSpatially-Explicit) to simulate Anopheles metapopulation dynamics. The model is biologically rich, parameterized by field data, and driven by field-collected weather data from Macha, Zambia. To preliminarily validate ANOSPEX, simulation results were compared to field mosquito collection data from Macha; simulated and observed dynamics were similar. The ANOSPEX model will be useful in a predictive and exploratory manner to develop, evaluate and implement traditional and novel strategies to control malaria, and for understanding the environmental forces driving Anopheles population dynamics. PMID:23861847
A stochastic agent-based model of pathogen propagation in dynamic multi-relational social networks
Khan, Bilal; Dombrowski, Kirk; Saad, Mohamed
2015-01-01
We describe a general framework for modeling and stochastic simulation of epidemics in realistic dynamic social networks, which incorporates heterogeneity in the types of individuals, types of interconnecting risk-bearing relationships, and types of pathogens transmitted across them. Dynamism is supported through arrival and departure processes, continuous restructuring of risk relationships, and changes to pathogen infectiousness, as mandated by natural history; dynamism is regulated through constraints on the local agency of individual nodes and their risk behaviors, while simulation trajectories are validated using system-wide metrics. To illustrate its utility, we present a case study that applies the proposed framework towards a simulation of HIV in artificial networks of intravenous drug users (IDUs) modeled using data collected in the Social Factors for HIV Risk survey. PMID:25859056
Beyond the quasi-particle: stochastic domain wall dynamics in soft ferromagnetic nanowires
NASA Astrophysics Data System (ADS)
Hayward, T. J.; Omari, K. A.
2017-03-01
We study the physical origins of stochastic domain wall pinning in soft ferromagnetic nanowires using focused magneto-optic Kerr effect measurements and dynamic micromagnetic simulations. Our results illustrate the ubiquitous nature of these effects in Ni80Fe20 nanowires, and show that they are not only a result of the magnetisation history of the system (i.e. the magnetisation structure of the injected domain walls), and the onset of non-linear propagation dynamics above the Walker breakdown field, but also a complex interplay between the two. We show that this means that, while micromagnetics can be used to make qualitative predictions of the behaviour of domain walls at defect sites, making quantitative predictions is much more challenging. Together, our results reinforce the view that even in these simple pseudo-one dimensional nanomagnets, domain walls must be considered as complex, dynamically evolving objects rather than simple quasi-particles.
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.
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.
A principle of fractal-stochastic dualism and Gompertzian dynamics of growth and self-organization.
Waliszewski, Przemyslaw
2005-10-01
The emergence of Gompertzian dynamics at the macroscopic, tissue level during growth and self-organization is determined by the existence of fractal-stochastic dualism at the microscopic level of supramolecular, cellular system. On one hand, Gompertzian dynamics results from the complex coupling of at least two antagonistic, stochastic processes at the molecular cellular level. It is shown that the Gompertz function is a probability function, its derivative is a probability density function, and the Gompertzian distribution of probability is of non-Gaussian type. On the other hand, the Gompertz function is a contraction mapping and defines fractal dynamics in time-space; a prerequisite condition for the coupling of processes. Furthermore, the Gompertz function is a solution of the operator differential equation with the Morse-like anharmonic potential. This relationship indicates that distribution of intrasystemic forces is both non-linear and asymmetric. The anharmonic potential is a measure of the intrasystemic interactions. It attains a point of the minimum (U(0), t(0)) along with a change of both complexity and connectivity during growth and self-organization. It can also be modified by certain factors, such as retinoids.
NASA Astrophysics Data System (ADS)
Zhang, Wei; Wang, Jun
2017-09-01
In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.
Popinga, Alex; Vaughan, Tim; Stadler, Tanja; Drummond, Alexei J.
2015-01-01
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 R0 and large population size S0. 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 R0 and S0. However, each of these inference models is shown to have undesirable properties in certain circumstances, especially for epidemic outbreaks with R0 close to one or with small effective susceptible populations. PMID:25527289
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.
Stochastic ratcheting of two-dimensional colloids: Directed current and dynamical transitions
NASA Astrophysics Data System (ADS)
Chakraborty, Dipanjan; Chaudhuri, Debasish
2015-05-01
We present results of molecular dynamics simulations for two-dimensional repulsively interacting colloids driven by a one-dimensional asymmetric and commensurate ratchet potential, switching on and off stochastically. This drives a time-averaged directed current of colloids, exhibiting resonance with change in ratcheting frequency, where the resonance frequency itself depends nonmonotonically on density. Using scaling arguments, we obtain analytic results that show good agreement with numerical simulations. With increasing ratcheting frequency, we find nonequilibrium reentrant transitions between solid and modulated liquid phases.
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.
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.
NASA Astrophysics Data System (ADS)
Galán, Roberto F.; Ermentrout, G. Bard; Urban, Nathaniel N.
2007-11-01
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.
Simulation of DNA motion in a microchannel using stochastic rotation dynamics.
Watari, Nobuhiko; Makino, Masato; Kikuchi, Norio; Larson, Ronald G; Doi, Masao
2007-03-07
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.
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.
Patrick C. Tobin; Ottar N. Bjornstad
2005-01-01
Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...
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.
Evolutionary dynamics on stochastic evolving networks for multiple-strategy games
NASA Astrophysics Data System (ADS)
Wu, Bin; Zhou, Da; Wang, Long
2011-10-01
Evolutionary game theory on dynamical networks has received much attention. Most of the work has been focused on 2×2 games such as prisoner's dilemma and snowdrift, with general n×n games seldom addressed. In particular, analytical methods are still lacking. Here we generalize the stochastic linking dynamics proposed by Wu, Zhou, Fu, Luo, Wang, and Traulsen [PLoS ONEBSYMBO1932-620310.1371/journal.pone.0011187 5, e11187 (2010)] to n×n games. We analytically obtain that the fast linking dynamics results in the replicator dynamics with a rescaled payoff matrix. In the rescaled matrix, intuitively, each entry is the product of the original entry and the average duration time of the corresponding link. This result is shown to be robust to a wide class of imitation processes. As applications, we show both analytically and numerically that the biodiversity, modeled as the stability of a zero-sum rock-paper-scissors game, cannot be altered by the fast linking dynamics. In addition, we show that the fast linking dynamics can stabilize tit-for-tat as an evolutionary stable strategy in the repeated prisoner's dilemma game provided the interaction between the identical strategies happens sufficiently often. Our method paves the way for an analytical study of the multiple-strategy coevolutionary dynamics.
Contributions to the computational analysis of multi-dimensional stochastic dynamical systems
NASA Astrophysics Data System (ADS)
Wojtkiewicz, Steven F., Jr.
2000-12-01
Several contributions in the area of computational stochastic dynamics are discussed; specifically, the response of stochastic dynamical systems by high order closure, the response of Poisson and Gaussian white noise driven systems by solution of a transformed generalized Kolmogorov equation, and control of nonlinear systems by response moment specification. Statistical moments of response are widely used in the analysis of stochastic dynamical systems of engineering interest. It is known that, if the inputs to the system are Gaussian or filtered Gaussian white noise, Ito's rule can be used to generate a system of first order linear differential equations governing the evolution of the moments. For nonlinear systems, the moment equations form an infinite hierarchy, necessitating the application of a closure procedure to truncate the system at some finite dimension at the expense of making the moment equations nonlinear. Various methods to close these moment equations have been developed. The efficacy of cumulant-neglect closure methods for complex dynamical systems is examined. Various methods have been developed to determine the response of dynamical systems subjected to additive and/or multiplicative Gaussian white noise excitations. While Gaussian white noise and filtered Gaussian white noise provide efficient and useful models of various environmental loadings, a broader class of random processes, filtered Poisson processes, are often more realistic in modeling disturbances that originate from impact-type loadings. The response of dynamical systems to combinations of Poisson and Gaussian white noise forms a Markov process whose transition density satisfies a pair of initial-boundary value problem termed the generalized Kolmogorov equations. A numerical solution algorithm for these IBVP's is developed and applied to several representative systems. Classical covariance control theory is extended to the case of nonlinear systems using the method of statistical
The Influence of Ecohydrologic Dynamics on Landscape Evolution: a Stochastic Approach
NASA Astrophysics Data System (ADS)
Deal, E.; Favre Pugin, A. C.; Botter, G.; Braun, J.
2015-12-01
The stream power incision model (SPIM) has a long history of use in modeling landscape evolution. Despite simplifications made in its formulation, it has emerged over the last 30 years as a powerful tool to interpret the histories of tectonically active landscapes and to understand how they evolve over millions of years. However, intense interest in the relationship between climate and erosion has revealed that the standard SPIM has some significant shortcomings. First, it fails to account for the role of erosion thresholds, which have been shown to be important and require an approach that addresses the variable or stochastic nature of erosion processes and drivers. Second, the standard SPIM does not address the influence of catchment hydrology, which modulates the incoming precipitation to produce discharge that in turn drives fluvial erosion. Hydrological processes alter in particular the frequency and magnitude of extreme events which are highly relevant for landscape erosion. To address these weaknesses we introduce a new analytical stochastic-threshold formulation of the stream power incision model that is driven by probabilistic hydrology. The hydrological model incorporates a stochastic description of soil moisture which takes into account the random nature of the rainfall forcing and the dynamics of the soil layer. The soil layer dynamics include infiltration and evapotranspiration which are both modelled as being dependent on the time varying soil moisture level (state dependent). The stochastic approach allows us to integrate these effects over long periods of time to understand their influence on the longterm average erosion rate without the need to explicitly model processes on the short timescales where they are relevant. Our model can therefore represent the role of soil properties (thickness, porosity) and vegetation (through evapotranspiration rates) in the longterm catchment-wide water balance, and in turn the longterm erosion rate. We identify
NASA Astrophysics Data System (ADS)
Irving, J. D.; Singha, K.
2010-12-01
Traditionally, hydrological measurements have been used to estimate subsurface properties controlling groundwater flow and contaminant transport. However, such measurements are limited by their support volume and expense. A considerable benefit of geophysical measurements is that they provide a degree of spatial coverage and resolution that are unattainable with other methods, and the data can be acquired in a cost-effective manner. In particular, dynamic geophysical data allow us to indirectly observe changes in hydrological state variables as flow and transport processes occur, and can thus provide a link to hydrological properties when coupled with a process-based model. Stochastic fusion of these two data types offers the potential to provide not only estimates of subsurface hydrological properties, but also a quantification of their uncertainty. This information is critical when considering the end use of the data, which may be for groundwater remediation and management decision making. Here, we examine a number of key issues in the stochastic fusion of dynamic hydrogeophysical data. We focus our attention on the specific problem of integrating time-lapse crosshole electrical resistivity measurements and saline tracer-test concentration data in order to estimate the spatial distribution of hydraulic conductivity (K). To assimilate the geophysical and hydrological measurements in a stochastic manner, we use a Bayesian Markov-chain-Monte-Carlo (McMC) methodology. This provides multiple realizations of the subsurface K field that are consistent with the measured data and assumptions regarding model structure and data errors. To account for incomplete petrophysical knowledge, the geophysical and hydrological forward models are linked through an uncertain relationship between electrical resistivity and concentration following the general form of Archie’s law. To make the spatially distributed, fully stochastic inverse problem computationally tractable, we take
Avraam, Demetris; de Magalhaes, Joao Pedro; Vasiev, Bakhtier
2013-08-01
The mortality patterns in human populations reflect biological, social and medical factors affecting our lives, and mathematical modelling is an important tool for the analysis of these patterns. It is known that the mortality rate in all human populations increases with age after sexual maturity. This increase is predominantly exponential and satisfies the Gompertz equation. Although the exponential growth of mortality rates is observed over a wide range of ages, it excludes early- and late-life intervals. In this work we accept the fact that the mortality rate is an exponential function of age and analyse possible mechanisms underlying the deviations from the exponential law across the human lifespan. We consider the effect of heterogeneity as well as stochastic factors in altering the exponential law and compare our results to publicly available age-dependent mortality data for Swedish and US populations. In a model of heterogeneous populations we study how differences in parameters of the Gompertz equation describing different subpopulations account for mortality dynamics at different ages. Particularly, we show that the mortality data on Swedish populations can be reproduced fairly well by a model comprising four subpopulations. We then analyse the influence of stochastic effects on the mortality dynamics to show that they play a role only at early and late ages, when only a few individuals contribute to mortality. We conclude that the deviations from exponential law at young ages can be explained by heterogeneity, namely by the presence of a subpopulation with high initial mortality rate presumably due to congenital defects, while those for old ages can be viewed as fluctuations and explained by stochastic effects.
Schilde, M; Doerner, K F; Hartl, R F
2014-10-01
In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.
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
Melanson, Alexandre; Mejias, Jorge F; Jun, James J; Maler, Leonard; Longtin, André
2017-01-01
The neural basis of spontaneous movement generation is a fascinating open question. Long-term monitoring of fish, swimming freely in a constant sensory environment, has revealed a sequence of behavioral states that alternate randomly and spontaneously between periods of activity and inactivity. We show that key dynamical features of this sequence are captured by a 1-D diffusion process evolving in a nonlinear double well energy landscape, in which a slow variable modulates the relative depth of the wells. This combination of stochasticity, nonlinearity, and nonstationary forcing correctly captures the vastly different timescales of fluctuations observed in the data (∼1 to ∼1000 s), and yields long-tailed residence time distributions (RTDs) also consistent with the data. In fact, our model provides a simple mechanism for the emergence of long-tailed distributions in spontaneous animal behavior. We interpret the stochastic variable of this dynamical model as a decision-like variable that, upon reaching a threshold, triggers the transition between states. Our main finding is thus the identification of a threshold crossing process as the mechanism governing spontaneous movement initiation and termination, and to infer the presence of underlying nonstationary agents. Another important outcome of our work is a dimensionality reduction scheme that allows similar segments of data to be grouped together. This is done by first extracting geometrical features in the dataset and then applying principal component analysis over the feature space. Our study is novel in its ability to model nonstationary behavioral data over a wide range of timescales.
Mustafa, G.
1989-01-01
This study presents a comprehensive physically based stochastic dynamic optimization model to assist planners in making decisions concerning mine soil depths and soil mixture ratios required to achieve successful revegetation of mine lands at different probability levels of success, subject to an uncertain weather regime. A perennial grass growth model was modified and validated for predicting vegetation growth in reclaimed mine soils. The plant growth model is based on continuous relationships between plant growth, air temperature, dry length, leaf area, photoperiod and plant-soil-moisture stresses. A plant available soil moisture model was adopted to estimate daily soil moisture for mine soils. A general probability model was developed to estimate the probability of successful revegetation in a 5-year bond release period. The probability model considers five possible bond release criteria in mine soil reclamation planning. A stochastic dynamic optimization model (SDOM) was developed to find the optimum combination of soil depth and soil mixture ratios that met the successful vegetation standard under non-irrigated conditions with weather as the only random element of the system. The SDOM was applied for Wise County, Virginia, and the model found that 2:1 sandstone/siltstone soil mixture required the minimum soil depth to achieve successful revegetation. These results were also supported by field data. The developed model allows the planners to better manage lands drastically disturbed by surface mining.
Stochastic mean-field formulation of the dynamics of diluted neural networks
NASA Astrophysics Data System (ADS)
Angulo-Garcia, D.; Torcini, A.
2015-02-01
We consider pulse-coupled leaky integrate-and-fire neural networks with randomly distributed synaptic couplings. This random dilution induces fluctuations in the evolution of the macroscopic variables and deterministic chaos at the microscopic level. Our main aim is to mimic the effect of the dilution as a noise source acting on the dynamics of a globally coupled nonchaotic system. Indeed, the evolution of a diluted neural network can be well approximated as a fully pulse-coupled network, where each neuron is driven by a mean synaptic current plus additive noise. These terms represent the average and the fluctuations of the synaptic currents acting on the single neurons in the diluted system. The main microscopic and macroscopic dynamical features can be retrieved with this stochastic approximation. Furthermore, the microscopic stability of the diluted network can be also reproduced, as demonstrated from the almost coincidence of the measured Lyapunov exponents in the deterministic and stochastic cases for an ample range of system sizes. Our results strongly suggest that the fluctuations in the synaptic currents are responsible for the emergence of chaos in this class of pulse-coupled networks.
Stochastic mean-field formulation of the dynamics of diluted neural networks.
Angulo-Garcia, D; Torcini, A
2015-02-01
We consider pulse-coupled leaky integrate-and-fire neural networks with randomly distributed synaptic couplings. This random dilution induces fluctuations in the evolution of the macroscopic variables and deterministic chaos at the microscopic level. Our main aim is to mimic the effect of the dilution as a noise source acting on the dynamics of a globally coupled nonchaotic system. Indeed, the evolution of a diluted neural network can be well approximated as a fully pulse-coupled network, where each neuron is driven by a mean synaptic current plus additive noise. These terms represent the average and the fluctuations of the synaptic currents acting on the single neurons in the diluted system. The main microscopic and macroscopic dynamical features can be retrieved with this stochastic approximation. Furthermore, the microscopic stability of the diluted network can be also reproduced, as demonstrated from the almost coincidence of the measured Lyapunov exponents in the deterministic and stochastic cases for an ample range of system sizes. Our results strongly suggest that the fluctuations in the synaptic currents are responsible for the emergence of chaos in this class of pulse-coupled networks.
A Nonlinear Dynamical Systems based Model for Stochastic Simulation of Streamflow
NASA Astrophysics Data System (ADS)
Erkyihun, S. T.; Rajagopalan, B.; Zagona, E. A.
2014-12-01
Traditional time series methods model the evolution of the underlying process as a linear or nonlinear function of the autocorrelation. These methods capture the distributional statistics but are incapable of providing insights into the dynamics of the process, the potential regimes, and predictability. This work develops a nonlinear dynamical model for stochastic simulation of streamflows. In this, first a wavelet spectral analysis is employed on the flow series to isolate dominant orthogonal quasi periodic timeseries components. The periodic bands are added denoting the 'signal' component of the time series and the residual being the 'noise' component. Next, the underlying nonlinear dynamics of this combined band time series is recovered. For this the univariate time series is embedded in a d-dimensional space with an appropriate lag T to recover the state space in which the dynamics unfolds. Predictability is assessed by quantifying the divergence of trajectories in the state space with time, as Lyapunov exponents. The nonlinear dynamics in conjunction with a K-nearest neighbor time resampling is used to simulate the combined band, to which the noise component is added to simulate the timeseries. We demonstrate this method by applying it to the data at Lees Ferry that comprises of both the paleo reconstructed and naturalized historic annual flow spanning 1490-2010. We identify interesting dynamics of the signal in the flow series and epochal behavior of predictability. These will be of immense use for water resources planning and management.
Kamimoto, Kenji; Kaneko, Kota; Kok, Cindy Yuet-Yin; Okada, Hajime; Miyajima, Atsushi; Itoh, Tohru
2016-07-19
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.
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.
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.
Calligari, Paolo; Abergel, Daniel
2012-11-01
In this article, we investigate the multiple-scale structure of methyl side chain dynamics in proteins. We show that the orientational correlation functions of CH(3) methyl groups are well described by a fractional Brownian dynamics model. Typical angular correlation functions involved in NMR relaxation were computed from MD simulations performed on two different proteins. These correlation functions were shown to be very well fitted by a fractional Ornstein-Uhlenbeck process in the presence of effective local potentials at the C-H and C-C methyl bonds. In addition, our analysis highlights the presence of the asymptotic power law decay of the waiting time probability density of the stochastic process involved, thereby illustrating the connection between approaches based on fractional diffusion equations and the continuous time random walk.
Nowicki, Piotr; Bonelli, Simona; Barbero, Francesca; Balletto, Emilio
2009-08-01
The relative contribution of density-dependent regulation and environmental stochasticity to the temporal dynamics of animal populations is one of the central issues of ecology. In insects, the primary role of the latter factor, typically represented by weather patterns, is widely accepted. We have evaluated the impact of density dependence as well as density-independent factors, including weather and mowing regime, on annual fluctuations of butterfly populations. As model species, we used Maculinea alcon and M. teleius living in sympatry and, consequently, we also analysed the effect of their potential competition. Density dependence alone explained 62 and 42% of the variation in the year-to-year trends of M. alcon and M. teleius, respectively. The cumulative Akaike weight of models with density dependence, which can be interpreted as the probability that this factor should be contained in the most appropriate population dynamics model, exceeded 0.97 for both species. In contrast, the impacts of inter-specific competition, mowing regime and weather were much weaker, with their cumulative weights being in the range of 0.08-0.21; in addition, each of these factors explained only 2-5% of additional variation in Maculinea population trends. Our results provide strong evidence for density-dependent regulation in Maculinea, while the influence of environmental stochasticity is rather minor. In the light of several recent studies on other butterflies that detected significant density-dependent effects, it would appear that density-dependent regulation may be more widespread in this group than previously thought, while the role of environmental stochasticity has probably been overestimated. We suggest that this misconception is the result of deficiencies in the design of most butterfly population studies in the past, including (1) a strong focus on adults and a neglect of the larval stage in which density-dependent effects are most likely to occur; (2) an almost exclusive
NASA Astrophysics Data System (ADS)
Miyamoto, Hitoshi; Kimura, Ryo
2016-09-01
This paper proposes a stochastic evaluation method for examining tree population states in a river cross section using an integrated model with Monte Carlo simulation. The integrated model consists of four processes as submodels, i.e., tree population dynamics, flow discharge stochasticity, stream hydraulics, and channel geomorphology. A floodplain of the Kako River in Japan was examined as a test site, which is currently well vegetated and features many willows that have been growing in both individual size and overall population over the last several decades. The model was used to stochastically evaluate the effects of hydrologic and geomorphologic changes on tree population dynamics through the Monte Carlo simulation. The effects including the magnitude of flood impacts and the relative change in the floodplain level are examined using very simple scenarios for flow regulation, climate change, and channel form changes. The stochastic evaluation method revealed a tradeoff point in floodplain levels, at which the tendency of a fully vegetated state switches to that of a bare floodplain under small impacts of flood. It is concluded from these results that the states of tree population in a floodplain can be determined by the mutual interactions among flood impacts, seedling recruitment, tree growth, and channel geomorphology. These interactions make it difficult to obtain a basic understanding of tree population dynamics from a field study of a specific floodplain. The stochastic approach used in this paper could constitute an effective method for evaluating fundamental channel characteristics for a vegetated floodplain.
Yang, Hong-Liu; Radons, Günter
2008-01-01
Crossover from weak to strong chaos in high-dimensional Hamiltonian systems at the strong stochasticity threshold (SST) was anticipated to indicate a global transition in the geometric structure of phase space. Our recent study of Fermi-Pasta-Ulam models showed that corresponding to this transition the energy density dependence of all Lyapunov exponents is identical apart from a scaling factor. The current investigation of the dynamic XY model discovers an alternative scenario for the energy dependence of the system dynamics at SSTs. Though similar in tendency, the Lyapunov exponents now show individually different energy dependencies except in the near-harmonic regime. Such a finding restricts the use of indices such as the largest Lyapunov exponent and the Ricci curvatures to characterize the global transition in the dynamics of high-dimensional Hamiltonian systems. These observations are consistent with our conjecture that the quasi-isotropy assumption works well only when parametric resonances are the dominant sources of dynamical instabilities. Moreover, numerical simulations demonstrate the existence of hydrodynamical Lyapunov modes (HLMs) in the dynamic XY model and show that corresponding to the crossover in the Lyapunov exponents there is also a smooth transition in the energy density dependence of significance measures of HLMs. In particular, our numerical results confirm that strong chaos is essential for the appearance of HLMs.
Wang, Xiu-Ling; Gao, Xin-Qi; Wang, Xue-Chen
2011-08-01
Actin filaments and chloroplasts in guard cells play roles in stomatal function. However, detailed actin dynamics vary, and the roles that they play in chloroplast localization during stomatal movement remain to be determined. We examined the dynamics of actin filaments and chloroplast localization in transgenic tobacco expressing green fluorescent protein (GFP)-mouse talin in guard cells by time-lapse imaging. Actin filaments showed sliding, bundling and branching dynamics in moving guard cells. During stomatal movement, long filaments can be severed into small fragments, which can form longer filaments by end-joining activities. With chloroplast movement, actin filaments near chloroplasts showed severing and elongation activity in guard cells during stomatal movement. Cytochalasin B treatment abolished elongation, bundling and branching activities of actin filaments in guard cells, and these changes of actin filaments, and as a result, more chloroplasts were localized at the centre of guard cells. However, chloroplast turning to avoid high light, and sliding of actin fragments near the chloroplast, was unaffected following cytochalasin B treatment in guard cells. We suggest that the sliding dynamics of actin may play roles in chloroplast turning in guard cells. Our results indicate that the stochastic dynamics of actin filaments in guard cells regulate chloroplast localization during stomatal movement.
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.
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
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
A Fast and Accurate Scheme for Sea Ice Dynamics with a Stochastic Subgrid Model
NASA Astrophysics Data System (ADS)
Seinen, C.; Khouider, B.
2016-12-01
Sea ice physics is a very complex process occurring over a wide range of scales; such as local melting or large scale drift. At the current grid resolution of Global Climate Models (GCMs), we are able to resolve large scale sea ice dynamics but uncertainty remains due to subgrid physics and potential dynamic feedback, especially due to the formation of melt ponds. Recent work in atmospheric science has shown success of Markov Jump stochastic subgrid models in the representation of clouds and convection and their feedback into the large scales. There has been a push to implement these methods in other parts of the Earth System and for the cryosphere in particular but in order to test these methods, efficient and accurate solvers are required for the resolved large scale sea-ice dynamics. We present a second order accurate scheme, in both time and space, for the sea ice momentum equation (SIME) with a Jacobian Free Newton Krylov (JFNK) solver. SIME is a highly nonlinear equation due to sea ice rheology terms appearing in the stress tensor. The most commonly accepted formulation, introduced by Hibler, allows sea-ice to resist significant stresses in compression but significantly less in tension. The relationship also leads to large changes in internal stresses from small changes in velocity fields. These non-linearities have resulted in the use of implicit methods for SIME and a JFNK solver was recently introduced and used to gain efficiency. However, the method used so far is only first order accurate in time. Here we expand the JFNK approach to a Crank-Nicholson discretization of SIME. This fully second order scheme is achieved with no increase in computational cost and will allow efficient testing and development of subgrid stochastic models of sea ice in the near future.
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.
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.
Munsky, Brian; Fox, Zachary; Neuert, Gregor
2015-09-01
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 as 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). Copyright © 2015. Published by Elsevier Inc.
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.
Peters, C.A.
1996-12-31
Many non-aqueous phase liquids (NAPLs) of environmental concern are complex hydrocarbon mixtures of similar compounds with no single predominant species. Coal tar, a complex mixture of polycyclic aromatic hydrocarbons (PAHs), is a common subsurface contaminant at sites of former manufactured gas plants. The use of solvent extraction to enhance coal tar solubility is a remediation option that could be applied either in an in situ injection/recovery system or in an above-ground treatment operation. To describe and predict the efficacy of such a process requires an understanding of the effect of solvents on both the total NAPL dissolution behavior as well as the change in the NAPL composition. This paper presents a stochastic model in which the coal tar is represented as a continuous mixture, and statistical frequency functions are used to represent the distribution of equilibrium partition coefficients. Using mass balance and stochastic equilibrium relations, the model predicts not only the overall coal tar removal efficiency, but also a frequency distribution characterizing the composition of the residual coal tar, thus serving as a statistical representation of the solubility of the residual. This provides a convenient means of describing chemical heterogeneity of multicomponent NAPLs such as coal tar, as well as the effect of solvent extraction on this chemical heterogeneity. Data requirements for model parameterization are shown to be minimal. It is demonstrated that information about the coal tar composition and its dynamics is particularly important for risk assessment since NAPL phase composition drives aqueous phase concentrations, which ultimately determine exposure.
Cycle-by-cycle assembly of respiratory network activity is dynamic and stochastic
Carroll, Michael S.
2013-01-01
Rhythmically active networks are typically composed of neurons that can be classified as silent, tonic spiking, or rhythmic bursting based on their intrinsic activity patterns. Within these networks, neurons are thought to discharge in distinct phase relationships with their overall network output, and it has been hypothesized that bursting pacemaker neurons may lead and potentially trigger cycle onsets. We used multielectrode recording from 72 experiments to test these ideas in rhythmically active slices containing the pre-Bötzinger complex, a region critical for breathing. Following synaptic blockade, respiratory neurons exhibited a gradient of intrinsic spiking to rhythmic bursting activities and thus defied an easy classification into bursting pacemaker and nonbursting categories. Features of their firing activity within the functional network were analyzed for correlation with subsequent rhythmic bursting in synaptic isolation. Higher firing rates through all phases of fictive respiration statistically predicted bursting pacemaker behavior. However, a cycle-by-cycle analysis indicated that respiratory neurons were stochastically activated with each burst. Intrinsically bursting pacemakers led some population bursts and followed others. This variability was not reproduced in traditional fully interconnected computational models, while sparsely connected network models reproduced these results both qualitatively and quantitatively. We hypothesize that pacemaker neurons do not act as clock-like drivers of the respiratory rhythm but rather play a flexible and dynamic role in the initiation and stabilization of each burst. Thus, at the behavioral level, each breath can be thought of as de novo assembly of a stochastic collaboration of network topology and intrinsic properties. PMID:22993257
The effects of spatial correlations and demographic stochasticity on population dynamics
NASA Astrophysics Data System (ADS)
Snyder, Robin Elizabeth
2001-12-01
Because of limited mobility and localized interactions, most organisms do not interact equally with all parts of their environment but instead with a limited neighborhood. The resulting spatial correlations affect population dynamics. The discreteness of organisms can also affect population dynamics. Because population size cannot change by less than one, and size-changing events such as births and deaths occur at distinct times, population dynamics are noisy. For large populations, this so-called ``demographic stochasticity'' is often ignorable, but when population size is small, either throughout the system or in a region, noise can have important consequences. This dissertation explores the combined effects of spatial correlations and population discreteness. Chapter II discusses the limitations of many traditional physics techniques in analyzing ecological models. Chapters III and IV consider grid-based models. Every grid point can be vacant or occupied by an individual, and individuals interact according to simple, probabilistic rules. In chapter III, I develop approximate equations for the population mean and variance, including the effects of demographic stochasticity, by ignoring all but very short-range spatial correlations (a moment closure scheme). I apply this to a grid model and obtain expressions for population mean and variance. In chapter IV, I develop an empirical moment closure scheme based on observed spatial correlations. This leads to expressions for population mean and variance that are both simpler and more accurate, as well as to probability distributions for how long the population will take to reach a given, low level. Subsequently, I turn to the effects of population discreteness on the spread of newly introduced species. In chapter V, I analyze a common class of one- dimensional, single-species invasion models and find three effects of population discreteness and demographic stochasticity on invasion speed. The result is that for very
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.
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)
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 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.
Extended-Range Prediction with Low-Dimensional, Stochastic-Dynamic Models: A Data-driven Approach
2012-09-30
COVERED - 4 . TITLE AND SUBTITLE Extended-Range Prediction with Low-Dimensional, Stochastic-Dynamic Models: A Data-driven Approach 5a. CONTRACT...mwheeler/maproom/RMM/ 4 • As the Madden-Julian oscillation (MJO) moves eastward from the Indian to the Pacific ocean, it typically accelerates, becomes
Johnston, Iain G; Jones, Nick S
2015-08-08
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.
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
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed
2017-03-01
In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.
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.
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.
Stochastic dynamics and the predictability of big hits in online videos
NASA Astrophysics Data System (ADS)
Miotto, José M.; Kantz, Holger; Altmann, Eduardo G.
2017-03-01
The competition for the attention of users is a central element of the Internet. Crucial issues are the origin and predictability of big hits, the few items that capture a big portion of the total attention. We address these issues analyzing 106 time series of videos' views from YouTube. We find that the average gain of views is linearly proportional to the number of views a video already has, in agreement with usual rich-get-richer mechanisms and Gibrat's law, but this fails to explain the prevalence of big hits. The reason is that the fluctuations around the average views are themselves heavy tailed. Based on these empirical observations, we propose a stochastic differential equation with Lévy noise as a model of the dynamics of videos. We show how this model is substantially better in estimating the probability of an ordinary item becoming a big hit, which is considerably underestimated in the traditional proportional-growth models.
Stochastic Predator-Prey Dynamics of Transposons in the Human Genome
NASA Astrophysics Data System (ADS)
Xue, Chi; Goldenfeld, Nigel
2016-11-01
Transposable elements, or transposons, are DNA sequences that can jump from site to site in the genome during the life cycle of a cell, usually encoding the very enzymes which perform their excision. However, some transposons are parasitic, relying on the enzymes produced by the regular transposons. In this case, we show that a stochastic model, which takes into account the small copy numbers of the active transposons in a cell, predicts noise-induced predator-prey oscillations with a characteristic time scale that is much longer than the cell replication time, indicating that the state of the predator-prey oscillator is stored in the genome and transmitted to successive generations. Our work demonstrates the important role of the number fluctuations in the expression of mobile genetic elements, and shows explicitly how ecological concepts can be applied to the dynamics and fluctuations of living genomes.
Dynamic response analysis of linear stochastic truss structures under stationary random excitation
NASA Astrophysics Data System (ADS)
Gao, Wei; Chen, Jianjun; Cui, Mingtao; Cheng, Yi
2005-03-01
This paper presents a new method for the dynamic response analysis of linear stochastic truss structures under stationary random excitation. Considering the randomness of the structural physical parameters and geometric dimensions, the computational expressions of the mean value, variance and variation coefficient of the mean square value of the structural displacement and stress response under the stationary random excitation are developed by means of the random variable's functional moment method and the algebra synthesis method from the expressions of structural stationary random response of the frequency domain. The influences of the randomness of the structural physical parameters and geometric dimensions on the randomness of the mean square value of the structural displacement and stress response are inspected by the engineering examples.
Attenuation of the NMR signal in a field gradient due to stochastic dynamics with memory
NASA Astrophysics Data System (ADS)
Lisý, Vladimír; Tóthová, Jana
2017-03-01
The attenuation function S(t) for an ensemble of spins in a magnetic-field gradient is calculated by accumulation of the phase shifts in the rotating frame resulting from the displacements of spin-bearing particles. The found S(t), expressed through the particle mean square displacement, is applicable for any kind of stationary stochastic motion of spins, including their non-markovian dynamics with memory. The known expressions valid for normal and anomalous diffusion are obtained as special cases in the long time approximation. The method is also applicable to the NMR pulse sequences based on the refocusing principle. This is demonstrated by describing the Hahn spin echo experiment. The attenuation of the NMR signal is also evaluated providing that the random motion of particle is modeled by the generalized Langevin equation with the memory kernel exponentially decaying in time. The models considered in our paper assume massive particles driven by much smaller particles.
Stochastic Predator-Prey Dynamics of Transposons in the Human Genome.
Xue, Chi; Goldenfeld, Nigel
2016-11-11
Transposable elements, or transposons, are DNA sequences that can jump from site to site in the genome during the life cycle of a cell, usually encoding the very enzymes which perform their excision. However, some transposons are parasitic, relying on the enzymes produced by the regular transposons. In this case, we show that a stochastic model, which takes into account the small copy numbers of the active transposons in a cell, predicts noise-induced predator-prey oscillations with a characteristic time scale that is much longer than the cell replication time, indicating that the state of the predator-prey oscillator is stored in the genome and transmitted to successive generations. Our work demonstrates the important role of the number fluctuations in the expression of mobile genetic elements, and shows explicitly how ecological concepts can be applied to the dynamics and fluctuations of living genomes.
NASA Astrophysics Data System (ADS)
Druce, Donald J.
1990-01-01
A monthly stochastic dynamic programing model was recently developed and implemented at British Columbia (B.C.) Hydro to provide decision support for short-term energy exports and, if necessary, for flood control on the Peace River in northern British Columbia. The model establishes the marginal cost of supplying energy from the B.C. Hydro system, as well as a monthly operating policy for the G.M. Shrum and Peace Canyon hydroelectric plants and the Williston Lake storage reservoir. A simulation model capable of following the operating policy then determines the probability of refilling Williston Lake and possible spill rates and volumes. Reservoir inflows are input to both models in daily and monthly formats. The results indicate that flood control can be accommodated without sacrificing significant export revenue.
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.
Dynamics of asynchronous random Boolean networks with asynchrony generated by stochastic processes.
Deng, Xutao; Geng, Huimin; Matache, Mihaela Teodora
2007-03-01
An asynchronous Boolean network with N nodes whose states at each time point are determined by certain parent nodes is considered. We make use of the models developed by Matache and Heidel [Matache, M.T., Heidel, J., 2005. Asynchronous random Boolean network model based on elementary cellular automata rule 126. Phys. Rev. E 71, 026232] for a constant number of parents, and Matache [Matache, M.T., 2006. Asynchronous random Boolean network model with variable number of parents based on elementary cellular automata rule 126. IJMPB 20 (8), 897-923] for a varying number of parents. In both these papers the authors consider an asynchronous updating of all nodes, with asynchrony generated by various random distributions. We supplement those results by using various stochastic processes as generators for the number of nodes to be updated at each time point. In this paper we use the following stochastic processes: Poisson process, random walk, birth and death process, Brownian motion, and fractional Brownian motion. We study the dynamics of the model through sensitivity of the orbits to initial values, bifurcation diagrams, and fixed-point analysis. The dynamics of the system show that the number of nodes to be updated at each time point is of great importance, especially for the random walk, the birth and death, and the Brownian motion processes. Small or moderate values for the number of updated nodes generate order, while large values may generate chaos depending on the underlying parameters. The Poisson process generates order. With fractional Brownian motion, as the values of the Hurst parameter increase, the system exhibits order for a wider range of combinations of the underlying parameters.
Xu, Hao; Jagannathan, Sarangapani
2013-03-01
The stochastic optimal controller design for the nonlinear networked control system (NNCS) with uncertain system dynamics is a challenging problem due to the presence of both system nonlinearities and communication network imperfections, such as random delays and packet losses, which are not unknown a priori. In the recent literature, neuro dynamic programming (NDP) techniques, based on value and policy iterations, have been widely reported to solve the optimal control of general affine nonlinear systems. However, for realtime control, value and policy iterations-based methodology are not suitable and time-based NDP techniques are preferred. In addition, output feedback-based controller designs are preferred for implementation. Therefore, in this paper, a novel NNCS representation incorporating the system uncertainties and network imperfections is introduced first by using input and output measurements for facilitating output feedback. Then, an online neural network (NN) identifier is introduced to estimate the control coefficient matrix, which is subsequently utilized for the controller design. Subsequently, the critic and action NNs are employed along with the NN identifier to determine the forward-in-time, time-based stochastic optimal control of NNCS without using value and policy iterations. Here, the value function and control inputs are updated once a sampling instant. By using novel NN weight update laws, Lyapunov theory is used to show that all the closed-loop signals and NN weights are uniformly ultimately bounded in the mean while the approximated control input converges close to its target value with time. Simulation results are included to show the effectiveness of the proposed scheme.
Jun, James J.; Longtin, André
2017-01-01
Abstract The neural basis of spontaneous movement generation is a fascinating open question. Long-term monitoring of fish, swimming freely in a constant sensory environment, has revealed a sequence of behavioral states that alternate randomly and spontaneously between periods of activity and inactivity. We show that key dynamical features of this sequence are captured by a 1-D diffusion process evolving in a nonlinear double well energy landscape, in which a slow variable modulates the relative depth of the wells. This combination of stochasticity, nonlinearity, and nonstationary forcing correctly captures the vastly different timescales of fluctuations observed in the data (∼1 to ∼1000 s), and yields long-tailed residence time distributions (RTDs) also consistent with the data. In fact, our model provides a simple mechanism for the emergence of long-tailed distributions in spontaneous animal behavior. We interpret the stochastic variable of this dynamical model as a decision-like variable that, upon reaching a threshold, triggers the transition between states. Our main finding is thus the identification of a threshold crossing process as the mechanism governing spontaneous movement initiation and termination, and to infer the presence of underlying nonstationary agents. Another important outcome of our work is a dimensionality reduction scheme that allows similar segments of data to be grouped together. This is done by first extracting geometrical features in the dataset and then applying principal component analysis over the feature space. Our study is novel in its ability to model nonstationary behavioral data over a wide range of timescales. PMID:28374017
Armstrong, Cameron R; David, John A; Thompson, John R
2015-07-13
We present a simple numerical model that is used in conjunction with a systematic algorithm for parameter optimization to understand the three-dimensional stochastic intensity dynamics of stimulated Brillouin scattering in a two-mode optical fiber. The primary factors driving the complex dynamics appear to be thermal density fluctuations, transverse pump fluctuations, and asymmetric transverse mode fractions over the beam cross-section.
Stochastic population dynamics and life-history variation in marine fish species.
Bjørkvoll, Eirin; Grøtan, Vidar; Aanes, Sondre; Sæther, Bernt-Erik; Engen, Steinar; Aanes, Ronny
2012-09-01
We examined whether differences in life-history characteristics can explain interspecific variation in stochastic population dynamics in nine marine fish species living in the Barents Sea system. After observation errors in population estimates were accounted for, temporal variability in natural mortality rate, annual recruitment, and population growth rate was negatively related to generation time. Mean natural mortality rate, annual recruitment, and population growth rate were lower in long-lived species than in short-lived species. Thus, important species-specific characteristics of the population dynamics were related to the species position along the slow-fast continuum of life-history variation. These relationships were further associated with interspecific differences in ecology: species at the fast end were mainly pelagic, with short generation times and high natural mortality, annual recruitment, and population growth rates, and also showed high temporal variability in those demographic traits. In contrast, species at the slow end were long-lived, deepwater species with low rates and reduced temporal variability in the same demographic traits. These interspecific relationships show that the life-history characteristics of a species can predict basic features of interspecific variation in population dynamical characteristics of marine fish, which should have implications for the choice of harvest strategy to facilitate sustainable yields.
NASA Astrophysics Data System (ADS)
Kuehn, Christian
2011-06-01
Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms “critical transition” or “tipping point” have been used to describe this situation. Critical transitions have been observed in an astonishingly diverse set of applications from ecosystems and climate change to medicine and finance. The main goal of this paper is to give an overview which standard mathematical theories can be applied to critical transitions. We shall focus on early-warning signs that have been suggested to predict critical transitions and point out what mathematical theory can provide in this context. Starting from classical bifurcation theory and incorporating multiple time scale dynamics one can give a detailed analysis of local bifurcations that induce critical transitions. We suggest that the mathematical theory of fast-slow systems provides a natural definition of critical transitions. Since noise often plays a crucial role near critical transitions the next step is to consider stochastic fast-slow systems. The interplay between sample path techniques, partial differential equations and random dynamical systems is highlighted. Each viewpoint provides potential early-warning signs for critical transitions. Since increasing variance has been suggested as an early-warning sign we examine it in the context of normal forms analytically, numerically and geometrically; we also consider autocorrelation numerically. Hence we demonstrate the applicability of early-warning signs for generic models. We end with suggestions for future directions of the theory.
Ross, J V
2010-01-07
The dynamics of many diseases and populations possess distinct recurring phases. For example, many species breed only during a subset of the year and the infection dynamics of many pathogens have transmission rates that vary with season. Here I investigate computational methods for studying transient and long-term behaviour of stochastic models which have periodic phases-several different potential techniques for studying long-term behaviour will be contrasted. I illustrate the results with two studies: The first is of a spatially realistic metapopulation model of malleefowl (Leipoa ocellata), a species which disperses only during a quarter of the year; this model is used to highlight the advantages and disadvantages of the particular methods presented. The second study is of a model for disease dynamics which incorporates seasonality in both the rate of within-population transmission and also in the rate of transmission effected via aerosol importation. This model has applications to studying disease invasion and persistence in captive-breeding populations. We demonstrate, via comparison to appropriately matched models with constant transmission rates and also no aerosol transmission, that seasonality and aerosol importation may alter control choices, with possibly an increase in the threshold population size for local control surveillance, transfer of importance to limiting aerosol transmission, and the use of temporally targetted surveillance. The methodology presented is the gold-standard for dealing with many phased processes in ecology and epidemiology, but its application is limited to systems of small size.
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.
Hu, Yan; Wen, Jing-Ya; Li, Xiao-Li; Wang, Da-Zhou; Li, Yu
2013-10-15
A dynamic multimedia fuzzy-stochastic integrated environmental risk assessment approach was developed for contaminated sites management. The contaminant concentrations were simulated by a validated interval dynamic multimedia fugacity model, and different guideline values for the same contaminant were represented as a fuzzy environmental guideline. Then, the probability of violating environmental guideline (Pv) can be determined by comparison between the modeled concentrations and the fuzzy environmental guideline, and the constructed relationship between the Pvs and environmental risk levels was used to assess the environmental risk level. The developed approach was applied to assess the integrated environmental risk at a case study site in China, simulated from 1985 to 2020. Four scenarios were analyzed, including "residential land" and "industrial land" environmental guidelines under "strict" and "loose" strictness. It was found that PAH concentrations will increase steadily over time, with soil found to be the dominant sink. Source emission in soil was the leading input and atmospheric sedimentation was the dominant transfer process. The integrated environmental risks primarily resulted from petroleum spills and coke ovens, while the soil environmental risks came from coal combustion. The developed approach offers an effective tool for quantifying variability and uncertainty in the dynamic multimedia integrated environmental risk assessment and the contaminated site management.
Interpreting the power spectrum of Dansgaard-Oeschger events via stochastic dynamical systems
NASA Astrophysics Data System (ADS)
Mitsui, Takahito; Lenoir, Guillaume; Crucifix, Michel
2017-04-01
Dansgaard-Oeschger (DO) events are abrupt climate shifts, which are particularly pronounced in the North Atlantic region during glacial periods [Dansgaard et al. 1993]. The signals are most clearly found in δ 18O or log [Ca2+] records of Greenland ice cores. The power spectrum S(f) of DO events has attracted attention over two decades with debates on the apparent 1.5-kyr periodicity [Grootes & Stuiver 1997; Schultz et al. 2002; Ditlevsen et al. 2007] and scaling property over several time scales [Schmitt, Lovejoy, & Schertzer 1995; Rypdal & Rypdal 2016]. The scaling property is written most simply as S(f)˜ f-β , β ≈ 1.4. However, physical as well as underlying dynamics of the periodicity and the scaling property are still not clear. Pioneering works for modelling the spectrum of DO events are done by Cessi (1994) and Ditlevsen (1999), but their model-data comparisons of the spectra are rather qualitative. Here, we show that simple stochastic dynamical systems can generate power spectra statistically consistent with the observed spectra over a wide range of frequency from orbital to the Nyquist frequency (=1/40 yr-1). We characterize the scaling property of the spectrum by defining a local scaling exponentβ _loc. For the NGRIP log [Ca2+] record, the local scaling exponent β _loc increases from ˜ 1 to ˜ 2 as the frequency increases from ˜ 1/5000 yr-1 to ˜ 1/500 yr-1, and β _loc decreases toward zero as the frequency increases from ˜ 1/500 yr-1 to the Nyquist frequency. For the δ 18O record, the local scaling exponent β _loc increases from ˜ 1 to ˜ 1.5 as the frequency increases from ˜ 1/5000 yr^{-1 to ˜ 1/1000 yr-1, and β _loc decreases toward zero as the frequency increases from ˜ 1/1000 yr-1 to the Nyquist frequency. This systematic breaking of a single scaling is reproduced by the simple stochastic models. Especially, the models suggest that the flattening of the spectra starting from multi-centennial scale and ending at the Nyquist frequency
Sturrock, Marc; Li, Shiyu; Shahrezaei, Vahid
2017-07-07
Gene expression is an inherently noisy process. This noise is generally thought to be deleterious as precise internal regulation of biochemical reactions is essential for cell growth and survival. Self-repression of gene expression, which is the simplest form of a negative feedback loop, is commonly believed to be employed by cellular systems to decrease the stochastic fluctuations in gene expression. When there is some delay in autoregulation, it is also believed that this system can generate oscillations. In eukaryotic cells, mRNAs that are synthesised in the nucleus must be exported to the cytoplasm to function in protein synthesis, whereas proteins must be transported into the nucleus from the cytoplasm to regulate the expression levels of genes. Nuclear transport thus plays a critical role in eukaryotic gene expression and regulation. Some recent studies have suggested that nuclear retention of mRNAs can control noise in mRNA expression. However, the effect of nuclear transport on protein noise and its interplay with negative feedback regulation is not completely understood. In this paper, we systematically compare four different simple models of gene expression. By using simulations and applying the linear noise approximation to the corresponding chemical master equations, we investigate the influence of nuclear import and export on noise in gene expression in a negative autoregulatory feedback loop. We first present results consistent with the literature, i.e., that negative feedback can effectively buffer the variability in protein levels, and nuclear retention can decrease mRNA noise levels. Interestingly we find that when negative feedback is combined with nuclear retention, an amplification in gene expression noise can be observed and is dependant on nuclear translocation rates. Finally, we investigate the effect of nuclear compartmentalisation on the ability of self-repressing genes to exhibit stochastic oscillatory dynamics. Copyright © 2017 Elsevier
Stochastic dynamics of superparamagnetic moments in polidisperse ferrofluids
NASA Astrophysics Data System (ADS)
Scherer, C.
2007-12-01
In previous works, we studied the dynamics of the magnetic moments in ferrofluids te{schererBJP,scherer-matuttis, scherer-ricci}, and other authors have also dealt with this problem te{shliomis}. In our previous works also computational simulations have been performed. The present work differs from those in two important aspects: (i) the magnetic particles are not of uniform size, but have a lognormal distribution of diameters; (ii) the parameters used in the simulations, like magnetization, anisotropy constant, liquid viscosity, applied field, temperature, etc., correspond to the values for realistic ferrofluids (in the previous works we used values, which were convenient for the simulations). For this reason, we will briefly re-derive the equations of motion, keeping all the relevant constants in them. To avoid big powers of 10 in the simulations, we introduce an appropriate system of units. The equations of motion for the particles' rotation and for the rotation of their magnetic moments are stochastic differential equations with multiplicative noise. Therefore, they have to be interpreted as Stratonovich-Langevin equations and the roles of stochastic calculus have to be used in the simulations. In our simulations, the response functions are "measured" and from them the complex susceptibilities are calculated. We performed several simulations, varying each parameter around a standard value, in order to see how the susceptibilities are correlated with the physical constants of the material. In the conclusions of special mention is the verification that the line broadening is very big. To be explicit, the ratio of the line-width of the polydisperse to that of the monodisperse with a diameter equal to the median diameter of the polydisperse, is much bigger than the ratio of the diameter's distribution width to the median diameter. It is interesting to note that for small dispersion width of diameters the resonance frequency does not change significantly with
Analysing animal social network dynamics: the potential of stochastic actor-oriented models.
Fisher, David N; Ilany, Amiyaal; Silk, Matthew J; Tregenza, Tom
2017-03-01
Animals are embedded in dynamically changing networks of relationships with conspecifics. These dynamic networks are fundamental aspects of their environment, creating selection on behaviours and other traits. However, most social network-based approaches in ecology are constrained to considering networks as static, despite several calls for such analyses to become more dynamic. There are a number of statistical analyses developed in the social sciences that are increasingly being applied to animal networks, of which stochastic actor-oriented models (SAOMs) are a principal example. SAOMs are a class of individual-based models designed to model transitions in networks between discrete time points, as influenced by network structure and covariates. It is not clear, however, how useful such techniques are to ecologists, and whether they are suited to animal social networks. We review the recent applications of SAOMs to animal networks, outlining findings and assessing the strengths and weaknesses of SAOMs when applied to animal rather than human networks. We go on to highlight the types of ecological and evolutionary processes that SAOMs can be used to study. SAOMs can include effects and covariates for individuals, dyads and populations, which can be constant or variable. This allows for the examination of a wide range of questions of interest to ecologists. However, high-resolution data are required, meaning SAOMs will not be useable in all study systems. It remains unclear how robust SAOMs are to missing data and uncertainty around social relationships. Ultimately, we encourage the careful application of SAOMs in appropriate systems, with dynamic network analyses likely to prove highly informative. Researchers can then extend the basic method to tackle a range of existing questions in ecology and explore novel lines of questioning. © 2016 The Authors. Journal of Animal Ecology published by John Wiley & Sons Ltd on behalf of British Ecological Society.
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.
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.
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.
Stochastic dynamics of phase singularities under ventricular fibrillation in 2D Beeler-Reuter model
NASA Astrophysics Data System (ADS)
Suzuki, Akio; Konno, Hidetoshi
2011-09-01
The dynamics of ventricular fibrillation (VF) has been studied extensively, and the initiation mechanism of VF has been elucidated to some extent. However, the stochastic dynamical nature of sustained VF remains unclear so far due to the complexity of high dimensional chaos in a heterogeneous system. In this paper, various statistical mechanical properties of sustained VF are studied numerically in 2D Beeler-Reuter-Drouhard-Roberge (BRDR) model with normal and modified ionic current conductance. The nature of sustained VF is analyzed by measuring various fluctuations of spatial phase singularity (PS) such as velocity, lifetime, the rates of birth and death. It is found that the probability density function (pdf) for lifetime of PSs is independent of system size. It is also found that the hyper-Gamma distribution serves as a universal pdf for the counting number of PSs for various system sizes and various parameters of our model tissue under VF. Further, it is demonstrated that the nonlinear Langevin equation associated with a hyper-Gamma process can mimic the pdf and temporal variation of the number of PSs in the 2D BRDR model.
Hoang, Tuan L.; Marian, Jaime; Bulatov, Vasily V.; Hosemann, Peter
2015-11-01
An improved version of a recently developed stochastic cluster dynamics (SCD) method (Marian and Bulatov, 2012) [6] is introduced as an alternative to rate theory (RT) methods for solving coupled ordinary differential equation (ODE) systems for irradiation damage simulations. SCD circumvents by design the curse of dimensionality of the variable space that renders traditional ODE-based RT approaches inefficient when handling complex defect population comprised of multiple (more than two) defect species. Several improvements introduced here enable efficient and accurate simulations of irradiated materials up to realistic (high) damage doses characteristic of next-generation nuclear systems. The first improvement is a procedure for efficiently updating the defect reaction-network and event selection in the context of a dynamically expanding reaction-network. Next is a novel implementation of the τ-leaping method that speeds up SCD simulations by advancing the state of the reaction network in large time increments when appropriate. Lastly, a volume rescaling procedure is introduced to control the computational complexity of the expanding reaction-network through occasional reductions of the defect population while maintaining accurate statistics. The enhanced SCD method is then applied to model defect cluster accumulation in iron thin films subjected to triple ion-beam (Fe{sup 3+}, He{sup +} and H{sup +}) irradiations, for which standard RT or spatially-resolved kinetic Monte Carlo simulations are prohibitively expensive.
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.
The availability of filament ends modulates actin stochastic dynamics in live plant cells
Li, Jiejie; Staiger, Benjamin H.; Henty-Ridilla, Jessica L.; Abu-Abied, Mohamad; Sadot, Einat; Blanchoin, Laurent; Staiger, Christopher J.
2014-01-01
A network of individual filaments that undergoes incessant remodeling through a process known as stochastic dynamics comprises the cortical actin cytoskeleton in plant epidermal cells. From images at high spatial and temporal resolution, it has been inferred that the regulation of filament barbed ends plays a central role in choreographing actin organization and turnover. How this occurs at a molecular level, whether different populations of ends exist in the array, and how individual filament behavior correlates with the overall architecture of the array are unknown. Here we develop an experimental system to modulate the levels of heterodimeric capping protein (CP) and examine the consequences for actin dynamics, architecture, and cell expansion. Significantly, we find that all phenotypes are the opposite for CP-overexpression (OX) cells compared with a previously characterized cp-knockdown line. Specifically, CP OX lines have fewer filament–filament annealing events, as well as reduced filament lengths and lifetimes. Further, cp-knockdown and OX lines demonstrate the existence of a subpopulation of filament ends sensitive to CP concentration. Finally, CP levels correlate with the biological process of axial cell expansion; for example, epidermal cells from hypocotyls with reduced CP are longer than wild-type cells, whereas CP OX lines have shorter cells. On the basis of these and other genetic studies in this model system, we hypothesize that filament length and lifetime positively correlate with the extent of axial cell expansion in dark-grown hypocotyls. PMID:24523291
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
Stochastic dynamics of electrical membrane with voltage-dependent ion channel fluctuations
NASA Astrophysics Data System (ADS)
Qian, Hong; Zhang, Xue-Juan; Qian, Min
2014-04-01
A Brownian-ratchet-like stochastic theory for the electrochemical membrane system of Hodgkin-Huxley (HH) is developed. The system is characterized by a continuous variable Q_m(t) , representing mobile membrane charge density, and a discrete variable Kt representing ion channel conformational dynamics. A Nernst-Planck-Nyquist-Johnson-type equilibrium is obtained when multiple conducting ions have a common reversal potential. Detailed balance yields a previously unknown relation between the channel switching rates and membrane capacitance, bypassing an Eyring-type explicit treatment of gating charge kinetics. From a molecular structural standpoint, the membrane charge Qm is a more natural dynamic variable than the potential Vm; our formalism treats Qm-dependent conformational transition rates \\lambda_{ij} as intrinsic parameters. Therefore, in principle, \\lambda_{ij} vs. Vm is experimental-protocol-dependent, e.g., different from voltage or charge clamping measurements. For constant membrane capacitance per unit area Cm and neglecting the membrane potential induced by gating charges, V_m=Q_m/C_m , and HH's formalism is recovered. The presence of two types of ions, with different channels and reversal potentials, gives rise to a nonequilibrium steady state with positive entropy production ep. For rapidly fluctuating channels, an expression for ep is obtained.
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.
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.
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)
Kobayashi, Tetsuya J.; Sughiyama, Yuki
2017-07-01
Adaptation in a fluctuating environment is a process of fueling environmental information to gain fitness. Living systems have gradually developed strategies for adaptation from random and passive diversification of the phenotype to more proactive decision making, in which environmental information is sensed and exploited more actively and effectively. Understanding the fundamental relation between fitness and information is therefore crucial to clarify the limits and universal properties of adaptation. In this work, we elucidate the underlying stochastic and information-thermodynamic structure in this process, by deriving causal fluctuation relations (FRs) of fitness and information. Combined with a duality between phenotypic and environmental dynamics, the FRs reveal the limit of fitness gain, the relation of time reversibility with the achievability of the limit, and the possibility and condition for gaining excess fitness due to environmental fluctuation. The loss of fitness due to causal constraints and the limited capacity of real organisms is shown to be the difference between time-forward and time-backward path probabilities of phenotypic and environmental dynamics. Furthermore, the FRs generalize the concept of the evolutionary stable state (ESS) for fluctuating environment by giving the probability that the optimal strategy on average can be invaded by a suboptimal one owing to rare environmental fluctuation. These results clarify the information-thermodynamic structures in adaptation and evolution.
A stochastic-dynamical approach to the study of the natural variability of the climate
NASA Technical Reports Server (NTRS)
Straus, D. M.; Halem, M.
1981-01-01
A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.
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.
D'Onofrio, Giuseppe; Pirozzi, Enrica
2017-05-01
We consider a stochastic differential equation in a strip, with coefficients suitably chosen to describe the acto-myosin interaction subject to time-varying forces. By simulating trajectories of the stochastic dynamics via an Euler discretization-based algorithm, we fit experimental data and determine the values of involved parameters. The steps of the myosin are represented by the exit events from the strip. Motivated by these results, we propose a specific stochastic model based on the corresponding time-inhomogeneous Gauss-Markov and diffusion process evolving between two absorbing boundaries. We specify the mean and covariance functions of the stochastic modeling process taking into account time-dependent forces including the effect of an external load. We accurately determine the probability density function (pdf) of the first exit time (FET) from the strip by solving a system of two non singular second-type Volterra integral equations via a numerical quadrature. We provide numerical estimations of the mean of FET as approximations of the dwell-time of the proteins dynamics. The percentage of backward steps is given in agreement to experimental data. Numerical and simulation results are compared and discussed.
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.
Councill, Elizabeth L
2016-03-01
Previous work has shown that an effective method of maintaining spawning stock biomass (SSB), the biomass of fish that are reproductively mature, within an exploited stock is to regulate harvest so that maximum fishing mortality rates occur after peak spawning during the year. This is known as post-recruitment harvest. The goal of this work is to examine if the advantages of post-recruitment harvest hold when reported stochasticity in the age and time distribution of harvest rates, known as selectivity, is considered. A hybrid dynamical systems model, one in which both continuous-time and discrete-time processes operate simultaneously, was derived, and recursive solutions were found. Results from other studies indicating the benefit of post-recruitment harvest were verified using this hybrid model when selectivity was considered fixed. Simulations were repeated including variance in selectivity using a Markov Chain Monte Carlo (MCMC) procedure. Results show that the benefits of post-recruitment harvest to the preservation of SSB were considerably less advantageous when each age class was assumed to be subject to annual stochastic selectivity. Furthermore, the stochastic scenarios gave estimates of SSB that were lower than their fixed selectivity analogs, indicating that the benefits of theoretical post-recruitment harvest may be diminished to some extent when stochasticity plays a large role in the dynamics.
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.
Joint effects of habitat configuration and temporal stochasticity on population dynamics
Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner
2009-01-01
Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....
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
Dynamics of the quorum sensing switch: stochastic and non-stationary effects.
Weber, Marc; Buceta, Javier
2013-01-16
A wide range of bacteria species are known to communicate through the so called quorum sensing (QS) mechanism by means of which they produce a small molecule that can freely diffuse in the environment and in the cells. Upon reaching a threshold concentration, the signalling molecule activates the QS-controlled genes that promote phenotypic changes. This mechanism, for its simplicity, has become the model system for studying the emergence of a global response in prokaryotic cells. Yet, how cells precisely measure the signal concentration and act coordinately, despite the presence of fluctuations that unavoidably affects cell regulation and signalling, remains unclear. We propose a model for the QS signalling mechanism in Vibrio fischeri based on the synthetic strains lux01 and lux02. Our approach takes into account the key regulatory interactions between LuxR and LuxI, the autoinducer transport, the cellular growth and the division dynamics. By using both deterministic and stochastic models, we analyze the response and dynamics at the single-cell level and compare them to the global response at the population level. Our results show how fluctuations interfere with the synchronization of the cell activation and lead to a bimodal phenotypic distribution. In this context, we introduce the concept of precision in order to characterize the reliability of the QS communication process in the colony. We show that increasing the noise in the expression of LuxR helps cells to get activated at lower autoinducer concentrations but, at the same time, slows down the global response. The precision of the QS switch under non-stationary conditions decreases with noise, while at steady-state it is independent of the noise value. Our in silico experiments show that the response of the LuxR/LuxI system depends on the interplay between non-stationary and stochastic effects and that the burst size of the transcription/translation noise at the level of LuxR controls the phenotypic
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
Dynamics of a stochastic HIV-1 infection model with logistic growth
NASA Astrophysics Data System (ADS)
Jiang, Daqing; Liu, Qun; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed; Xia, Peiyan
2017-03-01
This paper is concerned with a stochastic HIV-1 infection model with logistic growth. Firstly, by constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of ergodic stationary distribution of the solution to the HIV-1 infection model. Then we obtain sufficient conditions for extinction of the infection. The stationary distribution shows that the infection can become persistent in vivo.
Two-strain competition in quasi-neutral stochastic disease dynamics
USDA-ARS?s Scientific Manuscript database
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...
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.
Gutierrez, Rafael M.; Useche, Gina M.; Buitrago, Elias
2007-11-13
We present a procedure developed to detect stochastic and deterministic information contained in empirical time series, useful to characterize and make models of different aspects of complex phenomena represented by such data. This procedure is applied to a seismological time series to obtain new information to study and understand geological phenomena. We use concepts and methods from nonlinear dynamics and maximum entropy. The mentioned method allows an optimal analysis of the available information.
Ghosh, M M; Rai, R K
2014-04-01
A coupled molecular dynamics (MD)-stochastic simulation based model has been proposed here for the thermal conductivity of ethylene glycol (EG) based copper nanofluid. The model is based on the thermal evolution of the nanoparticles dispersed in the nanofluid which is in contact with a heat source. It is natural that the nanoparticles dispersed in the nanofluid would move randomly by Brownian motion and repeatedly collide with the heat source. During each collision the nanoparticles would extract some heat by conduction mode from the heat source and this heat would be dissipated to the base fluid during Brownian motion by a combination of conduction and microconvection mode. Thus, in addition to normal conductive heat transfer through the base fluid (EG) itself (without nanoparticles) some amount of heat is transferred by the collision of the nanoparticles with the heat source. The extent of this additional heat transfer has been estimated in the present model to estimate the enhancement in thermal conductivity of EG based copper nanofluid, as a function of volume fraction loading of nanoparticles. The prediction of the present model has been compared with the experimental data available in literature, and it has shown a reasonable agreement between the theoretical prediction and the experimental data.
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.
Sindhikara, Daniel J; Kim, Seonah; Voter, Arthur F; Roitberg, Adrian E
2009-06-09
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.
Stochastic dynamics of resistive switching: fluctuations lead to optimal particle number
NASA Astrophysics Data System (ADS)
Radtke, Paul K.; Hazel, Andrew L.; Straube, Arthur V.; Schimansky-Geier, Lutz
2017-09-01
Resistive switching (RS) is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start playing a role that cannot be neglected. A detailed understanding of switching mechanisms and reliability is essential. For this reason, we formulate a particle model based on the stochastic motion of oxygen vacancies. It allows us to investigate fluctuations in the resistance states of a switch with two active zones. The vacancies’ dynamics are governed by a master equation. Upon the application of a voltage pulse, the vacancies travel collectively through the switch. By deriving a generalized Burgers equation we can interpret this collective motion as nonlinear traveling waves, and numerically verify this result. Further, we define binary logical states by means of the underlying vacancy distributions, and establish a framework of writing and reading such memory element with voltage pulses. Considerations about the discriminability of these operations under fluctuations together with the markedness of the RS effect itself lead to the conclusion, that an intermediate vacancy number is optimal for performance.
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.
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.
Zhang, Xiaodong; Huang, Gordon
2013-02-15
Greenhouse gas (GHG) emissions from municipal solid waste (MSW) management facilities have become a serious environmental issue. In MSW management, not only economic objectives but also environmental objectives should be considered simultaneously. In this study, a dynamic stochastic possibilistic multiobjective programming (DSPMP) model is developed for supporting MSW management and associated GHG emission control. The DSPMP model improves upon the existing waste management optimization methods through incorporation of fuzzy possibilistic programming and chance-constrained programming into a general mixed-integer multiobjective linear programming (MOP) framework where various uncertainties expressed as fuzzy possibility distributions and probability distributions can be effectively reflected. Two conflicting objectives are integrally considered, including minimization of total system cost and minimization of total GHG emissions from waste management facilities. Three planning scenarios are analyzed and compared, representing different preferences of the decision makers for economic development and environmental-impact (i.e. GHG-emission) issues in integrated MSW management. Optimal decision schemes under three scenarios and different p(i) levels (representing the probability that the constraints would be violated) are generated for planning waste flow allocation and facility capacity expansions as well as GHG emission control. The results indicate that economic and environmental tradeoffs can be effectively reflected through the proposed DSPMP model. The generated decision variables can help the decision makers justify and/or adjust their waste management strategies based on their implicit knowledge and preferences. Copyright © 2012 Elsevier B.V. All rights reserved.
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.
Drogoul, Audric; Veltz, Romain
2017-02-01
In this work, we provide three different numerical evidences for the occurrence of a Hopf bifurcation in a recently derived [De Masi et al., J. Stat. Phys. 158, 866-902 (2015) and Fournier and löcherbach, Ann. Inst. H. Poincaré Probab. Stat. 52, 1844-1876 (2016)] mean field limit of a stochastic network of excitatory spiking neurons. The mean field limit is a challenging nonlocal nonlinear transport equation with boundary conditions. The first evidence relies on the computation of the spectrum of the linearized equation. The second stems from the simulation of the full mean field. Finally, the last evidence comes from the simulation of the network for a large number of neurons. We provide a "recipe" to find such bifurcation which nicely complements the works in De Masi et al. [J. Stat. Phys. 158, 866-902 (2015)] and Fournier and löcherbach [Ann. Inst. H. Poincaré Probab. Stat. 52, 1844-1876 (2016)]. This suggests in return to revisit theoretically these mean field equations from a dynamical point of view. Finally, this work shows how the noise level impacts the transition from asynchronous activity to partial synchronization in excitatory globally pulse-coupled networks.
Hopf bifurcation in a nonlocal nonlinear transport equation stemming from stochastic neural dynamics
NASA Astrophysics Data System (ADS)
Drogoul, Audric; Veltz, Romain
2017-02-01
In this work, we provide three different numerical evidences for the occurrence of a Hopf bifurcation in a recently derived [De Masi et al., J. Stat. Phys. 158, 866-902 (2015) and Fournier and löcherbach, Ann. Inst. H. Poincaré Probab. Stat. 52, 1844-1876 (2016)] mean field limit of a stochastic network of excitatory spiking neurons. The mean field limit is a challenging nonlocal nonlinear transport equation with boundary conditions. The first evidence relies on the computation of the spectrum of the linearized equation. The second stems from the simulation of the full mean field. Finally, the last evidence comes from the simulation of the network for a large number of neurons. We provide a "recipe" to find such bifurcation which nicely complements the works in De Masi et al. [J. Stat. Phys. 158, 866-902 (2015)] and Fournier and löcherbach [Ann. Inst. H. Poincaré Probab. Stat. 52, 1844-1876 (2016)]. This suggests in return to revisit theoretically these mean field equations from a dynamical point of view. Finally, this work shows how the noise level impacts the transition from asynchronous activity to partial synchronization in excitatory globally pulse-coupled networks.
Dynamic Reconfiguration and Routing Algorithms for IP-Over-WDM Networks With Stochastic Traffic
NASA Astrophysics Data System (ADS)
Brzezinski, Andrew; Modiano, Eytan
2005-10-01
We develop algorithms for joint IP-layer routing and WDM logical topology reconfiguration in IP-over-WDM networks experiencing stochastic traffic. At the wavelenght division multiplexing (WDM) layer, we associate a nonnegligible overhead with WDM reconfiguration, during which time tuned transceivers cannot service backlogged data. The Internet Protocol (IP) layer is modeled as a queueing system. We demonstrate that the proposed algorithms achieve asymptotic throughput optimality by using frame-based maximum weight scheduling decisions. We study both fixed and variable frame durations. In addition to dynamically triggering WDM reconfiguration, our algorithms specify precisely how to route packets over the IP layer during the phases in which the WDM layer remains fixed. We demonstrate that optical-layer constraints do not affect the results, and provide an analysis of the specific case of WDM networks with multiple ports per node. In order to gauge the delay properties of our algorithms, we conduct a simulation study and demonstrate an important tradeoff between WDM reconfiguration and IP-layer routing. We find that multihop routing is extremely beneficial at low-throughput levels, while single-hop routing achieves improved delay at high-throughput levels. For a simple access network, we demonstrate through simulation the benefit of employing multihop IP-layer routes.
On the range of validity of the fluctuation theorem for stochastic Markovian dynamics
NASA Astrophysics Data System (ADS)
Rákos, A.; Harris, R. J.
2008-05-01
We consider the fluctuations of generalized currents in stochastic Markovian dynamics. The large deviations of current fluctuations are shown to obey a Gallavotti-Cohen (GC) type symmetry in systems with a finite state space. However, this symmetry is not guaranteed to hold in systems with an infinite state space. A simple example of such a case is the zero-range process (ZRP). Here we discuss in more detail the already reported (Harris et al 2006 Europhys. Lett. 75 227) breakdown of the GC symmetry in the context of the ZRP with open boundaries and we give a physical interpretation of the phases that appear. Furthermore, the earlier analytical results for the single-site case are extended to cover multiple-site systems. We also use our exact results to test an efficient numerical algorithm of Giardinà et al (2006 Phys. Rev. Lett. 96 120603), which was developed to measure the current large deviation function directly. We find that this method breaks down in some phases which we associate with the gapless spectrum of an effective Hamiltonian.
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.
Dynamic Transition States of ErbB1 Phosphorylation Predicted by Spatial Stochastic Modeling
Pryor, Meghan McCabe; Low-Nam, Shalini T.; Halász, Ádám M.; Lidke, Diane S.; Wilson, Bridget S.; Edwards, Jeremy S.
2013-01-01
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. PMID:24048005
Stochastic differential equations for evolutionary dynamics with demographic noise and mutations.
Traulsen, Arne; Claussen, Jens Christian; Hauert, Christoph
2012-04-01
We present a general framework to describe the evolutionary dynamics of an arbitrary number of types in finite populations based on stochastic differential equations (SDEs). For large, but finite populations this allows us to include demographic noise without requiring explicit simulations. Instead, the population size only rescales the amplitude of the noise. Moreover, this framework admits the inclusion of mutations between different types, provided that mutation rates μ are not too small compared to the inverse population size 1/N. This ensures that all types are almost always represented in the population and that the occasional extinction of one type does not result in an extended absence of that type. For μN≪1 this limits the use of SDEs, but in this case there are well established alternative approximations based on time scale separation. We illustrate our approach by a rock-scissors-paper game with mutations, where we demonstrate excellent agreement with simulation based results for sufficiently large populations. In the absence of mutations the excellent agreement extends to small population sizes.
Stochastic differential equations for evolutionary dynamics with demographic noise and mutations
NASA Astrophysics Data System (ADS)
Traulsen, Arne; Claussen, Jens Christian; Hauert, Christoph
2012-04-01
We present a general framework to describe the evolutionary dynamics of an arbitrary number of types in finite populations based on stochastic differential equations (SDEs). For large, but finite populations this allows us to include demographic noise without requiring explicit simulations. Instead, the population size only rescales the amplitude of the noise. Moreover, this framework admits the inclusion of mutations between different types, provided that mutation rates μ are not too small compared to the inverse population size 1/N. This ensures that all types are almost always represented in the population and that the occasional extinction of one type does not result in an extended absence of that type. For μN≪1 this limits the use of SDEs, but in this case there are well established alternative approximations based on time scale separation. We illustrate our approach by a rock-scissors-paper game with mutations, where we demonstrate excellent agreement with simulation based results for sufficiently large populations. In the absence of mutations the excellent agreement extends to small population sizes.
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).
Dynamics of bed use in accommodating emergency admissions: stochastic simulation model.
Bagust, A; Place, M; Posnett, J W
1999-07-17
To examine the daily bed requirements arising from the flow of emergency admissions to an acute hospital, to identify the implications of fluctuating and unpredictable demands for emergency admission for the management of hospital bed capacity, and to quantify the daily risk of insufficient capacity for patients requiring immediate admission. Modelling of the dynamics of the hospital system, using a discrete-event stochastic simulation model, which reflects the relation between demand and available bed capacity. Hypothetical acute hospital in England. Simulated emergency admissions of all types except mental disorder. The risk of having no bed available for any patient requiring immediate admission; the daily risk that there is no bed available for at least one patient requiring immediate admission; the mean bed occupancy rate. Risks are discernible when average bed occupancy rates exceed about 85%, and an acute hospital can expect regular bed shortages and periodic bed crises if average bed occupancy rises to 90% or more. There are limits to the occupancy rates that can be achieved safely without considerable risk to patients and to the efficient delivery of emergency care. Spare bed capacity is therefore essential for the effective management of emergency admissions, and its cost should be borne by purchasers as an essential element of an acute hospital service.
NASA Astrophysics Data System (ADS)
Yang, Tao; Cao, Qingjie
2017-04-01
Based on the quasi-zero stiffness vibration isolation (QZS-VI) system, nonlinear transition dynamics have been investigated coupled with both time-delayed displacement and velocity feedbacks. Using a delayed nonlinear Langevin approach, we discuss a new mechanism for the transition of a vibration isolator in which the energy originates from harmonic and noise excitations. For this stochastic process, the effective displacement potential, stationary probability density function and the escape ratio are obtained. We investigate a variety of noise-induced behaviors affecting the transitions between system equilibria states. The results indicate that the phenomena of transition, resonant activation and delay-enhanced stability may emerge in the QZS-VI system. Moreover, we also show that the time delay, delay feedback intensities, and harmonic excitation play significant roles in the resonant activation and delay-enhanced stability phenomena. Finally, a quantitative measure for amplitude response has been carried out to evaluate the isolation performance of the controlled QZS-VI system. The results show that with properly designed feedback parameters, time delay and displacement feedback intensity can play the role of a damping force. This research provides instructive ideas on the application of the time-delayed control in practical engineering.
NASA Astrophysics Data System (ADS)
Banerjee, Kinshuk
2015-05-01
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.
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).
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.
Stochastic dynamics of adaptive trait and neutral marker driven by eco-evolutionary feedbacks.
Billiard, Sylvain; Ferrière, Régis; Méléard, Sylvie; Tran, Viet Chi
2015-11-01
How the neutral diversity is affected by selection and adaptation is investigated in an eco-evolutionary framework. In our model, we study a finite population in continuous time, where each individual is characterized by a trait under selection and a completely linked neutral marker. Population dynamics are driven by births and deaths, mutations at birth, and competition between individuals. Trait values influence ecological processes (demographic events, competition), and competition generates selection on trait variation, thus closing the eco-evolutionary feedback loop. The demographic effects of the trait are also expected to influence the generation and maintenance of neutral variation. We consider a large population limit with rare mutation, under the assumption that the neutral marker mutates faster than the trait under selection. We prove the convergence of the stochastic individual-based process to a new measure-valued diffusive process with jumps that we call Substitution Fleming-Viot Process (SFVP). When restricted to the trait space this process is the Trait Substitution Sequence first introduced by Metz et al. (1996). During the invasion of a favorable mutation, a genetical bottleneck occurs and the marker associated with this favorable mutant is hitchhiked. By rigorously analysing the hitchhiking effect and how the neutral diversity is restored afterwards, we obtain the condition for a time-scale separation; under this condition, we show that the marker distribution is approximated by a Fleming-Viot distribution between two trait substitutions. We discuss the implications of the SFVP for our understanding of the dynamics of neutral variation under eco-evolutionary feedbacks and illustrate the main phenomena with simulations. Our results highlight the joint importance of mutations, ecological parameters, and trait values in the restoration of neutral diversity after a selective sweep.
NASA Astrophysics Data System (ADS)
Drummond, Jen; Davies-Colley, Rob; Stott, Rebecca; Sukias, James; Nagels, John; Sharp, Alice; Packman, Aaron
2014-05-01
Transport dynamics of microbial cells and organic fine particles are important to stream ecology and biogeochemistry. Cells and particles continuously deposit and resuspend during downstream transport owing to a variety of processes including gravitational settling, interactions with in-stream structures or biofilms at the sediment-water interface, and hyporheic exchange and filtration within underlying sediments. Deposited cells and particles are also resuspended following increases in streamflow. Fine particle retention influences biogeochemical processing of substrates and nutrients (C, N, P), while remobilization of pathogenic microbes during flood events presents a hazard to downstream uses such as water supplies and recreation. We are conducting studies to gain insights into the dynamics of fine particles and microbes in streams, with a campaign of experiments and modeling. The results improve understanding of fine sediment transport, carbon cycling, nutrient spiraling, and microbial hazards in streams. We developed a stochastic model to describe the transport and retention of fine particles and microbes in rivers that accounts for hyporheic exchange and transport through porewaters, reversible filtration within the streambed, and microbial inactivation in the water column and subsurface. This model framework is an advance over previous work in that it incorporates detailed transport and retention processes that are amenable to measurement. Solute, particle, and microbial transport were observed both locally within sediment and at the whole-stream scale. A multi-tracer whole-stream injection experiment compared the transport and retention of a conservative solute, fluorescent fine particles, and the fecal indicator bacterium Escherichia coli. Retention occurred within both the underlying sediment bed and stands of submerged macrophytes. The results demonstrate that the combination of local measurements, whole-stream tracer experiments, and advanced modeling
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
Vellela, Melissa; Qian, Hong
2009-10-06
Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.
Stochastic dynamics of complexation reaction in the limit of small numbers.
Ghosh, Kingshuk
2011-05-21
We study stochastic dynamics of the non-linear bimolecular reaction A + B↔AB. These reactions are common in several bio-molecular systems such as binding, complexation, protein multimerization to name a few. We use master equation to compute the full distribution of several stochastic equilibrium properties such as number of complexes formed (N(c)), equilibrium constant (K). We provide exact analytical and simpler approximate expression for equilibrium fluctuation quantities to quickly estimate the amount of noise as a function of reactant molecules and rates. We construct the phase diagram for a fluctuational quantity f, defined as the ratio of standard deviation to average (f=√
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
Stochastic dynamics and chaos in the 3D Hindmarsh-Rose model
NASA Astrophysics Data System (ADS)
Ryashko, Lev; Bashkirtseva, Irina; Slepukhina, Evdokia; Fedotov, Sergei
2016-12-01
We study the effect of random disturbances on the three-dimensional Hindmarsh-Rose model of neural activity. In a parametric zone, where the only attractor of the system is a stable equilibrium, a stochastic generation of bursting oscillations is observed. For a sufficiently small noise, random states concentrate near the equilibrium. With an increase of the noise intensity, along with small-amplitude oscillations around the equilibrium, bursts are observed. The relationship of the noise-induced generation of bursts with system transitions from order to chaos is discussed. For a quantitative analysis of these stochastic phenomena, an approach based on the stochastic sensitivity function technique is suggested.
NASA Astrophysics Data System (ADS)
Liu, Chao; Wang, Luping; Zhang, Qingling; Yan, Yun
2017-09-01
This paper presents a double delayed bioeconomic phytoplankton zooplankton system with commercial harvesting on zooplankton and environmental stochasticity. Maturation delay for toxin producing phytoplankton and gestation delay for zooplankton are considered. Environmental stochasticity is incorporated into the proposed system in form of Gaussian white noises. Some sufficient conditions are derived to show that the proposed system has a unique global positive solution. In absence of double time delays, stochastic stability and existence of stochastic Hopf bifurcation are studied based on invariant measure theory and singular boundary theory of diffusion process for the proposed system. In presence of double time delays, asymptotic behaviors of the interior equilibrium are discussed by constructing some appropriate Lyapunov functions.
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
NASA Astrophysics Data System (ADS)
Sapsis, T.
2012-04-01
We examine the geometry of the inertial manifold associated with fluid flows described by Navier-Stokes equations and we relate its nonlinear dimensionality to energy exchanges between the mean flow and stochastic modes of the flow. Specifically, we employ a stochastic framework based on the dynamically orthogonal field equations to perform efficient order-reduction in terms of time-dependent modes and describe the inertial manifold in the reduced-order phase space in terms of the associated probability measure. We introduce the notion of local fractal dimensionality and we establish a connection with the finite-time Lyapunov exponents of the reduced-order dynamics. Based on this tool we illustrate in 2D Navier-Stokes equations that the underlying mechanism responsible for the finite dimensionality of the inertial manifold is, apart from the viscous dissipation, the reverse flow of energy from the stochastic fluctuations (containing in general smaller lengthscales) back to the mean flow (which is characterized by larger spatial scales).