Science.gov

Sample records for non-markovian stochastic description

  1. Interpretation of non-Markovian stochastic Schroedinger equations as a hidden-variable theory

    SciTech Connect

    Gambetta, Jay; Wiseman, H.M.

    2003-12-01

    Do diffusive non-Markovian stochastic Schroedinger equations (SSEs) for open quantum systems have a physical interpretation? In a recent paper [Phys. Rev. A 66, 012108 (2002)] we investigated this question using the orthodox interpretation of quantum mechanics. We found that the solution of a non-Markovian SSE represents the state the system would be in at that time if a measurement was performed on the environment at that time, and yielded a particular result. However, the linking of solutions at different times to make a trajectory is, we concluded, a fiction. In this paper we investigate this question using the modal (hidden variable) interpretation of quantum mechanics. We find that the noise function z(t) appearing in the non-Markovian SSE can be interpreted as a hidden variable for the environment. That is, some chosen property (beable) of the environment has a definite value z(t) even in the absence of measurement on the environment. The non-Markovian SSE gives the evolution of the state of the system 'conditioned' on this environment hidden variable. We present the theory for diffusive non-Markovian SSEs that have as their Markovian limit SSEs corresponding to homodyne and heterodyne detection, as well as one which has no Markovian limit.

  2. Stochastic Impulse Control of Non-Markovian Processes

    SciTech Connect

    Djehiche, Boualem; Hamadene, Said Hdhiri, Ibtissam

    2010-02-15

    We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of combined optimal stochastic and impulse control of a fairly general class of diffusions with random coefficients. Unlike, in the Markovian framework, we cannot apply quasi-variational inequalities techniques. We rather derive the main results using techniques involving reflected BSDEs and the Snell envelope.

  3. Stochastic simulation of dissipation and non-Markovian effects in open quantum systems.

    PubMed

    Lacroix, Denis

    2008-04-01

    The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation for the reduced density. The influence of the environment is incorporated through a mean field which is both stochastic and nonlocal in time and where the standard two-time correlation functions of the environment appear naturally. Since no approximation is made, the presented theory incorporates exactly dissipative and non-Markovian effects. Applications to the spin-boson model coupled to a heat bath with various coupling regimes and temperature show that the presented stochastic theory can be a valuable tool to simulate exactly the dynamics of open quantum systems. Links with the stochastic Schrödinger equation method and possible extensions to "imaginary time" propagation are discussed.

  4. Robustness of the non-Markovian Alzheimer walk under stochastic perturbation

    NASA Astrophysics Data System (ADS)

    Cressoni, J. C.; da Silva, L. R.; Viswanathan, G. M.; da Silva, M. A. A.

    2012-12-01

    The elephant walk model originally proposed by Schütz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk model, because it was the first model shown to have amnestically induced persistence —i.e. superdiffusion caused by loss of memory. Here we study the robustness of the Alzheimer walk by adding a memoryless stochastic perturbation. Surprisingly, the solution of the perturbed model can be formally reduced to the solutions of the unperturbed model. Specifically, we give an exact solution of the perturbed model by finding a surjective mapping to the unperturbed model.

  5. Quantum Stochastic Equations for an Opto-Mechanical Oscillator with Radiation Pressure Interaction and Non-Markovian Effects

    NASA Astrophysics Data System (ADS)

    Barchielli, Alberto

    2016-06-01

    The quantum stochastic Schrödinger equation or Hudson-Parthasarathy (HP) equation is a powerful tool to construct unitary dilations of quantum dynamical semigroups and to develop the theory of measurements in continuous time via the construction of output fields. An important feature of such an equation is that it allows to treat not only absorption and emission of quanta, but also scattering processes, which however had very few applications in physical modelling. Moreover, recent developments have shown that also some non-Markovian dynamics can be generated by suitable choices of the state of the quantum noises involved in the HP-equation. This paper is devoted to an application involving these two features, non-Markovianity and scattering process. We consider a micro-mirror mounted on a vibrating structure and reflecting a laser beam, a process giving rise to a radiation-pressure force on the mirror. We show that this process needs the scattering part of the HP-equation to be described. On the other side, non-Markovianity is introduced by the dissipation due to the interaction with some thermal environment which we represent by a phonon field, with a nearly arbitrary excitation spectrum, and by the introduction of phase noise in the laser beam. Finally, we study the full power spectrum of the reflected light and we show how the laser beam can be used as a temperature probe.

  6. Dynamics of time correlation functions and stochastic quantum trajectories methods in Non-Markovian systems

    SciTech Connect

    Alonso, Daniel; Vega, Ines de

    2010-06-15

    Open quantum systems are often encountered in many different physical situations. From quantum optics to statistical mechanics, they are fundamental in the understanding of a great variety of different phenomena. Some of the most common examples are the relaxation to equilibrium, the existence of nonequilibrium stationary states, and the dynamics of atoms in interaction with electromagnetic fields. A crucial step in the analysis is to consider the quantum open system and its environment as the two mutually interacting components of a larger isolated system. Thereafter, the so-called Markov approximation is often considered, which consists on assuming that the time scales associated to the dynamics of the quantum open system are larger than those of the environment. It is the interplay of the different time scales associated with the system and the environment what determines the validity of the different approximations made. In this paper we will discuss the dynamics of a open quantum system in contact with a reservoir when the Markov approximation is not valid, and we have to include some non-Markovian or memory effects.

  7. Non-Markovian approach to globally coupled excitable systems

    SciTech Connect

    Prager, T.; Schimansky-Geier, L.; Zaks, M. A.; Falcke, M.

    2007-07-15

    We consider stochastic excitable units with three discrete states. Each state is characterized by a waiting time density function. This approach allows for a non-Markovian description of the dynamics of separate excitable units and of ensembles of such units. We discuss the emergence of oscillations in a globally coupled ensemble with excitatory coupling. In the limit of a large ensemble we derive the non-Markovian mean-field equations: nonlinear integral equations for the populations of the three states. We analyze the stability of their steady solutions. Collective oscillations are shown to persist in a large parameter region beyond supercritical and subcritical Hopf bifurcations. We compare the results with simulations of discrete units as well as of coupled FitzHugh-Nagumo systems.

  8. Non-Markovian dynamics without using a quantum trajectory

    SciTech Connect

    Wu Chengjun; Li Yang; Zhu Mingyi; Guo Hong

    2011-05-15

    Open quantum systems interacting with structured environments is important and manifests non-Markovian behavior, which was conventionally studied using a quantum trajectory stochastic method. In this paper, by dividing the effects of the environment into two parts, we propose a deterministic method without using a quantum trajectory. This method is more efficient and accurate than the stochastic method in most Markovian and non-Markovian cases. We also extend this method to the generalized Lindblad master equation.

  9. Closing the hierarchy for non-Markovian magnetization dynamics

    NASA Astrophysics Data System (ADS)

    Tranchida, J.; Thibaudeau, P.; Nicolis, S.

    2016-04-01

    We propose a stochastic approach for the description of the time evolution of the magnetization of nanomagnets, that interpolates between the Landau-Lifshitz-Gilbert and the Landau-Lifshitz-Bloch approximations, by varying the strength of the noise. In addition, we take into account the autocorrelation time of the noise and explore the consequences, when it is finite, on the scale of the response of the magnetization, i.e. when it may be described as colored, rather than white, noise and non-Markovian features become relevant. We close the hierarchy for the moments of the magnetization, by introducing a suitable truncation scheme, whose validity is tested by direct numerical solution of the moment equations and compared to the average deduced from a numerical solution of the corresponding stochastic Langevin equation. In this way we establish a general framework that allows both coarse-graining simulations and faster calculations beyond the truncation approximation used here.

  10. Quantum measurements in continuous time, non-Markovian evolutions and feedback.

    PubMed

    Barchielli, Alberto; Gregoratti, Matteo

    2012-11-28

    In this article, we reconsider a version of quantum trajectory theory based on the stochastic Schrödinger equation with stochastic coefficients, which was mathematically introduced in the 1990s, and we develop it in order to describe the non-Markovian evolution of a quantum system continuously measured and controlled, thanks to a measurement-based feedback. Indeed, realistic descriptions of a feedback loop have to include delay and thus need a non-Markovian theory. The theory allows us to put together non-Markovian evolutions and measurements in continuous time, in agreement with the modern axiomatic formulation of quantum mechanics. To illustrate the possibilities of such a theory, we apply it to a two-level atom stimulated by a laser. We introduce closed loop control too, via the stimulating laser, with the aim of enhancing the 'squeezing' of the emitted light, or other typical quantum properties. Note that here we change the point of view with respect to the usual applications of control theory. In our model, the 'system' is the two-level atom, but we do not want to control its state, to bring the atom to a final target state. Our aim is to control the 'Mandel Q-parameter' and the spectrum of the emitted light; in particular, the spectrum is not a property at a single time, but involves a long interval of times (a Fourier transform of the autocorrelation function of the observed output is needed).

  11. Quantum measurements in continuous time, non-Markovian evolutions and feedback.

    PubMed

    Barchielli, Alberto; Gregoratti, Matteo

    2012-11-28

    In this article, we reconsider a version of quantum trajectory theory based on the stochastic Schrödinger equation with stochastic coefficients, which was mathematically introduced in the 1990s, and we develop it in order to describe the non-Markovian evolution of a quantum system continuously measured and controlled, thanks to a measurement-based feedback. Indeed, realistic descriptions of a feedback loop have to include delay and thus need a non-Markovian theory. The theory allows us to put together non-Markovian evolutions and measurements in continuous time, in agreement with the modern axiomatic formulation of quantum mechanics. To illustrate the possibilities of such a theory, we apply it to a two-level atom stimulated by a laser. We introduce closed loop control too, via the stimulating laser, with the aim of enhancing the 'squeezing' of the emitted light, or other typical quantum properties. Note that here we change the point of view with respect to the usual applications of control theory. In our model, the 'system' is the two-level atom, but we do not want to control its state, to bring the atom to a final target state. Our aim is to control the 'Mandel Q-parameter' and the spectrum of the emitted light; in particular, the spectrum is not a property at a single time, but involves a long interval of times (a Fourier transform of the autocorrelation function of the observed output is needed). PMID:23091214

  12. Entropy production in a non-Markovian environment.

    PubMed

    Kutvonen, Aki; Ala-Nissila, Tapio; Pekola, Jukka

    2015-07-01

    Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually treated in the context of either isolated Hamiltonian evolution, or Markovian dynamics in open systems. However, there is no reason a priori why the Markovian approximation should be valid in driven systems under nonequilibrium conditions. In this work, we introduce an explicitly non-Markovian model of dynamics of an open system, where the correlations between the system and the environment drive a subset of the environment out of equilibrium. Such an environment gives rise to a new type of non-Markovian entropy production term. Such non-Markovian components must be taken into account in order to recover the fluctuation relations for entropy. As a concrete example, we explicitly derive such modified fluctuation relations for the case of an overheated single electron box. PMID:26274125

  13. On Reinforcement Memory for Non-Markovian Control

    NASA Astrophysics Data System (ADS)

    Osman, Hassab Elgawi

    This paper contributes on designing robotic memory controller for solving non-Markovian reinforcement tasks, which correspond to a great deal of real-life stochastic predictions and control problems. Instead of holistic search for the whole memory contents, the controller adopts associated feature analysis to produce the most likely relevant action from previous experiences. Actor-Critic (AC) learning is used to adaptively tune the control parameters, while an on-line variant of decisiontrees ensemble learner is used as memory-capable to approximate the policy of the Actor and the value function of the Critic. Learning capability is experimentally examined through non-Markovian cart-pole balancing task. The result shows that the proposed controller acquired complex behaviors such as balancing two poles simultaneously.

  14. Thermodynamic power of non-Markovianity

    PubMed Central

    Bylicka, Bogna; Tukiainen, Mikko; Chruściński, Dariusz; Piilo, Jyrki; Maniscalco, Sabrina

    2016-01-01

    The natural framework to discuss thermodynamics at the quantum level is the theory of open quantum systems. Memory effects arising from strong system-environment correlations may lead to information back-flow, that is non-Markovian behaviour. The relation between non-Markovianity and quantum thermodynamics has been until now largely unexplored. Here we show by means of Landauer’s principle that memory effects control the amount of work extraction by erasure in presence of realistic environments. PMID:27323947

  15. Convolutionless Non-Markovian master equations and quantum trajectories: Brownian motion

    SciTech Connect

    Strunz, Walter T.; Yu Ting

    2004-05-01

    Stochastic Schroedinger equations for quantum trajectories offer an alternative and sometimes superior approach to the study of open quantum system dynamics. Here we show that recently established convolutionless non-Markovian stochastic Schroedinger equations may serve as a powerful tool for the derivation of convolutionless master equations for non-Markovian open quantum systems. The most interesting example is quantum Brownian motion (QBM) of a harmonic oscillator coupled to a heat bath of oscillators, one of the most employed exactly soluble models of open system dynamics. We show explicitly how to establish the direct connection between the exact convolutionless master equation of QBM and the corresponding convolutionless exact stochastic Schroedinger equation.

  16. Non-Markovian Quantum Evolution: Time-Local Generators and Memory Kernels

    NASA Astrophysics Data System (ADS)

    Chruściński, Dariusz; Należyty, Paweł

    2016-06-01

    In this paper we provide a basic introduction to the topic of quantum non-Markovian evolution presenting both time-local and memory kernel approach to the evolution of open quantum systems. We start with the standard notion of a classical Markovian stochastic process and generalize it to classical Markovian stochastic evolution which in turn becomes a starting point of the quantum setting. Our approach is based on the notion of P-divisible, CP-divisible maps and their refinements to k-divisible maps. Basic methods enabling one to detect non-Markovianity of the quantum evolution are also presented. Our analysis is illustrated by several simple examples.

  17. Non-Markovian environments and entanglement preservation

    SciTech Connect

    Tan, Jackson; Kyaw, Thi Ha; Yeo, Ye

    2010-06-15

    Using the Shabani-Lidar post-Markovian master equation, we derive non-Markovian generalizations of important quantum decohering operations on single qubits. When environmental memory effects are being taken into account, both single-qubit coherence and two-qubit entanglement may be preserved over a longer period of time, in contrast to the corresponding situations where these are totally neglected. We argue that recognizing the fact that every environment is inherently non-Markovian could be the key to the resolution of the issue of entanglement sudden death.

  18. Colloquium: Non-Markovian dynamics in open quantum systems

    NASA Astrophysics Data System (ADS)

    Breuer, Heinz-Peter; Laine, Elsi-Mari; Piilo, Jyrki; Vacchini, Bassano

    2016-04-01

    The dynamical behavior of open quantum systems plays a key role in many applications of quantum mechanics, examples ranging from fundamental problems, such as the environment-induced decay of quantum coherence and relaxation in many-body systems, to applications in condensed matter theory, quantum transport, quantum chemistry, and quantum information. In close analogy to a classical Markovian stochastic process, the interaction of an open quantum system with a noisy environment is often modeled phenomenologically by means of a dynamical semigroup with a corresponding time-independent generator in Lindblad form, which describes a memoryless dynamics of the open system typically leading to an irreversible loss of characteristic quantum features. However, in many applications open systems exhibit pronounced memory effects and a revival of genuine quantum properties such as quantum coherence, correlations, and entanglement. Here recent theoretical results on the rich non-Markovian quantum dynamics of open systems are discussed, paying particular attention to the rigorous mathematical definition, to the physical interpretation and classification, as well as to the quantification of quantum memory effects. The general theory is illustrated by a series of physical examples. The analysis reveals that memory effects of the open system dynamics reflect characteristic features of the environment which opens a new perspective for applications, namely, to exploit a small open system as a quantum probe signifying nontrivial features of the environment it is interacting with. This Colloquium further explores the various physical sources of non-Markovian quantum dynamics, such as structured environmental spectral densities, nonlocal correlations between environmental degrees of freedom, and correlations in the initial system-environment state, in addition to developing schemes for their local detection. Recent experiments addressing the detection, quantification, and control of

  19. Generalization of Pairwise Models to non-Markovian Epidemics on Networks

    NASA Astrophysics Data System (ADS)

    Kiss, Istvan Z.; Röst, Gergely; Vizi, Zsolt

    2015-08-01

    In this Letter, a generalization of pairwise models to non-Markovian epidemics on networks is presented. For the case of infectious periods of fixed length, the resulting pairwise model is a system of delay differential equations, which shows excellent agreement with results based on stochastic simulations. Furthermore, we analytically compute a new R0 -like threshold quantity and an analytical relation between this and the final epidemic size. Additionally, we show that the pairwise model and the analytic results can be generalized to an arbitrary distribution of the infectious times, using integro-differential equations, and this leads to a general expression for the final epidemic size. By showing the rigorous link between non-Markovian dynamics and pairwise delay differential equations, we provide the framework for a more systematic understanding of non-Markovian dynamics.

  20. Non-Markovianity of Gaussian Channels.

    PubMed

    Torre, G; Roga, W; Illuminati, F

    2015-08-14

    We introduce a necessary and sufficient criterion for the non-Markovianity of Gaussian quantum dynamical maps based on the violation of divisibility. The criterion is derived by defining a general vectorial representation of the covariance matrix which is then exploited to determine the condition for the complete positivity of partial maps associated with arbitrary time intervals. Such construction does not rely on the Choi-Jamiolkowski representation and does not require optimization over states.

  1. Non-Markovianity of Gaussian Channels.

    PubMed

    Torre, G; Roga, W; Illuminati, F

    2015-08-14

    We introduce a necessary and sufficient criterion for the non-Markovianity of Gaussian quantum dynamical maps based on the violation of divisibility. The criterion is derived by defining a general vectorial representation of the covariance matrix which is then exploited to determine the condition for the complete positivity of partial maps associated with arbitrary time intervals. Such construction does not rely on the Choi-Jamiolkowski representation and does not require optimization over states. PMID:26317700

  2. The simulation of the non-Markovian behaviour of a two-level system

    NASA Astrophysics Data System (ADS)

    Semina, I.; Petruccione, F.

    2016-05-01

    Non-Markovian relaxation dynamics of a two-level system is studied with the help of the non-linear stochastic Schrödinger equation with coloured Ornstein-Uhlenbeck noise. This stochastic Schrödinger equation is investigated numerically with an adapted Platen scheme. It is shown, that the memory effects have a significant impact to the dynamics of the system.

  3. Non-Markovian effect on remote state preparation

    SciTech Connect

    Xu, Zhen-Yu; Liu, Chen; Luo, Shunlong; Zhu, Shiqun

    2015-05-15

    Memory effect of non-Markovian dynamics in open quantum systems is often believed to be beneficial for quantum information processing. In this work, we employ an experimentally controllable two-photon open system, with one photon experiencing a dephasing environment and the other being free from noise, to show that non-Markovian effect may also have a negative impact on quantum tasks such as remote state preparation: For a certain period of controlled time interval, stronger non-Markovian effect yields lower fidelity of remote state preparation, as opposed to the common wisdom that more information leads to better performance. As a comparison, a positive non-Markovian effect on the RSP fidelity with another typical non-Markovian noise is analyzed. Consequently, the observed dual character of non-Markovian effect will be of great importance in the field of open systems engineering.

  4. Non-Markovian effect on remote state preparation

    NASA Astrophysics Data System (ADS)

    Xu, Zhen-Yu; Liu, Chen; Luo, Shunlong; Zhu, Shiqun

    2015-05-01

    Memory effect of non-Markovian dynamics in open quantum systems is often believed to be beneficial for quantum information processing. In this work, we employ an experimentally controllable two-photon open system, with one photon experiencing a dephasing environment and the other being free from noise, to show that non-Markovian effect may also have a negative impact on quantum tasks such as remote state preparation: For a certain period of controlled time interval, stronger non-Markovian effect yields lower fidelity of remote state preparation, as opposed to the common wisdom that more information leads to better performance. As a comparison, a positive non-Markovian effect on the RSP fidelity with another typical non-Markovian noise is analyzed. Consequently, the observed dual character of non-Markovian effect will be of great importance in the field of open systems engineering.

  5. Degree of Non-Markovianity of Quantum Evolution

    NASA Astrophysics Data System (ADS)

    Chruściński, Dariusz; Maniscalco, Sabrina

    2014-03-01

    We propose a new characterization of non-Markovian quantum evolution based on the concept of non-Markovianity degree. It provides an analog of a Schmidt number in the entanglement theory and reveals the formal analogy between quantum evolution and the entanglement theory: Markovian evolution corresponds to a separable state and the non-Markovian one is further characterized by its degree. It enables one to introduce a non-Markovianity witness—an analog of an entanglement witness, and a family of measures—an analog of Schmidt coefficients, and finally to characterize maximally non-Markovian evolution being an analog of the maximally entangled state. Our approach allows us to classify the non-Markovianity measures introduced so far in a unified rigorous mathematical framework.

  6. Non-Markovian dynamics of quantum discord

    SciTech Connect

    Fanchini, F. F.; Caldeira, A. O.; Werlang, T.; Brasil, C. A.; Arruda, L. G. E.

    2010-05-15

    We evaluate the quantum discord dynamics of two qubits in independent and common non-Markovian environments. We compare the dynamics of entanglement with that of quantum discord. For independent reservoirs the quantum discord vanishes only at discrete instants whereas the entanglement can disappear during a finite time interval. For a common reservoir, quantum discord and entanglement can behave very differently with sudden birth of the former but not of the latter. Furthermore, in this case the quantum discord dynamics presents sudden changes in the derivative of its time evolution which is evidenced by the presence of kinks in its behavior at discrete instants of time.

  7. Non-Markovianity hinders Quantum Darwinism.

    PubMed

    Galve, Fernando; Zambrini, Roberta; Maniscalco, Sabrina

    2016-01-01

    We investigate Quantum Darwinism and the emergence of a classical world from the quantum one in connection with the spectral properties of the environment. We use a microscopic model of quantum environment in which, by changing a simple system parameter, we can modify the information back flow from environment into the system, and therefore its non-Markovian character. We show that the presence of memory effects hinders the emergence of classical objective reality, linking these two apparently unrelated concepts via a unique dynamical feature related to decoherence factors.

  8. Non-Markovianity hinders Quantum Darwinism

    NASA Astrophysics Data System (ADS)

    Galve, Fernando; Zambrini, Roberta; Maniscalco, Sabrina

    2016-01-01

    We investigate Quantum Darwinism and the emergence of a classical world from the quantum one in connection with the spectral properties of the environment. We use a microscopic model of quantum environment in which, by changing a simple system parameter, we can modify the information back flow from environment into the system, and therefore its non-Markovian character. We show that the presence of memory effects hinders the emergence of classical objective reality, linking these two apparently unrelated concepts via a unique dynamical feature related to decoherence factors.

  9. Non-Markovianity hinders Quantum Darwinism

    PubMed Central

    Galve, Fernando; Zambrini, Roberta; Maniscalco, Sabrina

    2016-01-01

    We investigate Quantum Darwinism and the emergence of a classical world from the quantum one in connection with the spectral properties of the environment. We use a microscopic model of quantum environment in which, by changing a simple system parameter, we can modify the information back flow from environment into the system, and therefore its non-Markovian character. We show that the presence of memory effects hinders the emergence of classical objective reality, linking these two apparently unrelated concepts via a unique dynamical feature related to decoherence factors. PMID:26786857

  10. Long-time memory in non-Markovian evolutions

    SciTech Connect

    Chruscinski, Dariusz; Pascazio, Saverio

    2010-03-15

    If the dynamics of an open quantum system is non-Markovian, its asymptotic state strongly depends on the initial conditions, even if the dynamics possesses an invariant state. This is the very essence of memory effects. In particular, the asymptotic state can remember and partially preserve its initial entanglement. Interestingly, even if the non-Markovian evolution relaxes to an equilibrium state, this state needs not be invariant. Therefore, the noninvariance of equilibrium becomes a clear sign of non-Markovianity.

  11. Mean first-passage times of non-Markovian random walkers in confinement.

    PubMed

    Guérin, T; Levernier, N; Bénichou, O; Voituriez, R

    2016-06-16

    The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement. PMID:27306185

  12. Mean first-passage times of non-Markovian random walkers in confinement

    NASA Astrophysics Data System (ADS)

    Guérin, T.; Levernier, N.; Bénichou, O.; Voituriez, R.

    2016-06-01

    The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement.

  13. Solvable non-Markovian dynamic network

    NASA Astrophysics Data System (ADS)

    Georgiou, Nicos; Kiss, Istvan Z.; Scalas, Enrico

    2015-10-01

    Non-Markovian processes are widespread in natural and human-made systems, yet explicit modeling and analysis of such systems is underdeveloped. We consider a non-Markovian dynamic network with random link activation and deletion (RLAD) and heavy-tailed Mittag-Leffler distribution for the interevent times. We derive an analytically and computationally tractable system of Kolmogorov-like forward equations utilizing the Caputo derivative for the probability of having a given number of active links in the network and solve them. Simulations for the RLAD are also studied for power-law interevent times and we show excellent agreement with the Mittag-Leffler model. This agreement holds even when the RLAD network dynamics is coupled with the susceptible-infected-susceptible spreading dynamics. Thus, the analytically solvable Mittag-Leffler model provides an excellent approximation to the case when the network dynamics is characterized by power-law-distributed interevent times. We further discuss possible generalizations of our result.

  14. Non-Markovian diffusion over a potential barrier in the presence of periodic time modulation

    SciTech Connect

    Kolomietz, V. M.; Radionov, S. V.

    2011-11-15

    The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time modulation is studied. We found nonmonotonic dependence of the mean escape time from the barrier on a frequency of the periodic modulation that is analogous to the stochastic resonance phenomenon. The resonant increase of diffusion over the barrier occurs at the frequency inversely proportional to the mean first-passage time for the motion in the absence of the time modulation.

  15. Classical non-Markovian Boltzmann equation

    SciTech Connect

    Alexanian, Moorad

    2014-08-01

    The modeling of particle transport involves anomalous diffusion, (x²(t) ) ∝ t{sup α} with α ≠ 1, with subdiffusive transport corresponding to 0 < α < 1 and superdiffusive transport to α > 1. These anomalies give rise to fractional advection-dispersion equations with memory in space and time. The usual Boltzmann equation, with only isolated binary collisions, is Markovian and, in particular, the contributions of the three-particle distribution function are neglected. We show that the inclusion of higher-order distribution functions give rise to an exact, non-Markovian Boltzmann equation with resulting transport equations for mass, momentum, and kinetic energy with memory in both time and space. The two- and the three-particle distribution functions are considered under the assumption that the two- and the three-particle correlation functions are translationally invariant that allows us to obtain advection-dispersion equations for modeling transport in terms of spatial and temporal fractional derivatives.

  16. Quantifying Non-Markovianity with Temporal Steering.

    PubMed

    Chen, Shin-Liang; Lambert, Neill; Li, Che-Ming; Miranowicz, Adam; Chen, Yueh-Nan; Nori, Franco

    2016-01-15

    Einstein-Podolsky-Rosen (EPR) steering is a type of quantum correlation which allows one to remotely prepare, or steer, the state of a distant quantum system. While EPR steering can be thought of as a purely spatial correlation, there does exist a temporal analogue, in the form of single-system temporal steering. However, a precise quantification of such temporal steering has been lacking. Here, we show that it can be measured, via semidefinite programing, with a temporal steerable weight, in direct analogy to the recently proposed EPR steerable weight. We find a useful property of the temporal steerable weight in that it is a nonincreasing function under completely positive trace-preserving maps and can be used to define a sufficient and practical measure of strong non-Markovianity. PMID:26824533

  17. Non-Markovian work fluctuation theorem in crossed electric and magnetic fields

    NASA Astrophysics Data System (ADS)

    Jiménez-Aquino, J. I.

    2015-08-01

    The validity of the transient work fluctuation theorem for a charged Brownian harmonic oscillator embedded in a non-Markovian heat bath and under the action of crossed electric and magnetic fields is investigated. The aforementioned theorem is verified to be valid within the context of the generalized Langevin equation with an arbitrary memory kernel and arbitrary dragging in the potential minimum. The fluctuation-dissipation relation of the second kind is assumed to be valid and shows that the non-Markovian stochastic dynamics associated with the particle, in the absence of the external time-dependent electric field, reaches an equilibrium state, as is precisely demanded by such a relation. The Jarzynski equality in this problem is also analyzed.

  18. Jump-diffusion unravelling of a non-Markovian generalized Lindblad master equation

    SciTech Connect

    Barchielli, A.; Pellegrini, C.

    2010-11-15

    The ''correlated-projection technique'' has been successfully applied to derive a large class of highly non-Markovian dynamics, the so called non-Markovian generalized Lindblad-type equations or Lindblad rate equations. In this article, general unravelings are presented for these equations, described in terms of jump-diffusion stochastic differential equations for wave functions. We show also that the proposed unraveling can be interpreted in terms of measurements continuous in time but with some conceptual restrictions. The main point in the measurement interpretation is that the structure itself of the underlying mathematical theory poses restrictions on what can be considered as observable and what is not; such restrictions can be seen as the effect of some kind of superselection rule. Finally, we develop a concrete example and discuss possible effects on the heterodyne spectrum of a two-level system due to a structured thermal-like bath with memory.

  19. Investigating non-Markovian dynamics of quantum open systems

    NASA Astrophysics Data System (ADS)

    Chen, Yusui

    Quantum open system coupled to a non-Markovian environment has recently attracted widespread interest for its important applications in quantum information processing and quantum dissipative systems. New phenomena induced by the non-Markovian environment have been discovered in variety of research areas ranging from quantum optics, quantum decoherence to condensed matter physics. However, the study of the non-Markovian quantum open system is known a difficult problem due to its technical complexity in deriving the fundamental equation of motion and elusive conceptual issues involving non-equilibrium dynamics for a strong coupled environment. The main purpose of this thesis is to introduce several new techniques of solving the quantum open systems including a systematic approach to dealing with non-Markovian master equations from a generic quantum-state diffusion (QSD) equation. In the first part of this thesis, we briefly introduce the non-Markovian quantum-state diffusion approach, and illustrate some pronounced non-Markovian quantum effects through numerical investigation on a cavity-QED model. Then we extend the non-Markovian QSD theory to an interesting model where the environment has a hierarchical structure, and find out the exact non-Markovian QSD equation of this model system. We observe the generation of quantum entanglement due to the interplay between the non-Markovian environment and the cavity. In the second part, we show an innovative method to obtain the exact non-Markovian master equations for a set of generic quantum open systems based on the corresponding non-Markovian QSD equations. Multiple-qubit systems and multilevel systems are discussed in details as two typical examples. Particularly, we derive the exact master equation for a model consisting of a three-level atom coupled to an optical cavity and controlled by an external laser field. Additionally, we discuss in more general context the mathematical similarity between the multiple

  20. Light with Tunable Non-Markovian Phase Imprint

    NASA Astrophysics Data System (ADS)

    Fischer, Robert; Vidal, Itamar; Gilboa, Doron; Correia, Ricardo R. B.; Ribeiro-Teixeira, Ana C.; Prado, Sandra D.; Hickman, Jandir; Silberberg, Yaron

    2015-08-01

    We introduce a simple and flexible method to generate spatially non-Markovian light with tunable coherence properties in one and two dimensions. The unusual behavior of this light is demonstrated experimentally by probing the far field and by recording its diffraction pattern after a double slit: In both cases we observe, instead of a central intensity maximum, a line- or cross-shaped dark region, whose width and profile depend on the non-Markovian coherence properties. Because these properties can be controlled and easily reproduced in experiment, the presented approach lends itself to serving as a test bed to study and gain a deeper understanding of non-Markovian processes.

  1. Light with Tunable Non-Markovian Phase Imprint.

    PubMed

    Fischer, Robert; Vidal, Itamar; Gilboa, Doron; Correia, Ricardo R B; Ribeiro-Teixeira, Ana C; Prado, Sandra D; Hickman, Jandir; Silberberg, Yaron

    2015-08-14

    We introduce a simple and flexible method to generate spatially non-Markovian light with tunable coherence properties in one and two dimensions. The unusual behavior of this light is demonstrated experimentally by probing the far field and by recording its diffraction pattern after a double slit: In both cases we observe, instead of a central intensity maximum, a line- or cross-shaped dark region, whose width and profile depend on the non-Markovian coherence properties. Because these properties can be controlled and easily reproduced in experiment, the presented approach lends itself to serving as a test bed to study and gain a deeper understanding of non-Markovian processes.

  2. Non-Markovian correlation functions for open quantum systems

    NASA Astrophysics Data System (ADS)

    Jin, Jinshuang; Karlewski, Christian; Marthaler, Michael

    2016-08-01

    Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the conventional time-non-local master equation into dispersed time-local equations-of-motion. The validity of our approximations is discussed and we find that the non-Markovian terms have to be included for short times. While calculations of the density matrix at short times suffer from the initial value problem, a correlation function has a well defined initial state. The resulting formula for the non-Markovian correlation function has a simple structure and is as convenient in its application as the conventional quantum regression theorem for the Markovian case. For illustrations, we apply our method to investigate the spectrum of the current fluctuations of interacting quantum dots contacted with two electrodes. The corresponding non-Markovian characteristics are demonstrated.

  3. Quantum non-Markovianity: characterization, quantification and detection

    NASA Astrophysics Data System (ADS)

    Rivas, Ángel; Huelga, Susana F.; Plenio, Martin B.

    2014-09-01

    We present a comprehensive and up-to-date review of the concept of quantum non-Markovianity, a central theme in the theory of open quantum systems. We introduce the concept of a quantum Markovian process as a generalization of the classical definition of Markovianity via the so-called divisibility property and relate this notion to the intuitive idea that links non-Markovianity with the persistence of memory effects. A detailed comparison with other definitions presented in the literature is provided. We then discuss several existing proposals to quantify the degree of non-Markovianity of quantum dynamics and to witness non-Markovian behavior, the latter providing sufficient conditions to detect deviations from strict Markovianity. Finally, we conclude by enumerating some timely open problems in the field and provide an outlook on possible research directions.

  4. Non-Markovian Quantum Friction of Bright Solitons in Superfluids

    NASA Astrophysics Data System (ADS)

    Efimkin, Dmitry K.; Hofmann, Johannes; Galitski, Victor

    2016-06-01

    We explore the quantum dynamics of a bright matter-wave soliton in a quasi-one-dimensional bosonic superfluid with attractive interactions. Specifically, we focus on the dissipative forces experienced by the soliton due to its interaction with Bogoliubov excitations. Using the collective coordinate approach and the Keldysh formalism, a Langevin equation of motion for the soliton is derived from first principles. The equation contains a stochastic Langevin force (associated with quantum noise) and a nonlocal in time dissipative force, which appears due to inelastic scattering of Bogoliubov quasiparticles off of the moving soliton. It is shown that Ohmic friction (i.e., a term proportional to the soliton's velocity) is absent in the integrable setup. However, the Markovian approximation gives rise to the Abraham-Lorentz force (i.e., a term proportional to the derivative of the soliton's acceleration), which is known from classical electrodynamics of a charged particle interacting with its own radiation. These Abraham-Lorentz equations famously contain a fundamental causality paradox, where the soliton (particle) interacts with excitations (radiation) originating from future events. We show, however, that the causality paradox is an artifact of the Markovian approximation, and our exact non-Markovian dissipative equations give rise to physical trajectories. We argue that the quantum friction discussed here should be observable in current quantum gas experiments.

  5. Non-Markovian Quantum Friction of Bright Solitons in Superfluids.

    PubMed

    Efimkin, Dmitry K; Hofmann, Johannes; Galitski, Victor

    2016-06-01

    We explore the quantum dynamics of a bright matter-wave soliton in a quasi-one-dimensional bosonic superfluid with attractive interactions. Specifically, we focus on the dissipative forces experienced by the soliton due to its interaction with Bogoliubov excitations. Using the collective coordinate approach and the Keldysh formalism, a Langevin equation of motion for the soliton is derived from first principles. The equation contains a stochastic Langevin force (associated with quantum noise) and a nonlocal in time dissipative force, which appears due to inelastic scattering of Bogoliubov quasiparticles off of the moving soliton. It is shown that Ohmic friction (i.e., a term proportional to the soliton's velocity) is absent in the integrable setup. However, the Markovian approximation gives rise to the Abraham-Lorentz force (i.e., a term proportional to the derivative of the soliton's acceleration), which is known from classical electrodynamics of a charged particle interacting with its own radiation. These Abraham-Lorentz equations famously contain a fundamental causality paradox, where the soliton (particle) interacts with excitations (radiation) originating from future events. We show, however, that the causality paradox is an artifact of the Markovian approximation, and our exact non-Markovian dissipative equations give rise to physical trajectories. We argue that the quantum friction discussed here should be observable in current quantum gas experiments. PMID:27314722

  6. Non-Markovian Quantum Friction of Bright Solitons in Superfluids.

    PubMed

    Efimkin, Dmitry K; Hofmann, Johannes; Galitski, Victor

    2016-06-01

    We explore the quantum dynamics of a bright matter-wave soliton in a quasi-one-dimensional bosonic superfluid with attractive interactions. Specifically, we focus on the dissipative forces experienced by the soliton due to its interaction with Bogoliubov excitations. Using the collective coordinate approach and the Keldysh formalism, a Langevin equation of motion for the soliton is derived from first principles. The equation contains a stochastic Langevin force (associated with quantum noise) and a nonlocal in time dissipative force, which appears due to inelastic scattering of Bogoliubov quasiparticles off of the moving soliton. It is shown that Ohmic friction (i.e., a term proportional to the soliton's velocity) is absent in the integrable setup. However, the Markovian approximation gives rise to the Abraham-Lorentz force (i.e., a term proportional to the derivative of the soliton's acceleration), which is known from classical electrodynamics of a charged particle interacting with its own radiation. These Abraham-Lorentz equations famously contain a fundamental causality paradox, where the soliton (particle) interacts with excitations (radiation) originating from future events. We show, however, that the causality paradox is an artifact of the Markovian approximation, and our exact non-Markovian dissipative equations give rise to physical trajectories. We argue that the quantum friction discussed here should be observable in current quantum gas experiments.

  7. Estimating first-passage time distributions from weighted ensemble simulations and non-Markovian analyses.

    PubMed

    Suárez, Ernesto; Pratt, Adam J; Chong, Lillian T; Zuckerman, Daniel M

    2016-01-01

    First-passage times (FPTs) are widely used to characterize stochastic processes such as chemical reactions, protein folding, diffusion processes or triggering a stock option. In previous work (Suarez et al., JCTC 2014;10:2658-2667), we demonstrated a non-Markovian analysis approach that, with a sufficient subset of history information, yields unbiased mean first-passage times from weighted-ensemble (WE) simulations. The estimation of the distribution of the first-passage times is, however, a more ambitious goal since it cannot be obtained by direct observation in WE trajectories. Likewise, a large number of events would be required to make a good estimation of the distribution from a regular "brute force" simulation. Here, we show how the previously developed non-Markovian analysis can generate approximate, but highly accurate, FPT distributions from WE data. The analysis can also be applied to any other unbiased trajectories, such as from standard molecular dynamics simulations. The present study employs a range of systems with independent verification of the distributions to demonstrate the success and limitations of the approach. By comparison to a standard Markov analysis, the non-Markovian approach is less sensitive to the user-defined discretization of configuration space.

  8. Non-Markovian full counting statistics in quantum dot molecules.

    PubMed

    Xue, Hai-Bin; Jiao, Hu-Jun; Liang, Jiu-Qing; Liu, Wu-Ming

    2015-03-10

    Full counting statistics of electron transport is a powerful diagnostic tool for probing the nature of quantum transport beyond what is obtainable from the average current or conductance measurement alone. In particular, the non-Markovian dynamics of quantum dot molecule plays an important role in the nonequilibrium electron tunneling processes. It is thus necessary to understand the non-Markovian full counting statistics in a quantum dot molecule. Here we study the non-Markovian full counting statistics in two typical quantum dot molecules, namely, serially coupled and side-coupled double quantum dots with high quantum coherence in a certain parameter regime. We demonstrate that the non-Markovian effect manifests itself through the quantum coherence of the quantum dot molecule system, and has a significant impact on the full counting statistics in the high quantum-coherent quantum dot molecule system, which depends on the coupling of the quantum dot molecule system with the source and drain electrodes. The results indicated that the influence of the non-Markovian effect on the full counting statistics of electron transport, which should be considered in a high quantum-coherent quantum dot molecule system, can provide a better understanding of electron transport through quantum dot molecules.

  9. Ultrafast Optimal Sideband Cooling under Non-Markovian Evolution

    NASA Astrophysics Data System (ADS)

    Triana, Johan F.; Estrada, Andrés F.; Pachón, Leonardo A.

    2016-05-01

    A sideband cooling strategy that incorporates (i) the dynamics induced by structured (non-Markovian) environments in the target and auxiliary systems and (ii) the optimally time-modulated interaction between them is developed. For the context of cavity optomechanics, when non-Markovian dynamics are considered in the target system, ground state cooling is reached at much faster rates and at a much lower phonon occupation number than previously reported. In contrast to similar current strategies, ground state cooling is reached here for coupling-strength rates that are experimentally accessible for the state-of-the-art implementations. After the ultrafast optimal-ground-state-cooling protocol is accomplished, an additional optimal control strategy is considered to maintain the phonon number as close as possible to the one obtained in the cooling procedure. Contrary to the conventional expectation, when non-Markovian dynamics are considered in the auxiliary system, the efficiency of the cooling protocol is undermined.

  10. Collision model for non-Markovian quantum dynamics

    NASA Astrophysics Data System (ADS)

    Kretschmer, Silvan; Luoma, Kimmo; Strunz, Walter T.

    2016-07-01

    We study the applicability of collisional models for non-Markovian dynamics of open quantum systems. By allowing interactions between the separate environmental degrees of freedom in between collisions we are able to construct a collision model that allows us to study quantum memory effects in open system dynamics. We also discuss the possibility to embed non-Markovian collision model dynamics into Markovian collision model dynamics in an extended state space. As a concrete example we show how, using the proposed class of collision models, we can discretely model non-Markovian amplitude damping of a qubit. In the time-continuous limit, we obtain the well-known results for spontaneous decay of a two-level system into a structured zero-temperature reservoir.

  11. Dynamical decoupling efficiency versus quantum non-Markovianity

    NASA Astrophysics Data System (ADS)

    Addis, Carole; Ciccarello, Francesco; Cascio, Michele; Massimo Palma, G.; Maniscalco, Sabrina

    2015-12-01

    We investigate the relationship between non-Markovianity and the effectiveness of a dynamical decoupling (DD) protocol for qubits undergoing pure dephasing. We consider an exact model in which dephasing arises due to a bosonic environment with a spectral density of the Ohmic class. This is parametrized by an Ohmicity parameter by changing which we can model both Markovian and non-Markovian environments. Interestingly, we find that engineering a non-Markovian environment is detrimental to the efficiency of the DD scheme, leading to a worse coherence preservation. We show that each DD pulse reverses the flow of quantum information and, on this basis, we investigate the connection between DD efficiency and the reservoir spectral density. Finally, in the spirit of reservoir engineering, we investigate the optimum system-reservoir parameters for achieving maximum stationary coherences.

  12. Geometric quantum discord and non-Markovianity of structured reservoirs

    NASA Astrophysics Data System (ADS)

    Hu, Ming-Liang; Lian, Han-Li

    2015-11-01

    The reservoir memory effects can lead to information backflow and recurrence of the previously lost quantum correlations. We establish connections between the direction of information flow and variation of the geometric quantum discords (GQDs) measured respectively by the trace distance, the Hellinger distance, and the Bures distance for two qubits subjecting to the bosonic structured reservoirs, and unveil their dependence on a factor whose derivative signifies the (non-)Markovianity of the dynamics. By considering the reservoirs with Lorentzian and Ohmic-like spectra, we further demonstrated that the non-Markovianity induced by the backflow of information from the reservoirs to the system enhances the GQDs in most of the parameter regions. This highlights the potential of non-Markovianity as a resource for protecting the GQDs.

  13. Non-Markovian jump processes in lasers

    SciTech Connect

    Levine, A.M. ); Kofman, A.G.; Zaibel, R.; Prior, Y. )

    1989-10-20

    A new model for stochastic fluctuations in lasers is introduced where successive phase jumps are correlated to previous jumps. The model is applicable in the generalized phase diffusion limit, the generalized Kubo oscillator limit, and the generalized telegraph noise limit.

  14. Non-Markovian effect on the quantum discord

    SciTech Connect

    Wang Bo; Xu Zhenyu; Chen Zeqian; Feng Mang

    2010-01-15

    We study the non-Markovian effect on the dynamics of the quantum discord by exactly solving a model consisting of two independent qubits subject to two zero-temperature non-Markovian reservoirs, respectively. Considering the two qubits initially prepared in Bell-like or extended Werner-like states, we show that there is no occurrence of the sudden death, but only instantaneous disappearance of the quantum discord at some time points, in comparison to the entanglement sudden death in the same range of the parameters of interest. This implies that the quantum discord is more useful than the entanglement to describe the quantum correlation involved in quantum systems.

  15. Data-based Non-Markovian Model Inference

    NASA Astrophysics Data System (ADS)

    Ghil, Michael

    2015-04-01

    This talk concentrates on obtaining stable and efficient data-based models for simulation and prediction in the geosciences and life sciences. The proposed model derivation relies on using a multivariate time series of partial observations from a large-dimensional system, and the resulting low-order models are compared with the optimal closures predicted by the non-Markovian Mori-Zwanzig formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a very broad generalization and a time-continuous limit of existing multilevel, regression-based approaches to data-based closure, in particular of empirical model reduction (EMR). We show that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the Mori-Zwanzig formalism. A simple correlation-based stopping criterion for an EMR-MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are given for the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a very broad class of MSM applications. The EMR-MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. The resulting reduced model with energy-conserving nonlinearities captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lokta-Volterra model of population dynamics in its chaotic regime. The positivity constraint on the solutions' components replaces here the quadratic-energy-preserving constraint of fluid-flow problems and it successfully prevents blow-up. This work is based on a close

  16. Complex membrane transport systems. A non-Markovian approach.

    PubMed

    Stephan, W

    1985-01-01

    This paper suggests a method of how to deal with complex membrane transport systems such as ion channels or ion pumps formed by proteins. The complexity of these systems results from the fact that proteins may undergo an internal dynamics of conformational changes and may thereby affect the transmembrane transport. Usually, complex transport systems are mapped into multi-state graphs and couched in terms of Markovian master equations. It is shown in this paper how the dimensionality of such multi-state systems can be reduced. The resulting description may be expressed in the form of a generalized master equation with a memory function as integral kernel. The memory function reflects the protein's own dynamics and its overall effect on the transport. This formalism, non-Markovian in nature, is applied to describe the time-dependent action of ion pumps. A general model is constructed on the basis of the rate theory which contains all the essential parts of ion pumps such as a catalytic unit and a channel-like conduit for ion translocation and which is still analytically tractable. The short-time behaviour of the pumping process turns out to be of particular interest, since it reveals the dynamics of the catalytic unit itself. A strong correlation of the particle's motion over times less than a certain correlation time has been found. This result is compared with experimental findings on the proton pump of Halobacterium halobium. It is concluded that such a perfect short-time memory could be a generic property of active transport systems.

  17. Measures of non-Markovianity: Divisibility versus backflow of information

    SciTech Connect

    Chruscinski, Dariusz; Kossakowski, Andrzej

    2011-05-15

    We analyze two recently proposed measures of non-Markovianity: one based on the concept of divisibility of the dynamical map and the other one based on distinguishability of quantum states. We provide a model to show that these two measures need not agree. In addition, we discuss possible generalizations and intricate relations between these measures.

  18. Non-Markovian noise mediated through anomalous diffusion within ion channels

    NASA Astrophysics Data System (ADS)

    Roy, Sisir; Mitra, Indranil; Llinas, Rodolfo

    2008-10-01

    It is evident from a wide range of experimental findings that ion channel gating is inherently stochastic. The issue of “memory effects” (diffusional retardation due to local changes in water viscosity) in ionic flow has been recently addressed using Brownian dynamics simulations. The results presented indicate such memory effects are negligible, unless the diffusional barrier is much higher than that of free solute. In this paper using differential stochastic methods we conclude that the Markovian property of exponential dwell times gives rise to a high barrier, resulting in diffusional memory effects that cannot be ignored in determining ionic flow through channels. We have addressed this question using a generalized Langevin equation that contains a combination of Markovian and non-Markovian processes with different time scales. This approach afforded the development of an algorithm that describes an oscillatory ionic diffusional sequence. The resulting oscillatory function behavior, with exponential decay, was obtained at the weak non-Markovian limit with two distinct time scales corresponding to the processes of ionic diffusion and drift. This will be analyzed further in future studies using molecular dynamics simulations. We propose that the rise of time scales and memory effects is related to differences of shear viscosity in the cytoplasm and extracellular matrix.

  19. A non-Markovian model of rill erosion

    NASA Astrophysics Data System (ADS)

    Winter, C.; Damron, M.

    2009-12-01

    Stochastic processes with reinforcement are inherently non-Markovian and therefore may model geophysical processes with memory, for instance patterns of rill erosion, more realistically than Markovian models. Reinforcement provides a bias to a system that is equivalent to infinite memory, making a system more likely to occupy a given state the more often the state is visited. Some well-studied examples in applied mathematics include variations on the urn of P'olya and reinforced random walks. Many natural phenomena exhibit similar behavior: for instance, an overall pattern of rills is relatively stable once it is established, although small details of the pattern may change frequently and catastrophes that permanently alter it may occasionally occur. To model the phenomenology of rill erosion, we propose a simple discrete time, infinite-memory random process defined on the nodes and edges of an oriented diagonal lattice. Lattice models have often been used to investigate the morphology of natural drainage networks, but our focus is as much on the dynamics of network formation as it is on morphology. The lattice in our model starts out smooth in the sense that it has no edges initially, but it sprouts edges everywhere the instant the process starts, much as rain can start soil erosion everywhere on a hillslope at once. Exactly one edge (rill segment) descends from each node, and it points either left or right. Sediment loads travel along networks of edges and are accumulated at nodes. At every node and at every time step, a simple two parameter reinforcing law randomly determines the direction of the node’s output and then is updated. The degree of reinforcement is set by comparing the node's current sediment load to the load history of the entire network above it and is governed by two system parameters representing respectively rainfall intensity and the soil’s resistance to change. The current pattern of connections among nodes represents the present state of

  20. Programmable entanglement oscillations in a non-Markovian channel

    SciTech Connect

    Cialdi, Simone; Brivio, Davide; Tesio, Enrico; Paris, Matteo G. A.

    2011-04-15

    We suggest and demonstrate an all-optical experimental setup to observe and engineer entanglement oscillations of a pair of polarization qubits in an effective non-Markovian channel. We generate entangled photon pairs by spontaneous parametric down-conversion (SPDC), and then insert a programmable spatial light modulator in order to impose a polarization-dependent phase shift on the spatial domain of the SPDC output. This creates an effective programmable non-Markovian environment where modulation of the environment spectrum is obtained by inserting a spatial grating on the signal arm. In our experiment, programmable oscillations of entanglement are achieved, where the entangled state obtained at the maximum of the revival after sudden death violates Bell's inequality by 17 standard deviations.

  1. Linear Optics Simulation of Quantum Non-Markovian Dynamics

    PubMed Central

    Chiuri, Andrea; Greganti, Chiara; Mazzola, Laura; Paternostro, Mauro; Mataloni, Paolo

    2012-01-01

    The simulation of open quantum dynamics has recently allowed the direct investigation of the features of system-environment interaction and of their consequences on the evolution of a quantum system. Such interaction threatens the quantum properties of the system, spoiling them and causing the phenomenon of decoherence. Sometimes however a coherent exchange of information takes place between system and environment, memory effects arise and the dynamics of the system becomes non-Markovian. Here we report the experimental realisation of a non-Markovian process where system and environment are coupled through a simulated transverse Ising model. By engineering the evolution in a photonic quantum simulator, we demonstrate the role played by system-environment correlations in the emergence of memory effects. PMID:23236588

  2. Programmable entanglement oscillations in a non-Markovian channel

    NASA Astrophysics Data System (ADS)

    Cialdi, Simone; Brivio, Davide; Tesio, Enrico; Paris, Matteo G. A.

    2011-04-01

    We suggest and demonstrate an all-optical experimental setup to observe and engineer entanglement oscillations of a pair of polarization qubits in an effective non-Markovian channel. We generate entangled photon pairs by spontaneous parametric down-conversion (SPDC), and then insert a programmable spatial light modulator in order to impose a polarization-dependent phase shift on the spatial domain of the SPDC output. This creates an effective programmable non-Markovian environment where modulation of the environment spectrum is obtained by inserting a spatial grating on the signal arm. In our experiment, programmable oscillations of entanglement are achieved, where the entangled state obtained at the maximum of the revival after sudden death violates Bell’s inequality by 17 standard deviations.

  3. Non-Markovian model for the study of pitting corrosion in a water pipe system

    NASA Astrophysics Data System (ADS)

    Rosa, A. C. P.; Vaveliuk, P.; Moret, M. A.

    2015-03-01

    The main studies on pitting consist in proposing Markovian stochastic models, based on the statistics of extreme values and focused on growing the depth of wells, especially the deepest one. We show that a non-Markovian model, described by a nonlinear Fokker-Planck (nFP) equation, properly depicts the time evolution of a distribution of depth values of pits that were experimentally obtained. The solution of this equation in a steady-state regime is a q-Gaussian distribution, i.e. a long-tail probability distribution that is the main characteristic of a nonextensive statistical mechanics. The proposed model, that is applied to data from four inspections conducted on a section of a line of regular water service in power water reactor (PWR) nuclear power plants, is in agreement with experimental results.

  4. Generalized trace-distance measure connecting quantum and classical non-Markovianity

    NASA Astrophysics Data System (ADS)

    Wißmann, Steffen; Breuer, Heinz-Peter; Vacchini, Bassano

    2015-10-01

    We establish a direct connection of quantum Markovianity of an open system to its classical counterpart by generalizing the criterion based on the information flow. Here the flow is characterized by the time evolution of Helstrom matrices, given by the weighted difference of statistical operators, under the action of the quantum dynamical map. It turns out that the introduced criterion is equivalent to P divisibility of a quantum process, namely, divisibility in terms of positive maps, which provides a direct connection to classical Markovian stochastic processes. Moreover, it is shown that mathematical representations similar to those found for the original trace-distance-based measure hold true for the associated generalized measure for quantum non-Markovianity. That is, we prove orthogonality of optimal states showing a maximal information backflow and establish a local and universal representation of the measure. We illustrate some properties of the generalized criterion by means of examples.

  5. Stochastic description of quantum Brownian dynamics

    NASA Astrophysics Data System (ADS)

    Yan, Yun-An; Shao, Jiushu

    2016-08-01

    such as the dynamical description of quantum phase transition (local- ization) and the numerical stability of the trace-conserving, nonlinear stochastic Liouville equation are outlined.

  6. Non-Markovian quantum Brownian motion of a harmonic oscillator

    SciTech Connect

    Tang, J.

    1994-02-01

    We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.

  7. Optimal management of non-Markovian biological populations

    USGS Publications Warehouse

    Williams, B.K.

    2007-01-01

    Wildlife populations typically are described by Markovian models, with population dynamics influenced at each point in time by current but not previous population levels. Considerable work has been done on identifying optimal management strategies under the Markovian assumption. In this paper we generalize this work to non-Markovian systems, for which population responses to management are influenced by lagged as well as current status and/or controls. We use the maximum principle of optimal control theory to derive conditions for the optimal management such a system, and illustrate the effects of lags on the structure of optimal habitat strategies for a predator-prey system.

  8. Non-Markovian effects on quantum-communication protocols

    SciTech Connect

    Yeo, Ye; Oh, C. H.; An, Jun-Hong

    2010-09-15

    We show how, under the influence of non-Markovian environments, two different maximally entangled Bell states give rise to states that have equal classical correlations and the same capacities to violate the Bell-Clauser-Horne-Shimony-Holt inequality, but intriguingly differing usefulness for teleportation and dense coding. We elucidate how different entanglement measures like negativity and concurrence, and two different measures of quantum discord, could account for these behaviors. In particular, we explicitly show how the Ollivier-Zurek measure of discord directly accounts for one state being a better resource for dense coding compared to another. Our study leads to several important issues about these measures of discord.

  9. Exact and approximate moment closures for non-Markovian network epidemics.

    PubMed

    Pellis, Lorenzo; House, Thomas; Keeling, Matt J

    2015-10-01

    Moment-closure techniques are commonly used to generate low-dimensional deterministic models to approximate the average dynamics of stochastic systems on networks. The quality of such closures is usually difficult to asses and furthermore the relationship between model assumptions and closure accuracy are often difficult, if not impossible, to quantify. Here we carefully examine some commonly used moment closures, in particular a new one based on the concept of maximum entropy, for approximating the spread of epidemics on networks by reconstructing the probability distributions over triplets based on those over pairs. We consider various models (SI, SIR, SEIR and Reed-Frost-type) under Markovian and non-Markovian assumption characterising the latent and infectious periods. We initially study with care two special networks, namely the open triplet and closed triangle, for which we can obtain analytical results. We then explore numerically the exactness of moment closures for a wide range of larger motifs, thus gaining understanding of the factors that introduce errors in the approximations, in particular the presence of a random duration of the infectious period and the presence of overlapping triangles in a network. We also derive a simpler and more intuitive proof than previously available concerning the known result that pair-based moment closure is exact for the Markovian SIR model on tree-like networks under pure initial conditions. We also extend such a result to all infectious models, Markovian and non-Markovian, in which susceptibles escape infection independently from each infected neighbour and for which infectives cannot regain susceptible status, provided the network is tree-like and initial conditions are pure. This works represent a valuable step in enriching intuition and deepening understanding of the assumptions behind moment closure approximations and for putting them on a more rigorous mathematical footing.

  10. Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation

    SciTech Connect

    Bolivar, A.O.

    2011-05-15

    Highlights: > Classical Brownian motion described by a non-Markovian Fokker-Planck equation. > Quantization process. > Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. > A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.

  11. Fermionic-mode entanglement in non-Markovian environment

    SciTech Connect

    Cheng, Jiong; Han, Yan; An, Qing-zhi; Zhou, Ling

    2015-03-15

    We evaluate the non-Markovian effects on the entanglement dynamics of a fermionic system interacting with two dissipative vacuum reservoirs. The exact solution of density matrix is derived by utilizing the Feynman–Vernon influence functional theory in the fermionic coherent state representation and the Grassmann calculus, which are valid for both the fermionic and bosonic baths, and their difference lies in the dependence of the parity of the initial states. The fermionic entanglement dynamics is presented by adding an additional restriction to the density matrix known as the superselection rules. Our analysis shows that the usual decoherence suppression schemes implemented in qubits systems can also be achieved for systems of identical fermions, and the initial state proves its importance in the evolution of fermionic entanglement. Our results provide a potential way to decoherence controlling of identical fermions.

  12. Inequivalence of correlation-based measures of non-Markovianity

    NASA Astrophysics Data System (ADS)

    Neto, Alaor Cervati; Karpat, Göktuǧ; Fanchini, Felipe Fernandes

    2016-09-01

    We conclusively show that the entanglement- and the mutual-information-based measures of quantum non-Markovianity are inequivalent. To this aim, we first analytically solve the optimization problem in the definition of the entanglement-based measure for a two-level system. We demonstrate that the optimal initial bipartite state of the open system and the ancillary is always given by one of the Bell states for any one-qubit dynamics. On top of this result, we present an explicit example dynamics where memory effects emerge according to the mutual-information-based measure, even though the time evolution remains memoryless with respect to the entanglement-based measure. Finally, we explain this disagreement between the two measures in terms of the information dynamics of the open system, exploring the accessible and inaccessible parts of information.

  13. Self-organized anomalous aggregation of particles performing nonlinear and non-Markovian random walks

    NASA Astrophysics Data System (ADS)

    Fedotov, Sergei; Korabel, Nickolay

    2015-12-01

    We present a nonlinear and non-Markovian random walks model for stochastic movement and the spatial aggregation of living organisms that have the ability to sense population density. We take into account social crowding effects for which the dispersal rate is a decreasing function of the population density and residence time. We perform stochastic simulations of random walks and discover the phenomenon of self-organized anomaly (SOA), which leads to a collapse of stationary aggregation pattern. This anomalous regime is self-organized and arises without the need for a heavy tailed waiting time distribution from the inception. Conditions have been found under which the nonlinear random walk evolves into anomalous state when all particles aggregate inside a tiny domain (anomalous aggregation). We obtain power-law stationary density-dependent survival function and define the critical condition for SOA as the divergence of mean residence time. The role of the initial conditions in different SOA scenarios is discussed. We observe phenomenon of transient anomalous bimodal aggregation.

  14. Preservation Macroscopic Entanglement of Optomechanical Systems in non-Markovian Environment.

    PubMed

    Cheng, Jiong; Zhang, Wen-Zhao; Zhou, Ling; Zhang, Weiping

    2016-01-01

    We investigate dynamics of an optomechanical system under the non-Markovian environment. In the weak optomechanical single-photon coupling regime, we provide an analytical approach fully taking into account the non-Markovian memory effects. When the cavity-bath coupling strength crosses a certain threshold, an oscillating memory state for the classical cavity field is formed. Due to the existence of the non-decay optical bound state, a nonequilibrium optomechanical thermal entanglement is preserved even without external driving laser. Our results provide a potential usage to generate and protect entanglement via non-Markovian environment. PMID:27032674

  15. Quantum Fisher information flow and non-Markovian processes of open systems

    SciTech Connect

    Lu Xiaoming; Wang Xiaoguang; Sun, C. P.

    2010-10-15

    We establish an information-theoretic approach for quantitatively characterizing the non-Markovianity of open quantum processes. Here, the quantum Fisher information (QFI) flow provides a measure to statistically distinguish Markovian and non-Markovian processes. A basic relation between the QFI flow and non-Markovianity is unveiled for quantum dynamics of open systems. For a class of time-local master equations, the exactly analytic solution shows that for each fixed time the QFI flow is decomposed into additive subflows according to different dissipative channels.

  16. Non-Markovianity and reservoir memory of quantum channels: a quantum information theory perspective.

    PubMed

    Bylicka, B; Chruściński, D; Maniscalco, S

    2014-07-21

    Quantum technologies rely on the ability to coherently transfer information encoded in quantum states along quantum channels. Decoherence induced by the environment sets limits on the efficiency of any quantum-enhanced protocol. Generally, the longer a quantum channel is the worse its capacity is. We show that for non-Markovian quantum channels this is not always true: surprisingly the capacity of a longer channel can be greater than of a shorter one. We introduce a general theoretical framework linking non-Markovianity to the capacities of quantum channels and demonstrate how harnessing non-Markovianity may improve the efficiency of quantum information processing and communication.

  17. Protecting tripartite entanglement in non-Markovian environments via quantum partially collapsing measurements

    NASA Astrophysics Data System (ADS)

    Ding, Zhi-Yong; He, Juan; Ye, Liu

    2016-08-01

    In this paper, the dynamics of tripartite entanglement via π -tangle in independent non-Markovian environments is investigated. The results indicate that the π -tangle vanishes periodically as decoherence time increases with a damping of its revival amplitude due to the memory of the non-Markovian environments. In addition, we present a scheme to protect entanglement of W state from non-Markovian environments by means of the quantum partially collapsing measurements. It is worth mentioning that our scheme is a successful protection for the tripartite quantum system and the effect is better for the larger measurement strength, while the stronger decoherence suppression induces smaller success probability.

  18. Non-Markovianity and reservoir memory of quantum channels: a quantum information theory perspective

    PubMed Central

    Bylicka, B.; Chruściński, D.; Maniscalco, S.

    2014-01-01

    Quantum technologies rely on the ability to coherently transfer information encoded in quantum states along quantum channels. Decoherence induced by the environment sets limits on the efficiency of any quantum-enhanced protocol. Generally, the longer a quantum channel is the worse its capacity is. We show that for non-Markovian quantum channels this is not always true: surprisingly the capacity of a longer channel can be greater than of a shorter one. We introduce a general theoretical framework linking non-Markovianity to the capacities of quantum channels and demonstrate how harnessing non-Markovianity may improve the efficiency of quantum information processing and communication. PMID:25043763

  19. Preservation Macroscopic Entanglement of Optomechanical Systems in non-Markovian Environment

    PubMed Central

    Cheng, Jiong; Zhang, Wen-Zhao; Zhou, Ling; Zhang, Weiping

    2016-01-01

    We investigate dynamics of an optomechanical system under the non-Markovian environment. In the weak optomechanical single-photon coupling regime, we provide an analytical approach fully taking into account the non-Markovian memory effects. When the cavity-bath coupling strength crosses a certain threshold, an oscillating memory state for the classical cavity field is formed. Due to the existence of the non-decay optical bound state, a nonequilibrium optomechanical thermal entanglement is preserved even without external driving laser. Our results provide a potential usage to generate and protect entanglement via non-Markovian environment. PMID:27032674

  20. Kraus representation of quantum evolution and fidelity as manifestations of Markovian and non-Markovian forms

    NASA Astrophysics Data System (ADS)

    Rajagopal, A. K.; Usha Devi, A. R.; Rendell, R. W.

    2010-10-01

    It is shown that the fidelity of the dynamically evolved system with its earlier time-density matrix provides a signature of non-Markovian dynamics. Also, the fidelity associated with the initial state and the dynamically evolved state is shown to be larger in the non-Markovian evolution compared to that in the corresponding Markovian case. Starting from the Kraus representation of quantum evolution, the Markovian and non-Markovian features are discerned in its short-time structure. These two features are in concordance with each other and they are illustrated with the help of four models of interaction of the system with its environment.

  1. Preservation Macroscopic Entanglement of Optomechanical Systems in non-Markovian Environment

    NASA Astrophysics Data System (ADS)

    Cheng, Jiong; Zhang, Wen-Zhao; Zhou, Ling; Zhang, Weiping

    2016-04-01

    We investigate dynamics of an optomechanical system under the non-Markovian environment. In the weak optomechanical single-photon coupling regime, we provide an analytical approach fully taking into account the non-Markovian memory effects. When the cavity-bath coupling strength crosses a certain threshold, an oscillating memory state for the classical cavity field is formed. Due to the existence of the non-decay optical bound state, a nonequilibrium optomechanical thermal entanglement is preserved even without external driving laser. Our results provide a potential usage to generate and protect entanglement via non-Markovian environment.

  2. Preservation Macroscopic Entanglement of Optomechanical Systems in non-Markovian Environment.

    PubMed

    Cheng, Jiong; Zhang, Wen-Zhao; Zhou, Ling; Zhang, Weiping

    2016-01-01

    We investigate dynamics of an optomechanical system under the non-Markovian environment. In the weak optomechanical single-photon coupling regime, we provide an analytical approach fully taking into account the non-Markovian memory effects. When the cavity-bath coupling strength crosses a certain threshold, an oscillating memory state for the classical cavity field is formed. Due to the existence of the non-decay optical bound state, a nonequilibrium optomechanical thermal entanglement is preserved even without external driving laser. Our results provide a potential usage to generate and protect entanglement via non-Markovian environment.

  3. Non-Markovian dynamics of open quantum systems

    NASA Astrophysics Data System (ADS)

    Fleming, Chris H.

    An open quantum system is a quantum system that interacts with some environment whose degrees of freedom have been coarse grained away. This model describes non-equilibrium processes more general than scattering-matrix formulations. Furthermore, the microscopically-derived environment provides a model of noise, dissipation and decoherence far more general than Markovian (white noise) models. The latter are fully characterized by Lindblad equations and can be motivated phenomenologically. Non-Markovian processes consistently account for backreaction with the environment and can incorporate effects such as finite temperature and spatial correlations. We consider linear systems with bilinear coupling to the environment, or quantum Brownian motion, and nonlinear systems with weak coupling to the environment. For linear systems we provide exact solutions with analytical results for a variety of spectral densities. Furthermore, we point out an important mathematical subtlety which led to incorrect master-equation coefficients in earlier derivations, given nonlocal dissipation. For nonlinear systems we provide perturbative solutions by translating the formalism of canonical perturbation theory into the context of master equations. It is shown that unavoidable degeneracy causes an unfortunate reduction in accuracy between perturbative master equations and their solutions. We also extend the famous theorem of Lindblad, Gorini, Kossakowski and Sudarshan on completely positivity to non-Markovian master equations. Our application is primarily to model atoms interacting via a common electromagnetic field. The electromagnetic field contains correlations in both space and time, which are related to its relativistic (photon-mediated) nature. As such, atoms residing in the same field experience different environmental effects depending upon their relative position and orientation. Our more accurate solutions were necessary to assess sudden death of entanglement at zero temperature

  4. Dissipative particle dynamics incorporating non-Markovian effect

    NASA Astrophysics Data System (ADS)

    Kinefuchi, Ikuya; Yoshimoto, Yuta; Takagi, Shu

    2015-11-01

    The coarse-graining methodology of molecular simulations is of great importance to analyze large-scale, complex hydrodynamic phenomena. In the present study, we derive the equation of motion for non-Markovian dissipative particle dynamics (NMDPD) by introducing the history effects on the time evolution of the system. Our formulation is based on the generalized Langevin equation, which describes the motions of the centers of mass of clusters comprising microscopic particles. The mean, friction, and fluctuating forces in the NMDPD model are directly constructed from an underlying MD system without any scaling procedure. For the validation of our formulation, we construct NMDPD models from high-density Lennard-Jones systems, in which the typical time scales of the coarse-grained particle motions and the fluctuating forces are not fully separable. The NMDPD models reproduce the temperatures, diffusion coefficients, and viscosities of the corresponding MD systems more accurately than the conventional DPD models based on a Markovian approximation. Our results suggest that the NMDPD method is a promising alternative for simulating mesoscale flows where a Markovian approximation is not valid.

  5. Efficient scheme for experimental quantification of non-Markovianity in high-dimensional systems

    NASA Astrophysics Data System (ADS)

    Dong, S.-J.; Liu, B.-H.; Han, Y.-J.; Guo, G.-C.; He, Lixin

    2015-04-01

    The non-Markovianity is a prominent concept of the dynamics of open quantum systems, which is of fundamental importance in quantum mechanics and quantum information. Despite lots of efforts, the experimental measurement of non-Markovianity of an open system is still limited to very small systems. Presently, it is still impossible to experimentally quantify the non-Markovianity of high-dimensional systems with the widely used Breuer-Laine-Piilo trace distance measure. In this paper, we propose a method, combining experimental measurements and numerical calculations, that allow quantifying the non-Markovianity of an N -dimensional system only scaled as N2, successfully avoiding the exponential scaling with the dimension of the open system in the current method. After the benchmark with a two-dimensional open system, we demonstrate the method in quantifying the non-Markovanity of a high-dimensional open quantum random walk system.

  6. Entanglement and non-Markovianity of a multi-level atom decaying in a cavity

    NASA Astrophysics Data System (ADS)

    Zi-Long, Fan; Yu-Kun, Ren; Hao-Sheng, Zeng

    2016-01-01

    We present a paradigmatic method for exactly studying non-Markovian dynamics of a multi-level V-type atom interacting with a zero-temperature bosonic bath. Special attention is paid to the entanglement evolution and the dynamical non-Markovianity of a three-level V-type atom. We find that the entanglement negativity decays faster and non-Markovianity is smaller in the resonance regions than those in the non-resonance regions. More importantly, the quantum interference between the dynamical non-Markovianities induced by different transition channels is manifested, and the frequency domains for constructive and destructive interferences are found. Project supported by the National Natural Science Foundation of China (Grant Nos. 11275064 and 11075050), the Specialized Research Fund for the Doctoral Program of Higher Education, China (Grant No. 20124306110003), and the Construct Program of the National Key Discipline, China.

  7. Continuous-variable quantum key distribution in non-Markovian channels

    SciTech Connect

    Vasile, Ruggero; Olivares, Stefano; Paris, MatteoG. A.; Maniscalco, Sabrina

    2011-04-15

    We address continuous-variable quantum key distribution (QKD) in non-Markovian lossy channels and show how the non-Markovian features may be exploited to enhance security and/or to detect the presence and the position of an eavesdropper along the transmission line. In particular, we suggest a coherent-state QKD protocol which is secure against Gaussian individual attacks based on optimal 1{yields}2 asymmetric cloning machines for arbitrarily low values of the overall transmission line. The scheme relies on specific non-Markovian properties, and cannot be implemented in ordinary Markovian channels characterized by uniform losses. Our results give a clear indication of the potential impact of non-Markovian effects in QKD.

  8. Continuous Time Open Quantum Random Walks and Non-Markovian Lindblad Master Equations

    NASA Astrophysics Data System (ADS)

    Pellegrini, Clément

    2014-02-01

    A new type of quantum random walks, called Open Quantum Random Walks, has been developed and studied in Attal et al. (Open quantum random walks, preprint) and (Central limit theorems for open quantum random walks, preprint). In this article we present a natural continuous time extension of these Open Quantum Random Walks. This continuous time version is obtained by taking a continuous time limit of the discrete time Open Quantum Random Walks. This approximation procedure is based on some adaptation of Repeated Quantum Interactions Theory (Attal and Pautrat in Annales Henri Poincaré Physique Théorique 7:59-104, 2006) coupled with the use of correlated projectors (Breuer in Phys Rev A 75:022103, 2007). The limit evolutions obtained this way give rise to a particular type of quantum master equations. These equations appeared originally in the non-Markovian generalization of the Lindblad theory (Breuer in Phys Rev A 75:022103, 2007). We also investigate the continuous time limits of the quantum trajectories associated with Open Quantum Random Walks. We show that the limit evolutions in this context are described by jump stochastic differential equations. Finally we present a physical example which can be described in terms of Open Quantum Random Walks and their associated continuous time limits.

  9. Entanglement dynamics in a non-Markovian environment: An exactly solvable model

    NASA Astrophysics Data System (ADS)

    Wilson, Justin H.; Fregoso, Benjamin M.; Galitski, Victor M.

    2012-05-01

    We study the non-Markovian effects on the dynamics of entanglement in an exactly solvable model that involves two independent oscillators, each coupled to its own stochastic noise source. First, we develop Lie algebraic and functional integral methods to find an exact solution to the single-oscillator problem which includes an analytic expression for the density matrix and the complete statistics, i.e., the probability distribution functions for observables. For long bath time correlations, we see nonmonotonic evolution of the uncertainties in observables. Further, we extend this exact solution to the two-particle problem and find the dynamics of entanglement in a subspace. We find the phenomena of “sudden death” and “rebirth” of entanglement. Interestingly, all memory effects enter via the functional form of the energy and hence the time of death and rebirth is controlled by the amount of noisy energy added into each oscillator. If this energy increases above (decreases below) a threshold, we obtain sudden death (rebirth) of entanglement.

  10. Gaussian interferometric power as a measure of continuous-variable non-Markovianity

    NASA Astrophysics Data System (ADS)

    Souza, Leonardo A. M.; Dhar, Himadri Shekhar; Bera, Manabendra Nath; Liuzzo-Scorpo, Pietro; Adesso, Gerardo

    2015-11-01

    We investigate the non-Markovianity of continuous-variable Gaussian quantum channels through the evolution of an operational metrological quantifier, namely, the Gaussian interferometric power, which captures the minimal precision that can be achieved using bipartite Gaussian probes in a black-box phase estimation setup, where the phase shift generator is a priori unknown. We observe that the monotonicity of the Gaussian interferometric power under the action of local Gaussian quantum channels on the ancillary arm of the bipartite probes is a natural indicator of Markovian dynamics; consequently, its breakdown for specific maps can be used to construct a witness and an effective quantifier of non-Markovianity. In our work, we consider two paradigmatic Gaussian models, the damping master equation and the quantum Brownian motion, and identify analytically and numerically the parameter regimes that give rise to non-Markovian dynamics. We then quantify the degree of non-Markovianity of the channels in terms of Gaussian interferometric power, showing, in particular, that even nonentangled probes can be useful to witness non-Markovianity. This establishes an interesting link between the dynamics of bipartite continuous-variable open systems and their potential for optical interferometry. The results are an important supplement to the recent research on characterization of non-Markovianity in continuous-variable systems.

  11. Quantum Darwinism and non-Markovian dissipative dynamics from quantum phases of the spin-1/2 X X model

    NASA Astrophysics Data System (ADS)

    Giorgi, Gian Luca; Galve, Fernando; Zambrini, Roberta

    2015-08-01

    Quantum Darwinism explains the emergence of a classical description of objects in terms of the creation of many redundant registers in an environment containing their classical information. This amplification phenomenon, where only classical information reaches the macroscopic observer and through which different observers can agree on the objective existence of such object, has been revived lately for several types of situations, successfully explaining classicality. We explore quantum Darwinism in the setting of an environment made of two level systems which are initially prepared in the ground state of the XX model, which exhibits different phases; we find that the different phases have different abilities to redundantly acquire classical information about the system, the "ferromagnetic phase" being the only one able to complete quantum Darwinism. At the same time we relate this ability to how non-Markovian the system dynamics is, based on the interpretation that non-Markovian dynamics is associated with backflow of information from environment to system, thus spoiling the information transfer needed for Darwinism. Finally, we explore mixing of bath registers by allowing a small interaction among them, finding that this spoils the stored information as previously found in the literature.

  12. Exact non-Markovian master equations for multiple qubit systems: Quantum-trajectory approach

    NASA Astrophysics Data System (ADS)

    Chen, Yusui; You, J. Q.; Yu, Ting

    2014-11-01

    A wide class of exact master equations for a multiple qubit system can be explicitly constructed by using the corresponding exact non-Markovian quantum-state diffusion equations. These exact master equations arise naturally from the quantum decoherence dynamics of qubit system as a quantum memory coupled to a collective colored noisy source. The exact master equations are also important in optimal quantum control, quantum dissipation, and quantum thermodynamics. In this paper, we show that the exact non-Markovian master equation for a dissipative N -qubit system can be derived explicitly from the statistical average of the corresponding non-Markovian quantum trajectories. We illustrated our general formulation by an explicit construction of a three-qubit system coupled to a non-Markovian bosonic environment. This multiple qubit master equation offers an accurate time evolution of quantum systems in various domains, and paves the way to investigate the memory effect of an open system in a non-Markovian regime without any approximation.

  13. Optical signatures of non-Markovian behavior in open quantum systems

    NASA Astrophysics Data System (ADS)

    McCutcheon, Dara P. S.

    2016-02-01

    We derive an extension to the quantum regression theorem which facilitates the calculation of two-time correlation functions and emission spectra for systems undergoing non-Markovian evolution. The derivation exploits projection operator techniques, with which we obtain explicit equations of motion for the correlation functions, making only a second-order expansion in the system-environment coupling strength and invoking the Born approximation at a fixed initial time. The results are used to investigate a driven semiconductor quantum dot coupled to an acoustic phonon bath, where we find the non-Markovian nature of the dynamics has observable signatures in the form of phonon sidebands in the resonance fluorescence emission spectrum. Furthermore, we use recently developed non-Markovianity measures to demonstrate an associated flow of information from the phonon bath back into the quantum dot exciton system.

  14. Optimal control-based states transfer for non-Markovian quantum system

    NASA Astrophysics Data System (ADS)

    Ying-Hua, Ji; Ju-ju, Hu; Jian-Hua, Huang; Qiang, Ke

    2016-07-01

    Utilizing the method of optimal control, we investigate the tactics of state transfer in the non-Markovian quantum system with phase relaxation and energy dissipative relaxation. The influence of Ohmic reservoir with Lorentz-Drude regularization is numerically studied. Owing to the decoherence and memory effects of non-Markovian channel, the purity of quantum state attenuates damply in the free evolution. The numerical simulations indicate that arbitrary state transfer for non-Markovian system can be realized under the optimal control function by a proper external control field with a success rate of more than 98 percent. When the right control field and function is implemented, not only the decoherence is compensated completely but also the purity of quantum states are maintained in the process of state transfer.

  15. Using non-Markovian measures to evaluate quantum master equations for photosynthesis

    NASA Astrophysics Data System (ADS)

    Chen, Hong-Bin; Lambert, Neill; Cheng, Yuan-Chung; Chen, Yueh-Nan; Nori, Franco

    2015-08-01

    When dealing with system-reservoir interactions in an open quantum system, such as a photosynthetic light-harvesting complex, approximations are usually made to obtain the dynamics of the system. One question immediately arises: how good are these approximations, and in what ways can we evaluate them? Here, we propose to use entanglement and a measure of non-Markovianity as benchmarks for the deviation of approximate methods from exact results. We apply two frequently-used perturbative but non-Markovian approximations to a photosynthetic dimer model and compare their results with that of the numerically-exact hierarchy equation of motion (HEOM). This enables us to explore both entanglement and non-Markovianity measures as means to reveal how the approximations either overestimate or underestimate memory effects and quantum coherence. In addition, we show that both the approximate and exact results suggest that non-Markonivity can, counter-intuitively, increase with temperature, and with the coupling to the environment.

  16. Discord and entanglement in non-Markovian environments at finite temperatures

    NASA Astrophysics Data System (ADS)

    Zou, Hong-Mei; Fang, Mao-Fa

    2016-09-01

    The dynamic evolutions of the discord and entanglement of two atoms immersed in two independent Lorentzian reservoirs at zero and finite temperatures have been investigated by using the time-convolutionless master-equation method. Our results show that, nonzero temperature can induce the entanglement sudden death and accelerate the decays of discord and entanglement. The discord and the entanglement have different robustness for different initial states and their robustness may change under certain conditions. When both the non-Markovian effect and detuning are present simultaneously, due to the memory and feedback effect of non-Markovian reservoirs, the discord and entanglement can be effectively protected even at nonzero temperature by increasing the non-Markovian effect and the detuning. Project supported by the Science and Technology Plan of Hunan Province, China (Grant No. 2010FJ3148), the National Natural Science Foundation of China (Grant No. 11374096), and the Doctoral Science Foundation of Hunan Normal University, China.

  17. Discord and entanglement in non-Markovian environments at finite temperatures

    NASA Astrophysics Data System (ADS)

    Zou, Hong-Mei; Fang, Mao-Fa

    2016-09-01

    The dynamic evolutions of the discord and entanglement of two atoms immersed in two independent Lorentzian reservoirs at zero and finite temperatures have been investigated by using the time-convolutionless master-equation method. Our results show that, nonzero temperature can induce the entanglement sudden death and accelerate the decays of discord and entanglement. The discord and the entanglement have different robustness for different initial states and their robustness may change under certain conditions. When both the non-Markovian effect and detuning are present simultaneously, due to the memory and feedback effect of non-Markovian reservoirs, the discord and entanglement can be effectively protected even at nonzero temperature by increasing the non-Markovian effect and the detuning. Project supported by the Science and Technology Plan of Hunan Province, China (Grant No. 2010FJ3148), the National Natural Science Foundation of China (Grant No. 11374096), and the Doctoral Science Foundation of Hunan Normal University, China.

  18. Experimental control of the transition from Markovian to non-Markovian dynamics of open quantum systems

    NASA Astrophysics Data System (ADS)

    Liu, Bi-Heng; Li, Li; Huang, Yun-Feng; Li, Chuan-Feng; Guo, Guang-Can; Laine, Elsi-Mari; Breuer, Heinz-Peter; Piilo, Jyrki

    2011-12-01

    Realistic quantum mechanical systems are always exposed to an external environment. This often induces Markovian processes in which the system loses information to its surroundings. However, many quantum systems exhibit non-Markovian behaviour with a flow of information from the environment back to the system. The environment usually consists of large number of degrees of freedom which are difficult to control, but some sophisticated schemes for reservoir engineering have been developed. The control of open systems plays a decisive role, for example, in proposals for entanglement generation and dissipative quantum computation, for the design of quantum memories and in quantum metrology. Here we report an all-optical experiment which allows one to drive the open system from the Markovian to the non-Markovian regime, to control the information flow between the system and the environment, and to determine the degree of non-Markovianity by measurements on the open system.

  19. Decoherence suppression of open quantum systems through a strong coupling to non-Markovian reservoirs

    SciTech Connect

    Lei, Chan U; Zhang Weimin

    2011-11-15

    In this paper, we provide a mechanism of decoherence suppression for open quantum systems in general and that for a ''Schroedinger cat-like'' state in particular, through strong couplings to non-Markovian reservoirs. Different from the usual strategies in the literature of suppressing decoherence by decoupling the system from the environment, here the decoherence suppression employs a strong back-reaction from non-Markovian reservoirs. The mechanism relies on the existence of the singularities (bound states) of the nonequilibrium retarded Green function, which completely determines the dissipation and decoherence dynamics of open systems. As an application, we examine the decoherence dynamics of a photonic crystal nanocavity that is coupled to a waveguide. The strong non-Markovian suppression of decoherence for the ''optical cat'' state is attained.

  20. Equivalence of the measures of non-Markovianity for open two-level systems

    SciTech Connect

    Zeng Haosheng; Tang Ning; Zheng Yanping; Wang Guoyou

    2011-09-15

    Different measures have been presented to depict the deviation of quantum time evolution in open systems from Markovian processes. We demonstrate that the measure proposed by Breuer, Laine, and Piilo [Phys. Rev. Lett. 103, 210401 (2009)] and the two measures proposed by Rivas, Huelga, and Plenio [Phys. Rev. Lett. 105, 050403 (2010)] have exactly the same non-Markovian time-evolution intervals and thus are really equivalent to each other when they are applied to open two-level systems coupled to environments via the Jaynes-Cummings or dephasing models. This equivalence implies that the three measures, in different ways, capture the intrinsic character of the non-Markovianity of quantum evolutional processes. We also show that the maximization in the definition of the first measure can be actually removed for the considered models without influencing the sensibility of the measure to detect non-Markovianity.

  1. Non-Markovian reduced propagator, multiple-time correlation functions, and master equations with general initial conditions in the weak-coupling limit

    SciTech Connect

    Vega, Ines de; Alonso, Daniel

    2006-02-15

    In this paper we derive the evolution equation for the reduced propagator, an object that evolves vectors of the Hilbert space of a system S interacting with an environment B in a non-Markovian way. This evolution is conditioned to certain initial and final states of the environment. Once an average over these environmental states is made, reduced propagators permit the evaluation of multiple-time correlation functions of system observables. When this average is done stochastically the reduced propagator evolves according to a stochastic Schroedinger equation. In addition, it is possible to obtain the evolution equations of the multiple-time correlation functions which generalize the well-known quantum regression theorem to the non-Markovian case. Here, both methods, stochastic and evolution equations, are described by assuming a weak coupling between system and environment. Finally, we show that reduced propagators can be used to obtain a master equation with general initial conditions, and not necessarily an initial vacuum state for the environment. We illustrate the theory with several examples.

  2. Minimal evolution time and quantum speed limit of non-Markovian open systems.

    PubMed

    Meng, Xiangyi; Wu, Chengjun; Guo, Hong

    2015-01-01

    We derive a sharp bound as the quantum speed limit (QSL) for the minimal evolution time of quantum open systems in the non-Markovian strong-coupling regime with initial mixed states by considering the effects of both renormalized Hamiltonian and dissipator. For a non-Markovian quantum open system, the possible evolution time between two arbitrary states is not unique, among the set of which we find that the minimal one and its QSL can decrease more steeply by adjusting the coupling strength of the dissipator, which thus provides potential improvements of efficiency in many quantum physics and quantum information areas.

  3. Non-Markovian dynamics of an open quantum system with nonstationary coupling

    SciTech Connect

    Kalandarov, S. A.; Adamian, G. G.; Kanokov, Z.; Antonenko, N. V.; Scheid, W.

    2011-04-15

    The spectral, dissipative, and statistical properties of the damped quantum oscillator are studied in the case of non-Markovian and nonstationary system-heat bath coupling. The dissipation of collective energy is shown to be slowed down, and the decoherence rate and entropy grow with modulation frequency.

  4. Fisher information due to a phase noisy laser under non-Markovian environment

    SciTech Connect

    Abdel-Khalek, S.

    2014-12-15

    More recently, K. Berrada [Annals of Physics 340 (2014) 60-69] [1] studied the geometric phase of a two-level atom system driven by a phase noise laser under non-Markovian dynamics in terms of different parameters involved in the whole system, and collapse and revival phenomena were found for large class of states. In this paper, using this noise effect, we study the quantum fisher information (QFI) for a two-level atom system driven by a phase noise laser under non-Markovian dynamics. A new quantity, called QFI flow is used to characterize the damping effect and unveil a fundamental connection between non-Markovian behavior and dynamics of system–environment correlations under phase noise laser. It is shown that QFI flow has disappeared suddenly followed by a sudden birth depending on the kind of the environment damping. QFI flow provides an indicator to characterize the dissipative quantum system’s decoherence by analyzing the behavior of the dynamical non-Markovian coefficients.

  5. Data-driven non-Markovian closure models

    NASA Astrophysics Data System (ADS)

    Kondrashov, Dmitri; Chekroun, Mickaël D.; Ghil, Michael

    2015-03-01

    This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with the optimal closures predicted by the Mori-Zwanzig (MZ) formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a generalization and a time-continuous limit of existing multilevel, regression-based approaches to closure in a data-driven setting; these approaches include empirical model reduction (EMR), as well as more recent multi-layer modeling. It is shown that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the MZ formalism. A simple correlation-based stopping criterion for an EMR-MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are derived on the structure of the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a broad class of MSM applications, a class that includes non-polynomial predictors and nonlinearities that do not necessarily preserve quadratic energy invariants. The EMR-MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. It is shown that the resulting closure model with energy-conserving nonlinearities efficiently captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lotka-Volterra model of population dynamics in its chaotic regime. The challenges here include the rarity of strange attractors in the model's parameter

  6. Transient unidirectional energy flow and diode-like phenomenon induced by non-Markovian environments

    PubMed Central

    Jing, Jun; Segal, Dvira; Li, Baowen; Wu, Lian-Ao

    2015-01-01

    Relying on an exact time evolution scheme, we identify a novel transient energy transfer phenomenon in an exactly-solvable quantum microscopic model consisting of a three-level system coupled to two non-Markovian zero-temperature bosonic baths through two separable quantum channels. The dynamics of this model can be solved exactly using the quantum-state-diffusion equation formalism, demonstrating finite intervals of unidirectional energy flow across the system, typically, from the non-Markovian environment towards the more Markovian bath. Furthermore, when introducing a spatial asymmetry into the system, an analogue of the rectification effect is realized. In the long time limit, the dynamics arrives at a stationary state and the effects recede. Understanding temporal characteristics of directional energy flow will aid in designing microscopic energy transfer devices. PMID:26478230

  7. Quantifying non-Markovianity of continuous-variable Gaussian dynamical maps

    SciTech Connect

    Vasile, Ruggero; Maniscalco, Sabrina; Paris, Matteo G. A.; Breuer, Heinz-Peter; Piilo, Jyrki

    2011-11-15

    We introduce a non-Markovianity measure for continuous-variable open quantum systems based on the idea put forward in H.-P. Breuer et al.[Phys. Rev. Lett. 103, 210401 (2009);], that is, by quantifying the flow of information from the environment back to the open system. Instead of the trace distance we use here the fidelity to assess distinguishability of quantum states. We employ our measure to evaluate non-Markovianity of two paradigmatic Gaussian channels: the purely damping channel and the quantum Brownian motion channel with Ohmic environment. We consider different classes of Gaussian states and look for pairs of states maximizing the backflow of information. For coherent states we find simple analytical solutions, whereas for squeezed states we provide both exact numerical and approximate analytical solutions in the weak coupling limit.

  8. Entanglement Protection for Two-Qubit in a Non-Markovian Common Bath

    NASA Astrophysics Data System (ADS)

    Mu, Qingxia; Zhao, Xinyu

    2016-06-01

    In this paper, we propose a scheme to protect quantum entanglement and coherence from a non-Markovian noisy environment. By applying two quantum weak measurements before and after sending the quantum state into the noisy channel, the quantum state can be "pushed" closer to a decoherence free state thus suffer less decoherence in the time evolution. After the time evolution the second weak measurement can partially retrieve the original information encoded in the quantum system. Our study is based on a non-Markovian dynamic equation which allows us to investigate the impact of the memory effect on the performance of the protection scheme. We analyze several factors that may affect the protection efficiency. The results suggest that two measurement strengths should be chosen in a linear relation but the ratio is not one. Besides, we also show the memory effect can drastically improve the protection efficiency.

  9. Non-Markovian Complexity in the Quantum-to-Classical Transition.

    PubMed

    Xiong, Heng-Na; Lo, Ping-Yuan; Zhang, Wei-Min; Feng, Da Hsuan; Nori, Franco

    2015-08-25

    The quantum-to-classical transition is due to environment-induced decoherence, and it depicts how classical dynamics emerges from quantum systems. Previously, the quantum-to-classical transition has mainly been described with memory-less (Markovian) quantum processes. Here we study the complexity of the quantum-to-classical transition through general non-Markovian memory processes. That is, the influence of various reservoirs results in a given initial quantum state evolving into one of the following four scenarios: thermal state, thermal-like state, quantum steady state, or oscillating quantum nonstationary state. In the latter two scenarios, the system maintains partial or full quantum coherence due to the strong non-Markovian memory effect, so that in these cases, the quantum-to-classical transition never occurs. This unexpected new feature provides a new avenue for the development of future quantum technologies because the remaining quantum oscillations in steady states are decoherence-free.

  10. Modulation of Entanglement for Coupled Superconducting Qubits Under Non-Markovian Environment

    NASA Astrophysics Data System (ADS)

    Ji, Y. H.; Hu, J. J.; Wang, Z. S.

    2010-08-01

    The evolution of entanglement decoherence is investigated for a coupled superconducting qubit under non-Markovian environment by utilizing a commensal entanglement degree. The results show that, owing to the memory feedback effect of environment, the entanglement degree of the coupled qubits at the thermal equilibrium always monotonously tends to zero so that entanglement sudden death occurs briefly in the non-Markovian process. Different from the Markovian process, stronger the dissipation is, faster the entanglement sudden death is. We find that, furthermore, the interaction between the qubits results generally in reduction of entanglement degree in the quantum system. With some special initial states or initial phase angles, however, the influence of the interaction between qubits on the system entanglement degree can be avoided.

  11. Transient unidirectional energy flow and diode-like phenomenon induced by non-Markovian environments.

    PubMed

    Jing, Jun; Segal, Dvira; Li, Baowen; Wu, Lian-Ao

    2015-10-19

    Relying on an exact time evolution scheme, we identify a novel transient energy transfer phenomenon in an exactly-solvable quantum microscopic model consisting of a three-level system coupled to two non-Markovian zero-temperature bosonic baths through two separable quantum channels. The dynamics of this model can be solved exactly using the quantum-state-diffusion equation formalism, demonstrating finite intervals of unidirectional energy flow across the system, typically, from the non-Markovian environment towards the more Markovian bath. Furthermore, when introducing a spatial asymmetry into the system, an analogue of the rectification effect is realized. In the long time limit, the dynamics arrives at a stationary state and the effects recede. Understanding temporal characteristics of directional energy flow will aid in designing microscopic energy transfer devices.

  12. Non-Markovian disentanglement dynamics of a two-qubit system

    SciTech Connect

    Cao Xiufeng; Zheng Hang

    2008-02-15

    We investigate the disentanglement dynamics of a two-qubit system in the non-Markovian approach. It is shown that only for weak coupling between the system and environment does an exponential decay of entanglement appear, for certain classes of two-qubit entangled states. When the coupling between qubit and the environment becomes stronger, entanglement sudden death always appears even if the dissipation environment is at zero temperature.

  13. Shot-noise at a Fermi-edge singularity: Non-Markovian dynamics

    SciTech Connect

    Ubbelohde, N.; Maire, N.; Haug, R. J.; Roszak, K.; Hohls, F.; Novotný, T.

    2013-12-04

    For an InAs quantum dot we study the current shot noise at a Fermi-edge singularity in low temperature cross-correlation measurements. In the regime of the interaction effect the strong suppression of noise observed at zero magnetic field and the sequence of enhancement and suppression in magnetic field go beyond a Markovian master equation model. Qualitative and quantitative agreement can however be achieved by a generalized master equation model taking non-Markovian dynamics into account.

  14. Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

    NASA Technical Reports Server (NTRS)

    Williams Colin P.

    1999-01-01

    Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

  15. Solving non-Markovian open quantum systems with multi-channel reservoir coupling

    SciTech Connect

    Broadbent, Curtis J.; Jing, Jun; Yu, Ting; Eberly, Joseph H.

    2012-08-15

    We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically. - Highlights: Black-Right-Pointing-Pointer The concept of multi-channel vs. single-channel reservoir coupling is rigorously defined. Black-Right-Pointing-Pointer The non-Markovian quantum state diffusion equation for arbitrary multi-channel reservoir coupling is derived. Black-Right-Pointing-Pointer An exact time-local master equation is derived under certain conditions. Black-Right-Pointing-Pointer The analytical solution to the three-level system in a vee-type configuration is found. Black-Right-Pointing-Pointer The evolution of the three-level system under generalized Ornstein-Uhlenbeck noise is plotted for many parameter regimes.

  16. Geometric phase of a qubit driven by a phase noise laser under non-Markovian dynamics

    SciTech Connect

    Berrada, K.

    2014-01-15

    Robustness of the geometric phase (GP) with respect to the environmental effects is a basic condition for an effective quantum computation. Here, we study quantitatively the GP of a two-level atom system driven by a phase noise laser under non-Markovian dynamics in terms of different parameters involved in the whole system. We find that with the change of the damping coupling, the GP is very sensitive to its properties exhibiting long collapse and revival phenomena, which play a significant role in enhancing the stabilization and control of the system dynamics. Moreover, we show that the GP can be considered as a tool for testing and characterizing the nature of the qubit–environment coupling. Due to the significance of how a system is quantum correlated with its environment in the construction of a scalable quantum computer, the entanglement dynamics between the qubit with its environment under external classical noise is evaluated and investigated during the time evolution. -- Highlights: •Geometric phase under noise phase laser. •Dynamics of the geometric phase under non-Markovian dynamics in the presence of classical noise. •Solution of master equation of the system in terms atomic inversion. •Nonlocal correlation between the system and its environment under non-Markovianity.

  17. Non-Markovian master equation for a system of Fermions interacting with an electromagnetic field

    SciTech Connect

    Stefanescu, Eliade Scheid, Werner; Sandulescu, Aurel

    2008-05-15

    For a system of charged Fermions interacting with an electromagnetic field, we derive a non-Markovian master equation in the second-order approximation of the weak dissipative coupling. A complex dissipative environment including Fermions, Bosons and the free electromagnetic field is taken into account. Besides the well-known Markovian term of Lindblad's form, that describes the decay of the system by correlated transitions of the system and environment particles, this equation includes new Markovian and non-Markovian terms proceeding from the fluctuations of the self-consistent field of the environment. These terms describe fluctuations of the energy levels, transitions among these levels stimulated by the fluctuations of the self-consistent field of the environment, and the influence of the time-evolution of the environment on the system dynamics. We derive a complementary master equation describing the environment dynamics correlated with the dynamics of the system. As an application, we obtain non-Markovian Maxwell-Bloch equations and calculate the absorption spectrum of a field propagation mode transversing an array of two-level quantum dots.

  18. Non-Markovian dynamics in chiral quantum networks with spins and photons

    NASA Astrophysics Data System (ADS)

    Ramos, Tomás; Vermersch, Benoît; Hauke, Philipp; Pichler, Hannes; Zoller, Peter

    2016-06-01

    We study the dynamics of chiral quantum networks consisting of nodes coupled by unidirectional or asymmetric bidirectional quantum channels. In contrast to familiar photonic networks where driven two-level atoms exchange photons via 1D photonic nanostructures, we propose and study a setup where interactions between the atoms are mediated by spin excitations (magnons) in 1D X X spin chains representing spin waveguides. While Markovian quantum network theory eliminates quantum channels as structureless reservoirs in a Born-Markov approximation to obtain a master equation for the nodes, we are interested in non-Markovian dynamics. This arises from the nonlinear character of the dispersion with band-edge effects, and from finite spin propagation velocities leading to time delays in interactions. To account for the non-Markovian dynamics we treat the quantum degrees of freedom of the nodes and connecting channel as a composite spin system with the surrounding of the quantum network as a Markovian bath, allowing for an efficient solution with time-dependent density matrix renormalization-group techniques. We illustrate our approach showing non-Markovian effects in the driven-dissipative formation of quantum dimers, and we present examples for quantum information protocols involving quantum state transfer with engineered elements as basic building blocks of quantum spintronic circuits.

  19. Dark-matter halo assembly bias: Environmental dependence in the non-Markovian excursion-set theory

    SciTech Connect

    Zhang, Jun; Ma, Chung-Pei; Riotto, Antonio

    2014-02-10

    In the standard excursion-set model for the growth of structure, the statistical properties of halos are governed by the halo mass and are independent of the larger-scale environment in which the halos reside. Numerical simulations, however, have found the spatial distributions of halos to depend not only on their mass but also on the details of their assembly history and environment. Here we present a theoretical framework for incorporating this 'assembly bias' into the excursion-set model. Our derivations are based on modifications of the path-integral approach of Maggiore and Riotto that models halo formation as a non-Markovian random-walk process. The perturbed density field is assumed to evolve stochastically with the smoothing scale and exhibits correlated walks in the presence of a density barrier. We write down conditional probabilities for multiple barrier crossings and derive from them analytic expressions for descendant and progenitor halo mass functions and halo merger rates as a function of both halo mass and the linear overdensity δ {sub e} of the larger-scale environment of the halo. Our results predict a higher halo merger rate and higher progenitor halo mass function in regions of higher overdensity, consistent with the behavior seen in N-body simulations.

  20. Quantum discord of the two-atom system in non-Markovian environments

    NASA Astrophysics Data System (ADS)

    Zou, Hong-Mei; Fang, Mao-Fa; Guo, You-Neng; Yang, Bai-Yuan

    2015-03-01

    The quantum discord of the two-atom system, which is in two independent Lorentzian reservoirs and in two independent Ohmic reservoirs with the Lorentz-Drude cutoff function, respectively, and the reservoirs are at zero temperature, is studied by applying the time-convolutionless master-equation method. We find that the quantum discord of the two-atom system is dependent on the characteristics of non-Markovian environments. The results show that the quantum discord can be effectively protected not only in Lorentzian reservoirs, but also in ohmic reservoirs with the Lorentz-Drude cutoff function. Finally, the physical interpretations for these results are given via the correlation function.

  1. Density-matrix operatorial solution of the non-Markovian master equation for quantum Brownian motion

    SciTech Connect

    Intravaia, F.; Maniscalco, S.; Messina, A.

    2003-04-01

    An original method to exactly solve the non-Markovian master equation describing the interaction of a single harmonic oscillator with a quantum environment in the weak-coupling limit is reported. By using a superoperatorial approach, we succeed in deriving the operatorial solution for the density matrix of the system. Our method is independent of the physical properties of the environment. We show the usefulness of our solution deriving explicit expressions for the dissipative time evolution of some observables of physical interest for the system, such as, for example, its mean energy.

  2. Overcoming non-Markovian dephasing in single-photon sources through postselection

    NASA Astrophysics Data System (ADS)

    Nazir, A.; Barrett, S. D.

    2009-01-01

    We study the effects of realistic dephasing environments on a pair of solid-state single-photon sources in the context of the Hong-Ou-Mandel dip. By means of solutions for the Markovian or exact non-Markovian dephasing dynamics of the sources, we show that the resulting loss of visibility depends crucially on the timing of photon detection events. Our results demonstrate that the effective visibility can be improved via temporal postselection, and also that time-resolved interference can be a useful probe of the interaction between the emitter and its host environment.

  3. Non-Markovian dynamics of multipartite open quantum systems with internal interactions

    NASA Astrophysics Data System (ADS)

    Liu, Boyang; Dai, Hong-Yi; Chen, Xi; Zhang, Ming

    2015-04-01

    How internal interactions influence the state dynamics of multipartite open quantum systems is investigated with a typical model, where two interacting qubits are coupled with a non-Markovian vacuum field environment. A general state dynamical equation containing all the internal interactions is derived and its analytical solution is presented for the system initially in an extended Werner-like state and coupled with a Lorentzian field. With a discussion of concurrence evolutions in various systems, our research indicates that the entanglement could be significantly affected by internal interactions and omitting them imprudently would lead to errors in estimating features of the system.

  4. Non-Markovian spiking statistics of a neuron with delayed feedback in presence of refractoriness.

    PubMed

    Kravchuk, Kseniia; Vidybida, Alexander

    2014-02-01

    Spiking statistics of a self-inhibitory neuron is considered. The neuron receives excitatory input from a Poisson stream and inhibitory impulses through a feedback line with a delay. After triggering, the neuron is in the refractory state for a positive period of time. Recently, [35,6], it was proven for a neuron with delayed feedback and without the refractory state, that the output stream of interspike intervals (ISI) cannot be represented as a Markov process. The refractory state presence, in a sense limits the memory range in the spiking process, which might restore Markov property to the ISI stream. Here we check such a possibility. For this purpose, we calculate the conditional probability density P (tn+1 l tn,...,t1,t0), and prove exactly that it does not reduce to P (tn+1 l tn,...,t1) for any n ⋝0. That means, that activity of the system with refractory state as well cannot be represented as a Markov process of any order. We conclude that it is namely the delayed feedback presence which results in non-Markovian statistics of neuronal firing. As delayed feedback lines are common for any realistic neural network, the non-Markovian statistics of the network activity should be taken into account in processing of experimental data.

  5. Tripartite entanglement dynamics in the presence of Markovian or non-Markovian environment

    NASA Astrophysics Data System (ADS)

    Park, DaeKil

    2016-08-01

    We study on the tripartite entanglement dynamics when each party is initially entangled with other parties, but they locally interact with their own Markovian or non-Markovian environment. First we consider three GHZ-type initial states, all of which have GHZ-symmetry provided that the parameters are chosen appropriately. However, this symmetry is broken due to the effect of environment. The corresponding π -tangles, one of the tripartite entanglement measures, are analytically computed at arbitrary time. For Markovian case while the tripartite entanglement for type I exhibits an entanglement sudden death, the dynamics for the remaining cases decays normally in time with the half-life rule. For non-Markovian case the revival phenomenon of entanglement occurs after complete disappearance of entanglement. We also consider two W-type initial states. For both cases the π -tangles are analytically derived. The revival phenomenon also occurs in this case. On the analytical ground the robustness or fragility issue against the effect of environment is examined for both GHZ-type and W-type initial states.

  6. Non-Markovian near-infrared Q branch of HCl diluted in liquid Ar

    NASA Astrophysics Data System (ADS)

    Padilla, Antonio; Pérez, Justo

    2013-08-01

    By using a non-Markovian spectral theory based in the Kubo cumulant expansion technique, we have qualitatively studied the infrared Q branch observed in the fundamental absorption band of HCl diluted in liquid Ar. The statistical parameters of the anisotropic interaction present in this spectral theory were calculated by means of molecular dynamics techniques, and found that the values of the anisotropic correlation times are significantly greater (by a factor of two) than those previously obtained by fitting procedures or microscopic cell models. This fact is decisive for the observation in the theoretical spectral band of a central Q resonance which is absent in the abundant previous researches carried out with the usual theories based in Kubo cumulant expansion techniques. Although the theory used in this work only allows a qualitative study of the Q branch, we can employ it to study the unknown characteristics of the Q resonance which are difficult to obtain with the quantum simulation techniques recently developed. For example, in this study we have found that the Q branch is basically a non-Markovian (or memory) effect produced by the spectral line interferences, where the PR interferential profile basically determines the Q branch spectral shape. Furthermore, we have found that the Q resonance is principally generated by the first rotational states of the first two vibrational levels, those more affected by the action of the dissolvent.

  7. Non-Markovian near-infrared Q branch of HCl diluted in liquid Ar.

    PubMed

    Padilla, Antonio; Pérez, Justo

    2013-08-28

    By using a non-Markovian spectral theory based in the Kubo cumulant expansion technique, we have qualitatively studied the infrared Q branch observed in the fundamental absorption band of HCl diluted in liquid Ar. The statistical parameters of the anisotropic interaction present in this spectral theory were calculated by means of molecular dynamics techniques, and found that the values of the anisotropic correlation times are significantly greater (by a factor of two) than those previously obtained by fitting procedures or microscopic cell models. This fact is decisive for the observation in the theoretical spectral band of a central Q resonance which is absent in the abundant previous researches carried out with the usual theories based in Kubo cumulant expansion techniques. Although the theory used in this work only allows a qualitative study of the Q branch, we can employ it to study the unknown characteristics of the Q resonance which are difficult to obtain with the quantum simulation techniques recently developed. For example, in this study we have found that the Q branch is basically a non-Markovian (or memory) effect produced by the spectral line interferences, where the PR interferential profile basically determines the Q branch spectral shape. Furthermore, we have found that the Q resonance is principally generated by the first rotational states of the first two vibrational levels, those more affected by the action of the dissolvent. PMID:24007016

  8. Efficient superdense coding in the presence of non-Markovian noise

    NASA Astrophysics Data System (ADS)

    Liu, Bi-Heng; Hu, Xiao-Min; Huang, Yun-Feng; Li, Chuan-Feng; Guo, Guang-Can; Karlsson, Antti; Laine, Elsi-Mari; Maniscalco, Sabrina; Macchiavello, Chiara; Piilo, Jyrki

    2016-04-01

    Many quantum information tasks rely on entanglement, which is used as a resource, for example, to enable efficient and secure communication. Typically, noise, accompanied by loss of entanglement, reduces the efficiency of quantum protocols. We develop and demonstrate experimentally a superdense coding scheme with noise, where the decrease of entanglement in Alice's encoding state does not reduce the efficiency of the information transmission. Having an almost fully dephased classical two-photon polarization state at the time of encoding with concurrence of 0.163+/-0.007 , we reach values of mutual information close to 1.52+/- 0.02 (1.89+/- 0.05) with 3-state (4-state) encoding. This high efficiency relies both on non-Markovian features, that Bob exploits just before his Bell state measurement, and on very high visibility (99.6{%}+/-0.1{%}) of the Hong-Ou-Mandel interference within the experimental set-up. Our proof-of-principle results with measurements on mutual information pave the way for exploiting non-Markovianity to improve the efficiency and security of quantum information processing tasks.

  9. Non-Markovian entanglement dynamics of quantum continuous variable systems in thermal environments

    SciTech Connect

    Liu, K.-L.; Goan, H.-S.

    2007-08-15

    We study two continuous variable systems (or two harmonic oscillators) and investigate their entanglement evolution under the influence of non-Markovian thermal environments. The continuous variable systems could be two modes of electromagnetic fields or two nanomechanical oscillators in the quantum domain. We use the quantum open system method to derive the non-Markovian master equations of the reduced density matrix for two different but related models of the continuous variable systems. The two models both consist of two interacting harmonic oscillators. In model A, each of the two oscillators is coupled to its own independent thermal reservoir, while in model B the two oscillators are coupled to a common reservoir. To quantify the degrees of entanglement for bipartite continuous variable systems in Gaussian states, logarithmic negativity is used. We find that the dynamics of the quantum entanglement is sensitive to the initial states, the oscillator-oscillator interaction, the oscillator-environment interaction and the coupling to a common bath or to different, independent baths.

  10. Non-Markovian continuous-time quantum walks on lattices with dynamical noise

    NASA Astrophysics Data System (ADS)

    Benedetti, Claudia; Buscemi, Fabrizio; Bordone, Paolo; Paris, Matteo G. A.

    2016-04-01

    We address the dynamics of continuous-time quantum walks on one-dimensional disordered lattices inducing dynamical noise in the system. Noise is described as time-dependent fluctuations of the tunneling amplitudes between adjacent sites, and attention is focused on non-Gaussian telegraph noise, going beyond the usual assumption of fast Gaussian noise. We observe the emergence of two different dynamical behaviors for the walker, corresponding to two opposite noise regimes: slow noise (i.e., strong coupling with the environment) confines the walker into few lattice nodes, while fast noise (weak coupling) induces a transition between quantum and classical diffusion over the lattice. A phase transition between the two dynamical regimes may be observed by tuning the ratio between the autocorrelation time of the noise and the coupling between the walker and the external environment generating the noise. We also address the non-Markovianity of the quantum map by assessing its memory effects, as well as evaluating the information backflow to the system. Our results suggest that the non-Markovian character of the evolution is linked to the dynamical behavior in the slow noise regime, and that fast noise induces a Markovian dynamics for the walker.

  11. Dynamics of interacting qubits coupled to a common bath: Non-Markovian quantum-state-diffusion approach

    SciTech Connect

    Zhao Xinyu; Jing Jun; Corn, Brittany; Yu Ting

    2011-09-15

    Non-Markovian dynamics is studied for two interacting qubits strongly coupled to a dissipative bosonic environment. We derive a non-Markovian quantum-state-diffusion (QSD) equation for the coupled two-qubit system without any approximations, and in particular, without the Markov approximation. As an application and illustration of our derived time-local QSD equation, we investigate the temporal behavior of quantum coherence dynamics. In particular, we find a strongly non-Markovian regime where entanglement generation is significantly modulated by the environmental memory. Additionally, we study residual entanglement in the steady state by analyzing the steady-state solution of the QSD equation. Finally, we discuss an approximate QSD equation.

  12. Non-Markovian finite-temperature two-time correlation functions of system operators of a pure-dephasing model

    SciTech Connect

    Goan, Hsi-Sheng; Jian, Chung-Chin; Chen, Po-Wen

    2010-07-15

    We evaluate the non-Markovian finite-temperature two-time correlation functions (CF's) of system operators of a pure-dephasing spin-boson model in two different ways, one by the direct exact operator technique and the other by the recently derived evolution equations, valid to second order in the system-environment interaction Hamiltonian. This pure-dephasing spin-boson model that is exactly solvable has been extensively studied as a simple decoherence model. However, its exact non-Markovian finite-temperature two-time system operator CF's, to our knowledge, have not been presented in the literature. This may be mainly due to the fact, illustrated in this article, that in contrast to the Markovian case, the time evolution of the reduced density matrix of the system (or the reduced quantum master equation) alone is not sufficient to calculate the two-time system operator CF's of non-Markovian open systems. The two-time CF's obtained using the recently derived evolution equations in the weak system-environment coupling case for this non-Markovian pure-dephasing model happen to be the same as those obtained from the exact evaluation. However, these results significantly differ from the non-Markovian two-time CF's obtained by wrongly directly applying the quantum regression theorem (QRT), a useful procedure to calculate the two-time CF's for weak-coupling Markovian open systems. This demonstrates clearly that the recently derived evolution equations generalize correctly the QRT to non-Markovian finite-temperature cases. It is believed that these evolution equations will have applications in many different branches of physics.

  13. Non-Markovian finite-temperature two-time correlation functions of system operators of a pure-dephasing model

    NASA Astrophysics Data System (ADS)

    Goan, Hsi-Sheng; Jian, Chung-Chin; Chen, Po-Wen

    2010-07-01

    We evaluate the non-Markovian finite-temperature two-time correlation functions (CF’s) of system operators of a pure-dephasing spin-boson model in two different ways, one by the direct exact operator technique and the other by the recently derived evolution equations, valid to second order in the system-environment interaction Hamiltonian. This pure-dephasing spin-boson model that is exactly solvable has been extensively studied as a simple decoherence model. However, its exact non-Markovian finite-temperature two-time system operator CF’s, to our knowledge, have not been presented in the literature. This may be mainly due to the fact, illustrated in this article, that in contrast to the Markovian case, the time evolution of the reduced density matrix of the system (or the reduced quantum master equation) alone is not sufficient to calculate the two-time system operator CF’s of non-Markovian open systems. The two-time CF’s obtained using the recently derived evolution equations in the weak system-environment coupling case for this non-Markovian pure-dephasing model happen to be the same as those obtained from the exact evaluation. However, these results significantly differ from the non-Markovian two-time CF’s obtained by wrongly directly applying the quantum regression theorem (QRT), a useful procedure to calculate the two-time CF’s for weak-coupling Markovian open systems. This demonstrates clearly that the recently derived evolution equations generalize correctly the QRT to non-Markovian finite-temperature cases. It is believed that these evolution equations will have applications in many different branches of physics.

  14. Reconstruction of time-dependent coefficients: A check of approximation schemes for non-Markovian convolutionless dissipative generators

    SciTech Connect

    Bellomo, Bruno; De Pasquale, Antonella; Gualdi, Giulia; Marzolino, Ugo

    2010-12-15

    We propose a procedure to fully reconstruct the time-dependent coefficients of convolutionless non-Markovian dissipative generators via a finite number of experimental measurements. By combining a tomography-based approach with a proper data sampling, our proposal allows to relate the time-dependent coefficients governing the dissipative evolution of a quantum system to experimentally accessible quantities. The proposed scheme not only provides a way to retrieve the full information about potentially unknown dissipative coefficients, but also, most valuably, can be employed as a reliable consistency test for the approximations involved in the theoretical derivation of a given non-Markovian convolutionless master equation.

  15. GENERAL: Entanglement for Two-Qubit Extended Werner-Like States: Effect of Non-Markovian Environments

    NASA Astrophysics Data System (ADS)

    Shan, Chuan-Jia; Liu, Ji-Bing; Chen, Tao; Chen, Wei-Wen; Liu, Tang-Kun; Huang, Yan-Xia; Li, Hong

    2010-09-01

    We investigate the sudden birth and sudden death of entanglement of two qubits interacting with un-correlated structured reservoirs. The system is initially prepared in two-qubit extended Werner-like state. We work out the dependence of the entanglement dynamics on both non-Markovian environments and the purity of initial state, and show that non-Markovian environments and the purity can control the time of the two-qubit entanglement sudden death and the reservoirs' entanglement sudden birth. Furthermore, under the conditions of different purity and initial entanglement, the revival of qubits' entanglement can manifest before, simultaneously or even after the disentanglement of their corresponding reservoirs.

  16. Emergence of non-Markovianity in the emission process of an atom in a half-cavity

    NASA Astrophysics Data System (ADS)

    Tufarelli, Tommaso; Kim, M. S.; Ciccarello, Francesco

    2014-04-01

    We study quantum non-Markovianity in the early stage of the emission process of a two-level atom coupled to a semi-infinite waveguide, where the waveguide termination behaves like a perfect mirror. Specifically, we restrict ourselves to analysis of the process for times shorter than twice the time delay td, where td is the duration of a round trip along the atom-mirror path. We show the emergence of a threshold in the parameter space separating the Markovian and non-Markovian regions.

  17. Non-Gaussian fluctuations and non-Markovian effects in the nuclear fusion process: Langevin dynamics emerging from quantum molecular dynamics simulations.

    PubMed

    Wen, Kai; Sakata, Fumihiko; Li, Zhu-Xia; Wu, Xi-Zhen; Zhang, Ying-Xun; Zhou, Shan-Gui

    2013-07-01

    Macroscopic parameters as well as precise information on the random force characterizing the Langevin-type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual nucleons by exploiting the numerical simulation of the improved quantum molecular dynamics. It turns out that the dissipation dynamics of the relative motion between two fusing nuclei is caused by a non-Gaussian distribution of the random force. We find that the friction coefficient as well as the time correlation function of the random force takes particularly large values in a region a little bit inside of the Coulomb barrier. A clear non-Markovian effect is observed in the time correlation function of the random force. It is further shown that an emergent dynamics of the fusion process can be described by the generalized Langevin equation with memory effects by appropriately incorporating the microscopic information of individual nucleons through the random force and its time correlation function.

  18. Experimental on-demand recovery of entanglement by local operations within non-Markovian dynamics.

    PubMed

    Orieux, Adeline; D'Arrigo, Antonio; Ferranti, Giacomo; Lo Franco, Rosario; Benenti, Giuliano; Paladino, Elisabetta; Falci, Giuseppe; Sciarrino, Fabio; Mataloni, Paolo

    2015-02-25

    In many applications entanglement must be distributed through noisy communication channels that unavoidably degrade it. Entanglement cannot be generated by local operations and classical communication (LOCC), implying that once it has been distributed it is not possible to recreate it by LOCC. Recovery of entanglement by purely local control is however not forbidden in the presence of non-Markovian dynamics, and here we demonstrate in two all-optical experiments that such entanglement restoration can even be achieved on-demand. First, we implement an open-loop control scheme based on a purely local operation, without acquiring any information on the environment; then, we use a closed-loop scheme in which the environment is measured, the outcome controling the local operations on the system. The restored entanglement is a manifestation of "hidden" quantum correlations resumed by the local control. Relying on local control, both schemes improve the efficiency of entanglement sharing in distributed quantum networks.

  19. Non-Markovian Brownian motion in a magnetic field and time-dependent force fields

    NASA Astrophysics Data System (ADS)

    Hidalgo-Gonzalez, J. C.; Jiménez-Aquino, J. I.; Romero-Bastida, M.

    2016-11-01

    This work focuses on the derivation of the velocity and phase-space generalized Fokker-Planck equations for a Brownian charged particle embedded in a memory thermal bath and under the action of force fields: a constant magnetic field and arbitrary time-dependent force fields. To achieve the aforementioned goal we use a Gaussian but non-Markovian generalized Langevin equation with an arbitrary friction memory kernel. In a similar way, the generalized diffusion equation in the zero inertia limit is also derived. Additionally we show, in the absence of the time-dependent external forces, that, if the fluctuation-dissipation relation of the second kind is valid, then the generalized Langevin dynamics associated with the charged particle reaches a stationary state in the large-time limit. The consistency of our theoretical results is also verified when they are compared with those derived in the absence of the force fields and in the Markovian case.

  20. Noise spectrum of quantum transport through double quantum dots: Renormalization and non-Markovian effects

    NASA Astrophysics Data System (ADS)

    Shi, Pengqin; Hu, Menghan; Ying, Yaofeng; Jin, Jinshuang

    2016-09-01

    Based on the time-nonlocal particle number-resolved master equation, we investigate the sequential electron transport through the interacting double quantum dots. Our calculations show that there exists the effect of energy renormalization in the dispersion of the bath interaction spectrum and it is sensitive to the the bandwidth of the bath. This effect would strongly affect the stationary current and its zero-frequency shot noise for weak inter-dot coherent coupling strength, but for strong inter-dot coupling regime, it is negligible due to the strong intrinsic Rabi coherent dynamics. Moreover, the possible observable effects of the energy renormalization in the noise spectrum are also investigated through the Rabi coherence signal. Finally, the non-Markovian effect is manifested in the finite-frequency noise spectrum with the appearance of quasisteps, and the magnitude of these quasisteps are modified by the dispersion function.

  1. Non-Markovian decay and dynamics of decoherence in private and public environments

    NASA Astrophysics Data System (ADS)

    Dente, A. D.; Zangara, P. R.; Pastawski, H. M.

    2011-10-01

    We study the decay process in an open system, emphasizing the relevance of the environment’s spectral structure. Non-Markovian effects are included to quantitatively analyze the degradation rate of the coherent evolution. The way in which a two-level system is coupled to different environments is specifically addressed: multiple connections to a single bath (public environment) or single connections to multiple baths (private environments). We numerically evaluate the decay rate of a local excitation by using the survival probability and the Loschmidt echo. These rates are compared to analytical results obtained from the standard Fermi golden rule (FGR) in wide band approximation, and a self-consistent evaluation that accounts for the bath’s memory in cases where an exact analytical solution is possible. We observe that the correlations appearing in a public bath introduce further deviations from the FGR as compared with a private bath.

  2. Experimental on-demand recovery of entanglement by local operations within non-Markovian dynamics

    PubMed Central

    Orieux, Adeline; D'Arrigo, Antonio; Ferranti, Giacomo; Franco, Rosario Lo; Benenti, Giuliano; Paladino, Elisabetta; Falci, Giuseppe; Sciarrino, Fabio; Mataloni, Paolo

    2015-01-01

    In many applications entanglement must be distributed through noisy communication channels that unavoidably degrade it. Entanglement cannot be generated by local operations and classical communication (LOCC), implying that once it has been distributed it is not possible to recreate it by LOCC. Recovery of entanglement by purely local control is however not forbidden in the presence of non-Markovian dynamics, and here we demonstrate in two all-optical experiments that such entanglement restoration can even be achieved on-demand. First, we implement an open-loop control scheme based on a purely local operation, without acquiring any information on the environment; then, we use a closed-loop scheme in which the environment is measured, the outcome controling the local operations on the system. The restored entanglement is a manifestation of “hidden” quantum correlations resumed by the local control. Relying on local control, both schemes improve the efficiency of entanglement sharing in distributed quantum networks. PMID:25712406

  3. Digital quantum simulation of many-body non-Markovian dynamics

    NASA Astrophysics Data System (ADS)

    Sweke, R.; Sanz, M.; Sinayskiy, I.; Petruccione, F.; Solano, E.

    2016-08-01

    We present an algorithmic method for the digital quantum simulation of many-body locally indivisible non-Markovian open quantum systems. It consists of two parts: first, a Suzuki-Lie-Trotter decomposition of the global system propagator into the product of subsystem propagators, which may not be quantum channels, and second, an algorithmic procedure for the implementation of the subsystem propagators through unitary operations and measurements on a dilated space. By providing rigorous error bounds for the relevant Suzuki-Lie-Trotter decomposition, we are able to analyze the efficiency of the method, and connect it with an appropriate measure of the local indivisibility of the system. In light of our analysis, the proposed method is expected to be experimentally achievable for a variety of interesting cases.

  4. Theoretical approach to characterize the non-Markovianity and diffusion through the influx of the information

    NASA Astrophysics Data System (ADS)

    Berrada, K.

    2016-08-01

    In this paper, we study the Fisher information for a quantum system consisting of two identical qubits, each of them locally interacting with a bosonic reservoir in the same environment for non-Markovian open, dissipative quantum system. Based on the influx of the information, we propose an information-theoretical approach for characterizing the time-dependent memory effect of environment and diffusion function under the effect of the physical parameters. More precisely, an interesting monotonic relation between the time derivative of quantum Fisher information (QFI) and diffusion function behavior is observed during the time evolution. The phenomenon is that the QFI, namely the precision of estimation, changes dramatically with the environment structure. The dependence of the physical parameters shows that the increasing in the temperature will damage the amount of the QFI with respect of the ratio between the reservoir cutoff frequency and the system oscillation frequency.

  5. Dynamics and protection of entanglement in n -qubit systems within Markovian and non-Markovian environments

    NASA Astrophysics Data System (ADS)

    Nourmandipour, A.; Tavassoly, M. K.; Rafiee, M.

    2016-02-01

    We provide an analytical investigation of the pairwise entanglement dynamics for a system, consisting of an arbitrary number of qubits dissipating into a common and non-Markovian environment for both weak- and strong-coupling regimes. In the latter case, a revival of pairwise entanglement due to the memory depth of the environment is observed. The leakage of photons into a continuum state is assumed to be the source of dissipation. We show that for an initially Werner state, the environment washes out the pairwise entanglement, but a series of nonselective measurements can protect the relevant entanglement. On the other hand, by limiting the number of qubits initially in the superposition of single excitation, a stationary entanglement can be created between qubits initially in the excited and ground states. Finally, we determine the stationary distribution of the entanglement versus the total number of qubits in the system.

  6. A Bohmian approach to the non-Markovian non-linear Schrödinger–Langevin equation

    SciTech Connect

    Vargas, Andrés F.; Morales-Durán, Nicolás; Bargueño, Pedro

    2015-05-15

    In this work, a non-Markovian non-linear Schrödinger–Langevin equation is derived from the system-plus-bath approach. After analyzing in detail previous Markovian cases, Bohmian mechanics is shown to be a powerful tool for obtaining the desired generalized equation.

  7. Quantum Fisher information of the GHZ state due to classical phase noise lasers under non-Markovian environment

    NASA Astrophysics Data System (ADS)

    Chen, Yu; Zou, Jian; Yang, Zi-Yi; Li, Longwu; Li, Hai; Shao, Bin

    2016-08-01

    The dynamics of N-qubit GHZ state quantum Fisher information (QFI) under phase noise lasers (PNLs) driving is investigated in terms of non-Markovian master equation. We first investigate the non-Markovian dynamics of the QFI of N-qubit GHZ state and show that when the ratio of the PNL rate and the system-environment coupling strength is very small, the oscillations of the QFIs decay slower which corresponds to the non-Markovian region; yet when it becomes large, the QFIs monotonously decay which corresponds to the Markovian region. When the atom number N increases, QFIs in both regions decay faster. We further find that the QFI flow disappears suddenly followed by a sudden birth depending on the ratio of the PNL rate and the system-environment coupling strength and the atom number N, which unveil a fundamental connection between the non-Markovian behaviors and the parameters of system-environment couplings. We discuss two optimal positive operator-valued measures (POVMs) for two different strategies of our model and find the condition of the optimal measurement. At last, we consider the QFI of two atoms with qubit-qubit interaction under random telegraph noises (RTNs).

  8. Fractional noise destroys or induces a stochastic bifurcation

    SciTech Connect

    Yang, Qigui; Zeng, Caibin; Wang, Cong

    2013-12-15

    Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

  9. Stochastic Schroedinger equations with general complex Gaussian noises

    SciTech Connect

    Bassi, Angelo

    2003-06-01

    Within the framework of non-Markovian stochastic Schroedinger equations, we generalize the results of [W. T. Strunz, Phys. Lett. A 224, 25 (1996)] to the case of general complex Gaussian noises; we analyze the two important cases of purely real and purely imaginary stochastic processes.

  10. Qubit decoherence and non-Markovian dynamics at low temperatures via an effective spin-boson model

    SciTech Connect

    Shiokawa, K.; Hu, B.L.

    2004-12-01

    Quantum Brownian oscillator model (QBM), in the Fock-space representation, can be viewed as a multilevel spin-boson model. At sufficiently low temperature, the oscillator degrees of freedom are dynamically reduced to the lowest two levels and the system behaves effectively as a two-level (E2L) spin-boson model (SBM) in this limit. We discuss the physical mechanism of level reduction and analyze the behavior of E2L-SBM from the QBM solutions. The availability of close solutions for the QBM enables us to study the non-Markovian features of decoherence and leakage in a SBM in the nonperturbative regime (e.g., without invoking the Born approximation) in better details than before. Our result captures very well the characteristic non-Markovian short time low temperature behavior common in many models.

  11. Non-Markovianity induced by a single-photon wave packet in a one-dimensional waveguide.

    PubMed

    Valente, D; Arruda, M F Z; Werlang, T

    2016-07-01

    The concept of non-Markovianity (NM) in quantum dynamics is still an open debate. Understanding how to generate and measure NM in specific models may aid in this quest. In quantum optics, an engineered electromagnetic environment coupled to a single atom can induce NM. The most common scenario of structured electromagnetic environment is an optical cavity, composed by a pair of mirrors. Here, we show how to generate and measure NM on a two-level system coupled to a one-dimensional waveguide with no mirrors required. The origin of the non-Markovian behavior lies in the initial state of the field, prepared as a single-photon packet. NM is shown to depend on two experimentally controllable parameters, namely, the linewidth of the packet and its central frequency. We relate the presence of NM to quantum interference. We also show how the two output channels of the waveguide provide distinct signatures of NM, both experimentally accessible.

  12. Quench of non-Markovian coherence in the deep sub-Ohmic spin–boson model: A unitary equilibration scheme

    SciTech Connect

    Yao, Yao

    2015-09-15

    The deep sub-Ohmic spin–boson model shows a longstanding non-Markovian coherence at low temperature. Motivating to quench this robust coherence, the thermal effect is unitarily incorporated into the time evolution of the model, which is calculated by the adaptive time-dependent density matrix renormalization group algorithm combined with the orthogonal polynomials theory. Via introducing a unitary heating operator to the bosonic bath, the bath is heated up so that a majority portion of the bosonic excited states is occupied. It is found in this situation the coherence of the spin is quickly quenched even in the coherent regime, in which the non-Markovian feature dominates. With this finding we come up with a novel way to implement the unitary equilibration, the essential term of the eigenstate-thermalization hypothesis, through a short-time evolution of the model.

  13. The Role of the Total Entropy Production in the Dynamics of Open Quantum Systems in Detection of Non-Markovianity

    NASA Astrophysics Data System (ADS)

    Salimi, S.; Haseli, S.; Khorashad, A. S.; Adabi, F.

    2016-09-01

    The interaction between system and environment is a fundamental concept in the theory of open quantum systems. As a result of the interaction, an amount of correlation (both classical and quantum) emerges between the system and the environment. In this work, we recall the quantity that will be very useful to describe the emergence of the correlation between the system and the environment, namely, the total entropy production. Appearance of total entropy production is due to the entanglement production between the system and the environment. In this work, we discuss about the role of the total entropy production for detecting the non-Markovianity. By utilizing the relation between the total entropy production and total correlation between subsystems, one can see a temporary decrease of total entropy production is a signature of non-Markovianity. We apply our criterion for the special case, where the composite system has initial correlation with environment.

  14. Extending the applicability of Redfield theories into highly non-Markovian regimes

    SciTech Connect

    Montoya-Castillo, Andrés; Reichman, David R.; Berkelbach, Timothy C.

    2015-11-21

    We present a new, computationally inexpensive method for the calculation of reduced density matrix dynamics for systems with a potentially large number of subsystem degrees of freedom coupled to a generic bath. The approach consists of propagation of weak-coupling Redfield-like equations for the high-frequency bath degrees of freedom only, while the low-frequency bath modes are dynamically arrested but statistically sampled. We examine the improvements afforded by this approximation by comparing with exact results for the spin-boson model over a wide range of parameter space. We further generalize the method to multi-site models and compare with exact results for a model of the Fenna–Matthews–Olson complex. The results from the method are found to dramatically improve Redfield dynamics in highly non-Markovian regimes, at a similar computational cost. Relaxation of the mode-freezing approximation via classical (Ehrenfest) evolution of the low-frequency modes results in a dynamical hybrid method. We find that this Redfield-based dynamical hybrid approach, which is computationally more expensive than bare Redfield dynamics, yields only a marginal improvement over the simpler approximation of complete mode arrest.

  15. Firing statistics of inhibitory neuron with delayed feedback. II: Non-Markovian behavior.

    PubMed

    Kravchuk, K G; Vidybida, A K

    2013-06-01

    The instantaneous state of a neural network consists of both the degree of excitation of each neuron the network is composed of and positions of impulses in communication lines between the neurons. In neurophysiological experiments, the neuronal firing moments are registered, but not the state of communication lines. But future spiking moments depend essentially on the past positions of impulses in the lines. This suggests, that the sequence of intervals between firing moments (inter-spike intervals, ISIs) in the network could be non-Markovian. In this paper, we address this question for a simplest possible neural "net", namely, a single inhibitory neuron with delayed feedback. The neuron receives excitatory input from the driving Poisson stream and inhibitory impulses from its own output through the feedback line. We obtain analytic expressions for conditional probability density P(tn+1|tn, …, t1, t0), which gives the probability to get an output ISI of duration tn+1 provided the previous (n+1) output ISIs had durations tn, …, t1, t0. It is proven exactly, that P(tn+1|tn, …, t1, t0) does not reduce to P(tn+1|tn, …, t1) for any n≥0. This means that the output ISIs stream cannot be represented as a Markov chain of any finite order.

  16. Extending the applicability of Redfield theories into highly non-Markovian regimes

    NASA Astrophysics Data System (ADS)

    Montoya-Castillo, Andrés; Berkelbach, Timothy C.; Reichman, David R.

    2015-11-01

    We present a new, computationally inexpensive method for the calculation of reduced density matrix dynamics for systems with a potentially large number of subsystem degrees of freedom coupled to a generic bath. The approach consists of propagation of weak-coupling Redfield-like equations for the high-frequency bath degrees of freedom only, while the low-frequency bath modes are dynamically arrested but statistically sampled. We examine the improvements afforded by this approximation by comparing with exact results for the spin-boson model over a wide range of parameter space. We further generalize the method to multi-site models and compare with exact results for a model of the Fenna-Matthews-Olson complex. The results from the method are found to dramatically improve Redfield dynamics in highly non-Markovian regimes, at a similar computational cost. Relaxation of the mode-freezing approximation via classical (Ehrenfest) evolution of the low-frequency modes results in a dynamical hybrid method. We find that this Redfield-based dynamical hybrid approach, which is computationally more expensive than bare Redfield dynamics, yields only a marginal improvement over the simpler approximation of complete mode arrest.

  17. Exact decoherence-free state of two distant quantum systems in a non-Markovian environment

    NASA Astrophysics Data System (ADS)

    Chen, Chong; Yang, Chun-Jie; An, Jun-Hong

    2016-06-01

    Decoherence-free-state (DFS) encoding supplies a useful way to avoid the detrimental influence of the environment on quantum information processing. The DFS was previously well established in either the two subsystems locating at the same spatial position or the dynamics under the Born-Markovian approximation. Here, we investigate the exact DFS of two spatially separated quantum systems consisting of two-level systems or harmonic oscillators coupled to a common non-Markovian zero-temperature bosonic environment. The exact distance-dependent DFS and the explicit criterion for forming the DFS are obtained analytically, which reveals that the DFS can arise only in one-dimensional environment. It is remarkable to further find that the DFS is just the system-reduced state of the famous bound state in the continuum (BIC) of the total system predicted by Wigner and von Neumann. On the one hand our result gives insight into the physical nature of the DFS, and on the other hand it supplies an experimentally accessible scheme to realize the mathematically curious BIC in the standard quantum optical systems.

  18. Non-Markovian Property of Afterpulsing Effect in Single-Photon Avalanche Detector

    NASA Astrophysics Data System (ADS)

    Wang, Fang-Xiang; Chen, Wei; Li, Ya-Ping; He, De-Yong; Wang, Chao; Han, Yun-Guang; Wang, Shuang; Yin, Zhen-Qiang; Han, Zheng-Fu

    2016-08-01

    The single-photon avalanche photodiode(SPAD) has been widely used in research on quantum optics. The afterpulsing effect, which is an intrinsic character of SPAD, affects the system performance in most experiments and needs to be carefully handled. For a long time, afterpulsing has been presumed to be determined by the pre-ignition avalanche. We studied the afterpulsing effect of a commercial InGaAs/InP SPAD (The avalanche photodiode model is: Princeton Lightwave PGA-300) and demonstrated that its afterpulsing is non-Markovian, with a memory effect in the avalanching history. Theoretical analysis and experimental results clearly indicate that the embodiment of this memory effect is the afterpulsing probability, which increases as the number of ignition-avalanche pulses increase. This conclusion makes the principle of the afterpulsing effect clearer and is instructive to the manufacturing processes and afterpulsing evaluation of high-count-rate SPADs. It can also be regarded as a fundamental premise to handle the afterpulsing signals in many applications, such as quantum communication and quantum random number generation.

  19. The Design of Collectives of Agents to Control Non-Markovian Systems

    NASA Technical Reports Server (NTRS)

    Lawson, John W.; Wolpert, David H.; Clancy, Daniel (Technical Monitor)

    2002-01-01

    The 'Collective Intelligence' (COIN) framework concerns the design of collectives of reinforcement-learning agents such that their interaction causes a provided 'world' utility function concerning the entire collective to be maximized. Previously, we applied that framework to scenarios involving Markovian dynamics where no re-evolution of the system from counter-factual initial conditions (an often expensive calculation) is permitted. This approach sets the individual utility function of each agent to be both aligned with the world utility, and at the same time, easy for the associated agents to optimize. Here we extend that approach to systems involving non-Markovian dynamics. In computer simulations, we compare our techniques with each other and with conventional-'team games'. We show whereas in team games performance often degrades badly with time, it steadily improves when our techniques are used. We also investigate situations where the system's dimensionality is effectively reduced. We show that this leads to difficulties in the agents' ability to learn. The implication is that 'learning' is a property only of high-enough dimensional systems.

  20. The Design of Collectives of Agents to Control Non-Markovian Systems

    NASA Technical Reports Server (NTRS)

    Lawson, John W.; Wolpert, David H.

    2004-01-01

    The Collective Intelligence (COIN) framework concerns the design of collectives of reinforcement-learning agents such that their interaction causes a provided "world" utility function concerning the entire collective to be maximized. Previously, we applied that framework to scenarios involving Markovian dynamics where no re-evolution of the system from counter-factual initial conditions (an often expensive calculation) is permitted. This approach sets the individual utility function of each agent to be both aligned with the world utility, and at the same time, easy for the associated agents to optimize. Here we extend that approach to systems involving non-Markovian dynamics. In computer simulations, we compare our techniques with each other and with conventional "team games". We show whereas in team games performance often degrades badly with time, it steadily improves when our techniques are used. We also investigate situations where the system's dimensionality is effectively reduced. We show that this leads to difficulties in the agents ability to learn. The implication is that learning is a property only of high-enough dimensional systems.

  1. Non-Markovian dynamics of dust charge fluctuations in dusty plasmas

    NASA Astrophysics Data System (ADS)

    Asgari, H.; Muniandy, S. V.; Ghalee, Amir; Ghalee

    2014-06-01

    Dust charge fluctuates even in steady-state uniform plasma due to the discrete nature of the charge carriers and can be described using standard Langevin equation. In this work, two possible approaches in order to introduce the memory effect in dust charging dynamics are proposed. The first part of the paper provides the generalization form of the fluctuation-dissipation relation for non-Markovian systems based on generalized Langevin equations to determine the amplitudes of the dust charge fluctuations for two different kinds of colored noises under the assumption that the fluctuation-dissipation relation is valid. In the second part of the paper, aiming for dusty plasma system out of equilibrium, the fractionalized Langevin equation is used to derive the temporal two-point correlation function of grain charge fluctuations which is shown to be non-stationary due to the dependence on both times and not the time difference. The correlation function is used to derive the amplitude of fluctuations for early transient time.

  2. Non-Markovian coarse-grained modeling of polymeric fluids based on the Mori-Zwanzig formalism

    NASA Astrophysics Data System (ADS)

    Li, Zhen; Bian, Xin; Li, Xiantao; Karniadakis, George

    The Mori-Zwanzig formalism for coarse-graining a complex dynamical system typically introduces memory effects. The Markovian assumption of delta-correlated fluctuating forces is often employed to simplify the formulation of coarse-grained (CG) models and numerical implementations. However, when the time scales of a system are not clearly separated, the memory effects become strong and the Markovian assumption becomes inaccurate. To this end, we incorporate memory effects into CG modeling by preserving non-Markovian interactions between CG variables based on the Mori-Zwanzig formalism. For a specific example, molecular dynamics (MD) simulations of star polymer melts are performed while the corresponding CG system is defined by grouping many bonded atoms into single clusters. Then, the effective interactions between CG clusters as well as the memory kernel are obtained from the MD simulations. The constructed CG force field with a memory kernel leads to a non-Markovian dissipative particle dynamics (NM-DPD). Quantitative comparisons on both static and dynamic properties between the CG models with Markovian and non-Markovian approximations will be presented. Supported by the DOE Center on Mathematics for Mesoscopic Modeling of Materials (CM4) and an INCITE grant.

  3. Non-Markovian barotropic-type and Hall-type fluctuation relations in crossed electric and magnetic fields

    NASA Astrophysics Data System (ADS)

    Jiménez-Aquino, J. I.; Romero-Bastida, M.

    2016-09-01

    In this paper we derive the non-Markovian barotropic-type and Hall-type fluctuation relations for noninteracting charged Brownian particles embedded in a memory heat bath and under the action of crossed electric and magnetic fields. We first obtain a more general non-Markovian fluctuation relation formulated within the context of a generalized Langevin equation with arbitrary friction memory kernel and under the action of a constant magnetic field and an arbitrary time-dependent electric field. It is shown that this fluctuation relation is related to the total amount of an effective work done on the charged particle as it is driven out of equilibrium by the applied time-dependent electric field. Both non-Markovian barotropic- and Hall-type fluctuation relations are then derived when the electric field is assumed to be also a constant vector pointing along just one axis. In the Markovian limit, we show explicitly that they reduce to the same results reported in the literature.

  4. Stochastic thermodynamics of a tagged particle within a harmonic chain.

    PubMed

    Lacoste, David; Lomholt, Michael A

    2015-02-01

    We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a one-dimensional Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system: the Markovian level for which the trajectories of all the particles of the chain are known and the non-Markovian level in which only the motion of a tagged particle is available. For each case, we analyze the energy dissipation and its dependence on initial conditions. Surprisingly, we find that the average coarse-grained entropy production rate can become transiently negative when an oscillating force is applied to the tagged particle. This occurs due to memory effects as shown in a framework based on path integrals or on a generalized Langevin equation.

  5. Stochastic thermodynamics of a tagged particle within a harmonic chain

    NASA Astrophysics Data System (ADS)

    Lacoste, David; Lomholt, Michael A.

    2015-02-01

    We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a one-dimensional Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system: the Markovian level for which the trajectories of all the particles of the chain are known and the non-Markovian level in which only the motion of a tagged particle is available. For each case, we analyze the energy dissipation and its dependence on initial conditions. Surprisingly, we find that the average coarse-grained entropy production rate can become transiently negative when an oscillating force is applied to the tagged particle. This occurs due to memory effects as shown in a framework based on path integrals or on a generalized Langevin equation.

  6. Non-Markovian models for migration-proliferation dichotomy of cancer cells: anomalous switching and spreading rate.

    PubMed

    Fedotov, Sergei; Iomin, Alexander; Ryashko, Lev

    2011-12-01

    Proliferation and migration dichotomy of the tumor cell invasion is examined within two non-Markovian models. We consider the tumor spheroid, which consists of the tumor core with a high density of cells and the outer invasive zone. We distinguish two different regions of the outer invasive zone and develop models for both zones. In model I we analyze the near-core-outer region, where biased migration away from the tumor spheroid core takes place. We suggest non-Markovian switching between the migrating and proliferating phenotypes of tumor cells. Nonlinear master equations for mean densities of cancer cells of both phenotypes are derived. In anomalous switching case we estimate the average size of the near-core-outer region that corresponds to sublinear growth (r(t)) ~ t(μ) for 0 < μ < 1. In model II we consider the outer zone, where the density of cancer cells is very low. We suggest an integrodifferential equation for the total density of cancer cells. For proliferation rate we use the classical logistic growth, while the migration of cells is subdiffusive. The exact formulas for the overall spreading rate of cancer cells are obtained by a hyperbolic scaling and Hamilton-Jacobi techniques. PMID:22304064

  7. Measures for the non-Markovianity of a harmonic oscillator coupled to a discrete bath derived from numerically exact references

    NASA Astrophysics Data System (ADS)

    Lorenz, Ulf; Saalfrank, Peter

    2015-02-01

    System-bath problems in physics and chemistry are often described by Markovian master equations. However, the Markov approximation, i.e., neglect of bath memory effects is not always justified, and different measures of non-Markovianity have been suggested in the literature to judge the validity of this approximation. Here we calculate several computable measures of non-Markovianity for the non-trivial problem of a harmonic oscillator coupled to a large number of bath oscillators. The Multi Configurational Time Dependent Hartree method is used to provide a numerically converged solution of the system-bath Schrödinger equation, from which the appropriate quantities can be calculated. In particular, we consider measures based on trace-distances and quantum discord for a variety of initial states. These quantities have proven useful in the case of two-level and other small model systems typically encountered in quantum optics, but are less straightforward to interpret for the more complex model systems that are relevant for chemical physics. Supplementary material in the form of one zip file available from the Journal web page at http://dx.doi.org/10.1140/epjd/e2014-50727-8

  8. Realizing the dynamics of a non-Markovian quantum system by Markovian coupled oscillators: a Green's function-based root locus approach

    NASA Astrophysics Data System (ADS)

    Xue, Shibei; Petersen, Ian R.

    2016-02-01

    In this paper, we develop a Green's function-based root locus approach to realizing a Lorentzian-noise-disturbed non-Markovian quantum system by Markovian coupled oscillators in an extended Hilbert space. By using a Green's function-based root locus method, we design an ancillary oscillator for Markovian coupled oscillators to be a Lorentzian noise generator. Thus a principal oscillator coupled to the ancillary oscillator via a direct interaction can capture the dynamics of a Lorentzian-noise-disturbed non-Markovian quantum system. By matching the root locus in the frequency domain, conditions for the realization are obtained and a critical transition in the non-Markovian quantum system can also be observed in the Markovian coupled oscillators.

  9. Timescales in Quantum Open Systems: Dynamics of Time Correlation Functions and Stochastic Quantum Trajectory Methods in Non-Markovian Systems

    NASA Astrophysics Data System (ADS)

    Alonso, Daniel; de Vega, Inés

    The dynamics of a system in interaction with another system, the later considered as a reservoir, is studied in many different domains in physics. This approach is useful not only to address fundamental questions like quantum decoherence decoherence and the measurement problem [1] but also to deal with practical and theoretical problems appearing in the emerging fields of nanotechnology nanotechnology [2, 3] and quantum computing quantum computing as well as in systems of ultracold atoms [7]. In many of these cases, the basic approximation is the Markov assumption in which there is a clear separation of the typical timescales associated with the system and the reservoir or environment. This separation of timescales, together with other assumptions like the weak coupling between the system and the reservoir, has been central in the development of several fields, in particular in quantum optics [8, 9]. However, in

  10. Trace-distance correlations for X states and the emergence of the pointer basis in Markovian and non-Markovian regimes

    NASA Astrophysics Data System (ADS)

    Obando, Paola C.; Paula, Fagner M.; Sarandy, Marcelo S.

    2015-09-01

    We provide analytical expressions for classical and total trace-norm (Schatten 1-norm) geometric correlations in the case of two-qubit X states. As an application, we consider the open-system dynamical behavior of such correlations under phase and generalized amplitude damping evolutions. Then, we show that geometric classical correlations can characterize the emergence of the pointer basis of an apparatus subject to decoherence in either Markovian or non-Markovian regimes. In particular, as a non-Markovian effect, we obtain a time delay for the information to be retrieved from the apparatus by a classical observer. Moreover, we show that the set of initial X states exhibiting sudden transitions in the geometric classical correlation has nonzero measure.

  11. Non-Markovian response of ultrafast coherent electronic ring currents in chiral aromatic molecules in a condensed phase

    SciTech Connect

    Mineo, H.; Lin, S. H.; Fujimura, Y.; Xu, J.; Xu, R. X.; Yan, Y. J.

    2013-12-07

    Results of a theoretical study on non-Markov response for femtosecond laser-driven coherent ring currents in chiral aromatic molecules embedded in a condensed phase are presented. Coherent ring currents are generated by coherent excitation of a pair of quasi-degenerated π-electronic excited states. The coherent electronic dynamical behaviors are strongly influenced by interactions between the electronic system and phonon bath in a condensed phase. Here, the bath correlation time is not instantaneous but should be taken to be a finite time in ultrashort time-resolved experiments. In such a case, Markov approximation breaks down. A hierarchical master equation approach for an improved semiclassical Drude dissipation model was adopted to examine the non-Markov effects on ultrafast coherent electronic ring currents of (P)-2,2{sup ′}-biphenol in a condensed phase. Time evolution of the coherent ring current derived in the hierarchical master equation approach was calculated and compared with those in the Drude model in the Markov approximation and in the static limit. The results show how non-Markovian behaviors in quantum beat signals of ring currents depend on the Drude bath damping constant. Effects of temperatures on ultrafast coherent electronic ring currents are also clarified.

  12. Elephants can always remember: Exact long-range memory effects in a non-Markovian random walk

    NASA Astrophysics Data System (ADS)

    Schütz, Gunter M.; Trimper, Steffen

    2004-10-01

    We consider a discrete-time random walk where the random increment at time step t depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition and on the memory parameter p . At a critical value pc(1)=1/2 where memory effects vanish there is a transition from a weakly localized regime [where the walker (elephant) returns to its starting point] to an escape regime. Inside the escape regime there is a second critical value where the random walk becomes superdiffusive. The probability distribution is shown to be governed by a non-Markovian Fokker-Planck equation with hopping rates that depend both on time and on the starting position of the walk. On large scales the memory organizes itself into an effective harmonic oscillator potential for the random walker with a time-dependent spring constant k=(2p-1)/t . The solution of this problem is a Gaussian distribution with time-dependent mean and variance which both depend on the initiation of the process.

  13. Nonequilibrium thermodynamics in the strong coupling and non-Markovian regime based on a reaction coordinate mapping

    NASA Astrophysics Data System (ADS)

    Strasberg, Philipp; Schaller, Gernot; Lambert, Neill; Brandes, Tobias

    2016-07-01

    We propose a method to study the thermodynamic behaviour of small systems beyond the weak coupling and Markovian approximation, which is different in spirit from conventional approaches. The idea is to redefine the system and environment such that the effective, redefined system is again coupled weakly to Markovian residual baths and thus, allows to derive a consistent thermodynamic framework for this new system-environment partition. To achieve this goal we make use of the reaction coordinate (RC) mapping, which is a general method in the sense that it can be applied to an arbitrary (quantum or classical and even time-dependent) system coupled linearly to an arbitrary number of harmonic oscillator reservoirs. The core of the method relies on an appropriate identification of a part of the environment (the RC), which is subsequently included as a part of the system. We demonstrate the power of this concept by showing that non-Markovian effects can significantly enhance the steady state efficiency of a three-level-maser heat engine, even in the regime of weak system-bath coupling. Furthermore, we show for a single electron transistor coupled to vibrations that our method allows one to justify master equations derived in a polaron transformed reference frame.

  14. Non-Markovian response of ultrafast coherent electronic ring currents in chiral aromatic molecules in a condensed phase

    NASA Astrophysics Data System (ADS)

    Mineo, H.; Lin, S. H.; Fujimura, Y.; Xu, J.; Xu, R. X.; Yan, Y. J.

    2013-12-01

    Results of a theoretical study on non-Markov response for femtosecond laser-driven coherent ring currents in chiral aromatic molecules embedded in a condensed phase are presented. Coherent ring currents are generated by coherent excitation of a pair of quasi-degenerated π-electronic excited states. The coherent electronic dynamical behaviors are strongly influenced by interactions between the electronic system and phonon bath in a condensed phase. Here, the bath correlation time is not instantaneous but should be taken to be a finite time in ultrashort time-resolved experiments. In such a case, Markov approximation breaks down. A hierarchical master equation approach for an improved semiclassical Drude dissipation model was adopted to examine the non-Markov effects on ultrafast coherent electronic ring currents of (P)-2,2'-biphenol in a condensed phase. Time evolution of the coherent ring current derived in the hierarchical master equation approach was calculated and compared with those in the Drude model in the Markov approximation and in the static limit. The results show how non-Markovian behaviors in quantum beat signals of ring currents depend on the Drude bath damping constant. Effects of temperatures on ultrafast coherent electronic ring currents are also clarified.

  15. Nonequilibrium thermodynamics in the strong coupling and non-Markovian regime based on a reaction coordinate mapping

    NASA Astrophysics Data System (ADS)

    Strasberg, Philipp; Schaller, Gernot; Lambert, Neill; Brandes, Tobias

    2016-07-01

    We propose a method to study the thermodynamic behaviour of small systems beyond the weak coupling and Markovian approximation, which is different in spirit from conventional approaches. The idea is to redefine the system and environment such that the effective, redefined system is again coupled weakly to Markovian residual baths and thus, allows to derive a consistent thermodynamic framework for this new system–environment partition. To achieve this goal we make use of the reaction coordinate (RC) mapping, which is a general method in the sense that it can be applied to an arbitrary (quantum or classical and even time-dependent) system coupled linearly to an arbitrary number of harmonic oscillator reservoirs. The core of the method relies on an appropriate identification of a part of the environment (the RC), which is subsequently included as a part of the system. We demonstrate the power of this concept by showing that non-Markovian effects can significantly enhance the steady state efficiency of a three-level-maser heat engine, even in the regime of weak system–bath coupling. Furthermore, we show for a single electron transistor coupled to vibrations that our method allows one to justify master equations derived in a polaron transformed reference frame.

  16. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    NASA Astrophysics Data System (ADS)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-05-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability.

  17. Stochastic description of the peak hip contact force during walking free and going upstairs.

    PubMed

    Yosibash, Zohar; Wille, Hagen; Rank, Ernst

    2015-04-13

    Uncertainty quantification for the response of a patient specific femur is mandatory when advocating finite element (FE) models in clinical applications. Reliable stochastic descriptions of physiological hip contact forces are an essential prerequisite for such an endeavor. We therefore analyze the in-vivo available data of seven individuals from HIP98 and OrthoLoad with the objective of characterizing the variability of the peak hip contact force magnitude and two corresponding spatial angles (in sagittal and frontal plane) during walking free and going upstairs. Regression analyses with linear mixed-effects models were performed resulting in six normal random variables, one for each force component and activity. Importantly, the statistical analysis accounts for the fact that same individuals performed both activities. The mean of the peak force magnitude was found to be linearly dependent on the body weight with an additional, activity-specific intercept and all variances were dominated by the inter-patient variability. No distinct correlation was found between the two angles and the force magnitude. The proposed stochastic description of the peak hip contact force during walking free and going upstairs contributes towards future uncertainty quantification of patient-specific FE models. PMID:25770752

  18. Non-Markovian effects in the first-passage dynamics of obstructed tracer particle diffusion in one-dimensional systems.

    PubMed

    Forsling, Robin; Sanders, Lloyd P; Ambjörnsson, Tobias; Lizana, Ludvig

    2014-09-01

    The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article, we generalize this system and investigate first-passage properties of a tracer particle when flanked by identical crowder particles which may, besides diffuse, unbind (rebind) from (to) the one-dimensional lattice with rates k(off) (k(on)). The tracer particle is restricted to diffuse with rate k(D) on the lattice and the density of crowders is constant (on average). The unbinding rate k(off) is our key parameter and it allows us to systematically study the non-trivial transition between the completely Markovian case (k(off) ≫ k(D)) to the non-Markovian case (k(off) ≪ k(D)) governed by strong memory effects. This has relevance for several quasi one-dimensional systems. One example is gene regulation where regulatory proteins are searching for specific binding sites on a crowded DNA. We quantify the first-passage time distribution, f(t) (t is time), numerically using the Gillespie algorithm, and estimate f(t) analytically. In terms of k(off) (keeping k(D) fixed), we study the transition between the two known regimes: (i) when k(off) ≫ k(D) the particles may effectively pass each other and we recover the single particle result f(t) ∼ t(-3/2), with a reduced diffusion constant; (ii) when k(off) ≪ k(D) unbinding is rare and we obtain the single-file result f(t) ∼ t(-7/4). The intermediate region displays rich dynamics where both the characteristic f(t) - peak and the long-time power-law slope are sensitive to k(off). PMID:25194389

  19. Non-Markovian effects in the first-passage dynamics of obstructed tracer particle diffusion in one-dimensional systems

    NASA Astrophysics Data System (ADS)

    Forsling, Robin; Sanders, Lloyd P.; Ambjörnsson, Tobias; Lizana, Ludvig

    2014-09-01

    The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article, we generalize this system and investigate first-passage properties of a tracer particle when flanked by identical crowder particles which may, besides diffuse, unbind (rebind) from (to) the one-dimensional lattice with rates koff (kon). The tracer particle is restricted to diffuse with rate kD on the lattice and the density of crowders is constant (on average). The unbinding rate koff is our key parameter and it allows us to systematically study the non-trivial transition between the completely Markovian case (koff ≫ kD) to the non-Markovian case (koff ≪ kD) governed by strong memory effects. This has relevance for several quasi one-dimensional systems. One example is gene regulation where regulatory proteins are searching for specific binding sites on a crowded DNA. We quantify the first-passage time distribution, f (t) (t is time), numerically using the Gillespie algorithm, and estimate f (t) analytically. In terms of koff (keeping kD fixed), we study the transition between the two known regimes: (i) when koff ≫ kD the particles may effectively pass each other and we recover the single particle result f (t) ˜ t-3/2, with a reduced diffusion constant; (ii) when koff ≪ kD unbinding is rare and we obtain the single-file result f (t) ˜ t-7/4. The intermediate region displays rich dynamics where both the characteristic f (t) - peak and the long-time power-law slope are sensitive to koff.

  20. Stochastic dynamics of time correlation in complex systems with discrete time

    PubMed

    Yulmetyev; Hanggi; Gafarov

    2000-11-01

    In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy S(i)(t) where i=0,1,2,3,ellipsis, as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,ellipsis). The set of functions S(i)(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,ellipsis) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function S(i)(t) for time correlation (i=0) and time memory (i=1,2,3,ellipsis). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG

  1. Stochastic dynamics of time correlation in complex systems with discrete time

    PubMed

    Yulmetyev; Hanggi; Gafarov

    2000-11-01

    In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy S(i)(t) where i=0,1,2,3,ellipsis, as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,ellipsis). The set of functions S(i)(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,ellipsis) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function S(i)(t) for time correlation (i=0) and time memory (i=1,2,3,ellipsis). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG

  2. Stochastic dynamics of time correlation in complex systems with discrete time

    NASA Astrophysics Data System (ADS)

    Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail

    2000-11-01

    In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for

  3. Description of light nuclei in pionless effective field theory using the stochastic variational method

    NASA Astrophysics Data System (ADS)

    Lensky, Vadim; Birse, Michael C.; Walet, Niels R.

    2016-09-01

    We construct a coordinate-space potential based on pionless effective field theory (EFT) with a Gaussian regulator. Charge-symmetry breaking is included through the Coulomb potential and through two- and three-body contact interactions. Starting with the effective field theory potential, we apply the stochastic variational method to determine the ground states of nuclei with mass number A ≤4 . At next-to-next-to-leading order, two out of three independent three-body parameters can be fitted to the three-body binding energies. To fix the remaining one, we look for a simultaneous description of the binding energy of 4He and the charge radii of 3He and 4He. We show that at the order considered we can find an acceptable solution, within the uncertainty of the expansion. We find that the EFT expansion shows good agreement with empirical data within the estimated uncertainty, even for a system as dense as 4He.

  4. Stochastic description of geometric phase for polarized waves in random media

    NASA Astrophysics Data System (ADS)

    Boulanger, Jérémie; Le Bihan, Nicolas; Rossetto, Vincent

    2013-01-01

    We present a stochastic description of multiple scattering of polarized waves in the regime of forward scattering. In this regime, if the source is polarized, polarization survives along a few transport mean free paths, making it possible to measure an outgoing polarization distribution. We consider thin scattering media illuminated by a polarized source and compute the probability distribution function of the polarization on the exit surface. We solve the direct problem using compound Poisson processes on the rotation group SO(3) and non-commutative harmonic analysis. We obtain an exact expression for the polarization distribution which generalizes previous works and design an algorithm solving the inverse problem of estimating the scattering properties of the medium from the measured polarization distribution. This technique applies to thin disordered layers, spatially fluctuating media and multiple scattering systems and is based on the polarization but not on the signal amplitude. We suggest that it can be used as a non-invasive testing method.

  5. Generalized stochastic Landau-Lifshitz-Gilbert equation for yttrium-iron garnet films

    NASA Astrophysics Data System (ADS)

    Rückriegel, Andreas; Kopietz, Peter

    2015-03-01

    We derive a generalization of the well-known stochastic Landau-Lifshitz-Gilbert equation starting from a microscopic Heisenberg model coupled to the lattice degrees of freedom. By integrating out the phonons we obtain a non-Markovian, stochastic equation of motion for the spin degrees of freedom satisfying a Fluctuation-Dissipation theorem. We apply our theory to study the parametric pumping and thermalization of spin excitations in thin yttrium-iron garnet films.

  6. A simple non-Markovian computational model of the statistics of soccer leagues: Emergence and scaling effects

    NASA Astrophysics Data System (ADS)

    da Silva, Roberto; Vainstein, Mendeli H.; Lamb, Luis C.; Prado, Sandra D.

    2013-03-01

    We propose a novel probabilistic model that outputs the final standings of a soccer league, based on a simple dynamics that mimics a soccer tournament. In our model, a team is created with a defined potential (ability) which is updated during the tournament according to the results of previous games. The updated potential modifies a team future winning/losing probabilities. We show that this evolutionary game is able to reproduce the statistical properties of final standings of actual editions of the Brazilian tournament (Brasileirão) if the starting potential is the same for all teams. Other leagues such as the Italian (Calcio) and the Spanish (La Liga) tournaments have notoriously non-Gaussian traces and cannot be straightforwardly reproduced by this evolutionary non-Markovian model with simple initial conditions. However, we show that by setting the initial abilities based on data from previous tournaments, our model is able to capture the stylized statistical features of double round robin system (DRRS) tournaments in general. A complete understanding of these phenomena deserves much more attention, but we suggest a simple explanation based on data collected in Brazil: here several teams have been crowned champion in previous editions corroborating that the champion typically emerges from random fluctuations that partly preserve the Gaussian traces during the tournament. On the other hand, in the Italian and Spanish cases, only a few teams in recent history have won their league tournaments. These leagues are based on more robust and hierarchical structures established even before the beginning of the tournament. For the sake of completeness, we also elaborate a totally Gaussian model (which equalizes the winning, drawing, and losing probabilities) and we show that the scores of the Brazilian tournament “Brasileirão” cannot be reproduced. This shows that the evolutionary aspects are not superfluous and play an important role which must be considered in

  7. Volatile decision dynamics: experiments, stochastic description, intermittency control and traffic optimization

    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.

  8. Wetland Ecohydrology: stochastic description of water level fluctuations across the soil surface

    NASA Astrophysics Data System (ADS)

    Tamea, S.; Muneepeerakul, R.; Laio, F.; Ridolfi, L.; Rodriguez-Iturbe, I.

    2009-12-01

    Wetlands provide a suite of social and ecological critical functions such as being habitats of disease-carrying vectors, providing buffer zones against hurricanes, controlling sediment transport, filtering nutrients and contaminants, and a repository of great biological diversity. More recently, wetlands have also been recognized as crucial for carbon storage in the context of global climate change. Despite such importance, quantitative approaches to many aspects of wetlands are far from adequate. Therefore, improving our quantitative understanding of wetlands is necessary to our ability to maintain, manage, and restore these invaluable environments. In wetlands, hydrologic factors and ecosystem processes interplay and generate unique characteristics and a delicate balance between biotic and abiotic elements. The main hydrologic driver of wetland ecosystems is the position of the water level that, being above or below ground, determines the submergence or exposure of soil. When the water level is above the soil surface, soil saturation and lack of oxygen causes hypoxia, anaerobic functioning of microorganisms and anoxic stress in plants, that might lead to the death of non-adapted organisms. When the water level lies below the soil surface, the ecosystem becomes groundwater-dependent, and pedological and physiological aspects play their role in the soil water balance. We propose here a quantitative description of wetland ecohydrology, through a stochastic process-based water balance, driven by a marked compound Poisson noise representing rainfall events. The model includes processes such as rainfall infiltration, evapotranspiration, capillary rise, and the contribution of external water bodies, which are quantified in a simple yet realistic way. The semi-analytical steady-state probability distributions of water level spanning across the soil surface are validated with data from the Everglades (Florida, USA). The model and its results allow for a quantitative

  9. A stochastic description on the traction-separation law of an interface with non-covalent bonding

    NASA Astrophysics Data System (ADS)

    Wei, Yujie

    2014-10-01

    We formulate a stochastic description about the mechanical response of an interface composed of non-covalent bonds. In such interfaces, the evolution of bonding probability in response to deformation plays the central role in determining their traction-separation behavior. The model connects atomistic and molecular level bonding properties to meso-scale traction-separation relationship in an interface. In response to quasi-static loading, the traction-separation of a stochastic interface is the resultant of varying bonding probability as a function of separation, and the bonding probability follows the Boltzmann distribution. The quasi-static stochastic interface model is applied to understand the critical force while detaching a sphere from an infinite half space. We further show the kinetics of interfacial debonding in the context of the Bell model (1978) and two of its derivatives - the Evans-Richie model (1997) and the Freund model (2009). While subjected to constant force, an interface creeps and its separation-time curve shows typical characteristics seen during the creep of crystalline materials at high temperature. When we exert constant separation rate to an interface, interfacial traction shows strong rate-sensitivity with higher traction at faster separation rate. The model presented here may supply a guidance to bring the stochastic nature of interfacial debonding into theories on cracking initiation and growth during fatigue fracture.

  10. Description of nuclear fragment formation in terms of a stochastic nucleation model

    NASA Astrophysics Data System (ADS)

    Dorso, C. O.; Donangelo, R.

    1990-07-01

    Fragment formation is described as a stochastic nucleation process without making explicit assumptions about the degree of equilibration of the nuclear system. On leave of absence from Instituto de Física, Universidade Federal do Rio de Janeiro, 21944 Rio de Janeiro, Brazil.

  11. Non-Markovian dynamics of single- and two-qubit systems interacting with Gaussian and non-Gaussian fluctuating transverse environments

    NASA Astrophysics Data System (ADS)

    Rossi, Matteo A. C.; Paris, Matteo G. A.

    2016-01-01

    We address the interaction of single- and two-qubit systems with an external transverse fluctuating field and analyze in detail the dynamical decoherence induced by Gaussian noise and random telegraph noise (RTN). Upon exploiting the exact RTN solution of the time-dependent von Neumann equation, we analyze in detail the behavior of quantum correlations and prove the non-Markovianity of the dynamical map in the full parameter range, i.e., for either fast or slow noise. The dynamics induced by Gaussian noise is studied numerically and compared to the RTN solution, showing the existence of (state dependent) regions of the parameter space where the two noises lead to very similar dynamics. We show that the effects of RTN noise and of Gaussian noise are different, i.e., the spectrum alone is not enough to summarize the noise effects, but the dynamics under the effect of one kind of noise may be simulated with high fidelity by the other one.

  12. Non-Markovian dynamics of single- and two-qubit systems interacting with Gaussian and non-Gaussian fluctuating transverse environments.

    PubMed

    Rossi, Matteo A C; Paris, Matteo G A

    2016-01-14

    We address the interaction of single- and two-qubit systems with an external transverse fluctuating field and analyze in detail the dynamical decoherence induced by Gaussian noise and random telegraph noise (RTN). Upon exploiting the exact RTN solution of the time-dependent von Neumann equation, we analyze in detail the behavior of quantum correlations and prove the non-Markovianity of the dynamical map in the full parameter range, i.e., for either fast or slow noise. The dynamics induced by Gaussian noise is studied numerically and compared to the RTN solution, showing the existence of (state dependent) regions of the parameter space where the two noises lead to very similar dynamics. We show that the effects of RTN noise and of Gaussian noise are different, i.e., the spectrum alone is not enough to summarize the noise effects, but the dynamics under the effect of one kind of noise may be simulated with high fidelity by the other one. PMID:26772560

  13. Stochastic description of the light scattered by a polydisperse colloidal suspension: simulation and experiment.

    PubMed

    Roldán-Vargas, Sándalo; Quesada-Pérez, Manuel; Callejas-Fernández, José

    2009-07-21

    In this work, the stochastic properties of the detected signal in dynamic light scattering experiments are examined in light of Doob's theorem. For Markovian observations of the Brownian particle position, we prove from this theorem that the electric field scattered by a polydisperse suspension can be accounted for by a linear combination of Ornstein-Uhlenbeck processes. A new algorithm for generating the fluctuating field scattered by a polydisperse system is proposed from this alternative formalism. The statistics of our synthetic data is compared satisfactorily with that resulting from the experimental signal scattered by a binary suspension of polystyrene microspheres. PMID:19624211

  14. Stochastic description of the light scattered by a polydisperse colloidal suspension: simulation and experiment.

    PubMed

    Roldán-Vargas, Sándalo; Quesada-Pérez, Manuel; Callejas-Fernández, José

    2009-07-21

    In this work, the stochastic properties of the detected signal in dynamic light scattering experiments are examined in light of Doob's theorem. For Markovian observations of the Brownian particle position, we prove from this theorem that the electric field scattered by a polydisperse suspension can be accounted for by a linear combination of Ornstein-Uhlenbeck processes. A new algorithm for generating the fluctuating field scattered by a polydisperse system is proposed from this alternative formalism. The statistics of our synthetic data is compared satisfactorily with that resulting from the experimental signal scattered by a binary suspension of polystyrene microspheres.

  15. Analytical description of nonlinear particle transport in slab turbulence: High particle energies and stochastic acceleration

    SciTech Connect

    Shalchi, A.

    2012-10-15

    Pitch-angle scattering, parallel spatial diffusion, and stochastic acceleration of cosmic rays are investigated analytically. Based on a second-order quasilinear theory, we derive analytical expressions for the aforementioned transport parameters for all possible magnetic field strengths and particle energies. This work complements previous work where only parallel diffusion for low energetic particles was considered. Furthermore, we compute the first time the momentum diffusion coefficient. It is also shown that the relation between the momentum diffusion coefficient and the parallel spatial diffusion coefficient is more complicated than assumed in previous work.

  16. Stochastic description of salt-marsh inundation from mixed astronomical-wind driven tides, with implications for macrophyte growth

    NASA Astrophysics Data System (ADS)

    Howell, S. M.; Furbish, D. J.; Morris, J. T.

    2009-12-01

    Sea-level rise and sedimentation interact to control productivity on coastal salt marshes since the mean sea level influences flood frequency. Irregularly flooded marshes are inundated during spring and storm tides and during extended periods of north-easterly winds. The weak and irregular inundation in marshes may effect rates of decomposition, organic matter accumulation, and the vertical distribution of marsh vegetation. Whereas astronomical tides are predictable, wind driven tides depend on the strength and direction of the wind. Because these systems are stochastic, a non-hydrodynamic approach is used to describe the tides and determine the distribution of water depths. Here we present a description of salt-marsh inundation from mixed astronomical-wind driven tides that removes the astronomical forcing from water level records to determine the role of wind, storms, and forecasting of stochastic platform wetting. Using a 3 year record of water level and wind from sites in Carteret County, North Carolina, we calculate the mean high water (MHW) level and the ratio of inundation for a given elevation and corresponding macrophyte. The frequency of inundation or marsh platform wetting will vary from the frequency of MHW level, yet it is this stochastic wetting process that determines productivity and plant distribution since infrequent flooding may cause stress or hypersaline conditions. An ARIMA model is used to describe this higher order structure of the inundation signal. Wind can be described as an AR1 and a transfer function model is used to determine the dynamic response of the effect of noise and sustained winds on water levels. Harmonic analysis is also performed for comparison of predicted water levels using various tidal constituents to determine the phases and amplitudes and to explore model simplification.

  17. Two-layer symbolic representation for stochastic models with phase-type distributed events

    NASA Astrophysics Data System (ADS)

    Longo, Francesco; Scarpa, Marco

    2015-07-01

    Among the techniques that have been proposed for the analysis of non-Markovian models, the state space expansion approach showed great flexibility in terms of modelling capacities.The principal drawback is the explosion of the state space. This paper proposes a two-layer symbolic method for efficiently storing the expanded reachability graph of a non-Markovian model in the case in which continuous phase-type distributions are associated with the firing times of system events, and different memory policies are considered. At the lower layer, the reachability graph is symbolically represented in the form of a set of Kronecker matrices, while, at the higher layer, all the information needed to correctly manage event memory is stored in a multi-terminal multi-valued decision diagram. Such an information is collected by applying a symbolic algorithm, which is based on a couple of theorems. The efficiency of the proposed approach, in terms of memory occupation and execution time, is shown by applying it to a set of non-Markovian stochastic Petri nets and comparing it with a classical explicit expansion algorithm. Moreover, a comparison with a classical symbolic approach is performed whenever possible.

  18. Description of synthesis of super-heavy elements within the multidimensional stochastic model

    NASA Astrophysics Data System (ADS)

    Litnevsky, V. L.; Pashkevich, V. V.; Kosenko, G. I.; Ivanyuk, F. A.

    2014-03-01

    We describe the fusion-fission processes within the two-stage reaction model. On the first stage (the entrance channel) the time evolution of the system up to the touching point is calculated. All possible orientations of the colliding nuclei are taken into account. The distributions at the touching point obtained on the first step are used for the transition from separated ions to the compact system and as the initial conditions for the description of evolution of compact system (second stage). Both the approach of ions and the evolution of the compact system are described with the help of Langevin equations for the collective coordinates (deformation parameters) which specify the configuration of the system. In both stages the shell structures of the colliding ions and the compound nucleus are taken into account. Within this model we obtain the information on the touching probability and the observable measured in the fusion-fission reactions (mass and energy distributions of the fission fragments, the compound nucleus, and the evaporation residue formation cross sections). In the present work we have carried out the calculations for the reactions Ni64+U238→302-x120+xn, Fe58+Pu244→ 302-x120+xn, Cr54+Cm248→302-x120+xn, leading to the synthesis of an element with Z =120. The calculated results are compared with the available experimental data and other theoretical predictions.

  19. Stochastic models for surface diffusion of molecules

    SciTech Connect

    Shea, Patrick Kreuzer, Hans Jürgen

    2014-07-28

    We derive a stochastic model for the surface diffusion of molecules, starting from the classical equations of motion for an N-atom molecule on a surface. The equation of motion becomes a generalized Langevin equation for the center of mass of the molecule, with a non-Markovian friction kernel. In the Markov approximation, a standard Langevin equation is recovered, and the effect of the molecular vibrations on the diffusion is seen to lead to an increase in the friction for center of mass motion. This effective friction has a simple form that depends on the curvature of the lowest energy diffusion path in the 3N-dimensional coordinate space. We also find that so long as the intramolecular forces are sufficiently strong, memory effects are usually not significant and the Markov approximation can be employed, resulting in a simple one-dimensional model that can account for the effect of the dynamics of the molecular vibrations on the diffusive motion.

  20. Stochastic processes with distributed delays: chemical Langevin equation and linear-noise approximation.

    PubMed

    Brett, Tobias; Galla, Tobias

    2013-06-21

    We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation; instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed autoinhibition and a model of epidemic spread with delayed recovery provide evidence of the applicability of our results.

  1. Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

    NASA Technical Reports Server (NTRS)

    Jones, Robert L.; Goode, Plesent W. (Technical Monitor)

    2000-01-01

    The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

  2. A stochastic response surface formulation for the description of acoustic propagation through an uncertain internal wave field.

    PubMed

    Gerdes, Frank; Finette, Steven

    2012-10-01

    A modeling and simulation study is performed in a littoral ocean waveguide subject to uncertainty in four quantities: source depth, tidal forcing, initial thermocline structure, and sediment sound speed. In this partially known shelf-break environment, tidal forcing over a density-stratified water column produces internal tides and solitary wave packets. The resulting uncertainty in the space-time oceanographic field is mapped into the sound speed distribution which, in turn, introduces uncertainty into the acoustic wave field. The latter is treated as a stochastic field whose intensity is described by a polynomial chaos expansion. The expansion coefficients are estimated through constrained multivariate linear regression, and an analysis of the chaos coefficients provides insight into the relative contribution of the uncertain acoustic and oceanographic quantities. Histograms of acoustic intensity are estimated and compared to a reference solution obtained through Latin Hypercube sampling. A sensitivity analysis is performed to illustrate the relative importance of the four contributions of incomplete information about the environment. The simulation methodology represents an end-to-end analysis approach including both oceanographic and acoustic field uncertainty where the latter is quantified using stochastic basis expansions in the form of a polynomial chaos representation.

  3. A stochastic response surface formulation for the description of acoustic propagation through an uncertain internal wave field.

    PubMed

    Gerdes, Frank; Finette, Steven

    2012-10-01

    A modeling and simulation study is performed in a littoral ocean waveguide subject to uncertainty in four quantities: source depth, tidal forcing, initial thermocline structure, and sediment sound speed. In this partially known shelf-break environment, tidal forcing over a density-stratified water column produces internal tides and solitary wave packets. The resulting uncertainty in the space-time oceanographic field is mapped into the sound speed distribution which, in turn, introduces uncertainty into the acoustic wave field. The latter is treated as a stochastic field whose intensity is described by a polynomial chaos expansion. The expansion coefficients are estimated through constrained multivariate linear regression, and an analysis of the chaos coefficients provides insight into the relative contribution of the uncertain acoustic and oceanographic quantities. Histograms of acoustic intensity are estimated and compared to a reference solution obtained through Latin Hypercube sampling. A sensitivity analysis is performed to illustrate the relative importance of the four contributions of incomplete information about the environment. The simulation methodology represents an end-to-end analysis approach including both oceanographic and acoustic field uncertainty where the latter is quantified using stochastic basis expansions in the form of a polynomial chaos representation. PMID:23039422

  4. Stochastic Loewner evolution relates anomalous diffusion and anisotropic percolation

    NASA Astrophysics Data System (ADS)

    Credidio, Heitor F.; Moreira, André A.; Herrmann, Hans J.; Andrade, José S.

    2016-04-01

    We disclose the origin of anisotropic percolation perimeters in terms of the stochastic Loewner evolution (SLE) process. Precisely, our results from extensive numerical simulations indicate that the perimeters of multilayered and directed percolation clusters at criticality are the scaling limits of the Loewner evolution of an anomalous Brownian motion, being superdiffusive and subdiffusive, respectively. The connection between anomalous diffusion and fractal anisotropy is further tested by using long-range power-law correlated time series (fractional Brownian motion) as the driving functions in the evolution process. The fact that the resulting traces are distinctively anisotropic corroborates our hypothesis. Under the conceptual framework of SLE, our study therefore reveals different perspectives for mathematical and physical interpretations of non-Markovian processes in terms of anisotropic paths at criticality and vice versa.

  5. Kinetic and dynamic probability-density-function descriptions of disperse turbulent two-phase flows

    NASA Astrophysics Data System (ADS)

    Minier, Jean-Pierre; Profeta, Christophe

    2015-11-01

    This article analyzes the status of two classical one-particle probability density function (PDF) descriptions of the dynamics of discrete particles dispersed in turbulent flows. The first PDF formulation considers only the process made up by particle position and velocity Zp=(xp,Up) and is represented by its PDF p (t ;yp,Vp) which is the solution of a kinetic PDF equation obtained through a flux closure based on the Furutsu-Novikov theorem. The second PDF formulation includes fluid variables into the particle state vector, for example, the fluid velocity seen by particles Zp=(xp,Up,Us) , and, consequently, handles an extended PDF p (t ;yp,Vp,Vs) which is the solution of a dynamic PDF equation. For high-Reynolds-number fluid flows, a typical formulation of the latter category relies on a Langevin model for the trajectories of the fluid seen or, conversely, on a Fokker-Planck equation for the extended PDF. In the present work, a new derivation of the kinetic PDF equation is worked out and new physical expressions of the dispersion tensors entering the kinetic PDF equation are obtained by starting from the extended PDF and integrating over the fluid seen. This demonstrates that, under the same assumption of a Gaussian colored noise and irrespective of the specific stochastic model chosen for the fluid seen, the kinetic PDF description is the marginal of a dynamic PDF one. However, a detailed analysis reveals that kinetic PDF models of particle dynamics in turbulent flows described by statistical correlations constitute incomplete stand-alone PDF descriptions and, moreover, that present kinetic-PDF equations are mathematically ill posed. This is shown to be the consequence of the non-Markovian characteristic of the stochastic process retained to describe the system and the use of an external colored noise. Furthermore, developments bring out that well-posed PDF descriptions are essentially due to a proper choice of the variables selected to describe physical systems

  6. Generalized discord, entanglement, Einstein-Podolsky-Rosen steering, and Bell nonlocality in two-qubit systems under (non-)Markovian channels: Hierarchy of quantum resources and chronology of deaths and births

    NASA Astrophysics Data System (ADS)

    Costa, A. C. S.; Beims, M. W.; Angelo, R. M.

    2016-11-01

    Generalized quantum discord (Dq), Einstein-Podolsky-Rosen steering (S), entanglement (E), and Bell nonlocality (N), are logically distinct quantifiers of quantum correlations. All these measures capture nonclassical aspects of quantum states and play some role as resources in quantum information processing. In this work, we look for the hierarchy satisfied by these quantum correlation witnesses for a class of two-qubit states. We show that N ⊳ S ⊳ E ⊳Dq, meaning that nonlocality implies steering, which in turn implies entanglement, which then implies q-discord. For the quantum states under concern, we show that the invariance of this hierarchy under noisy quantum channels directly implies a death chronology. Additionally, we have found that sudden death of all quantum resources except discord is absent only for a subset of states of measure zero. At last, we provide an illustration of another consequence of the aforementioned hierarchy, namely, the existence of a sudden birth chronology under non-Markovian channels.

  7. Stochastic methods for aerosol chemistry: a compact molecular description of functionalization and fragmentation in the heterogeneous oxidation of squalane aerosol by OH radicals.

    PubMed

    Wiegel, A A; Wilson, K R; Hinsberg, W D; Houle, F A

    2015-02-14

    The heterogeneous oxidation of organic aerosol by hydroxyl radicals (OH) can proceed through two general pathways: functionalization, in which oxygen functional groups are added to the carbon skeleton, and fragmentation, in which carbon-carbon bonds are broken, producing higher volatility, lower molecular weight products. An ongoing challenge is to develop a quantitative molecular description of these pathways that connects the oxidative evolution of the average aerosol properties (e.g. size and hygroscopicity) to the transformation of free radical intermediates. In order to investigate the underlying molecular mechanism of aerosol oxidation, a relatively compact kinetics model is developed for the heterogeneous oxidation of squalane particles by OH using free radical intermediates that convert reactive hydrogen sites into oxygen functional groups. Stochastic simulation techniques are used to compare calculated system properties over ten oxidation lifetimes with the same properties measured in experiment. The time-dependent average squalane aerosol mass, volume, density, carbon number distribution of scission products, and the average elemental composition are predicted using known rate coefficients. For functionalization, the calculations reveal that the distribution of alcohol and carbonyl groups is controlled primarily by the initial OH abstraction rate and to lesser extent by the branching ratio between secondary peroxy radical product channels. For fragmentation, the calculations reveal that the formation of activated alkoxy radicals with neighboring functional groups controls the molecular decomposition, particularly at high O/C ratios. This kinetic scheme provides a framework for understanding the oxidation chemistry of a model organic aerosol and informs parameterizations of more complex systems.

  8. High Resolution non-Markovianity in NMR

    PubMed Central

    Bernardes, Nadja K.; Peterson, John P. S.; Sarthour, Roberto S.; Souza, Alexandre M.; Monken, C. H.; Roditi, Itzhak; Oliveira, Ivan S.; Santos, Marcelo F.

    2016-01-01

    Memoryless time evolutions are ubiquitous in nature but often correspond to a resolution-induced approximation, i.e. there are correlations in time whose effects are undetectable. Recent advances in the dynamical control of small quantum systems provide the ideal scenario to probe some of these effects. Here we experimentally demonstrate the precise induction of memory effects on the evolution of a quantum coin (qubit) by correlations engineered in its environment. In particular, we design a collisional model in Nuclear Magnetic Resonance (NMR) and precisely control the strength of the effects by changing the degree of correlation in the environment and its time of interaction with the qubit. We also show how these effects can be hidden by the limited resolution of the measurements performed on the qubit. The experiment reinforces NMR as a test bed for the study of open quantum systems and the simulation of their classical counterparts. PMID:27669652

  9. Dynamics of non-Markovian exclusion processes

    NASA Astrophysics Data System (ADS)

    Khoromskaia, Diana; Harris, Rosemary J.; Grosskinsky, Stefan

    2014-12-01

    Driven diffusive systems are often used as simple discrete models of collective transport phenomena in physics, biology or social sciences. Restricting attention to one-dimensional geometries, the asymmetric simple exclusion process (ASEP) plays a paradigmatic role to describe noise-activated driven motion of entities subject to an excluded volume interaction and many variants have been studied in recent years. While in the standard ASEP the noise is Poissonian and the process is therefore Markovian, in many applications the statistics of the activating noise has a non-standard distribution with possible memory effects resulting from internal degrees of freedom or external sources. This leads to temporal correlations and can significantly affect the shape of the current-density relation as has been studied recently for a number of scenarios. In this paper we report a general framework to derive the fundamental diagram of ASEPs driven by non-Poissonian noise by using effectively only two simple quantities, viz., the mean residual lifetime of the jump distribution and a suitably defined temporal correlation length. We corroborate our results by detailed numerical studies for various noise statistics under periodic boundary conditions and discuss how our approach can be applied to more general driven diffusive systems.

  10. Gaussian approximations for stochastic systems with delay: Chemical Langevin equation and application to a Brusselator system

    NASA Astrophysics Data System (ADS)

    Brett, Tobias; Galla, Tobias

    2014-03-01

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

  11. Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system.

    PubMed

    Brett, Tobias; Galla, Tobias

    2014-03-28

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period. PMID:24697429

  12. Non-stochastic matrix Schrödinger equation for open systems

    NASA Astrophysics Data System (ADS)

    Joubert-Doriol, Loïc; Ryabinkin, Ilya G.; Izmaylov, Artur F.

    2014-12-01

    We propose an extension of the Schrödinger equation for a quantum system interacting with environment. This extension describes dynamics of a collection of auxiliary wavefunctions organized as a matrix m, from which the system density matrix can be reconstructed as hat{ρ }= {m} {m}^dagger. We formulate a compatibility condition, which ensures that the reconstructed density satisfies a given quantum master equation for the system density. The resulting non-stochastic evolution equation preserves positive-definiteness of the system density and is applicable to both Markovian and non-Markovian system-bath treatments. Our formalism also resolves a long-standing problem of energy loss in the time-dependent variational principle applied to mixed states of closed systems.

  13. Non-stochastic matrix Schrödinger equation for open systems

    SciTech Connect

    Joubert-Doriol, Loïc; Ryabinkin, Ilya G.; Izmaylov, Artur F.

    2014-12-21

    We propose an extension of the Schrödinger equation for a quantum system interacting with environment. This extension describes dynamics of a collection of auxiliary wavefunctions organized as a matrix m, from which the system density matrix can be reconstructed as ρ{sup ^}=mm{sup †}. We formulate a compatibility condition, which ensures that the reconstructed density satisfies a given quantum master equation for the system density. The resulting non-stochastic evolution equation preserves positive-definiteness of the system density and is applicable to both Markovian and non-Markovian system-bath treatments. Our formalism also resolves a long-standing problem of energy loss in the time-dependent variational principle applied to mixed states of closed systems.

  14. Gaussian approximations for stochastic systems with delay: Chemical Langevin equation and application to a Brusselator system

    SciTech Connect

    Brett, Tobias Galla, Tobias

    2014-03-28

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

  15. Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system.

    PubMed

    Brett, Tobias; Galla, Tobias

    2014-03-28

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

  16. Effect of internal noise on the oscillation of N{sub 2}O decomposition over Cu-ZSM-5 zeolites using a stochastic description

    SciTech Connect

    Liu, Fuliang; Li, Yaping Sun, Xiaoming

    2014-01-28

    When considering stochastic oscillations of heterogeneous catalyst systems, most researches have focused on the surface of a metal or its oxide catalysts, but there have been few studies on porous catalysts. In this work, the effects of internal noise on oscillations of N{sub 2}O decomposition over Cu-ZSM-5 zeolites are investigated, using the chemical Langevin equation and a mesoscopic stochastic model. Considering that Cu-ZSM-5 particles are finely divided particles, the number of Cu ions (N{sub s}) is proportional to the particle size at a certain Cu/Al, and the internal noise is inversely proportional to N{sub s}. Stochastic oscillations can be observed outside the deterministic oscillatory region. Furthermore, the performance of the oscillation characterized by the signal-to-noise ratio has a maximum within the optimal size range of 4–8 nm. This suggests that a nanometer-sized zeolite may be best for oscillations.

  17. Stochastic games

    PubMed Central

    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

  18. Stochastic resonance

    NASA Astrophysics Data System (ADS)

    Gammaitoni, Luca; Hänggi, Peter; Jung, Peter; Marchesoni, Fabio

    1998-01-01

    Over the last two decades, stochastic resonance has continuously attracted considerable attention. The term is given to a phenomenon that is manifest in nonlinear systems whereby generally feeble input information (such as a weak signal) can be be amplified and optimized by the assistance of noise. The effect requires three basic ingredients: (i) an energetic activation barrier or, more generally, a form of threshold; (ii) a weak coherent input (such as a periodic signal); (iii) a source of noise that is inherent in the system, or that adds to the coherent input. Given these features, the response of the system undergoes resonance-like behavior as a function of the noise level; hence the name stochastic resonance. The underlying mechanism is fairly simple and robust. As a consequence, stochastic resonance has been observed in a large variety of systems, including bistable ring lasers, semiconductor devices, chemical reactions, and mechanoreceptor cells in the tail fan of a crayfish. In this paper, the authors report, interpret, and extend much of the current understanding of the theory and physics of stochastic resonance. They introduce the readers to the basic features of stochastic resonance and its recent history. Definitions of the characteristic quantities that are important to quantify stochastic resonance, together with the most important tools necessary to actually compute those quantities, are presented. The essence of classical stochastic resonance theory is presented, and important applications of stochastic resonance in nonlinear optics, solid state devices, and neurophysiology are described and put into context with stochastic resonance theory. More elaborate and recent developments of stochastic resonance theory are discussed, ranging from fundamental quantum properties-being important at low temperatures-over spatiotemporal aspects in spatially distributed systems, to realizations in chaotic maps. In conclusion the authors summarize the achievements

  19. Lévy stable noise-induced transitions: stochastic resonance, resonant activation and dynamic hysteresis

    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.

  20. STOCHASTIC COOLING FOR RHIC.

    SciTech Connect

    BLASKIEWICZ,M.BRENNAN,J.M.CAMERON,P.WEI,J.

    2003-05-12

    Emittance growth due to Intra-Beam Scattering significantly reduces the heavy ion luminosity lifetime in RHIC. Stochastic cooling of the stored beam could improve things considerably by counteracting IBS and preventing particles from escaping the rf bucket [1]. High frequency bunched-beam stochastic cooling is especially challenging but observations of Schottky signals in the 4-8 GHz band indicate that conditions are favorable in RHIC [2]. We report here on measurements of the longitudinal beam transfer function carried out with a pickup kicker pair on loan from FNAL TEVATRON. Results imply that for ions a coasting beam description is applicable and we outline some general features of a viable momentum cooling system for RHIC.

  1. Attainability analysis in the stochastic sensitivity control

    NASA Astrophysics Data System (ADS)

    Bashkirtseva, Irina

    2015-02-01

    For nonlinear dynamic stochastic control system, we construct a feedback regulator that stabilises an equilibrium and synthesises a required dispersion of random states around this equilibrium. Our approach is based on the stochastic sensitivity functions technique. We focus on the investigation of attainability sets for 2-D systems. A detailed parametric description of the attainability domains for various types of control inputs for stochastic Brusselator is presented. It is shown that the new regulator provides a low level of stochastic sensitivity and can suppress oscillations of large amplitude.

  2. Stochastic thermodynamics

    NASA Astrophysics Data System (ADS)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

    'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

  3. Nonperturbative stochastic method for driven spin-boson model

    NASA Astrophysics Data System (ADS)

    Orth, Peter P.; Imambekov, Adilet; Le Hur, Karyn

    2013-01-01

    We introduce and apply a numerically exact method for investigating the real-time dissipative dynamics of quantum impurities embedded in a macroscopic environment beyond the weak-coupling limit. We focus on the spin-boson Hamiltonian that describes a two-level system interacting with a bosonic bath of harmonic oscillators. This model is archetypal for investigating dissipation in quantum systems, and tunable experimental realizations exist in mesoscopic and cold-atom systems. It finds abundant applications in physics ranging from the study of decoherence in quantum computing and quantum optics to extended dynamical mean-field theory. Starting from the real-time Feynman-Vernon path integral, we derive an exact stochastic Schrödinger equation that allows us to compute the full spin density matrix and spin-spin correlation functions beyond weak coupling. We greatly extend our earlier work [P. P. Orth, A. Imambekov, and K. Le Hur, Phys. Rev. APLRAAN1050-294710.1103/PhysRevA.82.032118 82, 032118 (2010)] by fleshing out the core concepts of the method and by presenting a number of interesting applications. Methodologically, we present an analogy between the dissipative dynamics of a quantum spin and that of a classical spin in a random magnetic field. This analogy is used to recover the well-known noninteracting-blip approximation in the weak-coupling limit. We explain in detail how to compute spin-spin autocorrelation functions. As interesting applications of our method, we explore the non-Markovian effects of the initial spin-bath preparation on the dynamics of the coherence σx(t) and of σz(t) under a Landau-Zener sweep of the bias field. We also compute to a high precision the asymptotic long-time dynamics of σz(t) without bias and demonstrate the wide applicability of our approach by calculating the spin dynamics at nonzero bias and different temperatures.

  4. Stochastic thermodynamics of Langevin systems under time-delayed feedback control: Second-law-like inequalities.

    PubMed

    Rosinberg, M L; Munakata, T; Tarjus, G

    2015-04-01

    Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we derive a set of second-law-like inequalities that provide bounds to the rate of extracted work. These inequalities involve additional contributions characterizing the reduction of entropy production due to the continuous measurement process. We also show that the non-Markovian nature of the dynamics requires a modification of the basic relation linking dissipation to the breaking of time-reversal symmetry at the level of trajectories. The modified relation includes a contribution arising from the acausal character of the reverse process. This, in turn, leads to another second-law-like inequality. We illustrate the general formalism with a detailed analytical and numerical study of a harmonic oscillator driven by a linear feedback, which describes actual experimental setups.

  5. Stochastic description of pilus retraction dynamics

    NASA Astrophysics Data System (ADS)

    Lindén, Martin; Johansson, Emil; Jonsson, Ann-Beth

    2005-03-01

    Motility of certain gram-negative bacteria is mediated by retraction of type IV pili surface filaments, which are essential for infectivity. Type IV pili are helical filaments with 4 nm periodicity and 5 subunits per turn. The retraction is powered by a strong molecular motor protein, PilT, producing very high forces in excess of 100 pN[1]. One possible explanation for the high forces are that several ATP are hydrolyzed to retract each subunit.We consider a widely used class of discrete hopping models, which has been used to describe well-known motor proteins such as kinesin[2] and myosin[3]. The model describes recent experimental measurements[1] on Neisseria gonorrhoeae well, and makes several interesting predictions for the randomness of the retraction dynamics.1. Maier et al, PNAS 101:10961 (2004)2. M. E. Fisher and A. B. Kolomeisky, PNAS 98:7748 (2001)3. A. B. Kolomeisky and M. E. Fisher, Biophys. J. 84:1650 (2003)

  6. Perspective: Stochastic algorithms for chemical kinetics

    NASA Astrophysics Data System (ADS)

    Gillespie, Daniel T.; Hellander, Andreas; Petzold, Linda R.

    2013-05-01

    We outline our perspective on stochastic chemical kinetics, paying particular attention to numerical simulation algorithms. We first focus on dilute, well-mixed systems, whose description using ordinary differential equations has served as the basis for traditional chemical kinetics for the past 150 years. For such systems, we review the physical and mathematical rationale for a discrete-stochastic approach, and for the approximations that need to be made in order to regain the traditional continuous-deterministic description. We next take note of some of the more promising strategies for dealing stochastically with stiff systems, rare events, and sensitivity analysis. Finally, we review some recent efforts to adapt and extend the discrete-stochastic approach to systems that are not well-mixed. In that currently developing area, we focus mainly on the strategy of subdividing the system into well-mixed subvolumes, and then simulating diffusional transfers of reactant molecules between adjacent subvolumes together with chemical reactions inside the subvolumes.

  7. Perspective: Stochastic algorithms for chemical kinetics.

    PubMed

    Gillespie, Daniel T; Hellander, Andreas; Petzold, Linda R

    2013-05-01

    We outline our perspective on stochastic chemical kinetics, paying particular attention to numerical simulation algorithms. We first focus on dilute, well-mixed systems, whose description using ordinary differential equations has served as the basis for traditional chemical kinetics for the past 150 years. For such systems, we review the physical and mathematical rationale for a discrete-stochastic approach, and for the approximations that need to be made in order to regain the traditional continuous-deterministic description. We next take note of some of the more promising strategies for dealing stochastically with stiff systems, rare events, and sensitivity analysis. Finally, we review some recent efforts to adapt and extend the discrete-stochastic approach to systems that are not well-mixed. In that currently developing area, we focus mainly on the strategy of subdividing the system into well-mixed subvolumes, and then simulating diffusional transfers of reactant molecules between adjacent subvolumes together with chemical reactions inside the subvolumes.

  8. Stochastic Cooling

    SciTech Connect

    Blaskiewicz, M.

    2011-01-01

    Stochastic Cooling was invented by Simon van der Meer and was demonstrated at the CERN ISR and ICE (Initial Cooling Experiment). Operational systems were developed at Fermilab and CERN. A complete theory of cooling of unbunched beams was developed, and was applied at CERN and Fermilab. Several new and existing rings employ coasting beam cooling. Bunched beam cooling was demonstrated in ICE and has been observed in several rings designed for coasting beam cooling. High energy bunched beams have proven more difficult. Signal suppression was achieved in the Tevatron, though operational cooling was not pursued at Fermilab. Longitudinal cooling was achieved in the RHIC collider. More recently a vertical cooling system in RHIC cooled both transverse dimensions via betatron coupling.

  9. Stochastic deformation of a thermodynamic symplectic structure.

    PubMed

    Kazinski, P O

    2009-01-01

    A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation is analogous to the deformation of an algebra of observables such as deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transformations and gauge fields is given. An application of the formalism to a description of systems with distributed parameters in a local thermodynamic equilibrium is considered.

  10. Stochastic deformation of a thermodynamic symplectic structure

    NASA Astrophysics Data System (ADS)

    Kazinski, P. O.

    2009-01-01

    A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation is analogous to the deformation of an algebra of observables such as deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transformations and gauge fields is given. An application of the formalism to a description of systems with distributed parameters in a local thermodynamic equilibrium is considered.

  11. Solving the Langevin equation with stochastic algebraically correlated noise

    NASA Astrophysics Data System (ADS)

    Płoszajczak, M.; Srokowski, T.

    1997-05-01

    The long time tail in the velocity and force autocorrelation function has been found recently in molecular dynamics simulations of peripheral collisions of ions. Simulation of those slowly decaying correlations in the stochastic transport theory requires the development of new methods of generating stochastic force of arbitrarily long correlation times. In this paper we propose a Markovian process, the multidimensional kangaroo process, which permits the description of various algebraically correlated stochastic processes.

  12. Linear kinetic theory and particle transport in stochastic mixtures. Third year and final report, June 15, 1993--December 14, 1996

    SciTech Connect

    Pomraning, G.C.

    1997-05-01

    The goal in this research was to continue the development of a comprehensive theory of linear transport/kinetic theory in a stochastic mixture of solids and immiscible fluids. Such a theory should predict the ensemble average and higher moments, such as the variance, of the particle or energy density described by the underlying transport/kinetic equation. The statistics studied correspond to N-state discrete random variables for the interaction coefficients and sources, with N denoting the number of components in the mixture. The mixing statistics considered were Markovian as well as more general statistics. In the absence of time dependence and scattering, the theory is well developed and described exactly by the master (Liouville) equation for Markovian mixing, and by renewal equations for non-Markovian mixing. The intent of this research was to generalize these treatments to include both time dependence and scattering. A further goal of this research was to develop approximate, but simpler, models from any comprehensive theory. In particular, a specific goal was to formulate a renormalized transport/kinetic theory of the usual nonstochastic form, but with effective interaction coefficients and sources to account for the stochastic nature of the problem. In the three and one-half year period of research summarized in this final report, they have made substantial progress in the development of a comprehensive theory of kinetic processes in stochastic mixtures. This progress is summarized in 16 archival journal articles, 7 published proceedings papers, and 2 comprehensive review articles. In addition, 17 oral presentations were made describing these research results.

  13. Stochastic-thermodynamic modeling of turbulent chaos with nonzero memory using fractional Fokker—Planck—Kolmogorov equations

    NASA Astrophysics Data System (ADS)

    Kolesnichenko, A. V.

    2008-10-01

    A stochastic-thermodynamic approach to the derivation of the generalized fractional Fokker—Planck—Kolmogorov (FFPK) equations is considered. The equations describe turbulent transfer processes in a subsystem of turbulent chaos on the basis of fractional dynamics, which takes into account the structure and metric of fractal time. The actual turbulent motion of a fluid is known to be intermittent, since it demonstrates the properties that are intermediate between the properties of regular and chaotic motions. On the other hand, the process of the flow turbulization may be non-Markovian because of the multidimensional spatiotemporal correlations of pulsating parameters; in a physical language, this means that the process has a memory. The introduction of fractional time derivatives into the FFPK kinetic equations, used to find the probability distribution functions for different statistical characteristics of structured turbulence, makes it possible to use an unified mathematical formalism in considering the effects of memory, nonlocality, and time intermittence, with which we usually associate the presence of turbulent bursts against the background of less intense low-frequency oscillations in the background turbulence. This study is aimed at creating representative models of space and natural media. It is a development of the synergetic approach to the modeling of structured turbulence in astrogeophysical systems, which has been developed by the author in a series of papers (Kolesnichenko, 2002-2005).

  14. A Stochastic Individual-Based Model of the Progression of Atrial Fibrillation in Individuals and Populations

    PubMed Central

    Galla, Tobias; Clayton, Richard H.

    2016-01-01

    Models that represent the mechanisms that initiate and sustain atrial fibrillation (AF) in the heart are computationally expensive to simulate and therefore only capture short time scales of a few heart beats. It is therefore difficult to embed biophysical mechanisms into both policy-level disease models, which consider populations of patients over multiple decades, and guidelines that recommend treatment strategies for patients. The aim of this study is to link these modelling paradigms using a stylised population-level model that both represents AF progression over a long time-scale and retains a description of biophysical mechanisms. We develop a non-Markovian binary switching model incorporating three different aspects of AF progression: genetic disposition, disease/age related remodelling, and AF-related remodelling. This approach allows us to simulate individual AF episodes as well as the natural progression of AF in patients over a period of decades. Model parameters are derived, where possible, from the literature, and the model development has highlighted a need for quantitative data that describe the progression of AF in population of patients. The model produces time series data of AF episodes over the lifetimes of simulated patients. These are analysed to quantitatively describe progression of AF in terms of several underlying parameters. Overall, the model has potential to link mechanisms of AF to progression, and to be used as a tool to study clinical markers of AF or as training data for AF classification algorithms. PMID:27070920

  15. Analysis of stochastically forced quasi-periodic attractors

    SciTech Connect

    Ryashko, Lev

    2015-11-30

    A problem of the analysis of stochastically forced quasi-periodic auto-oscillations of nonlinear dynamic systems is considered. A stationary distribution of random trajectories in the neighborhood of the corresponding deterministic attractor (torus) is studied. A parametric description of quadratic approximation of the quasipotential based on the stochastic sensitivity functions (SSF) technique is given. Using this technique, we analyse a dispersion of stochastic flows near the torus. For the case of two-torus in three-dimensional space, the stochastic sensitivity function is constructed.

  16. Stochastic cooling in RHIC

    SciTech Connect

    Brennan,J.M.; Blaskiewicz, M. M.; Severino, F.

    2009-05-04

    After the success of longitudinal stochastic cooling of bunched heavy ion beam in RHIC, transverse stochastic cooling in the vertical plane of Yellow ring was installed and is being commissioned with proton beam. This report presents the status of the effort and gives an estimate, based on simulation, of the RHIC luminosity with stochastic cooling in all planes.

  17. Stochastic differential equations

    SciTech Connect

    Sobczyk, K. )

    1990-01-01

    This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshore structures.

  18. Stochastic thermodynamics of information processing

    NASA Astrophysics Data System (ADS)

    Cardoso Barato, Andre

    2015-03-01

    We consider two recent advancements on theoretical aspects of thermodynamics of information processing. First we show that the theory of stochastic thermodynamics can be generalized to include information reservoirs. These reservoirs can be seen as a sequence of bits which has its Shannon entropy changed due to the interaction with the system. Second we discuss bipartite systems, which provide a convenient description of Maxwell's demon. Analyzing a special class of bipartite systems we show that they can be used to study cellular information processing, allowing for the definition of an entropic rate that quantifies how much a cell learns about a fluctuating external environment and that is bounded by the thermodynamic entropy production.

  19. Method to describe stochastic dynamics using an optimal coordinate.

    PubMed

    Krivov, Sergei V

    2013-12-01

    A general method to describe the stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems: the determination of an optimal coordinate for the description of stochastic dynamics; the reconstruction of time from an ensemble of stochastic trajectories; and the decomposition of stationary stochastic dynamics into eigenmodes which do not decay exponentially with time. The problems are solved by introducing additive eigenvectors which are transformed by a stochastic matrix in a simple way - every component is translated by a constant distance. Such solutions have peculiar properties. For example, an optimal coordinate for stochastic dynamics with detailed balance is a multivalued function. An optimal coordinate for a random walk on a line corresponds to the conventional eigenvector of the one-dimensional Dirac equation. The equation for the optimal coordinate in a slowly varying potential reduces to the Hamilton-Jacobi equation for the action function. PMID:24483410

  20. Stochasticity in cell biology: Modeling across levels

    NASA Astrophysics Data System (ADS)

    Pedraza, Juan Manuel

    2009-03-01

    Effective modeling of biological processes requires focusing on a particular level of description, and this requires summarizing de details of lower levels into effective variables and properly accounting for the constrains that other levels impose. In the context of stochasticity in gene expression, I will show how the details of the stochastic process can be characterized by a few effective parameters, which facilitates modeling but complicates interpretation of current experiments. I will show how the resulting noise can provide advantageous or deleterious phenotypic fluctuation and how noise control in the copy number control system of plasmids can change the selective pressures. This system illustrates the direct connection between molecular dynamics and evolutionary dynamics.

  1. Fluctuations as stochastic deformation

    NASA Astrophysics Data System (ADS)

    Kazinski, P. O.

    2008-04-01

    A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.

  2. Fluctuations as stochastic deformation.

    PubMed

    Kazinski, P O

    2008-04-01

    A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). This method is demonstrated on diverse relativistic and nonrelativistic models with finite and infinite degrees of freedom. It is shown that under stochastic deformation the model of a nonrelativistic particle interacting with the electromagnetic field on a curved background passes into the stochastic model described by the Fokker-Planck equation with the diffusion tensor being the inverse metric tensor. The first stochastic correction to the Newton equations for this system is found. The Klein-Kramers equation is also derived as the stochastic deformation of a certain classical model. Relativistic generalizations of the Fokker-Planck and Klein-Kramers equations are obtained by applying the procedure of stochastic deformation to appropriate relativistic classical models. The analog of the Fokker-Planck equation associated with the stochastic Lorentz-Dirac equation is derived too. The stochastic deformation of the models of a free scalar field and an electromagnetic field is investigated. It turns out that in the latter case the obtained stochastic model describes a fluctuating electromagnetic field in a transparent medium.

  3. Stochastic Convection Parameterizations

    NASA Technical Reports Server (NTRS)

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

    2012-01-01

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

  4. A Stochastic Employment Problem

    ERIC Educational Resources Information Center

    Wu, Teng

    2013-01-01

    The Stochastic Employment Problem(SEP) is a variation of the Stochastic Assignment Problem which analyzes the scenario that one assigns balls into boxes. Balls arrive sequentially with each one having a binary vector X = (X[subscript 1], X[subscript 2],...,X[subscript n]) attached, with the interpretation being that if X[subscript i] = 1 the ball…

  5. Perspective: Stochastic algorithms for chemical kinetics

    PubMed Central

    Gillespie, Daniel T.; Hellander, Andreas; Petzold, Linda R.

    2013-01-01

    We outline our perspective on stochastic chemical kinetics, paying particular attention to numerical simulation algorithms. We first focus on dilute, well-mixed systems, whose description using ordinary differential equations has served as the basis for traditional chemical kinetics for the past 150 years. For such systems, we review the physical and mathematical rationale for a discrete-stochastic approach, and for the approximations that need to be made in order to regain the traditional continuous-deterministic description. We next take note of some of the more promising strategies for dealing stochastically with stiff systems, rare events, and sensitivity analysis. Finally, we review some recent efforts to adapt and extend the discrete-stochastic approach to systems that are not well-mixed. In that currently developing area, we focus mainly on the strategy of subdividing the system into well-mixed subvolumes, and then simulating diffusional transfers of reactant molecules between adjacent subvolumes together with chemical reactions inside the subvolumes. PMID:23656106

  6. A stochastic framework for the micromechanical analysis of composites

    SciTech Connect

    Williams, T. O.

    2004-01-01

    The formulation of a stochastic micromechanical framework for the history-dependent analysis of composite materials is presented. The theory introduces the statistics of the underlying material microstructure through the incorporation of probability density functions (PDFs) for the different types of concentration tensors. Thus, the theory takes a fundamentally different approach to the analysis of stochastic composites than those theories that follow the current trend of treating stochastic effects by specifying PDFs for the different microstructural arrangements. The general equations governing the behavior of the different types of localization effects within the composite are presented. Based on these governing equations it is shown that in the case of two-phase composites the entire stochastic description for the history-dependent material behavior reduces to the description only of the PDFs for the elastic localization effects in conjunction with any desired set of deterministic constitutive relations for the individual phases.

  7. Stochastic mapping of the Michaelis-Menten mechanism

    NASA Astrophysics Data System (ADS)

    Dóka, Éva; Lente, Gábor

    2012-02-01

    The Michaelis-Menten mechanism is an extremely important tool for understanding enzyme-catalyzed transformation of substrates into final products. In this work, a computationally viable, full stochastic description of the Michaelis-Menten kinetic scheme is introduced based on a stochastic equivalent of the steady-state assumption. The full solution derived is free of restrictions on amounts of substance or parameter values and is used to create stochastic maps of the Michaelis-Menten mechanism, which show the regions in the parameter space of the scheme where the use of the stochastic kinetic approach is inevitable. The stochastic aspects of recently published examples of single-enzyme kinetic studies are analyzed using these maps.

  8. Drought description

    USGS Publications Warehouse

    Matalas, N.C.

    1991-01-01

    What constitutes a comprehensive description of drought, a description forming a basis for answering why a drought occurred is outlined. The description entails two aspects that are "naturally" coupled, named physical and economic, and treats the set of hydrologic measures of droughts in terms of their multivariate distribution, rather than in terms of a collection of the marginal distributions. ?? 1991 Springer-Verlag.

  9. Quantum Stochastic Processes

    SciTech Connect

    Spring, William Joseph

    2009-04-13

    We consider quantum analogues of n-parameter stochastic processes, associated integrals and martingale properties extending classical results obtained in [1, 2, 3], and quantum results in [4, 5, 6, 7, 8, 9, 10].

  10. Dynamics of Double Stochastic Operators

    NASA Astrophysics Data System (ADS)

    Saburov, Mansoor

    2016-03-01

    A double stochastic operator is a generalization of a double stochastic matrix. In this paper, we study the dynamics of double stochastic operators. We give a criterion for a regularity of a double stochastic operator in terms of absences of its periodic points. We provide some examples to insure that, in general, a trajectory of a double stochastic operator may converge to any interior point of the simplex.

  11. Stochastic models of intracellular calcium signals

    NASA Astrophysics Data System (ADS)

    Rüdiger, Sten

    2014-01-01

    Cellular signaling operates in a noisy environment shaped by low molecular concentrations and cellular heterogeneity. For calcium release through intracellular channels-one of the most important cellular signaling mechanisms-feedback by liberated calcium endows fluctuations with critical functions in signal generation and formation. In this review it is first described, under which general conditions the environment makes stochasticity relevant, and which conditions allow approximating or deterministic equations. This analysis provides a framework, in which one can deduce an efficient hybrid description combining stochastic and deterministic evolution laws. Within the hybrid approach, Markov chains model gating of channels, while the concentrations of calcium and calcium binding molecules (buffers) are described by reaction-diffusion equations. The article further focuses on the spatial representation of subcellular calcium domains related to intracellular calcium channels. It presents analysis for single channels and clusters of channels and reviews the effects of buffers on the calcium release. For clustered channels, we discuss the application and validity of coarse-graining as well as approaches based on continuous gating variables (Fokker-Planck and chemical Langevin equations). Comparison with recent experiments substantiates the stochastic and spatial approach, identifies minimal requirements for a realistic modeling, and facilitates an understanding of collective channel behavior. At the end of the review, implications of stochastic and local modeling for the generation and properties of cell-wide release and the integration of calcium dynamics into cellular signaling models are discussed.

  12. Stochastic Simulation Tool for Aerospace Structural Analysis

    NASA Technical Reports Server (NTRS)

    Knight, Norman F.; Moore, David F.

    2006-01-01

    Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

  13. Kinetics of the Dynamical Information Shannon Entropy for Complex Systems

    NASA Astrophysics Data System (ADS)

    Yulmetyev, R. M.; Yulmetyeva, D. G.

    1999-08-01

    Kinetic behaviour of dynamical information Shannon entropy is discussed for complex systems: physical systems with non-Markovian property and memory in correlation approximation, and biological and physiological systems with sequences of the Markovian and non-Markovian random noises. For the stochastic processes, a description of the information entropy in terms of normalized time correlation functions is given. The influence and important role of two mutually dependent channels of the entropy change, correlation (creation or generation of correlations) and anti-correlation (decay or annihilation of correlation) is discussed. The method developed here is also used in analysis of the density fluctuations in liquid cesium obtained from slow neutron scattering data, fractal kinetics of the long-range fluctuation in the short-time human memory and chaotic dynamics of R-R intervals of human ECG.

  14. On stochastic diffusion equations and stochastic Burgers' equations

    NASA Astrophysics Data System (ADS)

    Truman, A.; Zhao, H. Z.

    1996-01-01

    In this paper we construct a strong solution for the stochastic Hamilton Jacobi equation by using stochastic classical mechanics before the caustics. We thereby obtain the viscosity solution for a certain class of inviscid stochastic Burgers' equations. This viscosity solution is not continuous beyond the caustics of the corresponding Hamilton Jacobi equation. The Hopf-Cole transformation is used to identify the stochastic heat equation and the viscous stochastic Burgers' equation. The exact solutions for the above two equations are given in terms of the stochastic Hamilton Jacobi function under a no-caustic condition. We construct the heat kernel for the stochastic heat equation for zero potentials in hyperbolic space and for harmonic oscillator potentials in Euclidean space thereby obtaining the stochastic Mehler formula.

  15. Reduced-density-matrix description for pump-probe optical phenomena in moving atomic systems

    NASA Astrophysics Data System (ADS)

    Jacobs, V. L.

    2014-09-01

    Linear and nonlinear (especially coherent) electromagnetic interactions of moving many-electron atoms are investigated using a reduced-density-matrix description, which is applied to electromagnetically induced transparency and related resonant pump-probe optical phenomena. External magnetic fields are included on an equal footing with the electromagnetic fields and spin-Zeeman interactions are taken into account. Complimentary time-domain (equation-of-motion) and frequency-domain (resolvent-operator) formulations of the reduced-density-matrix description are self-consistently developed. The general nonperturbative and non-Markovian formulations provide a fundamental framework for systematic evaluations of corrections to the standard Born (lowest-order-perturbation) and Markov (short-memory-time) approximations. The macroscopic electromagnetic response is described semiclassically, employing a perturbation expansion of the reduced-density operator in powers of the classical electromagnetic field. Our primary results are compact Liouville-space operator expressions for the linear and general (nth-order) nonlinear macroscopic electromagnetic-response tensors, which can be evaluated for nonlocal and nonstationary optical media described by multilevel atomic-system representations. Interactions among atoms and with environmental photons are treated as line-broadening effects by means of a general Liouville-space self-energy operator, for which the tetradic-matrix elements are explicitly evaluated in the diagonal, lowest-order, and Markov approximations. The compact Liouville-space operator expressions that are derived for the macroscopic electromagnetic-response tensors are introduced into the dynamical description of the electromagnetic-field propagation. It is pointed out that a quantized-electromagnetic-field approach will be required for a fully self-consistent quantum-mechanical treatment of local-field effects and radiative corrections.

  16. Stochastically driven genetic circuits

    NASA Astrophysics Data System (ADS)

    Tsimring, L. S.; Volfson, D.; Hasty, J.

    2006-06-01

    Transcriptional regulation in small genetic circuits exhibits large stochastic fluctuations. Recent experiments have shown that a significant fraction of these fluctuations is caused by extrinsic factors. In this paper we review several theoretical and computational approaches to modeling of small genetic circuits driven by extrinsic stochastic processes. We propose a simplified approach to this problem, which can be used in the case when extrinsic fluctuations dominate the stochastic dynamics of the circuit (as appears to be the case in eukaryots). This approach is applied to a model of a single nonregulated gene that is driven by a certain gating process that affects the rate of transcription, and to a simplified version of the galactose utilization circuit in yeast.

  17. Stochastic Thermal Convection

    NASA Astrophysics Data System (ADS)

    Venturi, Daniele

    2005-11-01

    Stochastic bifurcations and stability of natural convective flows in 2d and 3d enclosures are investigated by the multi-element generalized polynomial chaos (ME-gPC) method (Xiu and Karniadakis, SISC, vol. 24, 2002). The Boussinesq approximation for the variation of physical properties is assumed. The stability analysis is first carried out in a deterministic sense, to determine steady state solutions and primary and secondary bifurcations. Stochastic simulations are then conducted around discontinuities and transitional regimes. It is found that these highly non-linear phenomena can be efficiently captured by the ME-gPC method. Finally, the main findings of the stochastic analysis and their implications for heat transfer will be discussed.

  18. Stochastic cooling at Fermilab

    SciTech Connect

    Marriner, J.

    1986-08-01

    The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system.

  19. Stochastic discrete model of karstic networks

    NASA Astrophysics Data System (ADS)

    Jaquet, O.; Siegel, P.; Klubertanz, G.; Benabderrhamane, H.

    Karst aquifers are characterised by an extreme spatial heterogeneity that strongly influences their hydraulic behaviour and the transport of pollutants. These aquifers are particularly vulnerable to contamination because of their highly permeable networks of conduits. A stochastic model is proposed for the simulation of the geometry of karstic networks at a regional scale. The model integrates the relevant physical processes governing the formation of karstic networks. The discrete simulation of karstic networks is performed with a modified lattice-gas cellular automaton for a representative description of the karstic aquifer geometry. Consequently, more reliable modelling results can be obtained for the management and the protection of karst aquifers. The stochastic model was applied jointly with groundwater modelling techniques to a regional karst aquifer in France for the purpose of resolving surface pollution issues.

  20. Stochastic optical active rheology

    NASA Astrophysics Data System (ADS)

    Lee, Hyungsuk; Shin, Yongdae; Kim, Sun Taek; Reinherz, Ellis L.; Lang, Matthew J.

    2012-07-01

    We demonstrate a stochastic based method for performing active rheology using optical tweezers. By monitoring the displacement of an embedded particle in response to stochastic optical forces, a rapid estimate of the frequency dependent shear moduli of a sample is achieved in the range of 10-1-103 Hz. We utilize the method to probe linear viscoelastic properties of hydrogels at varied cross-linker concentrations. Combined with fluorescence imaging, our method demonstrates non-linear changes of bond strength between T cell receptors and an antigenic peptide due to force-induced cell activation.

  1. Stochastic Feedforward Control Technique

    NASA Technical Reports Server (NTRS)

    Halyo, Nesim

    1990-01-01

    Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

  2. Stochastic Gauss equations

    NASA Astrophysics Data System (ADS)

    Pierret, Frédéric

    2016-02-01

    We derived the equations of Celestial Mechanics governing the variation of the orbital elements under a stochastic perturbation, thereby generalizing the classical Gauss equations. Explicit formulas are given for the semimajor axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle, and the mean anomaly, which are expressed in term of the angular momentum vector H per unit of mass and the energy E per unit of mass. Together, these formulas are called the stochastic Gauss equations, and they are illustrated numerically on an example from satellite dynamics.

  3. Structures and stochastic methods

    SciTech Connect

    Cakmak, A.S.

    1987-01-01

    Studies and research on structures and stochastic methods in the soil dynamics and earthquake engineering filed are covered in this book. The first section is on structures and includes studies on bridges, loaded tanks, sliding structures and wood-framed houses. The second section covers dams, retaining walls and slopes. The third section on underground structures covers pipelines, water supply, fire loss, buried lifeline, and underground transmission lines. The final section is on stochastic methods and includes applications in earthquake response spectra, lifeline aqueduct systems, and various other areas.

  4. STOCHASTIC COOLING FOR BUNCHED BEAMS.

    SciTech Connect

    BLASKIEWICZ, M.

    2005-05-16

    Problems associated with bunched beam stochastic cooling are reviewed. A longitudinal stochastic cooling system for RHIC is under construction and has been partially commissioned. The state of the system and future plans are discussed.

  5. Stochastic entrainment of a stochastic oscillator.

    PubMed

    Wang, Guanyu; Peskin, Charles S

    2015-01-01

    In this work, we consider a stochastic oscillator described by a discrete-state continuous-time Markov chain, in which the states are arranged in a circle, and there is a constant probability per unit time of jumping from one state to the next in a specified direction around the circle. At each of a sequence of equally spaced times, the oscillator has a specified probability of being reset to a particular state. The focus of this work is the entrainment of the oscillator by this periodic but stochastic stimulus. We consider a distinguished limit, in which (i) the number of states of the oscillator approaches infinity, as does the probability per unit time of jumping from one state to the next, so that the natural mean period of the oscillator remains constant, (ii) the resetting probability approaches zero, and (iii) the period of the resetting signal approaches a multiple, by a ratio of small integers, of the natural mean period of the oscillator. In this distinguished limit, we use analytic and numerical methods to study the extent to which entrainment occurs.

  6. Fast Quantum Algorithms for Numerical Integrals and Stochastic Processes

    NASA Technical Reports Server (NTRS)

    Abrams, D.; Williams, C.

    1999-01-01

    We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known classical deterministic algotithms and a quadratic speed increase incomparison to classical Monte Carlo methods.

  7. 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.

  8. Stochastic Models of Human Growth.

    ERIC Educational Resources Information Center

    Goodrich, Robert L.

    Stochastic difference equations of the Box-Jenkins form provide an adequate family of models on which to base the stochastic theory of human growth processes, but conventional time series identification methods do not apply to available data sets. A method to identify structure and parameters of stochastic difference equation models of human…

  9. On Stochastic Approximation.

    ERIC Educational Resources Information Center

    Wolff, Hans

    This paper deals with a stochastic process for the approximation of the root of a regression equation. This process was first suggested by Robbins and Monro. The main result here is a necessary and sufficient condition on the iteration coefficients for convergence of the process (convergence with probability one and convergence in the quadratic…

  10. Focus on stochastic thermodynamics

    NASA Astrophysics Data System (ADS)

    Van den Broeck, Christian; Sasa, Shin-ichi; Seifert, Udo

    2016-02-01

    We introduce the thirty papers collected in this ‘focus on’ issue. The contributions explore conceptual issues within and around stochastic thermodynamics, use this framework for the theoretical modeling and experimental investigation of specific systems, and provide further perspectives on and for this active field.

  11. Allee threshold and stochasticity in biological invasions: colonization time at low propagule pressure.

    PubMed

    Potapov, Alex; Rajakaruna, Harshana

    2013-11-21

    We consider the problem of estimating the time needed for species colonization. The analysis is based upon the known population dynamic models by Dennis with minor modification to the Allee effect description, which allows us to obtain an analytical expression for the colonization time. For the stochastic counterpart of the models in diffusion approximation, we (1) propose the description of immigration stochasticity, (2) provide the estimates of time required for the population to overcome strong demographic Allee effect, and (3) consider the numerical results for mean colonization time and its uncertainty. Strong Allee effect strictly disallows populations at small immigration rates to colonize new habitats, unless the stochasticity in immigration, environment, or demography is present, or incorporated into the model. Immigration stochasticity, complementing with environmental and demographic stochasticity, enables the populations to overcome the Allee threshold even at low values of propagule pressure.

  12. INSTRUCTIONAL CONFERENCE ON THE THEORY OF STOCHASTIC PROCESSES: Operator stochastic differential equations and stochastic semigroups

    NASA Astrophysics Data System (ADS)

    Skorokhod, A. V.

    1982-12-01

    CONTENTSIntroduction § 1. The finite-dimensional case § 2. Stochastic semigroups in the L2-strong theory § 3. Homogeneous strongly continuous semigroups with the group of the first moments § 4. Stochastic equations of diffusion type with constant coefficients § 5. Continuous homogeneous stochastic semigroups in the presence of two moments References

  13. Adaptive stochastic cellular automata: Applications

    NASA Astrophysics Data System (ADS)

    Qian, S.; Lee, Y. C.; Jones, R. D.; Barnes, C. W.; Flake, G. W.; O'Rourke, M. K.; Lee, K.; Chen, H. H.; Sun, G. Z.; Zhang, Y. Q.; Chen, D.; Giles, C. L.

    1990-09-01

    The stochastic learning cellular automata model has been applied to the problem of controlling unstable systems. Two example unstable systems studied are controlled by an adaptive stochastic cellular automata algorithm with an adaptive critic. The reinforcement learning algorithm and the architecture of the stochastic CA controller are presented. Learning to balance a single pole is discussed in detail. Balancing an inverted double pendulum highlights the power of the stochastic CA approach. The stochastic CA model is compared to conventional adaptive control and artificial neural network approaches.

  14. Stochastic computing with biomolecular automata

    NASA Astrophysics Data System (ADS)

    Adar, Rivka; Benenson, Yaakov; Linshiz, Gregory; Rosner, Amit; Tishby, Naftali; Shapiro, Ehud

    2004-07-01

    Stochastic computing has a broad range of applications, yet electronic computers realize its basic step, stochastic choice between alternative computation paths, in a cumbersome way. Biomolecular computers use a different computational paradigm and hence afford novel designs. We constructed a stochastic molecular automaton in which stochastic choice is realized by means of competition between alternative biochemical pathways, and choice probabilities are programmed by the relative molar concentrations of the software molecules coding for the alternatives. Programmable and autonomous stochastic molecular automata have been shown to perform direct analysis of disease-related molecular indicators in vitro and may have the potential to provide in situ medical diagnosis and cure.

  15. ON NONSTATIONARY STOCHASTIC MODELS FOR EARTHQUAKES.

    USGS Publications Warehouse

    Safak, Erdal; Boore, David M.

    1986-01-01

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

  16. Conservative Diffusions: a Constructive Approach to Nelson's Stochastic Mechanics.

    NASA Astrophysics Data System (ADS)

    Carlen, Eric Anders

    In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. We emphasize that we are concerned here with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: "Do the diffusions of stochastic mechanics--which are formally given by stochastic differential equations with extremely singular coefficients--really exist?" Given that they exist, one can ask, "Do these diffusions have physically reasonable sample path behavior, and can we use information about sample paths to study the behavior of physical systems?" These are the questions we treat in this thesis. In Chapter I we review stochastic mechanics and diffusion theory, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. This chapter is largely expository; however, there are some novel features and proofs. In Chapter II we settle the first of the questions raised above. Using PDE methods, we construct the diffusions of stochastic mechanics. Our result is sufficiently general to be of independent mathematical interest. In Chapter III we treat potential scattering in stochastic mechanics and discuss direct probabilistic methods of studying quantum scattering problems. Our results provide a solid "Yes" in answer to the second question raised above.

  17. Beamlets from stochastic acceleration.

    PubMed

    Perri, Silvia; Carbone, Vincenzo

    2008-09-01

    We investigate the dynamics of a realization of the stochastic Fermi acceleration mechanism. The model consists of test particles moving between two oscillating magnetic clouds and differs from the usual Fermi-Ulam model in two ways. (i) Particles can penetrate inside clouds before being reflected. (ii) Particles can radiate a fraction of their energy during the process. Since the Fermi mechanism is at work, particles are stochastically accelerated, even in the presence of the radiated energy. Furthermore, due to a kind of resonance between particles and oscillating clouds, the probability density function of particles is strongly modified, thus generating beams of accelerated particles rather than a translation of the whole distribution function to higher energy. This simple mechanism could account for the presence of beamlets in some space plasma physics situations.

  18. 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.

  19. Stochastic ice stream dynamics.

    PubMed

    Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca

    2016-08-01

    Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

  20. Entropy of stochastic flows

    SciTech Connect

    Dorogovtsev, Andrei A

    2010-06-29

    For sets in a Hilbert space the concept of quadratic entropy is introduced. It is shown that this entropy is finite for the range of a stochastic flow of Brownian particles on R. This implies, in particular, the fact that the total time of the free travel in the Arratia flow of all particles that started from a bounded interval is finite. Bibliography: 10 titles.

  1. Ultimate open pit stochastic optimization

    NASA Astrophysics Data System (ADS)

    Marcotte, Denis; Caron, Josiane

    2013-02-01

    Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.

  2. Stochastic contribution to the growth factor in the LCDM model

    SciTech Connect

    Ribeiro, A. L.B.; Andrade, A. P.A.; Letelier, P. S.

    2009-01-01

    We study the effect of noise on the evolution of the growth factor of density perturbations in the context of the LCDM model. Stochasticity is introduced as a Wiener process amplified by an intensity parameter alpha. By comparing the evolution of deterministic and stochastic cases for different values of alpha we estimate the intensity level necessary to make noise relevant for cosmological tests based on large-scale structure data. Our results indicate that the presence of random forces underlying the fluid description can lead to significant deviations from the nonstochastic solution at late times for alpha>0.001.

  3. Analytic descriptions of stochastic bistable systems under force ramp

    DOE PAGES

    Friddle, Raymond W.

    2016-05-13

    Solving the two-state master equation with time-dependent rates, the ubiquitous driven bistable system, is a long-standing problem that does not permit a complete solution for all driving rates. We show an accurate approximation to this problem by considering the system in the control parameter regime. Moreover, the results are immediately applicable to a diverse range of bistable systems including single-molecule mechanics.

  4. Analytic descriptions of stochastic bistable systems under force ramp.

    PubMed

    Friddle, Raymond W

    2016-05-01

    Solving the two-state master equation with time-dependent rates, the ubiquitous driven bistable system, is a long-standing problem that does not permit a complete solution for all driving rates. Here we show an accurate approximation to this problem by considering the system in the control parameter regime. The results are immediately applicable to a diverse range of bistable systems including single-molecule mechanics. PMID:27300849

  5. STOCHASTIC DESCRIPTION OF SUBGRID POLLUTANT VARIABILITY IN CMAQ

    EPA Science Inventory

    This paper describes a tool for investigating and describing fine scale spatial variability in model concentration fields with the goal of improving the use of air quality models for driving exposure modeling to assess human risk to hazardous air pollutants or air toxics. Region...

  6. Anaphoric Descriptions

    ERIC Educational Resources Information Center

    Beller, Charley

    2013-01-01

    The study of definite descriptions has been a central part of research in linguistics and philosophy of language since Russell's seminal work "On Denoting" (Russell 1905). In that work Russell quickly dispatches analyses of denoting expressions with forms like "no man," "some man," "a man," and "every…

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

    SciTech Connect

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

    2015-10-15

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

  8. Probabilistic description of traffic flow

    NASA Astrophysics Data System (ADS)

    Mahnke, R.; Kaupužs, J.; Lubashevsky, I.

    2005-03-01

    A stochastic description of traffic flow, called probabilistic traffic flow theory, is developed. The general master equation is applied to relatively simple models to describe the formation and dissolution of traffic congestions. Our approach is mainly based on spatially homogeneous systems like periodically closed circular rings without on- and off-ramps. We consider a stochastic one-step process of growth or shrinkage of a car cluster (jam). As generalization we discuss the coexistence of several car clusters of different sizes. The basic problem is to find a physically motivated ansatz for the transition rates of the attachment and detachment of individual cars to a car cluster consistent with the empirical observations in real traffic. The emphasis is put on the analogy with first-order phase transitions and nucleation phenomena in physical systems like supersaturated vapour. The results are summarized in the flux-density relation, the so-called fundamental diagram of traffic flow, and compared with empirical data. Different regimes of traffic flow are discussed: free flow, congested mode as stop-and-go regime, and heavy viscous traffic. The traffic breakdown is studied based on the master equation as well as the Fokker-Planck approximation to calculate mean first passage times or escape rates. Generalizations are developed to allow for on-ramp effects. The calculated flux-density relation and characteristic breakdown times coincide with empirical data measured on highways. Finally, a brief summary of the stochastic cellular automata approach is given.

  9. A stochastic physical system approach to modeling river water quality

    NASA Astrophysics Data System (ADS)

    Curi, W. F.; Unny, T. E.; Kay, J. J.

    1995-06-01

    In this paper, concepts of network thermodynamics are applied to a river water quality model, which is based on Streeter-Phelps equations, to identify the corresponding physical components and their topology. Then, the randomness in the parameters, input coefficients and initial conditions are modeled by Gaussian white noises. From the stochastic components of the physical system description of problem and concepts of physical system theory, a set of stochastic differential equations can be automatically generated in a computer and the recent developments on the automatic formulation of the moment equations based on Ito calculus can be used. This procedure is illustrated through the solution of an example of stochastic river water quality problem and it is also shown how other related problems with different configurations can be automatically solved in a computer using just one software.

  10. Spontaneously stochastic solutions in one-dimensional inviscid systems

    NASA Astrophysics Data System (ADS)

    Mailybaev, Alexei A.

    2016-08-01

    In this paper, we study the inviscid limit of the Sabra shell model of turbulence, which is considered as a particular case of a viscous conservation law in one space dimension with a nonlocal quadratic flux function. We present a theoretical argument (with a detailed numerical confirmation) showing that a classical deterministic solution before a finite-time blowup, t  <  t b , must be continued as a stochastic process after the blowup, t  >  t b , representing a unique physically relevant description in the inviscid limit. This theory is based on the dynamical system formulation written for the logarithmic time τ =log ≤ft(t-{{t}b}\\right) , which features a stable traveling wave solution for the inviscid Burgers equation, but a stochastic traveling wave for the Sabra model. The latter describes a universal onset of stochasticity immediately after the blowup.

  11. Stochastic Flow Cascades

    NASA Astrophysics Data System (ADS)

    Eliazar, Iddo I.; Shlesinger, Michael F.

    2012-01-01

    We introduce and explore a Stochastic Flow Cascade (SFC) model: A general statistical model for the unidirectional flow through a tandem array of heterogeneous filters. Examples include the flow of: (i) liquid through heterogeneous porous layers; (ii) shocks through tandem shot noise systems; (iii) signals through tandem communication filters. The SFC model combines together the Langevin equation, convolution filters and moving averages, and Poissonian randomizations. A comprehensive analysis of the SFC model is carried out, yielding closed-form results. Lévy laws are shown to universally emerge from the SFC model, and characterize both heavy tailed retention times (Noah effect) and long-ranged correlations (Joseph effect).

  12. Stochastic thermodynamics of resetting

    NASA Astrophysics Data System (ADS)

    Fuchs, Jaco; Goldt, Sebastian; Seifert, Udo

    2016-03-01

    Stochastic dynamics with random resetting leads to a non-equilibrium steady state. Here, we consider the thermodynamics of resetting by deriving the first and second law for resetting processes far from equilibrium. We identify the contributions to the entropy production of the system which arise due to resetting and show that they correspond to the rate with which information is either erased or created. Using Landauer's principle, we derive a bound on the amount of work that is required to maintain a resetting process. We discuss different regimes of resetting, including a Maxwell demon scenario where heat is extracted from a bath at constant temperature.

  13. Stochastic ontogenetic growth model

    NASA Astrophysics Data System (ADS)

    West, B. J.; West, D.

    2012-02-01

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

  14. Stochastic blind motion deblurring.

    PubMed

    Xiao, Lei; Gregson, James; Heide, Felix; Heidrich, Wolfgang

    2015-10-01

    Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can, therefore, only be obtained with the help of prior information in the form of (often nonconvex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with Peak Signal-to-Noise Ratio (PSNR) values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms. PMID:25974941

  15. Variance decomposition in stochastic simulators

    NASA Astrophysics Data System (ADS)

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  16. Variance decomposition in stochastic simulators.

    PubMed

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

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

    DOE PAGES

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

    2015-05-19

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

  18. Variance decomposition in stochastic simulators

    SciTech Connect

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  19. Stochastic simulation of transport phenomena

    SciTech Connect

    Wedgewood, L.E.; Geurts, K.R.

    1995-10-01

    In this paper, four examples are given to demonstrate how stochastic simulations can be used as a method to obtain numerical solutions to transport problems. The problems considered are two-dimensional heat conduction, mass diffusion with reaction, the start-up of Poiseuille flow, and Couette flow of a suspension of Hookean dumbbells. The first three examples are standard problems with well-known analytic solutions which can be used to verify the results of the stochastic simulation. The fourth example combines a Brownian dynamics simulation for Hookean dumbbells, a crude model of a dilute polymer suspension, and a stochastic simulation for the suspending, Newtonian fluid. These examples illustrate appropriate methods for handling source/sink terms and initial and boundary conditions. The stochastic simulation results compare well with the analytic solutions and other numerical solutions. The goal of this paper is to demonstrate the wide applicability of stochastic simulation as a numerical method for transport problems.

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

    SciTech Connect

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

    2015-05-19

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

  1. Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium.

    PubMed

    Horowitz, Jordan M

    2015-07-28

    The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

  2. Application of Stochastic Radiative Transfer Theory to the ARM Cloud-Radiative Parameterization Problem

    SciTech Connect

    Veron, Dana E

    2009-03-12

    This project had two primary goals: 1) development of stochastic radiative transfer as a parameterization that could be employed in an AGCM environment, and 2) exploration of the stochastic approach as a means for representing shortwave radiative transfer through mixed-phase layer clouds. To achieve these goals, an analysis of the performance of the stochastic approach was performed, a simple stochastic cloud-radiation parameterization for an AGCM was developed and tested, a statistical description of Arctic mixed phase clouds was developed and the appropriateness of stochastic approach for representing radiative transfer through mixed-phase clouds was assessed. Significant progress has been made in all of these areas and is detailed below.

  3. Application of Stochastic Radiative Transfer Theory to the ARM Cloud-Radiative Parameterization Problem

    SciTech Connect

    Dana E. Veron

    2012-04-09

    This project had two primary goals: (1) development of stochastic radiative transfer as a parameterization that could be employed in an AGCM environment, and (2) exploration of the stochastic approach as a means for representing shortwave radiative transfer through mixed-phase layer clouds. To achieve these goals, climatology of cloud properties was developed at the ARM CART sites, an analysis of the performance of the stochastic approach was performed, a simple stochastic cloud-radiation parameterization for an AGCM was developed and tested, a statistical description of Arctic mixed phase clouds was developed and the appropriateness of stochastic approach for representing radiative transfer through mixed-phase clouds was assessed. Significant progress has been made in all of these areas and is detailed in the final report.

  4. Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

    SciTech Connect

    Horowitz, Jordan M.

    2015-07-28

    The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

  5. Stochastic Mean-Field Dynamics For Nuclear Collisions

    SciTech Connect

    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.

  6. Stochastic reconstruction of sandstones

    PubMed

    Manwart; Torquato; Hilfer

    2000-07-01

    A simulated annealing algorithm is employed to generate a stochastic model for a Berea sandstone and a Fontainebleau sandstone, with each a prescribed two-point probability function, lineal-path function, and "pore size" distribution function, respectively. We find that the temperature decrease of the annealing has to be rather quick to yield isotropic and percolating configurations. A comparison of simple morphological quantities indicates good agreement between the reconstructions and the original sandstones. Also, the mean survival time of a random walker in the pore space is reproduced with good accuracy. However, a more detailed investigation by means of local porosity theory shows that there may be significant differences of the geometrical connectivity between the reconstructed and the experimental samples.

  7. Stochastic patch exploitation model

    PubMed Central

    Rita, H.; Ranta, E.

    1998-01-01

    A solitary animal is foraging in a patch consisting of discrete prey items. We develop a stochastic model for the accumulation of gain as a function of elapsed time in the patch. The model is based on the waiting times between subsequent encounters with the prey items. The novelty of the model is in that it renders possible–via parameterization of the waiting time distributions: the incorporation of different foraging situations and patch structures into the gain process. The flexibility of the model is demonstrated with different foraging scenarios. Dependence of gain expectation and variance of the parameters of the waiting times is studied under these conditions. The model allows us to comment upon some of the basic concepts in contemporary foraging theory.

  8. Stabilization of the stochastically forced equilibria for nonlinear discrete-time systems with incomplete information

    SciTech Connect

    Ryashko, Lev

    2015-11-30

    A stabilization problem of the equilibrium of stochastically forced nonlinear discrete-time system with incomplete information is considered. Our approach uses a regulator which synthesizes the required stochastic sensitivity of the equilibrium. Mathematically, this problem is reduced to the solution of some quadratic matrix equations. A description of attainability sets and algorithms for regulators design is given. The general results are applied to the suppression of unwanted large-amplitude oscillations around the equilibria of the stochastically forced Verhulst model with noisy observations.

  9. The generalized Langevin equation revisited: Analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force

    NASA Astrophysics Data System (ADS)

    Olivares-Rivas, Wilmer; Colmenares, Pedro J.

    2016-09-01

    The non-static generalized Langevin equation and its corresponding Fokker-Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non-Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.

  10. Hybrid stochastic simplifications for multiscale gene networks

    PubMed Central

    Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

    2009-01-01

    Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach. PMID:19735554

  11. A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise

    SciTech Connect

    Hong, Jialin; Zhang, Liying

    2014-07-01

    In this paper we investigate a stochastic multi-symplectic method for stochastic Maxwell equations with additive noise. Based on the stochastic version of variational principle, we find a way to obtain the stochastic multi-symplectic structure of three-dimensional (3-D) stochastic Maxwell equations with additive noise. We propose a stochastic multi-symplectic scheme and show that it preserves the stochastic multi-symplectic conservation law and the local and global stochastic energy dissipative properties, which the equations themselves possess. Numerical experiments are performed to verify the numerical behaviors of the stochastic multi-symplectic scheme.

  12. The Stochastic Dynamics of Filopodial Growth

    NASA Astrophysics Data System (ADS)

    Papoian, Garegin A.; Lan, Yueheng; Zhuravlev, Pavel

    2008-03-01

    A filopodium is a cytoplasmic projection, exquisitely built and regulated, which extends from the leading edge of the migrating cell, exploring the cell's neighborhood. Commonly, filopodia grow and retract after their initiation, exhibiting rich dynamical behaviors. We model the growth of a filopodium based on a stochastic description which incorporates mechanical, physical and biochemical components. Our model provides a full stochastic treatment of the actin monomer diffusion and polymerization of each individual actin filament under stress of the fluctuating membrane. We have investigated the length distribution of individual filaments in a growing filopodium and studied how it depends on various physical parameters. The distribution of filament lengths turned out to be narrow, which we explained by the negative feedback created by the membrane load and monomeric G-actin gradient. We also discovered that filopodial growth is strongly diminished upon increasing retrograde flow, suggesting that regulating the retrograde flow rate would be a highly efficient way to control filopodial extension dynamics. The filopodial length increases as the membrane fluctuations decrease, which we attributed to the unequal loading of the mem- brane force among individual filaments, which, in turn, results in larger average polymerization rates. We also observed significant diffusional noise of G-actin monomers, which leads to smaller G-actin flux along the filopodial tube compared with the prediction using the diffusion equation.

  13. Stochastic particle acceleration and statistical closures

    SciTech Connect

    Dimits, A.M.; Krommes, J.A.

    1985-10-01

    In a recent paper, Maasjost and Elsasser (ME) concluded, from the results of numerical experiments and heuristic arguments, that the Bourret and the direct-interaction approximation (DIA) are ''of no use in connection with the stochastic acceleration problem'' because (1) their predictions were equivalent to that of the simpler Fokker-Planck (FP) theory, and (2) either all or none of the closures were in good agreement with the data. Here some analytically tractable cases are studied and used to test the accuracy of these closures. The cause of the discrepancy (2) is found to be the highly non-Gaussian nature of the force used by ME, a point not stressed by them. For the case where the force is a position-independent Ornstein-Uhlenbeck (i.e., Gaussian) process, an effective Kubo number K can be defined. For K << 1 an FP description is adequate, and conclusion (1) of ME follows; however, for K greater than or equal to 1 the DIA behaves much better qualitatively than the other two closures. For the non-Gaussian stochastic force used by ME, all common approximations fail, in agreement with (2).

  14. Descriptive thermodynamics

    NASA Astrophysics Data System (ADS)

    Ford, David; Huntsman, Steven

    2006-06-01

    Thermodynamics (in concert with its sister discipline, statistical physics) can be regarded as a data reduction scheme based on partitioning a total system into a subsystem and a bath that weakly interact with each other. Whereas conventionally, the systems investigated require this form of data reduction in order to facilitate prediction, a different problem also occurs, in the context of communication networks, markets, etc. Such “empirically accessible” systems typically overwhelm observers with the sort of information that in the case of (say) a gas is effectively unobtainable. What is required for such complex interacting systems is not prediction (this may be impossible when humans besides the observer are responsible for the interactions) but rather, description as a route to understanding. Still, the need for a thermodynamical data reduction scheme remains. In this paper, we show how an empirical temperature can be computed for finite, empirically accessible systems, and further outline how this construction allows the age-old science of thermodynamics to be fruitfully applied to them.

  15. Stochastic roots of growth phenomena

    NASA Astrophysics Data System (ADS)

    De Lauro, E.; De Martino, S.; De Siena, S.; Giorno, V.

    2014-05-01

    We show that the Gompertz equation describes the evolution in time of the median of a geometric stochastic process. Therefore, we induce that the process itself generates the growth. This result allows us further to exploit a stochastic variational principle to take account of self-regulation of growth through feedback of relative density variations. The conceptually well defined framework so introduced shows its usefulness by suggesting a form of control of growth by exploiting external actions.

  16. Stochastic superparameterization in quasigeostrophic turbulence

    SciTech Connect

    Grooms, Ian; Majda, Andrew J.

    2014-08-15

    In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis’ stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and

  17. Stochastic Evolution of Halo Spin

    NASA Astrophysics Data System (ADS)

    Kim, Juhan

    2015-08-01

    We will introduce an excursion set model for the evolution of halo spin from cosmological N-body simulations. A stochastic differential equation is derived from the definition of halo spin and the distribution of angular momentum changes are measured from simulations. The log-normal distribution of halo spin is found to be a natural consequence of the stochastic differential equation and the resulting spin distribution is found be a function of local environments, halo mass, and redshift.

  18. Stochastic superparameterization in quasigeostrophic turbulence

    NASA Astrophysics Data System (ADS)

    Grooms, Ian; Majda, Andrew J.

    2014-08-01

    In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis' stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and

  19. Stochastic model of tumor-induced angiogenesis: Ensemble averages and deterministic equations

    NASA Astrophysics Data System (ADS)

    Terragni, F.; Carretero, M.; Capasso, V.; Bonilla, L. L.

    2016-02-01

    A recent conceptual model of tumor-driven angiogenesis including branching, elongation, and anastomosis of blood vessels captures some of the intrinsic multiscale structures of this complex system, yet allowing one to extract a deterministic integro-partial-differential description of the vessel tip density [Phys. Rev. E 90, 062716 (2014), 10.1103/PhysRevE.90.062716]. Here we solve the stochastic model, show that ensemble averages over many realizations correspond to the deterministic equations, and fit the anastomosis rate coefficient so that the total number of vessel tips evolves similarly in the deterministic and ensemble-averaged stochastic descriptions.

  20. Delayed stochastic control

    NASA Astrophysics Data System (ADS)

    Hosaka, Tadaaki; Ohira, Toru; Lucian, Christian; Milton, John

    2005-03-01

    Time-delayed feedback control becomes problematic in situations in which the time constant of the system is fast compared to the feedback reaction time. In particular, when perturbations are unpredictable, traditional feedback or feed-forward control schemes can be insufficient. Nonethless a human can balance a stick at their fingertip in the presence of fluctuations that occur on time scales shorter than their neural reaction times. Here we study a simple model of a repulsive delayed random walk and demonstrate that the interplay between noise and delay can transiently stabilize an unstable fixed-point. This observation leads to the concept of ``delayed stochastic control,'' i.e. stabilization of tasks, such as stick balancing at the fingertip, by optimally tuning the noise level with respect to the feedback delay time. References:(1)J.L.Cabrera and J.G.Milton, PRL 89 158702 (2002);(2) T. Ohira and J.G.Milton, PRE 52 3277 (1995);(3)T.Hosaka, T.Ohira, C.Lucian, J.L.Cabrera, and J.G.Milton, Prog. Theor. Phys. (to appear).

  1. Turbulence and Stochastic Processes

    NASA Astrophysics Data System (ADS)

    Celani, Antonio; Mazzino, Andrea; Pumir, Alain

    sec:08-1In 1931 the monograph Analytical Methods in Probability Theory appeared, in which A.N. Kolmogorov laid the foundations for the modern theory of Markov processes [1]. According to Gnedenko: "In the history of probability theory it is difficult to find other works that changed the established points of view and basic trends in research work in such a decisive way". Ten years later, his article on fully developed turbulence provided the framework within which most, if not all, of the subsequent theoretical investigations have been conducted [2] (see e.g. the review by Biferale et al. in this volume [3]. Remarkably, the greatest advances made in the last few years towards a thorough understanding of turbulence developed from the successful marriage between the theory of stochastic processes and the phenomenology of turbulent transport of scalar fields. In this article we will summarize these recent developments which expose the direct link between the intermittency of transported fields and the statistical properties of particle trajectories advected by the turbulent flow (see also [4], and, for a more thorough review, [5]. We also discuss the perspectives of the Lagrangian approach beyond passive scalars, especially for the modeling of hydrodynamic turbulence.

  2. Capture-recapture studies for multiple strata including non-markovian transitions

    USGS Publications Warehouse

    Brownie, C.; Hines, J.E.; Nichols, J.D.; Pollock, K.H.; Hestbeck, J.B.

    1993-01-01

    We consider capture-recapture studies where release and recapture data are available from each of a number of strata on every capture occasion. Strata may, for example, be geographic locations or physiological states. Movement of animals among strata occurs with unknown probabilities, and estimation of these unknown transition probabilities is the objective. We describe a computer routine for carrying out the analysis under a model that assumes Markovian transitions and under reduced parameter versions of this model. We also introduce models that relax the Markovian assumption and allow 'memory' to operate (i.e., allow dependence of the transition probabilities on the previous state). For these models, we sugg st an analysis based on a conditional likelihood approach. Methods are illustrated with data from a large study on Canada geese (Branta canadensis) banded in three geographic regions. The assumption of Markovian transitions is rejected convincingly for these data, emphasizing the importance of the more general models that allow memory.

  3. Structural relaxation in complex liquids: non-Markovian dynamics in a bistable potential.

    PubMed

    Chaudhury, Srabanti; Cherayil, Binny J

    2006-11-14

    The time correlation function C(t) identical with of the distance fluctuations of a particle moving in a bistable potential under the action of fractional Gaussian noise (fGn) is calculated from a Smoluchowski-type equation derived from a generalized Langevin equation (GLE). The time derivative of this function, dC(t)dt, is compared with data from optical Kerr effect measurements of liquid crystal dynamics in the vicinity of the isotropic-to-nematic transition, which are related to the time derivative of an orientational correlation function. A number of characteristic features of the experimental decay curves, including short and intermediate time power law behavior and long time exponential relaxation, are qualitatively reproduced by the analytical calculations, even though the latter do not explicitly treat orientational degrees of freedom. The GLE formalism with fGn was, in fact, originally proposed as a model of protein conformational fluctuations, so the present results suggest that it may also serve more generally as a model of structural relaxation in complex condensed phase media.

  4. Non-Markovian properties and multiscale hidden Markovian network buried in single molecule time series

    NASA Astrophysics Data System (ADS)

    Sultana, Tahmina; Takagi, Hiroaki; Morimatsu, Miki; Teramoto, Hiroshi; Li, Chun-Biu; Sako, Yasushi; Komatsuzaki, Tamiki

    2013-12-01

    We present a novel scheme to extract a multiscale state space network (SSN) from single-molecule time series. The multiscale SSN is a type of hidden Markov model that takes into account both multiple states buried in the measurement and memory effects in the process of the observable whenever they exist. Most biological systems function in a nonstationary manner across multiple timescales. Combined with a recently established nonlinear time series analysis based on information theory, a simple scheme is proposed to deal with the properties of multiscale and nonstationarity for a discrete time series. We derived an explicit analytical expression of the autocorrelation function in terms of the SSN. To demonstrate the potential of our scheme, we investigated single-molecule time series of dissociation and association kinetics between epidermal growth factor receptor (EGFR) on the plasma membrane and its adaptor protein Ash/Grb2 (Grb2) in an in vitro reconstituted system. We found that our formula successfully reproduces their autocorrelation function for a wide range of timescales (up to 3 s), and the underlying SSNs change their topographical structure as a function of the timescale; while the corresponding SSN is simple at the short timescale (0.033-0.1 s), the SSN at the longer timescales (0.1 s to ˜3 s) becomes rather complex in order to capture multiscale nonstationary kinetics emerging at longer timescales. It is also found that visiting the unbound form of the EGFR-Grb2 system approximately resets all information of history or memory of the process.

  5. Non-Markovian properties and multiscale hidden Markovian network buried in single molecule time series.

    PubMed

    Sultana, Tahmina; Takagi, Hiroaki; Morimatsu, Miki; Teramoto, Hiroshi; Li, Chun-Biu; Sako, Yasushi; Komatsuzaki, Tamiki

    2013-12-28

    We present a novel scheme to extract a multiscale state space network (SSN) from single-molecule time series. The multiscale SSN is a type of hidden Markov model that takes into account both multiple states buried in the measurement and memory effects in the process of the observable whenever they exist. Most biological systems function in a nonstationary manner across multiple timescales. Combined with a recently established nonlinear time series analysis based on information theory, a simple scheme is proposed to deal with the properties of multiscale and nonstationarity for a discrete time series. We derived an explicit analytical expression of the autocorrelation function in terms of the SSN. To demonstrate the potential of our scheme, we investigated single-molecule time series of dissociation and association kinetics between epidermal growth factor receptor (EGFR) on the plasma membrane and its adaptor protein Ash/Grb2 (Grb2) in an in vitro reconstituted system. We found that our formula successfully reproduces their autocorrelation function for a wide range of timescales (up to 3 s), and the underlying SSNs change their topographical structure as a function of the timescale; while the corresponding SSN is simple at the short timescale (0.033-0.1 s), the SSN at the longer timescales (0.1 s to ~3 s) becomes rather complex in order to capture multiscale nonstationary kinetics emerging at longer timescales. It is also found that visiting the unbound form of the EGFR-Grb2 system approximately resets all information of history or memory of the process.

  6. A non-Markovian model of avalanche gain statistics for a solid-state photomultiplier

    NASA Technical Reports Server (NTRS)

    Laviolette, Randall A.; Stapelbroek, M. G.

    1989-01-01

    A solid-state photomultiplier (SSPM) capable of continously detecting individual photons of wavelength between 0.4 and 28 microns has recently been disclosed (Petroff et al., 1987). The initial response of the SSPM to single photon is a fast, high-amplitude current pulse of between 10,000 and 100,000 electrons. A phenomenological model of the SSPM avalanche process is presented which successfully predicts the shape of the observed pulse-amplitude distribution by including small history-dependent effects on the carrier transport. The model clarifies the consequences of the electric field strength and the scattering of the electrons for the development of the avalanche in the SSPM.

  7. Electron Pumping under Non-Markovian Dissipation: The Role of the Self-Consistent Field

    NASA Astrophysics Data System (ADS)

    Grossmann, Frank; Sakurai, Atsunori; Tanimura, Yoshitaka

    2016-03-01

    Focusing on electron transport through a periodically driven resonant tunneling diode, we study the generation of a non-vanishing dc-current by applying symmetry breaking external ac fields with phase difference φ in a statically unbiased system. The effect of an environment is investigated using the system-bath Hamiltonian represented by the electron system coupled to harmonic oscillator modes with a Drude-Lorentz spectral density. To carry out simulations, we use the hierarchal equations of motion approach in the Wigner representation including a self-consistently constructed electric field that is determined from the electron distribution using the Poisson equation. We show that the maximal pumping current at a phase difference near φ = π/2 is strongly influenced by the system-bath coupling strength. The effect of dissipation is diminished if the self-consistent part of the potential is ignored.

  8. Non-Markovian reduced dynamics based upon a hierarchical effective-mode representation

    SciTech Connect

    Burghardt, Irene; Martinazzo, Rocco; Hughes, Keith H.

    2012-10-14

    A reduced dynamics representation is introduced which is tailored to a hierarchical, Mori-chain type representation of a bath of harmonic oscillators which are linearly coupled to a subsystem. We consider a spin-boson system where a single effective mode is constructed so as to absorb all system-environment interactions, while the residual bath modes are coupled bilinearly to the primary mode and among each other. Using a cumulant expansion of the memory kernel, correlation functions for the primary mode are obtained, which can be suitably approximated by truncated chains representing the primary-residual mode interactions. A series of reduced-dimensional bath correlation functions is thus obtained, which can be expressed as Fourier-Laplace transforms of spectral densities that are given in truncated continued-fraction form. For a master equation which is second order in the system-bath coupling, the memory kernel is re-expressed in terms of local-in-time equations involving auxiliary densities and auxiliary operators.

  9. Entanglement detection for bipartite systems with continuous variables in non-Markovian baths

    SciTech Connect

    Duan Hongguang; Liang Xianting

    2011-03-15

    By using the dynamics described with the quantum Langevin equation and the inseparability criterion for continuous-variable systems [L.-M. Duan, G. Giedke, J. I. Cirac, and P. Zoller, Phys. Rev. Lett. 84, 2722 (2000).], we discuss a method to judge whether entanglement exists in the evolutions of bipartite systems with continuous variables in their baths. By using this method we investigate a nontrivial example, namely, we judge when the entanglement exists in the evolution of the two coupled anharmonic oscillators in their environments.

  10. Filter function formalism beyond pure dephasing and non-Markovian noise in singlet-triplet qubits

    NASA Astrophysics Data System (ADS)

    Barnes, Edwin; Rudner, Mark S.; Martins, Frederico; Malinowski, Filip K.; Marcus, Charles M.; Kuemmeth, Ferdinand

    2016-03-01

    The filter function formalism quantitatively describes the dephasing of a qubit by a bath that causes Gaussian fluctuations in the qubit energies with an arbitrary noise power spectrum. Here, we extend this formalism to account for more general types of noise that couple to the qubit through terms that do not commute with the qubit's bare Hamiltonian. Our approach applies to any power spectrum that generates slow noise fluctuations in the qubit's evolution. We demonstrate our formalism in the case of singlet-triplet qubits subject to both quasistatic nuclear noise and 1 /ωα charge noise and find good agreement with recent experimental findings. This comparison shows the efficacy of our approach in describing real systems and additionally highlights the challenges with distinguishing different types of noise in free induction decay experiments.

  11. The stochastic dance of early HIV infection

    NASA Astrophysics Data System (ADS)

    Merrill, Stephen J.

    2005-12-01

    The stochastic nature of early HIV infection is described in a series of models, each of which captures aspects of the dance of HIV during the early stages of infection. It is to this highly variable target that the immune response must respond. The adaptability of the various components of the immune response is an important aspect of the system's operation, as the nature of the pathogens that the response will be required to respond to and the order in which those responses must be made cannot be known beforehand. As HIV infection has direct influence over cells responsible for the immune response, the dance predicts that the immune response will be also in a variable state of readiness and capability for this task of adaptation. The description of the stochastic dance of HIV here will use the tools of stochastic models, and for the most part, simulation. The justification for this approach is that the early stages and the development of HIV diversity require that the model to be able to describe both individual sample path and patient-to-patient variability. In addition, as early viral dynamics are best described using branching processes, the explosive growth of these models both predicts high variability and rapid response of HIV to changes in system parameters.In this paper, a basic viral growth model based on a time dependent continuous-time branching process is used to describe the growth of HIV infected cells in the macrophage and lymphocyte populations. Immigration from the reservoir population is added to the basic model to describe the incubation time distribution. This distribution is deduced directly from the modeling assumptions and the model of viral growth. A system of two branching processes, one in the infected macrophage population and one in the infected lymphocyte population is used to provide a description of the relationship between the development of HIV diversity as it relates to tropism (host cell preference). The role of the immune

  12. Gas Dynamics as a Tool for Description of Nondeterministic Particles

    NASA Astrophysics Data System (ADS)

    Rylov, Yuri A.

    2016-05-01

    Classical gas dynamic equations describe mean motion of stochastic gas molecules. The reason of this stochasticity is in teraction (collisions) between molecules. The wave function is the way to describe the gas dynamic equations Rylov (J. Math. Phys. 40 256-278 1999). If a gas molecules interact via some force field κ l , the gas dynamic equations have the form of the Klein-Gordon equation provided they are written in terms of the wave function. Among two possible approaches: (i) quantum mechanics (QM) as axiomatic conception and (ii) QM as a kind of gas dynamics the second approach is more preferable, because in the first approach the wave function looks as a strange axiomatic object, whereas in the second approach the wave function is a natural way of the gas dynamics description. Besides the second approach admits one to obtain a more complete description of stochastic particles.

  13. CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

    PubMed

    Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

    2016-01-01

    Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

  14. CERENA: ChEmical REaction Network Analyzer—A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics

    PubMed Central

    Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J.; Hasenauer, Jan

    2016-01-01

    Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

  15. CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

    PubMed

    Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

    2016-01-01

    Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

  16. Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

    PubMed

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

    2016-05-19

    We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach. PMID:26651840

  17. Robust algorithms for solving stochastic partial differential equations

    SciTech Connect

    Werner, M.J.; Drummond, P.D.

    1997-04-01

    A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in X{sup 2} parametric waveguides. This example uses non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used will be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. 27 refs., 4 figs.

  18. Seismic stochastic inversion identify river channel sand body

    NASA Astrophysics Data System (ADS)

    He, Z.

    2015-12-01

    The technology of seismic inversion is regarded as one of the most important part of geophysics. By using the technology of seismic inversion and the theory of stochastic simulation, the concept of seismic stochastic inversion is proposed.Seismic stochastic inversion can play an significant role in the identifying river channel sand body. Accurate sand body description is a crucial parameter to measure oilfield development and oilfield stimulation during the middle and later periods. Besides, rational well spacing density is an essential condition for efficient production. Based on the geological knowledge of a certain oilfield, in line with the use of seismic stochastic inversion, the river channel sand body in the work area is identified. In this paper, firstly, the single river channel body from the composite river channel body is subdivided. Secondly, the distribution of river channel body is ascertained in order to ascertain the direction of rivers. Morever, the superimposed relationship among the sand body is analyzed, especially among the inter-well sand body. The last but not at the least, via the analysis of inversion results of first vacuating the wells and continuous infilling later, it is meeted the most needs well spacing density that can obtain the optimal inversion result. It would serve effective guidance for oilfield stimulation.

  19. Accelerated stochastic diffusion processes

    NASA Astrophysics Data System (ADS)

    Garbaczewski, Piotr

    1990-07-01

    We give a purely probabilistic demonstration that all effects of non-random (external, conservative) forces on the diffusion process can be encoded in the Nelson ansatz for the second Newton law. Each random path of the process together with a probabilistic weight carries a phase accumulation (complex valued) weight. Random path summation (integration) of these weights leads to the transition probability density and transition amplitude respectively between two spatial points in a given time interval. The Bohm-Vigier, Fenyes-Nelson-Guerra and Feynman descriptions of the quantum particle behaviours are in fact equivalent.

  20. Stochastic Eulerian Lagrangian methods for fluid-structure interactions with thermal fluctuations

    SciTech Connect

    Atzberger, Paul J.

    2011-04-20

    We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for operators coupling these descriptions. Stochastic driving fields for the formalism are derived using principles from statistical mechanics. The stochastic differential equations of the formalism are found to exhibit significant stiffness in some physical regimes. To cope with this issue, we derive reduced stochastic differential equations for several physical regimes. We also present stochastic numerical methods for each regime to approximate the fluid-structure dynamics and to generate efficiently the required stochastic driving fields. To validate the methodology in each regime, we perform analysis of the invariant probability distribution of the stochastic dynamics of the fluid-structure formalism. We compare this analysis with results from statistical mechanics. To further demonstrate the applicability of the methodology, we perform computational studies for spherical particles having translational and rotational degrees of freedom. We compare these studies with results from fluid mechanics. The presented approach provides for fluid-structure systems a set of rather general computational methods for treating consistently structure mechanics, hydrodynamic coupling, and thermal fluctuations.

  1. A Stochastic Collocation Algorithm for Uncertainty Analysis

    NASA Technical Reports Server (NTRS)

    Mathelin, Lionel; Hussaini, M. Yousuff; Zang, Thomas A. (Technical Monitor)

    2003-01-01

    This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters.

  2. Enhanced algorithms for stochastic programming

    SciTech Connect

    Krishna, A.S.

    1993-09-01

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

  3. Stochastic models: theory and simulation.

    SciTech Connect

    Field, Richard V., Jr.

    2008-03-01

    Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

  4. Stochastic bifurcations caused by multiplicative noise in systems with hard excitement of auto-oscillations.

    PubMed

    Bashkirtseva, Irina; Ryazanova, Tatyana; Ryashko, Lev

    2015-10-01

    We study a stochastic dynamics of systems with hard excitement of auto-oscillations possessing a bistability mode with coexistence of the stable equilibrium and limit cycle. A principal difference in the results of the impact of additive and parametric random disturbances is shown. For the stochastic van der Pol oscillator with increasing parametric noise, qualitative transformations of the probability density function form "crater"-"peak+crater"-"peak" are demonstrated by numerical simulation. An analytical investigation of such P bifurcations is carried out for the stochastic Hopf-like model with hard excitement of self-oscillations. A detailed parametric description of the response of this model on the additive and multiplicative noise and corresponding stochastic bifurcations are presented and discussed. PMID:26565305

  5. STORM: Integrated 3D stochastic reservoir modeling tool for geologists and reservoir engineers

    SciTech Connect

    Bratvold, R.B. [ODIN Reservoir Software and Services A Holden, L.; Svanes, T.; Tyler, K.

    1995-06-01

    The petroleum industry is focusing on improved reservoir characterization. Decision concerning development and depletion of hydrocarbon reservoirs must be made while giving consideration to the uncertainties of the formation involved. This requires combining geological and engineering data to develop a detailed reservoir model. Geostatistics and stochastic modeling techniques have emerged as promising approaches for integrating all relevant information and describing heterogeneous reservoirs. By use of stochastic techniques to generate a range of equiprobable reservoir descriptions, the uncertainty in the important reservoir parameters can be quantified. This quantification, together with the enhanced understanding of the reservoir characteristics given by stochastic reservoir modeling and visualization, provides an essential basis for making informed field-development decisions. This paper presents an integrated approach for stochastic reservoir evaluation. The presented approach has been implemented in the software system STORM.

  6. Stochastic bifurcations caused by multiplicative noise in systems with hard excitement of auto-oscillations.

    PubMed

    Bashkirtseva, Irina; Ryazanova, Tatyana; Ryashko, Lev

    2015-10-01

    We study a stochastic dynamics of systems with hard excitement of auto-oscillations possessing a bistability mode with coexistence of the stable equilibrium and limit cycle. A principal difference in the results of the impact of additive and parametric random disturbances is shown. For the stochastic van der Pol oscillator with increasing parametric noise, qualitative transformations of the probability density function form "crater"-"peak+crater"-"peak" are demonstrated by numerical simulation. An analytical investigation of such P bifurcations is carried out for the stochastic Hopf-like model with hard excitement of self-oscillations. A detailed parametric description of the response of this model on the additive and multiplicative noise and corresponding stochastic bifurcations are presented and discussed.

  7. Nonlinear optimization for stochastic simulations.

    SciTech Connect

    Johnson, Michael M.; Yoshimura, Ann S.; Hough, Patricia Diane; Ammerlahn, Heidi R.

    2003-12-01

    This report describes research targeting development of stochastic optimization algorithms and their application to mission-critical optimization problems in which uncertainty arises. The first section of this report covers the enhancement of the Trust Region Parallel Direct Search (TRPDS) algorithm to address stochastic responses and the incorporation of the algorithm into the OPT++ optimization library. The second section describes the Weapons of Mass Destruction Decision Analysis Center (WMD-DAC) suite of systems analysis tools and motivates the use of stochastic optimization techniques in such non-deterministic simulations. The third section details a batch programming interface designed to facilitate criteria-based or algorithm-driven execution of system-of-system simulations. The fourth section outlines the use of the enhanced OPT++ library and batch execution mechanism to perform systems analysis and technology trade-off studies in the WMD detection and response problem domain.

  8. Stochastic determination of matrix determinants.

    PubMed

    Dorn, Sebastian; Ensslin, Torsten A

    2015-07-01

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

  9. Mechanical autonomous stochastic heat engines

    NASA Astrophysics Data System (ADS)

    Serra-Garcia, Marc; Foehr, Andre; Moleron, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara; . Team

    Stochastic heat engines extract work from the Brownian motion of a set of particles out of equilibrium. So far, experimental demonstrations of stochastic heat engines have required extreme operating conditions or nonautonomous external control systems. In this talk, we will present a simple, purely classical, autonomous stochastic heat engine that uses the well-known tension induced nonlinearity in a string. Our engine operates between two heat baths out of equilibrium, and transfers energy from the hot bath to a work reservoir. This energy transfer occurs even if the work reservoir is at a higher temperature than the hot reservoir. The talk will cover a theoretical investigation and experimental results on a macroscopic setup subject to external noise excitations. This system presents an opportunity for the study of non equilibrium thermodynamics and is an interesting candidate for innovative energy conversion devices.

  10. 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.

  11. A field test of a simple stochastic radiative transfer model

    SciTech Connect

    Byrne, N.

    1995-09-01

    The problem of determining the effect of clouds on the radiative energy balance of the globe is of well-recognized importance. One can in principle solve the problem for any given configuration of clouds using numerical techniques. This knowledge is not useful however, because of the amount of input data and computer resources required. Besides, we need only the average of the resulting solution over the grid scale of a general circulation model (GCM). Therefore, we are interested in estimating the average of the solutions of such fine-grained problems using only coarse grained data, a science or art called stochastic radiation transfer. Results of the described field test indicate that the stochastic description is a somewhat better fit to the data than is a fractional cloud cover model, but more data are needed. 1 ref., 3 figs.

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

    NASA Astrophysics Data System (ADS)

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

    2015-10-01

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

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

    PubMed Central

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

    2015-01-01

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

  14. Stochastic Simulation of Turing Patterns

    NASA Astrophysics Data System (ADS)

    Fu, Zheng-Ping; Xu, Xin-Hang; Wang, Hong-Li; Ouyang, Qi

    2008-04-01

    We investigate the effects of intrinsic noise on Turing pattern formation near the onset of bifurcation from the homogeneous state to Turing pattern in the reaction-diffusion Brusselator. By performing stochastic simulations of the master equation and using Gillespie's algorithm, we check the spatiotemporal behaviour influenced by internal noises. We demonstrate that the patterns of occurrence frequency for the reaction and diffusion processes are also spatially ordered and temporally stable. Turing patterns are found to be robust against intrinsic fluctuations. Stochastic simulations also reveal that under the influence of intrinsic noises, the onset of Turing instability is advanced in comparison to that predicted deterministically.

  15. QB1 - Stochastic Gene Regulation

    SciTech Connect

    Munsky, Brian

    2012-07-23

    Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.

  16. Stochastic Optimization of Complex Systems

    SciTech Connect

    Birge, John R.

    2014-03-20

    This project focused on methodologies for the solution of stochastic optimization problems based on relaxation and penalty methods, Monte Carlo simulation, parallel processing, and inverse optimization. The main results of the project were the development of a convergent method for the solution of models that include expectation constraints as in equilibrium models, improvement of Monte Carlo convergence through the use of a new method of sample batch optimization, the development of new parallel processing methods for stochastic unit commitment models, and the development of improved methods in combination with parallel processing for incorporating automatic differentiation methods into optimization.

  17. Partial ASL extensions for stochastic programming.

    SciTech Connect

    Gay, David

    2010-03-31

    partially completed extensions for stochastic programming to the AMPL/solver interface library (ASL).modeling and experimenting with stochastic recourse problems. This software is not primarily for military applications

  18. Theory, technology, and technique of stochastic cooling

    SciTech Connect

    Marriner, J.

    1993-10-01

    The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques.

  19. A stochastic reorganizational bath model for electronic energy transfer

    SciTech Connect

    Fujita, Takatoshi E-mail: aspuru@chemistry.harvard.edu; Huh, Joonsuk; Aspuru-Guzik, Alán E-mail: aspuru@chemistry.harvard.edu

    2014-06-28

    Environmentally induced fluctuations of the optical gap play a crucial role in electronic energy transfer dynamics. One of the simplest approaches to incorporate such fluctuations in energy transfer dynamics is the well known Haken-Strobl-Reineker (HSR) model, in which the energy-gap fluctuation is approximated as white noise. Recently, several groups have employed molecular dynamics simulations and excited-state calculations in conjunction to account for excitation energies’ thermal fluctuations. On the other hand, since the original work of HSR, many groups have employed stochastic models to simulate the same transfer dynamics. Here, we discuss a rigorous connection between the stochastic and the atomistic bath models. If the phonon bath is treated classically, time evolution of the exciton-phonon system can be described by Ehrenfest dynamics. To establish the relationship between the stochastic and atomistic bath models, we employ a projection operator technique to derive the generalized Langevin equations for the energy-gap fluctuations. The stochastic bath model can be obtained as an approximation of the atomistic Ehrenfest equations via the generalized Langevin approach. Based on this connection, we propose a novel scheme to take account of reorganization effects within the framework of stochastic models. The proposed scheme provides a better description of the population dynamics especially in the regime of strong exciton-phonon coupling. Finally, we discuss the effect of the bath reorganization in the absorption and fluorescence spectra of ideal J-aggregates in terms of the Stokes shifts. We find a simple expression that relates the reorganization contribution to the Stokes shifts – the reorganization shift – to the ideal or non-ideal exciton delocalization in a J-aggregate. The reorganization shift can be described by three parameters: the monomer reorganization energy, the relaxation time of the optical gap, and the exciton delocalization length

  20. 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

  1. The Hamiltonian Mechanics of Stochastic Acceleration

    SciTech Connect

    Burby, J. W.

    2013-07-17

    We show how to nd the physical Langevin equation describing the trajectories of particles un- dergoing collisionless stochastic acceleration. These stochastic di erential equations retain not only one-, but two-particle statistics, and inherit the Hamiltonian nature of the underlying microscopic equations. This opens the door to using stochastic variational integrators to perform simulations of stochastic interactions such as Fermi acceleration. We illustrate the theory by applying it to two example problems.

  2. Transport in a stochastic magnetic field

    SciTech Connect

    White, R.B.; Wu, Yanlin . Plasma Physics Lab.); Rax, J.M. . Dept. de Recherches sur la Fusion Controlee)

    1992-01-01

    Collisional heat transport in a stochastic magnetic field configuration is investigated. Well above stochastic threshold, a numerical solution of a Chirikov-Taylor model shows a short-time nonlocal regime, but at large time the Rechester-Rosenbluth effective diffusion is confirmed. Near stochastic threshold, subdiffusive behavior is observed for short mean free paths. The nature of this subdiffusive behavior is understood in terms of the spectrum of islands in the stochastic sea.

  3. Transport in a stochastic magnetic field

    SciTech Connect

    White, R.B.; Wu, Yanlin; Rax, J.M.

    1992-09-01

    Collisional heat transport in a stochastic magnetic field configuration is investigated. Well above stochastic threshold, a numerical solution of a Chirikov-Taylor model shows a short-time nonlocal regime, but at large time the Rechester-Rosenbluth effective diffusion is confirmed. Near stochastic threshold, subdiffusive behavior is observed for short mean free paths. The nature of this subdiffusive behavior is understood in terms of the spectrum of islands in the stochastic sea.

  4. Stochastic architecture for Hopfield neural nets

    NASA Technical Reports Server (NTRS)

    Pavel, Sandy

    1992-01-01

    An expandable stochastic digital architecture for recurrent (Hopfield like) neural networks is proposed. The main features and basic principles of stochastic processing are presented. The stochastic digital architecture is based on a chip with n full interconnected neurons with a pipeline, bit processing structure. For large applications, a flexible way to interconnect many such chips is provided.

  5. Stochastic-field cavitation model

    NASA Astrophysics Data System (ADS)

    Dumond, J.; Magagnato, F.; Class, A.

    2013-07-01

    Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

  6. Stochastic-field cavitation model

    SciTech Connect

    Dumond, J.; Magagnato, F.; Class, A.

    2013-07-15

    Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

  7. Stochastic resonance on a circle

    SciTech Connect

    Wiesenfeld, K. ); Pierson, D.; Pantazelou, E.; Dames, C.; Moss, F. )

    1994-04-04

    We describe a new realization of stochastic resonance, applicable to a broad class of systems, based on an underlying excitable dynamics with deterministic reinjection. A simple but general theory of such single-trigger'' systems is compared with analog simulations of the Fitzhugh-Nagumo model, as well as experimental data obtained from stimulated sensory neurons in the crayfish.

  8. Universality in Stochastic Exponential Growth

    NASA Astrophysics Data System (ADS)

    Iyer-Biswas, Srividya; Crooks, Gavin E.; Scherer, Norbert F.; Dinner, Aaron R.

    2014-07-01

    Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.

  9. Algorithmic advances in stochastic programming

    SciTech Connect

    Morton, D.P.

    1993-07-01

    Practical planning problems with deterministic forecasts of inherently uncertain parameters often yield unsatisfactory solutions. Stochastic programming formulations allow uncertain parameters to be modeled as random variables with known distributions, but the size of the resulting mathematical programs can be formidable. Decomposition-based algorithms take advantage of special structure and provide an attractive approach to such problems. We consider two classes of decomposition-based stochastic programming algorithms. The first type of algorithm addresses problems with a ``manageable`` number of scenarios. The second class incorporates Monte Carlo sampling within a decomposition algorithm. We develop and empirically study an enhanced Benders decomposition algorithm for solving multistage stochastic linear programs within a prespecified tolerance. The enhancements include warm start basis selection, preliminary cut generation, the multicut procedure, and decision tree traversing strategies. Computational results are presented for a collection of ``real-world`` multistage stochastic hydroelectric scheduling problems. Recently, there has been an increased focus on decomposition-based algorithms that use sampling within the optimization framework. These approaches hold much promise for solving stochastic programs with many scenarios. A critical component of such algorithms is a stopping criterion to ensure the quality of the solution. With this as motivation, we develop a stopping rule theory for algorithms in which bounds on the optimal objective function value are estimated by sampling. Rules are provided for selecting sample sizes and terminating the algorithm under which asymptotic validity of confidence interval statements for the quality of the proposed solution can be verified. Issues associated with the application of this theory to two sampling-based algorithms are considered, and preliminary empirical coverage results are presented.

  10. A Stochastic Model for Discrete Waves in the Limulus Photoreceptor

    PubMed Central

    Srebro, Richard; Behbehani, Mahmood

    1971-01-01

    A stochastic model that links the absorption of a photon to the production of a discrete wave in the photoreceptor of the lateral eye of Limulus is proposed. By separating a discrete wave into an initial component due directly to the absorption of a photon, and a second quasi all-or-nothing component, a mathematical description of the latencies of discrete waves is deduced and some important features of their time courses are suggested. The predictions of the model are compared to observations from 60 different ommatidia. PMID:5095679

  11. A comparison of two- and three-dimensional stochastic models of regional solute movement

    USGS Publications Warehouse

    Shapiro, A.M.; Cvetkovic, V.D.

    1990-01-01

    Recent models of solute movement in porous media that are based on a stochastic description of the porous medium properties have been dedicated primarily to a three-dimensional interpretation of solute movement. In many practical problems, however, it is more convenient and consistent with measuring techniques to consider flow and solute transport as an areal, two-dimensional phenomenon. The physics of solute movement, however, is dependent on the three-dimensional heterogeneity in the formation. A comparison of two- and three-dimensional stochastic interpretations of solute movement in a porous medium having a statistically isotropic hydraulic conductivity field is investigated. To provide an equitable comparison between the two- and three-dimensional analyses, the stochastic properties of the transmissivity are defined in terms of the stochastic properties of the hydraulic conductivity. The variance of the transmissivity is shown to be significantly reduced in comparison to that of the hydraulic conductivity, and the transmissivity is spatially correlated over larger distances. These factors influence the two-dimensional interpretations of solute movement by underestimating the longitudinal and transverse growth of the solute plume in comparison to its description as a three-dimensional phenomenon. Although this analysis is based on small perturbation approximations and the special case of a statistically isotropic hydraulic conductivity field, it casts doubt on the use of a stochastic interpretation of the transmissivity in describing regional scale movement. However, by assuming the transmissivity to be the vertical integration of the hydraulic conductivity field at a given position, the stochastic properties of the hydraulic conductivity can be estimated from the stochastic properties of the transmissivity and applied to obtain a more accurate interpretation of solute movement. ?? 1990 Kluwer Academic Publishers.

  12. A stochastic aerodynamic model for stationary blades in unsteady 3D wind fields

    NASA Astrophysics Data System (ADS)

    Fluck, Manuel; Crawford, Curran

    2016-09-01

    Dynamic loads play an important roll in the design of wind turbines, but establishing the life-time aerodynamic loads (e.g. extreme and fatigue loads) is a computationally expensive task. Conventional (deterministic) methods to analyze long term loads, which rely on the repeated analysis of multiple different wind samples, are usually too expensive to be included in optimization routines. We present a new stochastic approach, which solves the aerodynamic system equations (Lagrangian vortex model) in the stochastic space, and thus arrive directly at a stochastic description of the coupled loads along a turbine blade. This new approach removes the requirement of analyzing multiple different realizations. Instead, long term loads can be extracted from a single stochastic solution, a procedure that is obviously significantly faster. Despite the reduced analysis time, results obtained from the stochastic approach match deterministic result well for a simple test-case (a stationary blade). In future work, the stochastic method will be extended to rotating blades, thus opening up new avenues to include long term loads into turbine optimization.

  13. Stochastic models of population extinction.

    PubMed

    Ovaskainen, Otso; Meerson, Baruch

    2010-11-01

    Theoretical ecologists have long sought to understand how the persistence of populations depends on biotic and abiotic factors. Classical work showed that demographic stochasticity causes the mean time to extinction to increase exponentially with population size, whereas variation in environmental conditions can lead to a power-law scaling. Recent work has focused especially on the influence of the autocorrelation structure ('color') of environmental noise. In theoretical physics, there is a burst of research activity in analyzing large fluctuations in stochastic population dynamics. This research provides powerful tools for determining extinction times and characterizing the pathway to extinction. It yields, therefore, sharp insights into extinction processes and has great potential for further applications in theoretical biology.

  14. Stochastic Aspects of Cardiac Arrhythmias

    NASA Astrophysics Data System (ADS)

    Lerma, Claudia; Krogh-Madsen, Trine; Guevara, Michael; Glass, Leon

    2007-07-01

    Abnormal cardiac rhythms (cardiac arrhythmias) often display complex changes over time that can have a random or haphazard appearance. Mathematically, these changes can on occasion be identified with bifurcations in difference or differential equation models of the arrhythmias. One source for the variability of these rhythms is the fluctuating environment. However, in the neighborhood of bifurcation points, the fluctuations induced by the stochastic opening and closing of individual ion channels in the cell membrane, which results in membrane noise, may lead to randomness in the observed dynamics. To illustrate this, we consider the effects of stochastic properties of ion channels on the resetting of pacemaker oscillations and on the generation of early afterdepolarizations. The comparison of the statistical properties of long records showing arrhythmias with the predictions from theoretical models should help in the identification of different mechanisms underlying cardiac arrhythmias.

  15. Stochastic kinetic mean field model

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

  16. Wavelet entropy of stochastic processes

    NASA Astrophysics Data System (ADS)

    Zunino, L.; Pérez, D. G.; Garavaglia, M.; Rosso, O. A.

    2007-06-01

    We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the normalized total wavelet entropy (NTWS) family [S. Blanco, A. Figliola, R.Q. Quiroga, O.A. Rosso, E. Serrano, Time-frequency analysis of electroencephalogram series, III. Wavelet packets and information cost function, Phys. Rev. E 57 (1998) 932-940; O.A. Rosso, S. Blanco, J. Yordanova, V. Kolev, A. Figliola, M. Schürmann, E. Başar, Wavelet entropy: a new tool for analysis of short duration brain electrical signals, J. Neurosci. Method 105 (2001) 65-75] and a second introduced by Tavares and Lucena [Physica A 357(1) (2005) 71-78]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise ( -1<α< 1) and fractional Brownian motion ( 1<α< 3) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes.

  17. Stochastic scanning multiphoton multifocal microscopy.

    PubMed

    Jureller, Justin E; Kim, Hee Y; Scherer, Norbert F

    2006-04-17

    Multiparticle tracking with scanning confocal and multiphoton fluorescence imaging is increasingly important for elucidating biological function, as in the transport of intracellular cargo-carrying vesicles. We demonstrate a simple rapid-sampling stochastic scanning multifocal multiphoton microscopy (SS-MMM) fluorescence imaging technique that enables multiparticle tracking without specialized hardware at rates 1,000 times greater than conventional single point raster scanning. Stochastic scanning of a diffractive optic generated 10x10 hexagonal array of foci with a white noise driven galvanometer yields a scan pattern that is random yet space-filling. SS-MMM creates a more uniformly sampled image with fewer spatio-temporal artifacts than obtained by conventional or multibeam raster scanning. SS-MMM is verified by simulation and experimentally demonstrated by tracking microsphere diffusion in solution. PMID:19516485

  18. Stochastic background of atmospheric cascades

    SciTech Connect

    Wilk, G. ); Wlodarczyk, Z. )

    1993-06-15

    Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions.

  19. 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.

  20. Fluid Physics Under a Stochastic Acceleration Field

    NASA Technical Reports Server (NTRS)

    Vinals, Jorge

    2001-01-01

    The research summarized in this report has involved a combined theoretical and computational study of fluid flow that results from the random acceleration environment present onboard space orbiters, also known as g-jitter. We have focused on a statistical description of the observed g-jitter, on the flows that such an acceleration field can induce in a number of experimental configurations of interest, and on extending previously developed methodology to boundary layer flows. Narrow band noise has been shown to describe many of the features of acceleration data collected during space missions. The scale of baroclinically induced flows when the driving acceleration is random is not given by the Rayleigh number. Spatially uniform g-jitter induces additional hydrodynamic forces among suspended particles in incompressible fluids. Stochastic modulation of the control parameter shifts the location of the onset of an oscillatory instability. Random vibration of solid boundaries leads to separation of boundary layers. Steady streaming ahead of a modulated solid-melt interface enhances solute transport, and modifies the stability boundaries of a planar front.

  1. 3D stochastic inversion of magnetic data

    NASA Astrophysics Data System (ADS)

    Shamsipour, Pejman; Chouteau, Michel; Marcotte, Denis

    2011-04-01

    A stochastic inversion method based on a geostatistical approach is presented to recover 3D susceptibility models from magnetic data. The aim of applying geostatistics is to provide quantitative descriptions of natural variables distributed in space or in time and space. Cokriging, the method which is used in this paper, is a method of estimation that minimizes the theoretical estimation error variance by using auto- and cross-correlations of several variables. The covariances for total field, susceptibility and total field-susceptibility are estimated using the observed data. Then, the susceptibility is cokriged or simulated as the primary variable. In order to avoid the natural tendency of the estimated structure to lay near the surface, depth weighting is included in the cokriging system. The algorithm assumes there is no remanent magnetization and the observation data represent only induced magnetization effects. The method is applied on different synthetic models to demonstrate its suitability for 3D inversion of magnetic data. A case study using ground measurements of total field at the Perseverance mine (Quebec, Canada) is presented. The recovered 3D susceptibility model provides beneficial information that can be used to analyze the geology of massive sulfide for the domain under study.

  2. Stochastic soil water balance under seasonal climates

    PubMed Central

    Feng, Xue; Porporato, Amilcare; Rodriguez-Iturbe, Ignacio

    2015-01-01

    The analysis of soil water partitioning in seasonally dry climates necessarily requires careful consideration of the periodic climatic forcing at the intra-annual timescale in addition to daily scale variabilities. Here, we introduce three new extensions to a stochastic soil moisture model which yields seasonal evolution of soil moisture and relevant hydrological fluxes. These approximations allow seasonal climatic forcings (e.g. rainfall and potential evapotranspiration) to be fully resolved, extending the analysis of soil water partitioning to account explicitly for the seasonal amplitude and the phase difference between the climatic forcings. The results provide accurate descriptions of probabilistic soil moisture dynamics under seasonal climates without requiring extensive numerical simulations. We also find that the transfer of soil moisture between the wet to the dry season is responsible for hysteresis in the hydrological response, showing asymmetrical trajectories in the mean soil moisture and in the transient Budyko's curves during the ‘dry-down‘ versus the ‘rewetting‘ phases of the year. Furthermore, in some dry climates where rainfall and potential evapotranspiration are in-phase, annual evapotranspiration can be shown to increase because of inter-seasonal soil moisture transfer, highlighting the importance of soil water storage in the seasonal context. PMID:25663808

  3. Mechanical Autonomous Stochastic Heat Engine.

    PubMed

    Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

    2016-07-01

    Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

  4. Mechanical Autonomous Stochastic Heat Engine

    NASA Astrophysics Data System (ADS)

    Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

    2016-07-01

    Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

  5. Stochastic resonance in binocular rivalry.

    PubMed

    Kim, Yee-Joon; Grabowecky, Marcia; Suzuki, Satoru

    2006-02-01

    When a different image is presented to each eye, visual awareness spontaneously alternates between the two images--a phenomenon called binocular rivalry. Because binocular rivalry is characterized by two marginally stable perceptual states and spontaneous, apparently stochastic, switching between them, it has been speculated that switches in perceptual awareness reflect a double-well-potential type computational architecture coupled with noise. To characterize this noise-mediated mechanism, we investigated whether stimulus input, neural adaptation, and inhibitory modulations (thought to underlie perceptual switches) interacted with noise in such a way that the system produced stochastic resonance. By subjecting binocular rivalry to weak periodic contrast modulations spanning a range of frequencies, we demonstrated quantitative evidence of stochastic resonance in binocular rivalry. Our behavioral results combined with computational simulations provided insights into the nature of the internal noise (its magnitude, locus, and calibration) that is relevant to perceptual switching, as well as provided novel dynamic constraints on computational models designed to capture the neural mechanisms underlying perceptual switching.

  6. Mechanical Autonomous Stochastic Heat Engine.

    PubMed

    Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

    2016-07-01

    Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir. PMID:27419553

  7. Fractional Brownian Motion with Stochastic Variance:. Modeling Absolute Returns in STOCK Markets

    NASA Astrophysics Data System (ADS)

    Roman, H. E.; Porto, M.

    We discuss a model for simulating a long-time memory in time series characterized in addition by a stochastic variance. The model is based on a combination of fractional Brownian motion (FBM) concepts, for dealing with the long-time memory, with an autoregressive scheme with conditional heteroskedasticity (ARCH), responsible for the stochastic variance of the series, and is denoted as FBMARCH. Unlike well-known fractionally integrated autoregressive models, FBMARCH admits finite second moments. The resulting probability distribution functions have power-law tails with exponents similar to ARCH models. This idea is applied to the description of long-time autocorrelations of absolute returns ubiquitously observed in stock markets.

  8. Stochastic contribution to the growth factor in the {lambda}CDM model

    SciTech Connect

    Ribeiro, A. L. B.; Andrade, A. P. A.; Letelier, P. S.

    2009-01-15

    We study the effect of noise on the evolution of the growth factor of density perturbations in the context of the {lambda}CDM model. Stochasticity is introduced as a Wiener process amplified by an intensity parameter {alpha}. By comparing the evolution of deterministic and stochastic cases for different values of {alpha} we estimate the intensity level necessary to make noise relevant for cosmological tests based on large-scale structure data. Our results indicate that the presence of random forces underlying the fluid description can lead to significant deviations from the nonstochastic solution at late times for {alpha}{>=}10{sup -3}.

  9. Stochastic modeling of structural behavior: Stability, effective properties and dynamic response

    NASA Astrophysics Data System (ADS)

    Tootkaboni, Mazdak P.

    This manuscript contains three main parts which address three different problems in the field of stochastic computational mechanics. Stochastic Galerkin projection, except in the third part where only the primary and necessary ingredient of this approach i.e. the representation of uncertainties in input parameters using (space/time dependent) Hermite Chaos expansions is employed, plays the central role in the propagation of uncertainties in inputs to the response of systems under consideration, In the first part that deals with geometrically non-linear behavior of structural systems with random material property, an asymptotic spectral stochastic paradigm is presented for computing the statistics of equilibrium path in the post-bifurcation regime. The approach combines numerical implementation of Koiter's asymptotic theory with Stochastic Galerkin projection and collocation in stochastic space to quantify uncertainties in the parametric representation of load-displacement relationship in the form of uncertain post-buckling slope and curvature, and a family of stochastic displacements fields. The second part concerns obtaining a probabilistic description for the effective elastic properties of multi-phase periodic composites. A spectral stochastic computational scheme is proposed that links the global elastic properties of the composite to the geometry and randomness in its constituents. The scheme benefits from a combination of homogenization theory built into a Finite Element framework and the Stochastic Galerkin projection where a probabilistic characterization of the solutions to a set of local problems defined on the period cell is first sought. A full stochastic description of the global properties is then obtained by averaging the strains that are associated to these solutions over the unit cell. The last part of this manuscript addresses response of linear dynamic systems to random excitations. In this part a stochastic version of direct integration schemes

  10. AESS: Accelerated Exact Stochastic Simulation

    NASA Astrophysics Data System (ADS)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution

  11. Modeling bacterial population growth from stochastic single-cell dynamics.

    PubMed

    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

  12. Implications of a stochastic approach to air-quality regulations

    SciTech Connect

    Witten, A.J.; Kornegay, F.C.; Hunsaker, D.B. Jr.; Long, E.C. Jr.; Sharp, R.D.; Walsh, P.J.; Zeighami, E.A.; Gordon, J.S.; Lin, W.L.

    1982-09-01

    This study explores the viability of a stochastic approach to air quality regulations. The stochastic approach considered here is one which incorporates the variability which exists in sulfur dioxide (SO/sub 2/) emissions from coal-fired power plants. Emission variability arises from a combination of many factors including variability in the composition of as-received coal such as sulfur content, moisture content, ash content, and heating value, as well as variability which is introduced in power plant operations. The stochastic approach as conceived in this study addresses variability by taking the SO/sub 2/ emission rate to be a random variable with specified statistics. Given the statistical description of the emission rate and known meteorological conditions, it is possible to predict the probability of a facility exceeding a specified emission limit or violating an established air quality standard. This study also investigates the implications of accounting for emissions variability by allowing compliance to be interpreted as an allowable probability of occurrence of given events. For example, compliance with an emission limit could be defined as the probability of exceeding a specified emission value, such as 1.2 lbs SO/sub 2//MMBtu, being less than 1%. In contrast, compliance is currently taken to mean that this limit shall never be exceeded, i.e., no exceedance probability is allowed. The focus of this study is on the economic benefits offered to facilities through the greater flexibility of the stochastic approach as compared with possible changes in air quality and health effects which could result.

  13. From deterministic dynamics to probabilistic descriptions

    PubMed Central

    Misra, B.; Prigogine, I.; Courbage, M.

    1979-01-01

    The present work is devoted to the following question: What is the relationship between the deterministic laws of dynamics and probabilistic description of physical processes? It is generally accepted that probabilistic processes can arise from deterministic dynamics only through a process of “coarse graining” or “contraction of description” that inevitably involves a loss of information. In this work we present an alternative point of view toward the relationship between deterministic dynamics and probabilistic descriptions. Speaking in general terms, we demonstrate the possibility of obtaining (stochastic) Markov processes from deterministic dynamics simply through a “change of representation” that involves no loss of information provided the dynamical system under consideration has a suitably high degree of instability of motion. The fundamental implications of this finding for statistical mechanics and other areas of physics are discussed. From a mathematical point of view, the theory we present is a theory of invertible, positivity-preserving, and necessarily nonunitary similarity transformations that convert the unitary groups associated with deterministic dynamics to contraction semigroups associated with stochastic Markov processes. We explicitly construct such similarity transformations for the so-called Bernoulli systems. This construction illustrates also the construction of the so-called Lyapounov variables and the operator of “internal time,” which play an important role in our approach to the problem of irreversibility. The theory we present can also be viewed as a theory of entropy-increasing evolutions and their relationship to deterministic dynamics. PMID:16592691

  14. Stochastic Turing patterns on a network.

    PubMed

    Asslani, Malbor; Di Patti, Francesca; Fanelli, Duccio

    2012-10-01

    The process of stochastic Turing instability on a scale-free network is discussed for a specific case study: the stochastic Brusselator model. The system is shown to spontaneously differentiate into activator-rich and activator-poor nodes outside the region of parameters classically deputed to the deterministic Turing instability. This phenomenon, as revealed by direct stochastic simulations, is explained analytically and eventually traced back to the finite-size corrections stemming from the inherent graininess of the scrutinized medium. PMID:23214650

  15. Stochastic Turing patterns on a network

    NASA Astrophysics Data System (ADS)

    Asslani, Malbor; Di Patti, Francesca; Fanelli, Duccio

    2012-10-01

    The process of stochastic Turing instability on a scale-free network is discussed for a specific case study: the stochastic Brusselator model. The system is shown to spontaneously differentiate into activator-rich and activator-poor nodes outside the region of parameters classically deputed to the deterministic Turing instability. This phenomenon, as revealed by direct stochastic simulations, is explained analytically and eventually traced back to the finite-size corrections stemming from the inherent graininess of the scrutinized medium.

  16. Ant colony optimization and stochastic gradient descent.

    PubMed

    Meuleau, Nicolas; Dorigo, Marco

    2002-01-01

    In this article, we study the relationship between the two techniques known as ant colony optimization (ACO) and stochastic gradient descent. More precisely, we show that some empirical ACO algorithms approximate stochastic gradient descent in the space of pheromones, and we propose an implementation of stochastic gradient descent that belongs to the family of ACO algorithms. We then use this insight to explore the mutual contributions of the two techniques. PMID:12171633

  17. Stochastic Vorticity and Associated Filtering Theory

    SciTech Connect

    Amirdjanova, A.; Kallianpur, G.

    2002-12-19

    The focus of this work is on a two-dimensional stochastic vorticity equation for an incompressible homogeneous viscous fluid. We consider a signed measure-valued stochastic partial differential equation for a vorticity process based on the Skorohod-Ito evolution of a system of N randomly moving point vortices. A nonlinear filtering problem associated with the evolution of the vorticity is considered and a corresponding Fujisaki-Kallianpur-Kunita stochastic differential equation for the optimal filter is derived.

  18. Acquisition of teleological descriptions

    NASA Astrophysics Data System (ADS)

    Franke, David W.

    1992-03-01

    Teleology descriptions capture the purpose of an entity, mechanism, or activity with which they are associated. These descriptions can be used in explanation, diagnosis, and design reuse. We describe a technique for acquiring teleological descriptions expressed in the teleology language TeD. Acquisition occurs during design by observing design modifications and design verification. We demonstrate the acquisition technique in an electronic circuit design.

  19. Writing job descriptions.

    PubMed

    Schaffner, M

    1990-01-01

    The skill of writing job descriptions begins with an understanding of the advantages, as well as the basic elements, of a well written description. The end result should be approved and updated as needed. Having a better understanding of this process makes writing the job description a challenge rather than a chore.

  20. 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.

  1. Hamilton's principle in stochastic mechanics

    NASA Astrophysics Data System (ADS)

    Pavon, Michele

    1995-12-01

    In this paper we establish three variational principles that provide new foundations for Nelson's stochastic mechanics in the case of nonrelativistic particles without spin. The resulting variational picture is much richer and of a different nature with respect to the one previously considered in the literature. We first develop two stochastic variational principles whose Hamilton-Jacobi-like equations are precisely the two coupled partial differential equations that are obtained from the Schrödinger equation (Madelung equations). The two problems are zero-sum, noncooperative, stochastic differential games that are familiar in the control theory literature. They are solved here by means of a new, absolutely elementary method based on Lagrange functionals. For both games the saddle-point equilibrium solution is given by the Nelson's process and the optimal controls for the two competing players are precisely Nelson's current velocity v and osmotic velocity u, respectively. The first variational principle includes as special cases both the Guerra-Morato variational principle [Phys. Rev. D 27, 1774 (1983)] and Schrödinger original variational derivation of the time-independent equation. It also reduces to the classical least action principle when the intensity of the underlying noise tends to zero. It appears as a saddle-point action principle. In the second variational principle the action is simply the difference between the initial and final configurational entropy. It is therefore a saddle-point entropy production principle. From the variational principles it follows, in particular, that both v(x,t) and u(x,t) are gradients of appropriate principal functions. In the variational principles, the role of the background noise has the intuitive meaning of attempting to contrast the more classical mechanical features of the system by trying to maximize the action in the first principle and by trying to increase the entropy in the second. Combining the two variational

  2. Constrained Stochastic Extended Redundancy Analysis.

    PubMed

    DeSarbo, Wayne S; Hwang, Heungsun; Stadler Blank, Ashley; Kappe, Eelco

    2015-06-01

    We devise a new statistical methodology called constrained stochastic extended redundancy analysis (CSERA) to examine the comparative impact of various conceptual factors, or drivers, as well as the specific predictor variables that contribute to each driver on designated dependent variable(s). The technical details of the proposed methodology, the maximum likelihood estimation algorithm, and model selection heuristics are discussed. A sports marketing consumer psychology application is provided in a Major League Baseball (MLB) context where the effects of six conceptual drivers of game attendance and their defining predictor variables are estimated. Results compare favorably to those obtained using traditional extended redundancy analysis (ERA). PMID:24327066

  3. Constrained Stochastic Extended Redundancy Analysis.

    PubMed

    DeSarbo, Wayne S; Hwang, Heungsun; Stadler Blank, Ashley; Kappe, Eelco

    2015-06-01

    We devise a new statistical methodology called constrained stochastic extended redundancy analysis (CSERA) to examine the comparative impact of various conceptual factors, or drivers, as well as the specific predictor variables that contribute to each driver on designated dependent variable(s). The technical details of the proposed methodology, the maximum likelihood estimation algorithm, and model selection heuristics are discussed. A sports marketing consumer psychology application is provided in a Major League Baseball (MLB) context where the effects of six conceptual drivers of game attendance and their defining predictor variables are estimated. Results compare favorably to those obtained using traditional extended redundancy analysis (ERA).

  4. Stochastic dynamics on slow manifolds

    NASA Astrophysics Data System (ADS)

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

    2013-07-01

    The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable simplification. In this paper we demonstrate how the same basic methodology may also be applied to stochastic dynamical systems, by examining the behaviour of trajectories conditioned on the event that they do not depart the slow manifold. We apply the method to two models: one from ecology and one from epidemiology, achieving a reduction in model dimension and illustrating the high quality of the analytical approximations.

  5. RHIC stochastic cooling motion control

    SciTech Connect

    Gassner, D.; DeSanto, L.; Olsen, R.H.; Fu, W.; Brennan, J.M.; Liaw, CJ; Bellavia, S.; Brodowski, J.

    2011-03-28

    Relativistic Heavy Ion Collider (RHIC) beams are subject to Intra-Beam Scattering (IBS) that causes an emittance growth in all three-phase space planes. The only way to increase integrated luminosity is to counteract IBS with cooling during RHIC stores. A stochastic cooling system for this purpose has been developed, it includes moveable pick-ups and kickers in the collider that require precise motion control mechanics, drives and controllers. Since these moving parts can limit the beam path aperture, accuracy and reliability is important. Servo, stepper, and DC motors are used to provide actuation solutions for position control. The choice of motion stage, drive motor type, and controls are based on needs defined by the variety of mechanical specifications, the unique performance requirements, and the special needs required for remote operations in an accelerator environment. In this report we will describe the remote motion control related beam line hardware, position transducers, rack electronics, and software developed for the RHIC stochastic cooling pick-ups and kickers.

  6. Stochastic Methods for Aircraft Design

    NASA Technical Reports Server (NTRS)

    Pelz, Richard B.; Ogot, Madara

    1998-01-01

    The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.

  7. Numerical tests of stochastic tomography

    NASA Astrophysics Data System (ADS)

    Ru-Shan, Wu; Xiao-Bi, Xie

    1991-05-01

    The method of stochastic tomography proposed by Wu is tested numerically. This method reconstructs the heterospectra (power spectra of heterogeneities) at all depths of a non-uniform random medium using measured joint transverse-angular coherence functions (JTACF) of transmission fluctuations on an array. The inversion method is based on a constrained least-squares inversion implemented via the singular value decomposition. The inversion is also applicable to reconstructions using transverse coherence functions (TCF) or angular coherence functions (ACF); these are merely special cases of JTACF. Through the analysis of sampling functions and singular values, and through numerical examples of reconstruction using theoretically generated coherence functions, we compare the resolution and robustness of reconstructions using TCF, ACF and JTACF. The JTACF can `focus' the coherence analysis at different depths and therefore has a better depth resolution than TCF and ACF. In addition, the JTACF contains much more information than the sum of TCF and ACF, and has much better noise resistance properties than TCF and ACF. Inversion of JTACF can give a reliable reconstruction of heterospectra at different depths even for data with 20% noise contamination. This demonstrates the feasibility of stochastic tomography using JTACF.

  8. Stochastic Modeling of Laminar-Turbulent Transition

    NASA Technical Reports Server (NTRS)

    Rubinstein, Robert; Choudhari, Meelan

    2002-01-01

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

  9. Attainability analysis in stochastic controlled systems

    SciTech Connect

    Ryashko, Lev

    2015-03-10

    A control problem for stochastically forced nonlinear continuous-time systems is considered. We propose a method for construction of the regulator that provides a preassigned probabilistic distribution of random states in stochastic equilibrium. Geometric criteria of the controllability are obtained. Constructive technique for the specification of attainability sets is suggested.

  10. From Complex to Simple: Interdisciplinary Stochastic Models

    ERIC Educational Resources Information Center

    Mazilu, D. A.; Zamora, G.; Mazilu, I.

    2012-01-01

    We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions…

  11. Variational principles for stochastic fluid dynamics

    PubMed Central

    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

  12. Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

    SciTech Connect

    Kim, S.; Barua, A.; Zhou, M.; Horie, Y.

    2014-05-07

    Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple sets is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.

  13. Stochastic ion acceleration by beating electrostatic waves.

    PubMed

    Jorns, B; Choueiri, E Y

    2013-01-01

    A study is presented of the stochasticity in the orbit of a single, magnetized ion produced by the particle's interaction with two beating electrostatic waves whose frequencies differ by the ion cyclotron frequency. A second-order Lie transform perturbation theory is employed in conjunction with a numerical analysis of the maximum Lyapunov exponent to determine the velocity conditions under which stochasticity occurs in this dynamical system. Upper and lower bounds in ion velocity are found for stochastic orbits with the lower bound approximately equal to the phase velocity of the slower wave. A threshold condition for the onset of stochasticity that is linear with respect to the wave amplitudes is also derived. It is shown that the onset of stochasticity occurs for beating electrostatic waves at lower total wave energy densities than for the case of a single electrostatic wave or two nonbeating electrostatic waves. PMID:23410446

  14. On controllability of nonlinear stochastic systems

    NASA Astrophysics Data System (ADS)

    Sakthivel, R.; Kim, J.-H.; Mahmudov, N. I.

    2006-12-01

    In this paper, complete controllability for nonlinear stochastic systems is studied. First this paper addresses the problem of complete controllability of nonlinear stochastic systems with standard Brownian motion. Then this result is extended to establish complete controllability criterion for stochastic systems with fractional Brownian motion. A fixed point approach is employed for achieving the required result. The solutions are given by a variation of constants formula which allows us to study the complete controllability for nonlinear stochastic systems. In this paper, we prove the complete controllability of nonlinear stochastic system under the natural assumption that the associated linear control system is completely controllable. Finally, an illustrative example is provided to show the usefulness of the proposed technique.

  15. Comparison of deterministic and stochastic earthquake simulators for fault interactions in the Lower Rhine Embayment, Germany

    NASA Astrophysics Data System (ADS)

    Hainzl, Sebastian; Zöller, Gert; Brietzke, Gilbert B.; Hinzen, Klaus-G.

    2013-10-01

    Time-dependent probabilistic seismic hazard assessment requires a stochastic description of earthquake occurrences. While short-term seismicity models are well-constrained by observations, the recurrences of characteristic on-fault earthquakes are only derived from theoretical considerations, uncertain palaeo-events or proxy data. Despite the involved uncertainties and complexity, simple statistical models for a quasi-period recurrence of on-fault events are implemented in seismic hazard assessments. To test the applicability of statistical models, such as the Brownian relaxation oscillator or the stress release model, we perform a systematic comparison with deterministic simulations based on rate- and state-dependent friction, high-resolution representations of fault systems and quasi-dynamic rupture propagation. For the specific fault network of the Lower Rhine Embayment, Germany, we run both stochastic and deterministic model simulations based on the same fault geometries and stress interactions. Our results indicate that the stochastic simulators are able to reproduce the first-order characteristics of the major earthquakes on isolated faults as well as for coupled faults with moderate stress interactions. However, we find that all tested statistical models fail to reproduce the characteristics of strongly coupled faults, because multisegment rupturing resulting from a spatiotemporally correlated stress field is underestimated in the stochastic simulators. Our results suggest that stochastic models have to be extended by multirupture probability distributions to provide more reliable results.

  16. Locality and universality of quantum memory effects.

    PubMed

    Liu, B-H; Wißmann, S; Hu, X-M; Zhang, C; Huang, Y-F; Li, C-F; Guo, G-C; Karlsson, A; Piilo, J; Breuer, H-P

    2014-01-01

    The modeling and analysis of the dynamics of complex systems often requires to employ non-Markovian stochastic processes. While there is a clear and well-established mathematical definition for non-Markovianity in the case of classical systems, the extension to the quantum regime recently caused a vivid debate, leading to many different proposals for the characterization and quantification of memory effects in the dynamics of open quantum systems. Here, we derive a mathematical representation for the non-Markovianity measure based on the exchange of information between the open system and its environment, which reveals the locality and universality of non-Markovianity in the quantum state space and substantially simplifies its numerical and experimental determination. We further illustrate the application of this representation by means of an all-optical experiment which allows the measurement of the degree of memory effects in a photonic quantum process with high accuracy. PMID:25209643

  17. Locality and universality of quantum memory effects

    NASA Astrophysics Data System (ADS)

    Liu, B.-H.; Wißmann, S.; Hu, X.-M.; Zhang, C.; Huang, Y.-F.; Li, C.-F.; Guo, G.-C.; Karlsson, A.; Piilo, J.; Breuer, H.-P.

    2014-09-01

    The modeling and analysis of the dynamics of complex systems often requires to employ non-Markovian stochastic processes. While there is a clear and well-established mathematical definition for non-Markovianity in the case of classical systems, the extension to the quantum regime recently caused a vivid debate, leading to many different proposals for the characterization and quantification of memory effects in the dynamics of open quantum systems. Here, we derive a mathematical representation for the non-Markovianity measure based on the exchange of information between the open system and its environment, which reveals the locality and universality of non-Markovianity in the quantum state space and substantially simplifies its numerical and experimental determination. We further illustrate the application of this representation by means of an all-optical experiment which allows the measurement of the degree of memory effects in a photonic quantum process with high accuracy.

  18. Equivalence of on-Lattice Stochastic Chemical Kinetics with the Well-Mixed Chemical Master Equation in the Limit of Fast Diffusion.

    PubMed

    Stamatakis, Michail; Vlachos, Dionisios G

    2011-12-14

    Well-mixed and lattice-based descriptions of stochastic chemical kinetics have been extensively used in the literature. Realizations of the corresponding stochastic processes are obtained by the Gillespie stochastic simulation algorithm and lattice kinetic Monte Carlo algorithms, respectively. However, the two frameworks have remained disconnected. We show the equivalence of these frameworks whereby the stochastic lattice kinetics reduces to effective well-mixed kinetics in the limit of fast diffusion. In the latter, the lattice structure appears implicitly, as the lumped rate of bimolecular reactions depends on the number of neighbors of a site on the lattice. Moreover, we propose a mapping between the stochastic propensities and the deterministic rates of the well-mixed vessel and lattice dynamics that illustrates the hierarchy of models and the key parameters that enable model reduction.

  19. Stochastic regularization operators on unstructured meshes

    NASA Astrophysics Data System (ADS)

    Jordi, Claudio; Doetsch, Joseph; Günther, Thomas; Schmelzbach, Cedric; Robertsson, Johan

    2016-04-01

    Most geophysical inverse problems require the solution of underdetermined systems of equations. In order to solve such inverse problems, appropriate regularization is required. Ideally, this regularization includes information on the expected model variability and spatial correlation. Based on geostatistical covariance functions, which can be adapted to the specific situation, stochastic regularization can be used to add auxiliary constraints to the given inverse problem. Stochastic regularization operators have been successfully applied to geophysical inverse problems formulated on regular grids. Here, we demonstrate the calculation of stochastic regularization operators for unstructured meshes. Unstructured meshes are advantageous with regards to incorporating arbitrary topography, undulating geological interfaces and complex acquisition geometries into the inversion. However, compared to regular grids, unstructured meshes have variable cell sizes, complicating the calculation of stochastic operators. The stochastic operators proposed here are based on a 2D exponential correlation function, allowing to predefine spatial correlation lengths. The regularization thus acts over an imposed correlation length rather than only taking into account neighbouring cells as in regular smoothing constraints. Correlation over a spatial length partly removes the effects of variable cell sizes of unstructured meshes on the regularization. Synthetic models having large-scale interfaces as well as small-scale stochastic variations are used to analyse the performance and behaviour of the stochastic regularization operators. The resulting inverted models obtained with stochastic regularization are compare against the results of standard regularization approaches (damping and smoothing). Besides using stochastic operators for regularization, we plan to incorporate the footprint of the stochastic operator in further applications such as the calculation of the cross-gradient functions

  20. Quantum trajectories: Memory and continuous observation

    NASA Astrophysics Data System (ADS)

    Barchielli, Alberto; Pellegrini, Clément; Petruccione, Francesco

    2012-12-01

    Starting from a generalization of the quantum trajectory theory [based on the stochastic Schrödinger equation (SSE)], non-Markovian models of quantum dynamics are derived. In order to describe non-Markovian effects, the approach used in this article is based on the introduction of random coefficients in the usual linear SSE. A major interest is that this allows a consistent theory of quantum measurement in continuous time to be developed for these non-Markovian quantum trajectory models. In this context, the notions of “instrument,” “a priori,” and “a posteriori” states can be introduced. The key point is that by starting from a stochastic equation on the Hilbert space of the system, we are able to respect the complete positivity of the mean dynamics for the statistical operator and the requirements of the axioms of quantum measurement theory. The flexibility of the theory is next illustrated by a concrete physical model of a noisy oscillator where non-Markovian effects come from the random environment, colored noises, randomness in the stimulating light, and delay effects. The statistics of the emitted photons and the heterodyne and homodyne spectra are studied, and we show how these quantities are sensitive to the non-Markovian features of the system dynamics, so that, in principle, the observation and analysis of the fluorescent light could reveal the presence of non-Markovian effects and allow for a measure of the spectra of the noises affecting the system dynamics.

  1. Multimedia content description framework

    NASA Technical Reports Server (NTRS)

    Bergman, Lawrence David (Inventor); Kim, Michelle Yoonk Yung (Inventor); Li, Chung-Sheng (Inventor); Mohan, Rakesh (Inventor); Smith, John Richard (Inventor)

    2003-01-01

    A framework is provided for describing multimedia content and a system in which a plurality of multimedia storage devices employing the content description methods of the present invention can interoperate. In accordance with one form of the present invention, the content description framework is a description scheme (DS) for describing streams or aggregations of multimedia objects, which may comprise audio, images, video, text, time series, and various other modalities. This description scheme can accommodate an essentially limitless number of descriptors in terms of features, semantics or metadata, and facilitate content-based search, index, and retrieval, among other capabilities, for both streamed or aggregated multimedia objects.

  2. Stochastic inflation and nonlinear gravity

    NASA Astrophysics Data System (ADS)

    Salopek, D. S.; Bond, J. R.

    1991-02-01

    We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background. We derive a Fokker-Planck equation which describes how the probability distribution of scalar field values at a given spatial point evolves in T. Analytic Green's-function solutions obtained for a single scalar field self-interacting through an exponential potential are used to demonstrate (1) if the initial condition of the Hubble parameter is chosen to be consistent with microwave-background limits, H(φ0)/mρ<~10-4, then the fluctuations obey Gaussian statistics to a high precision, independent of the time hypersurface choice and operator-ordering ambiguities in the Fokker-Planck equation, and (2) for scales much larger than our present observable patch of the Universe, the distribution is non-Gaussian, with a tail extending to large energy densities; although there are no observable manifestations, it does show eternal inflation. Lattice simulations of our Langevin network for the exponential potential demonstrate how spatial correlations are incorporated. An initially

  3. Stochastic thermodynamics for active matter

    NASA Astrophysics Data System (ADS)

    Speck, Thomas

    2016-05-01

    The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven systems that allows to define fluctuating work and heat. We apply these definitions to active matter, assuming that dissipation can be modelled by effective non-conservative forces. We show that, through the work, conjugate extensive and intensive observables can be defined even in non-equilibrium steady states lacking a free energy. As an illustration, we derive the expressions for the pressure and interfacial tension of active Brownian particles. The latter becomes negative despite the observed stable phase separation. We discuss this apparent contradiction, highlighting the role of fluctuations, and we offer a tentative explanation.

  4. Thermodynamics of stochastic Turing machines.

    PubMed

    Strasberg, Philipp; Cerrillo, Javier; Schaller, Gernot; Brandes, Tobias

    2015-10-01

    In analogy to Brownian computers we explicitly show how to construct stochastic models which mimic the behavior of a general-purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation, which are logically reversible and have a well-defined and consistent thermodynamic interpretation. The resulting master equation, which describes a simple one-step process on an enormously large state space, allows us to thoroughly investigate the thermodynamics of computation for this situation. Especially in the stationary regime we can well approximate the master equation by a simple Fokker-Planck equation in one dimension. We then show that the entropy production rate at steady state can be made arbitrarily small, but the total (integrated) entropy production is finite and grows logarithmically with the number of computational steps. PMID:26565165

  5. Stochastic dynamics of dengue epidemics

    NASA Astrophysics Data System (ADS)

    de Souza, David R.; Tomé, Tânia; Pinho, Suani T. R.; Barreto, Florisneide R.; de Oliveira, Mário J.

    2013-01-01

    We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, such as dengue, and the threshold of the disease. The coexistence space is composed of two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice versa, so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evolution equations from which we get the threshold of the disease and the reproductive ratio. The threshold of the disease is also obtained by performing numerical simulations. We found that for certain values of the infection rates the spreading of the disease is impossible, for any death rate of infected mosquitoes.

  6. Stochastic sensing through covalent interactions

    DOEpatents

    Bayley, Hagan; Shin, Seong-Ho; Luchian, Tudor; Cheley, Stephen

    2013-03-26

    A system and method for stochastic sensing in which the analyte covalently bonds to the sensor element or an adaptor element. If such bonding is irreversible, the bond may be broken by a chemical reagent. The sensor element may be a protein, such as the engineered P.sub.SH type or .alpha.HL protein pore. The analyte may be any reactive analyte, including chemical weapons, environmental toxins and pharmaceuticals. The analyte covalently bonds to the sensor element to produce a detectable signal. Possible signals include change in electrical current, change in force, and change in fluorescence. Detection of the signal allows identification of the analyte and determination of its concentration in a sample solution. Multiple analytes present in the same solution may be detected.

  7. Stochastic low Reynolds number swimmers.

    PubMed

    Golestanian, Ramin; Ajdari, Armand

    2009-05-20

    As technological advances allow us to fabricate smaller autonomous self-propelled devices, it is clear that at some point directed propulsion could not come from pre-specified deterministic periodic deformation of the swimmer's body and we need to develop strategies for extracting a net directed motion from a series of random transitions in the conformation space of the swimmer. We present a theoretical formulation for describing the 'stochastic motor' that drives the motion of low Reynolds number swimmers based on this concept, and use it to study the propulsion of a simple low Reynolds number swimmer, namely, the three-sphere swimmer model. When the detailed balanced is broken and the motor is driven out of equilibrium, it can propel the swimmer in the required direction. The formulation can be used to study optimal design strategies for molecular scale low Reynolds number swimmers.

  8. Heuristic-biased stochastic sampling

    SciTech Connect

    Bresina, J.L.

    1996-12-31

    This paper presents a search technique for scheduling problems, called Heuristic-Biased Stochastic Sampling (HBSS). The underlying assumption behind the HBSS approach is that strictly adhering to a search heuristic often does not yield the best solution and, therefore, exploration off the heuristic path can prove fruitful. Within the HBSS approach, the balance between heuristic adherence and exploration can be controlled according to the confidence one has in the heuristic. By varying this balance, encoded as a bias function, the HBSS approach encompasses a family of search algorithms of which greedy search and completely random search are extreme members. We present empirical results from an application of HBSS to the realworld problem of observation scheduling. These results show that with the proper bias function, it can be easy to outperform greedy search.

  9. Multiscale Stochastic Simulation and Modeling

    SciTech Connect

    James Glimm; Xiaolin Li

    2006-01-10

    Acceleration driven instabilities of fluid mixing layers include the classical cases of Rayleigh-Taylor instability, driven by a steady acceleration and Richtmyer-Meshkov instability, driven by an impulsive acceleration. Our program starts with high resolution methods of numerical simulation of two (or more) distinct fluids, continues with analytic analysis of these solutions, and the derivation of averaged equations. A striking achievement has been the systematic agreement we obtained between simulation and experiment by using a high resolution numerical method and improved physical modeling, with surface tension. Our study is accompanies by analysis using stochastic modeling and averaged equations for the multiphase problem. We have quantified the error and uncertainty using statistical modeling methods.

  10. Stochastic inversion by ray continuation

    SciTech Connect

    Haas, A.; Viallix

    1989-05-01

    The conventional tomographic inversion consists in minimizing residuals between measured and modelled traveltimes. The process tends to be unstable and some additional constraints are required to stabilize it. The stochastic formulation generalizes the technique and sets it on firmer theoretical bases. The Stochastic Inversion by Ray Continuation (SIRC) is a probabilistic approach, which takes a priori geological information into account and uses probability distributions to characterize data correlations and errors. It makes it possible to tie uncertainties to the results. The estimated parameters are interval velocities and B-spline coefficients used to represent smoothed interfaces. Ray tracing is done by a continuation technique between source and receives. The ray coordinates are computed from one path to the next by solving a linear system derived from Fermat's principle. The main advantages are fast computations, accurate traveltimes and derivatives. The seismic traces are gathered in CMPs. For a particular CMP, several reflecting elements are characterized by their time gradient measured on the stacked section, and related to a mean emergence direction. The program capabilities are tested on a synthetic example as well as on a field example. The strategy consists in inverting the parameters for one layer, then for the next one down. An inversion step is divided in two parts. First the parameters for the layer concerned are inverted, while the parameters for the upper layers remain fixed. Then all the parameters are reinverted. The velocity-depth section computed by the program together with the corresponding errors can be used directly for the interpretation, as an initial model for depth migration or for the complete inversion program under development.

  11. Stochastic dynamics of cancer initiation

    NASA Astrophysics Data System (ADS)

    Foo, Jasmine; Leder, Kevin; Michor, Franziska

    2011-02-01

    Most human cancer types result from the accumulation of multiple genetic and epigenetic alterations in a single cell. Once the first change (or changes) have arisen, tumorigenesis is initiated and the subsequent emergence of additional alterations drives progression to more aggressive and ultimately invasive phenotypes. Elucidation of the dynamics of cancer initiation is of importance for an understanding of tumor evolution and cancer incidence data. In this paper, we develop a novel mathematical framework to study the processes of cancer initiation. Cells at risk of accumulating oncogenic mutations are organized into small compartments of cells and proliferate according to a stochastic process. During each cell division, an (epi)genetic alteration may arise which leads to a random fitness change, drawn from a probability distribution. Cancer is initiated when a cell gains a fitness sufficiently high to escape from the homeostatic mechanisms of the cell compartment. To investigate cancer initiation during a human lifetime, a 'race' between this fitness process and the aging process of the patient is considered; the latter is modeled as a second stochastic Markov process in an aging dimension. This model allows us to investigate the dynamics of cancer initiation and its dependence on the mutational fitness distribution. Our framework also provides a methodology to assess the effects of different life expectancy distributions on lifetime cancer incidence. We apply this methodology to colorectal tumorigenesis while considering life expectancy data of the US population to inform the dynamics of the aging process. We study how the probability of cancer initiation prior to death, the time until cancer initiation, and the mutational profile of the cancer-initiating cell depends on the shape of the mutational fitness distribution and life expectancy of the population.

  12. Multiple Stochastic Point Processes in Gene Expression

    NASA Astrophysics Data System (ADS)

    Murugan, Rajamanickam

    2008-04-01

    We generalize the idea of multiple-stochasticity in chemical reaction systems to gene expression. Using Chemical Langevin Equation approach we investigate how this multiple-stochasticity can influence the overall molecular number fluctuations. We show that the main sources of this multiple-stochasticity in gene expression could be the randomness in transcription and translation initiation times which in turn originates from the underlying bio-macromolecular recognition processes such as the site-specific DNA-protein interactions and therefore can be internally regulated by the supra-molecular structural factors such as the condensation/super-coiling of DNA. Our theory predicts that (1) in case of gene expression system, the variances ( φ) introduced by the randomness in transcription and translation initiation-times approximately scales with the degree of condensation ( s) of DNA or mRNA as φ ∝ s -6. From the theoretical analysis of the Fano factor as well as coefficient of variation associated with the protein number fluctuations we predict that (2) unlike the singly-stochastic case where the Fano factor has been shown to be a monotonous function of translation rate, in case of multiple-stochastic gene expression the Fano factor is a turn over function with a definite minimum. This in turn suggests that the multiple-stochastic processes can also be well tuned to behave like a singly-stochastic point processes by adjusting the rate parameters.

  13. Provocative Opinion: Descriptive Chemistry.

    ERIC Educational Resources Information Center

    Bent, Henry A.; Bent, Brian E.

    1987-01-01

    Discusses many of the distinctions that chemists draw between theoretical chemistry and descriptive chemistry, along with the tendency for chemical educators to adopt the type of chemistry they feel is most important to teach. Uses examples to argue that theoretical chemistry and descriptive chemistry are, at the bottom line, the same. (TW)

  14. A Descriptive Experiment.

    ERIC Educational Resources Information Center

    Brand, Josef

    1979-01-01

    In this experiment in description, students in a high school honors English class were asked to select a surrealistic painting and capture it in writing. Their compositions were given to art students who tried to reproduce the paintings from the written descriptions. (SJL)

  15. Physics 3204. Course Description.

    ERIC Educational Resources Information Center

    Newfoundland and Labrador Dept. of Education.

    A description of the physics 3204 course in Newfoundland and Labrador is provided. The description includes: (1) statement of purpose, including general objectives of science education; (2) a list of six course objectives; (3) course content for units on sound, light, optical instruments, electrostatics, current electricity, Michael Faraday and…

  16. Job descriptions made easy.

    PubMed

    Miller, Larry

    2014-01-01

    The act of writing a job description can be a daunting and difficult task for many managers. This article focuses on the key concepts of What, How, and Measureable Results as they relate to an employee's job duties. When the answers to these three elements are articulated, they define the core responsibilities of any job that form the basis for an effective job description.

  17. Digital program for solving the linear stochastic optimal control and estimation problem

    NASA Technical Reports Server (NTRS)

    Geyser, L. C.; Lehtinen, B.

    1975-01-01

    A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

  18. Solving stochastic epidemiological models using computer algebra

    NASA Astrophysics Data System (ADS)

    Hincapie, Doracelly; Ospina, Juan

    2011-06-01

    Mathematical modeling in Epidemiology is an important tool to understand the ways under which the diseases are transmitted and controlled. The mathematical modeling can be implemented via deterministic or stochastic models. Deterministic models are based on short systems of non-linear ordinary differential equations and the stochastic models are based on very large systems of linear differential equations. Deterministic models admit complete, rigorous and automatic analysis of stability both local and global from which is possible to derive the algebraic expressions for the basic reproductive number and the corresponding epidemic thresholds using computer algebra software. Stochastic models are more difficult to treat and the analysis of their properties requires complicated considerations in statistical mathematics. In this work we propose to use computer algebra software with the aim to solve epidemic stochastic models such as the SIR model and the carrier-borne model. Specifically we use Maple to solve these stochastic models in the case of small groups and we obtain results that do not appear in standard textbooks or in the books updated on stochastic models in epidemiology. From our results we derive expressions which coincide with those obtained in the classical texts using advanced procedures in mathematical statistics. Our algorithms can be extended for other stochastic models in epidemiology and this shows the power of computer algebra software not only for analysis of deterministic models but also for the analysis of stochastic models. We also perform numerical simulations with our algebraic results and we made estimations for the basic parameters as the basic reproductive rate and the stochastic threshold theorem. We claim that our algorithms and results are important tools to control the diseases in a globalized world.

  19. Model reduction for stochastic chemical systems with abundant species.

    PubMed

    Smith, Stephen; Cianci, Claudia; Grima, Ramon

    2015-12-01

    Biochemical processes typically involve many chemical species, some in abundance and some in low molecule numbers. We first identify the rate constant limits under which the concentrations of a given set of species will tend to infinity (the abundant species) while the concentrations of all other species remains constant (the non-abundant species). Subsequently, we prove that, in this limit, the fluctuations in the molecule numbers of non-abundant species are accurately described by a hybrid stochastic description consisting of a chemical master equation coupled to deterministic rate equations. This is a reduced description when compared to the conventional chemical master equation which describes the fluctuations in both abundant and non-abundant species. We show that the reduced master equation can be solved exactly for a number of biochemical networks involving gene expression and enzyme catalysis, whose conventional chemical master equation description is analytically impenetrable. We use the linear noise approximation to obtain approximate expressions for the difference between the variance of fluctuations in the non-abundant species as predicted by the hybrid approach and by the conventional chemical master equation. Furthermore, we show that surprisingly, irrespective of any separation in the mean molecule numbers of various species, the conventional and hybrid master equations exactly agree for a class of chemical systems.

  20. Model reduction for stochastic chemical systems with abundant species

    SciTech Connect

    Smith, Stephen; Cianci, Claudia; Grima, Ramon

    2015-12-07

    Biochemical processes typically involve many chemical species, some in abundance and some in low molecule numbers. We first identify the rate constant limits under which the concentrations of a given set of species will tend to infinity (the abundant species) while the concentrations of all other species remains constant (the non-abundant species). Subsequently, we prove that, in this limit, the fluctuations in the molecule numbers of non-abundant species are accurately described by a hybrid stochastic description consisting of a chemical master equation coupled to deterministic rate equations. This is a reduced description when compared to the conventional chemical master equation which describes the fluctuations in both abundant and non-abundant species. We show that the reduced master equation can be solved exactly for a number of biochemical networks involving gene expression and enzyme catalysis, whose conventional chemical master equation description is analytically impenetrable. We use the linear noise approximation to obtain approximate expressions for the difference between the variance of fluctuations in the non-abundant species as predicted by the hybrid approach and by the conventional chemical master equation. Furthermore, we show that surprisingly, irrespective of any separation in the mean molecule numbers of various species, the conventional and hybrid master equations exactly agree for a class of chemical systems.

  1. Model reduction for stochastic chemical systems with abundant species

    NASA Astrophysics Data System (ADS)

    Smith, Stephen; Cianci, Claudia; Grima, Ramon

    2015-12-01

    Biochemical processes typically involve many chemical species, some in abundance and some in low molecule numbers. We first identify the rate constant limits under which the concentrations of a given set of species will tend to infinity (the abundant species) while the concentrations of all other species remains constant (the non-abundant species). Subsequently, we prove that, in this limit, the fluctuations in the molecule numbers of non-abundant species are accurately described by a hybrid stochastic description consisting of a chemical master equation coupled to deterministic rate equations. This is a reduced description when compared to the conventional chemical master equation which describes the fluctuations in both abundant and non-abundant species. We show that the reduced master equation can be solved exactly for a number of biochemical networks involving gene expression and enzyme catalysis, whose conventional chemical master equation description is analytically impenetrable. We use the linear noise approximation to obtain approximate expressions for the difference between the variance of fluctuations in the non-abundant species as predicted by the hybrid approach and by the conventional chemical master equation. Furthermore, we show that surprisingly, irrespective of any separation in the mean molecule numbers of various species, the conventional and hybrid master equations exactly agree for a class of chemical systems.

  2. Stochastic system identification in structural dynamics

    USGS Publications Warehouse

    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.

  3. Immigration-extinction dynamics of stochastic populations

    NASA Astrophysics Data System (ADS)

    Meerson, Baruch; Ovaskainen, Otso

    2013-07-01

    How high should be the rate of immigration into a stochastic population in order to significantly reduce the probability of observing the population become extinct? Is there any relation between the population size distributions with and without immigration? Under what conditions can one justify the simple patch occupancy models, which ignore the population distribution and its dynamics in a patch, and treat a patch simply as either occupied or empty? We answer these questions by exactly solving a simple stochastic model obtained by adding a steady immigration to a variant of the Verhulst model: a prototypical model of an isolated stochastic population.

  4. Connecting deterministic and stochastic metapopulation models.

    PubMed

    Barbour, A D; McVinish, R; Pollett, P K

    2015-12-01

    In this paper, we study the relationship between certain stochastic and deterministic versions of Hanski's incidence function model and the spatially realistic Levins model. We show that the stochastic version can be well approximated in a certain sense by the deterministic version when the number of habitat patches is large, provided that the presence or absence of individuals in a given patch is influenced by a large number of other patches. Explicit bounds on the deviation between the stochastic and deterministic models are given. PMID:25735440

  5. Stochastic string models with continuous semimartingales

    NASA Astrophysics Data System (ADS)

    Bueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F.

    2015-09-01

    This paper reformulates the stochastic string model of Santa-Clara and Sornette using stochastic calculus with continuous semimartingales. We present some new results, such as: (a) the dynamics of the short-term interest rate, (b) the PDE that must be satisfied by the bond price, and (c) an analytic expression for the price of a European bond call option. Additionally, we clarify some important features of the stochastic string model and show its relevance to price derivatives and the equivalence with an infinite dimensional HJM model to price European options.

  6. Phase space theory of quantum–classical systems with nonlinear and stochastic dynamics

    SciTech Connect

    Burić, Nikola Popović, Duška B.; Radonjić, Milan; Prvanović, Slobodan

    2014-04-15

    A novel theory of hybrid quantum–classical systems is developed, utilizing the mathematical framework of constrained dynamical systems on the quantum–classical phase space. Both, the quantum and classical descriptions of the respective parts of the hybrid system are treated as fundamental. Therefore, the description of the quantum–classical interaction has to be postulated, and includes the effects of neglected degrees of freedom. Dynamical law of the theory is given in terms of nonlinear stochastic differential equations with Hamiltonian and gradient terms. The theory provides a successful dynamical description of the collapse during quantum measurement. -- Highlights: •A novel theory of quantum–classical systems is developed. •Framework of quantum constrained dynamical systems is used. •A dynamical description of the measurement induced collapse is obtained.

  7. Motor protein mechanics: a stochastic model with minimal mechanochemical coupling.

    PubMed Central

    Duke, T; Leibler, S

    1996-01-01

    A stochastic model for the action of motor proteins such as kinesin is presented. The mechanical components of the enzyme are 1) two identical head domains that bind to discrete sites on a microtubule and that are capable of undergoing a conformational change; and 2) an elastic element that connects each head to the rest of the molecule. We investigate the situation in which the strain dependence of the chemical reaction rates is minimal and the heads have independent biochemical cycles. The enzyme advances stochastically along a filament when one head detaches and diffuses to a new binding site, while the other head remains bound to the microtubule. We also investigate the case in which the chemical cycles of the heads are correlated so that the molecule shifts each head alternately. The predictions of the model are found to be in agreement with experimentally measured force-velocity relationships for kinesin-both when the force is applied externally and when the enzyme is loaded by a viscous drag. For reasonable values of the parameters, this agreement is quantitative. The molecular stepping characteristics observed in recent motility assays are also reproduced. A number of experiments are suggested that would provide a more stringent test of the model and help determine whether this simple picture is an appropriate description of motor proteins or whether models that include strain-dependent reaction rates or more complicated types of cooperation of the two heads need to be considered. Images FIGURE 1 FIGURE 2 PMID:8873998

  8. Constant-complexity stochastic simulation algorithm with optimal binning

    SciTech Connect

    Sanft, Kevin R.; Othmer, Hans G.

    2015-08-21

    At the molecular level, biochemical processes are governed by random interactions between reactant molecules, and the dynamics of such systems are inherently stochastic. When the copy numbers of reactants are large, a deterministic description is adequate, but when they are small, such systems are often modeled as continuous-time Markov jump processes that can be described by the chemical master equation. Gillespie’s Stochastic Simulation Algorithm (SSA) generates exact trajectories of these systems, but the amount of computational work required for each step of the original SSA is proportional to the number of reaction channels, leading to computational complexity that scales linearly with the problem size. The original SSA is therefore inefficient for large problems, which has prompted the development of several alternative formulations with improved scaling properties. We describe an exact SSA that uses a table data structure with event time binning to achieve constant computational complexity with respect to the number of reaction channels for weakly coupled reaction networks. We present a novel adaptive binning strategy and discuss optimal algorithm parameters. We compare the computational efficiency of the algorithm to existing methods and demonstrate excellent scaling for large problems. This method is well suited for generating exact trajectories of large weakly coupled models, including those that can be described by the reaction-diffusion master equation that arises from spatially discretized reaction-diffusion processes.

  9. Constant-complexity stochastic simulation algorithm with optimal binning

    NASA Astrophysics Data System (ADS)

    Sanft, Kevin R.; Othmer, Hans G.

    2015-08-01

    At the molecular level, biochemical processes are governed by random interactions between reactant molecules, and the dynamics of such systems are inherently stochastic. When the copy numbers of reactants are large, a deterministic description is adequate, but when they are small, such systems are often modeled as continuous-time Markov jump processes that can be described by the chemical master equation. Gillespie's Stochastic Simulation Algorithm (SSA) generates exact trajectories of these systems, but the amount of computational work required for each step of the original SSA is proportional to the number of reaction channels, leading to computational complexity that scales linearly with the problem size. The original SSA is therefore inefficient for large problems, which has prompted the development of several alternative formulations with improved scaling properties. We describe an exact SSA that uses a table data structure with event time binning to achieve constant computational complexity with respect to the number of reaction channels for weakly coupled reaction networks. We present a novel adaptive binning strategy and discuss optimal algorithm parameters. We compare the computational efficiency of the algorithm to existing methods and demonstrate excellent scaling for large problems. This method is well suited for generating exact trajectories of large weakly coupled models, including those that can be described by the reaction-diffusion master equation that arises from spatially discretized reaction-diffusion processes.

  10. Stochastic hyperfine interactions modeling library-Version 2

    NASA Astrophysics Data System (ADS)

    Zacate, Matthew O.; Evenson, William E.

    2016-02-01

    The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized. The original version of SHIML constructed and solved Blume matrices for methods that measure hyperfine interactions of nuclear probes in a single spin state. Version 2 provides additional support for methods that measure interactions on two different spin states such as Mössbauer spectroscopy and nuclear resonant scattering of synchrotron radiation. Example codes are provided to illustrate the use of SHIML to (1) generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A22 can be neglected and (2) generate Mössbauer spectra for polycrystalline samples for pure dipole or pure quadrupole transitions.

  11. Coarse-graining stochastic biochemical networks: adiabaticity and fast simulations

    SciTech Connect

    Nemenman, Ilya; Sinitsyn, Nikolai; Hengartner, Nick

    2008-01-01

    We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical kinetics networks, which rests on elimination of fast chemical species without a loss of information about mesoscoplc, non-Poissonian fluctuations of the slow ones. Our approach, which is similar to the Born-Oppenhelmer approximation in quantum mechanics, follows from the stochastic path Integral representation of the cumulant generating function of reaction events. In applications with a small number of chemIcal reactions, It produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, Interpretable representation and can be used for coarse-grained numerical simulation schemes with a small computational complexity and yet high accuracy. As an example, we derive the coarse-grained description for a chain of biochemical reactions, and show that the coarse-grained and the microscopic simulations are in an agreement, but the coarse-gralned simulations are three orders of magnitude faster.

  12. Stochastic pump effect and geometric phases in dissipative and stochastic systems

    SciTech Connect

    Sinitsyn, Nikolai

    2008-01-01

    The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

  13. Distinguishing signatures of determinism and stochasticity in spiking complex systems

    PubMed Central

    Aragoneses, Andrés; Rubido, Nicolás; Tiana-Alsina, Jordi; Torrent, M. C.; Masoller, Cristina

    2013-01-01

    We describe a method to infer signatures of determinism and stochasticity in the sequence of apparently random intensity dropouts emitted by a semiconductor laser with optical feedback. The method uses ordinal time-series analysis to classify experimental data of inter-dropout-intervals (IDIs) in two categories that display statistically significant different features. Despite the apparent randomness of the dropout events, one IDI category is consistent with waiting times in a resting state until noise triggers a dropout, and the other is consistent with dropouts occurring during the return to the resting state, which have a clear deterministic component. The method we describe can be a powerful tool for inferring signatures of determinism in the dynamics of complex systems in noisy environments, at an event-level description of their dynamics.

  14. Bootstrap performance profiles in stochastic algorithms assessment

    SciTech Connect

    Costa, Lino; Espírito Santo, Isabel A.C.P.; Oliveira, Pedro

    2015-03-10

    Optimization with stochastic algorithms has become a relevant research field. Due to its stochastic nature, its assessment is not straightforward and involves integrating accuracy and precision. Performance profiles for the mean do not show the trade-off between accuracy and precision, and parametric stochastic profiles require strong distributional assumptions and are limited to the mean performance for a large number of runs. In this work, bootstrap performance profiles are used to compare stochastic algorithms for different statistics. This technique allows the estimation of the sampling distribution of almost any statistic even with small samples. Multiple comparison profiles are presented for more than two algorithms. The advantages and drawbacks of each assessment methodology are discussed.

  15. Stochasticity in plant cellular growth and patterning

    PubMed Central

    Meyer, Heather M.; Roeder, Adrienne H. K.

    2014-01-01

    Plants, along with other multicellular organisms, have evolved specialized regulatory mechanisms to achieve proper tissue growth and morphogenesis. During development, growing tissues generate specialized cell types and complex patterns necessary for establishing the function of the organ. Tissue growth is a tightly regulated process that yields highly reproducible outcomes. Nevertheless, the underlying cellular and molecular behaviors are often stochastic. Thus, how does stochasticity, together with strict genetic regulation, give rise to reproducible tissue development? This review draws examples from plants as well as other systems to explore stochasticity in plant cell division, growth, and patterning. We conclude that stochasticity is often needed to create small differences between identical cells, which are amplified and stabilized by genetic and mechanical feedback loops to begin cell differentiation. These first few differentiating cells initiate traditional patterning mechanisms to ensure regular development. PMID:25250034

  16. Communication: Embedded fragment stochastic density functional theory

    SciTech Connect

    Neuhauser, Daniel; Baer, Roi; Rabani, Eran

    2014-07-28

    We develop a method in which the electronic densities of small fragments determined by Kohn-Sham density functional theory (DFT) are embedded using stochastic DFT to form the exact density of the full system. The new method preserves the scaling and the simplicity of the stochastic DFT but cures the slow convergence that occurs when weakly coupled subsystems are treated. It overcomes the spurious charge fluctuations that impair the applications of the original stochastic DFT approach. We demonstrate the new approach on a fullerene dimer and on clusters of water molecules and show that the density of states and the total energy can be accurately described with a relatively small number of stochastic orbitals.

  17. Communication: Embedded fragment stochastic density functional theory

    NASA Astrophysics Data System (ADS)

    Neuhauser, Daniel; Baer, Roi; Rabani, Eran

    2014-07-01

    We develop a method in which the electronic densities of small fragments determined by Kohn-Sham density functional theory (DFT) are embedded using stochastic DFT to form the exact density of the full system. The new method preserves the scaling and the simplicity of the stochastic DFT but cures the slow convergence that occurs when weakly coupled subsystems are treated. It overcomes the spurious charge fluctuations that impair the applications of the original stochastic DFT approach. We demonstrate the new approach on a fullerene dimer and on clusters of water molecules and show that the density of states and the total energy can be accurately described with a relatively small number of stochastic orbitals.

  18. Stochastic differential equation model to Prendiville processes

    SciTech Connect

    Granita; Bahar, Arifah

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  19. A Stochastic Fractional Dynamics Model of Rainfall Statistics

    NASA Astrophysics Data System (ADS)

    Kundu, Prasun; Travis, James

    2013-04-01

    Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is designed to faithfully reflect the scale dependence and is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. The main restriction is the assumption that the statistics of the precipitation field is spatially homogeneous and isotropic and stationary in time. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of the radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment. Some data sets containing periods of non-stationary behavior that involves occasional anomalously correlated rain events, present a challenge for the model.

  20. The "weighted ensemble" path sampling method is statistically exact for a broad class of stochastic processes and binning procedures.

    PubMed

    Zhang, Bin W; Jasnow, David; Zuckerman, Daniel M

    2010-02-01

    The "weighted ensemble" method, introduced by Huber and Kim [Biophys. J. 70, 97 (1996)], is one of a handful of rigorous approaches to path sampling of rare events. Expanding earlier discussions, we show that the technique is statistically exact for a wide class of Markovian and non-Markovian dynamics. The derivation is based on standard path-integral (path probability) ideas, but recasts the weighted-ensemble approach as simple "resampling" in path space. Similar reasoning indicates that arbitrary nonstatic binning procedures, which merely guide the resampling process, are also valid. Numerical examples confirm the claims, including the use of bins which can adaptively find the target state in a simple model.

  1. Stochastic resonance in the brusselator model

    PubMed

    Osipov; Ponizovskaya

    2000-04-01

    Using the Brusselator model, we show that in a simple dynamical system small noise can be converted into stochastic spikewise oscillations of huge amplitude (bursting noises) in the vicinity of a Hopf bifurcation. Small periodic signals with amplitude several times less than the noise intensity transform these stochastic oscillations into quasiperiodic large-amplitude spikewise oscillations or small-amplitude quasiharmonic oscillations, depending on the signal form. PMID:11088262

  2. Structural model uncertainty in stochastic simulation

    SciTech Connect

    McKay, M.D.; Morrison, J.D.

    1997-09-01

    Prediction uncertainty in stochastic simulation models can be described by a hierarchy of components: stochastic variability at the lowest level, input and parameter uncertainty at a higher level, and structural model uncertainty at the top. It is argued that a usual paradigm for analysis of input uncertainty is not suitable for application to structural model uncertainty. An approach more likely to produce an acceptable methodology for analyzing structural model uncertainty is one that uses characteristics specific to the particular family of models.

  3. Desynchronization of stochastically synchronized chemical oscillators

    SciTech Connect

    Snari, Razan; Tinsley, Mark R. E-mail: kshowalt@wvu.edu; Faramarzi, Sadegh; Showalter, Kenneth E-mail: kshowalt@wvu.edu; Wilson, Dan; Moehlis, Jeff; Netoff, Theoden Ivan

    2015-12-15

    Experimental and theoretical studies are presented on the design of perturbations that enhance desynchronization in populations of oscillators that are synchronized by periodic entrainment. A phase reduction approach is used to determine optimal perturbation timing based upon experimentally measured phase response curves. The effectiveness of the perturbation waveforms is tested experimentally in populations of periodically and stochastically synchronized chemical oscillators. The relevance of the approach to therapeutic methods for disrupting phase coherence in groups of stochastically synchronized neuronal oscillators is discussed.

  4. A discussion of bunched beam stochastic cooling

    SciTech Connect

    Neuffer, David; /Fermilab

    2005-08-01

    The analysis of Herr and Mohl[1] is used as a basis for a discussion of bunched beam cooling in the Fermilab recycler and the Tevatron. Differences between the two cooling regimes are discussed. Criteria discussed in that paper imply the failure of stochastic cooling in the Tevatron while permitting the success of stochastic cooling in the Recycler. These ''predictions'' are in agreement with observations.

  5. Stochastic differential games with inside information

    NASA Astrophysics Data System (ADS)

    Draouil, Olfa; Øksendal, Bernt

    2016-08-01

    We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida-Malliavin calculus, forward integrals and the Donsker delta functional. We obtain a characterization of Nash equilibria of such games in terms of the corresponding Hamiltonians. This is used to study applications to insider games in finance, specifically optimal insider consumption and optimal insider portfolio under model uncertainty.

  6. Behavioral Stochastic Resonance within the Human Brain

    NASA Astrophysics Data System (ADS)

    Kitajo, Keiichi; Nozaki, Daichi; Ward, Lawrence M.; Yamamoto, Yoshiharu

    2003-05-01

    We provide the first evidence that stochastic resonance within the human brain can enhance behavioral responses to weak sensory inputs. We asked subjects to adjust handgrip force to a slowly changing, subthreshold gray level signal presented to their right eye. Behavioral responses were optimized by presenting randomly changing gray levels separately to the left eye. The results indicate that observed behavioral stochastic resonance was mediated by neural activity within the human brain where the information from both eyes converges.

  7. Complexity and synchronization in stochastic chaotic systems

    NASA Astrophysics Data System (ADS)

    Son Dang, Thai; Palit, Sanjay Kumar; Mukherjee, Sayan; Hoang, Thang Manh; Banerjee, Santo

    2016-02-01

    We investigate the complexity of a hyperchaotic dynamical system perturbed by noise and various nonlinear speech and music signals. The complexity is measured by the weighted recurrence entropy of the hyperchaotic and stochastic systems. The synchronization phenomenon between two stochastic systems with complex coupling is also investigated. These criteria are tested on chaotic and perturbed systems by mean conditional recurrence and normalized synchronization error. Numerical results including surface plots, normalized synchronization errors, complexity variations etc show the effectiveness of the proposed analysis.

  8. Kinetic Description of Vacuum Creation of Massive Vector Bosons

    SciTech Connect

    Blaschke, D.B.; Prozorkevich, A.V.; Smolyansky, S.A.; Reichel, A.V.

    2005-06-01

    In the simple model of massive vector field in a flat spacetime, we derive the kinetic equation of non-Markovian type describing the vacuum pair creation under action of external fields of different nature. We use for this aim the nonperturbative methods of kinetic theory in combination with a new element when the transition of the instantaneous quasiparticle representation is realized within the oscillator (holomorphic) representation. We study in detail the process of vacuum creation of vector bosons generated by a time-dependent boson mass in accordance with the framework of a conformal-invariant scalar-tensor gravitational theory and its cosmological application. It is indicated that the choice of the equation of state allows one to obtain a number density of vector bosons that is sufficient to explain the observed number density of photons in the cosmic microwave background radiation.

  9. Stochastic learning via optimizing the variational inequalities.

    PubMed

    Tao, Qing; Gao, Qian-Kun; Chu, De-Jun; Wu, Gao-Wei

    2014-10-01

    A wide variety of learning problems can be posed in the framework of convex optimization. Many efficient algorithms have been developed based on solving the induced optimization problems. However, there exists a gap between the theoretically unbeatable convergence rate and the practically efficient learning speed. In this paper, we use the variational inequality (VI) convergence to describe the learning speed. To this end, we avoid the hard concept of regret in online learning and directly discuss the stochastic learning algorithms. We first cast the regularized learning problem as a VI. Then, we present a stochastic version of alternating direction method of multipliers (ADMMs) to solve the induced VI. We define a new VI-criterion to measure the convergence of stochastic algorithms. While the rate of convergence for any iterative algorithms to solve nonsmooth convex optimization problems cannot be better than O(1/√t), the proposed stochastic ADMM (SADMM) is proved to have an O(1/t) VI-convergence rate for the l1-regularized hinge loss problems without strong convexity and smoothness. The derived VI-convergence results also support the viewpoint that the standard online analysis is too loose to analyze the stochastic setting properly. The experiments demonstrate that SADMM has almost the same performance as the state-of-the-art stochastic learning algorithms but its O(1/t) VI-convergence rate is capable of tightly characterizing the real learning speed.

  10. Stochastic resonance during a polymer translocation process

    NASA Astrophysics Data System (ADS)

    Mondal, Debasish; Muthukumar, M.

    2016-04-01

    We have studied the occurrence of stochastic resonance when a flexible polymer chain undergoes a single-file translocation through a nano-pore separating two spherical cavities, under a time-periodic external driving force. The translocation of the chain is controlled by a free energy barrier determined by chain length, pore length, pore-polymer interaction, and confinement inside the donor and receiver cavities. The external driving force is characterized by a frequency and amplitude. By combining the Fokker-Planck formalism for polymer translocation and a two-state model for stochastic resonance, we have derived analytical formulas for criteria for emergence of stochastic resonance during polymer translocation. We show that no stochastic resonance is possible if the free energy barrier for polymer translocation is purely entropic in nature. The polymer chain exhibits stochastic resonance only in the presence of an energy threshold in terms of polymer-pore interactions. Once stochastic resonance is feasible, the chain entropy controls the optimal synchronization conditions significantly.

  11. 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.

  12. Hardware description languages

    NASA Technical Reports Server (NTRS)

    Tucker, Jerry H.

    1994-01-01

    Hardware description languages are special purpose programming languages. They are primarily used to specify the behavior of digital systems and are rapidly replacing traditional digital system design techniques. This is because they allow the designer to concentrate on how the system should operate rather than on implementation details. Hardware description languages allow a digital system to be described with a wide range of abstraction, and they support top down design techniques. A key feature of any hardware description language environment is its ability to simulate the modeled system. The two most important hardware description languages are Verilog and VHDL. Verilog has been the dominant language for the design of application specific integrated circuits (ASIC's). However, VHDL is rapidly gaining in popularity.

  13. Stochastic modelling of animal movement

    PubMed Central

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

    2010-01-01

    Modern animal movement modelling derives from two traditions. Lagrangian models, based on random walk behaviour, are useful for multi-step trajectories of single animals. Continuous Eulerian models describe expected behaviour, averaged over stochastic realizations, and are usefully applied to ensembles of individuals. We illustrate three modern research arenas. (i) Models of home-range formation describe the process of an animal ‘settling down’, accomplished by including one or more focal points that attract the animal's movements. (ii) Memory-based models are used to predict how accumulated experience translates into biased movement choices, employing reinforced random walk behaviour, with previous visitation increasing or decreasing the probability of repetition. (iii) Lévy movement involves a step-length distribution that is over-dispersed, relative to standard probability distributions, and adaptive in exploring new environments or searching for rare targets. Each of these modelling arenas implies more detail in the movement pattern than general models of movement can accommodate, but realistic empiric evaluation of their predictions requires dense locational data, both in time and space, only available with modern GPS telemetry. PMID:20566497

  14. Multidimensional stochastic approximation Monte Carlo.

    PubMed

    Zablotskiy, Sergey V; Ivanov, Victor A; Paul, Wolfgang

    2016-06-01

    Stochastic Approximation Monte Carlo (SAMC) has been established as a mathematically founded powerful flat-histogram Monte Carlo method, used to determine the density of states, g(E), of a model system. We show here how it can be generalized for the determination of multidimensional probability distributions (or equivalently densities of states) of macroscopic or mesoscopic variables defined on the space of microstates of a statistical mechanical system. This establishes this method as a systematic way for coarse graining a model system, or, in other words, for performing a renormalization group step on a model. We discuss the formulation of the Kadanoff block spin transformation and the coarse-graining procedure for polymer models in this language. We also apply it to a standard case in the literature of two-dimensional densities of states, where two competing energetic effects are present g(E_{1},E_{2}). We show when and why care has to be exercised when obtaining the microcanonical density of states g(E_{1}+E_{2}) from g(E_{1},E_{2}). PMID:27415383

  15. Lower hybrid wavepacket stochasticity revisited

    SciTech Connect

    Fuchs, V.; Krlín, L.; Pánek, R.; Preinhaelter, J.; Seidl, J.; Urban, J.

    2014-02-12

    Analysis is presented in support of the explanation in Ref. [1] for the observation of relativistic electrons during Lower Hybrid (LH) operation in EC pre-heated plasma at the WEGA stellarator [1,2]. LH power from the WEGA TE11 circular waveguide, 9 cm diameter, un-phased, 2.45 GHz antenna, is radiated into a B≅0.5 T, Ðœ„n{sub e}≅5×10{sup 17} 1/m{sup 3} plasma at T{sub e}≅10 eV bulk temperature with an EC generated 50 keV component [1]. The fast electrons cycle around flux or drift surfaces with few collisions, sufficient for randomizing phases but insufficient for slowing fast electrons down, and thus repeatedly interact with the rf field close to the antenna mouth, gaining energy in the process. Our antenna calculations reveal a standing electric field pattern at the antenna mouth, with which we formulate the electron dynamics via a relativistic Hamiltonian. A simple approximation of the equations of motion leads to a relativistic generalization of the area-preserving Fermi-Ulam (F-U) map [3], allowing phase-space global stochasticity analysis. At typical WEGA plasma and antenna conditions, the F-U map predicts an LH driven current of about 230 A, at about 225 W of dissipated power, in good agreement with the measurements and analysis reported in [1].

  16. Multidimensional stochastic approximation Monte Carlo

    NASA Astrophysics Data System (ADS)

    Zablotskiy, Sergey V.; Ivanov, Victor A.; Paul, Wolfgang

    2016-06-01

    Stochastic Approximation Monte Carlo (SAMC) has been established as a mathematically founded powerful flat-histogram Monte Carlo method, used to determine the density of states, g (E ) , of a model system. We show here how it can be generalized for the determination of multidimensional probability distributions (or equivalently densities of states) of macroscopic or mesoscopic variables defined on the space of microstates of a statistical mechanical system. This establishes this method as a systematic way for coarse graining a model system, or, in other words, for performing a renormalization group step on a model. We discuss the formulation of the Kadanoff block spin transformation and the coarse-graining procedure for polymer models in this language. We also apply it to a standard case in the literature of two-dimensional densities of states, where two competing energetic effects are present g (E1,E2) . We show when and why care has to be exercised when obtaining the microcanonical density of states g (E1+E2) from g (E1,E2) .

  17. Stochastic models of intracellular transport

    NASA Astrophysics Data System (ADS)

    Bressloff, Paul C.; Newby, Jay M.

    2013-01-01

    The interior of a living cell is a crowded, heterogenuous, fluctuating environment. Hence, a major challenge in modeling intracellular transport is to analyze stochastic processes within complex environments. Broadly speaking, there are two basic mechanisms for intracellular transport: passive diffusion and motor-driven active transport. Diffusive transport can be formulated in terms of the motion of an overdamped Brownian particle. On the other hand, active transport requires chemical energy, usually in the form of adenosine triphosphate hydrolysis, and can be direction specific, allowing biomolecules to be transported long distances; this is particularly important in neurons due to their complex geometry. In this review a wide range of analytical methods and models of intracellular transport is presented. In the case of diffusive transport, narrow escape problems, diffusion to a small target, confined and single-file diffusion, homogenization theory, and fractional diffusion are considered. In the case of active transport, Brownian ratchets, random walk models, exclusion processes, random intermittent search processes, quasi-steady-state reduction methods, and mean-field approximations are considered. Applications include receptor trafficking, axonal transport, membrane diffusion, nuclear transport, protein-DNA interactions, virus trafficking, and the self-organization of subcellular structures.

  18. Stochastic phase-change neurons

    NASA Astrophysics Data System (ADS)

    Tuma, Tomas; Pantazi, Angeliki; Le Gallo, Manuel; Sebastian, Abu; Eleftheriou, Evangelos

    2016-08-01

    Artificial neuromorphic systems based on populations of spiking neurons are an indispensable tool in understanding the human brain and in constructing neuromimetic computational systems. To reach areal and power efficiencies comparable to those seen in biological systems, electroionics-based and phase-change-based memristive devices have been explored as nanoscale counterparts of synapses. However, progress on scalable realizations of neurons has so far been limited. Here, we show that chalcogenide-based phase-change materials can be used to create an artificial neuron in which the membrane potential is represented by the phase configuration of the nanoscale phase-change device. By exploiting the physics of reversible amorphous-to-crystal phase transitions, we show that the temporal integration of postsynaptic potentials can be achieved on a nanosecond timescale. Moreover, we show that this is inherently stochastic because of the melt-quench-induced reconfiguration of the atomic structure occurring when the neuron is reset. We demonstrate the use of these phase-change neurons, and their populations, in the detection of temporal correlations in parallel data streams and in sub-Nyquist representation of high-bandwidth signals.

  19. Postmodern string theory: Stochastic formulation

    NASA Astrophysics Data System (ADS)

    Aurilia, A.; Spallucci, E.; Vanzetta, I.

    1994-11-01

    In this paper we study the dynamics of a statistical ensemble of strings, building on a recently proposed gauge theory of the string geodesic field. We show that this stochastic approach is equivalent to the Carathéodory formulation of the Nambu-Goto action, supplemented by an averaging procedure over the family of classical string world sheets which are solutions of the equation of motion. In this new framework, the string geodesic field is reinterpreted as the Gibbs current density associated with the string statistical ensemble. Next, we show that the classical field equations derived from the string gauge action can be obtained as the semiclassical limit of the string functional wave equation. For closed strings, the wave equation itself is completely analogous to the Wheeler-DeWitt equation used in quantum cosmology. Thus, in the string case, the wave function has support on the space of all possible spatial loop configurations. Finally, we show that the string distribution induces a multiphase, or cellular structure on the spacetime manifold characterized by domains with a purely Riemannian geometry separated by domain walls over which there exists a predominantly Weyl geometry.

  20. Numerical Stochastic Homogenization Method and Multiscale Stochastic Finite Element Method - A Paradigm for Multiscale Computation of Stochastic PDEs

    SciTech Connect

    X. Frank Xu

    2010-03-30

    Multiscale modeling of stochastic systems, or uncertainty quantization of multiscale modeling is becoming an emerging research frontier, with rapidly growing engineering applications in nanotechnology, biotechnology, advanced materials, and geo-systems, etc. While tremendous efforts have been devoted to either stochastic methods or multiscale methods, little combined work had been done on integration of multiscale and stochastic methods, and there was no method formally available to tackle multiscale problems involving uncertainties. By developing an innovative Multiscale Stochastic Finite Element Method (MSFEM), this research has made a ground-breaking contribution to the emerging field of Multiscale Stochastic Modeling (MSM) (Fig 1). The theory of MSFEM basically decomposes a boundary value problem of random microstructure into a slow scale deterministic problem and a fast scale stochastic one. The slow scale problem corresponds to common engineering modeling practices where fine-scale microstructure is approximated by certain effective constitutive constants, which can be solved by using standard numerical solvers. The fast scale problem evaluates fluctuations of local quantities due to random microstructure, which is important for scale-coupling systems and particularly those involving failure mechanisms. The Green-function-based fast-scale solver developed in this research overcomes the curse-of-dimensionality commonly met in conventional approaches, by proposing a random field-based orthogonal expansion approach. The MSFEM formulated in this project paves the way to deliver the first computational tool/software on uncertainty quantification of multiscale systems. The applications of MSFEM on engineering problems will directly enhance our modeling capability on materials science (composite materials, nanostructures), geophysics (porous media, earthquake), biological systems (biological tissues, bones, protein folding). Continuous development of MSFEM will

  1. Minimum description length synthetic aperture radar image segmentation.

    PubMed

    Galland, Frédéric; Bertaux, Nicolas; Réfrégier, Philippe

    2003-01-01

    We present a new minimum description length (MDL) approach based on a deformable partition--a polygonal grid--for automatic segmentation of a speckled image composed of several homogeneous regions. The image segmentation thus consists in the estimation of the polygonal grid, or, more precisely, its number of regions, its number of nodes and the location of its nodes. These estimations are performed by minimizing a unique MDL criterion which takes into account the probabilistic properties of speckle fluctuations and a measure of the stochastic complexity of the polygonal grid. This approach then leads to a global MDL criterion without an undetermined parameter since no other regularization term than the stochastic complexity of the polygonal grid is necessary and noise parameters can be estimated with maximum likelihood-like approaches. The performance of this technique is illustrated on synthetic and real synthetic aperture radar images of agricultural regions and the influence of different terms of the model is analyzed.

  2. A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion

    SciTech Connect

    Jenny, Patrick Torrilhon, Manuel; Heinz, Stefan

    2010-02-20

    In this paper, a stochastic model is presented to simulate the flow of gases, which are not in thermodynamic equilibrium, like in rarefied or micro situations. For the interaction of a particle with others, statistical moments of the local ensemble have to be evaluated, but unlike in molecular dynamics simulations or DSMC, no collisions between computational particles are considered. In addition, a novel integration technique allows for time steps independent of the stochastic time scale. The stochastic model represents a Fokker-Planck equation in the kinetic description, which can be viewed as an approximation to the Boltzmann equation. This allows for a rigorous investigation of the relation between the new model and classical fluid and kinetic equations. The fluid dynamic equations of Navier-Stokes and Fourier are fully recovered for small relaxation times, while for larger values the new model extents into the kinetic regime. Numerical studies demonstrate that the stochastic model is consistent with Navier-Stokes in that limit, but also that the results become significantly different, if the conditions for equilibrium are invalid. The application to the Knudsen paradox demonstrates the correctness and relevance of this development, and comparisons with existing kinetic equations and standard solution algorithms reveal its advantages. Moreover, results of a test case with geometrically complex boundaries are presented.

  3. Investigation of magnetic field generation by non-Gaussian, non-Markovian velocity fluctuations using meshless, Lagrangian numerical schemes

    NASA Astrophysics Data System (ADS)

    Sanchez, Raul; Newman, David

    2014-10-01

    Turbulent velocity fields can generate perturbations of the electric current and magnetic field that, under certain conditions, may generate an average, large-scale magnetic field. Such generation is important to understand the behavior of stars, planetary and laboratory plasmas. This generation is traditionally studied by assuming near-Gaussian, random velocity fluctuations. This simplification allows to exprese the effective electromotive force in Faraday's law in terms of a piece proportional to the large-scale magnetic field itself (the α-term) and another proportional to its curl (the β term) assuming certain symmetry conditions are met. Physically, the α-term is a measure of the mean helicity of the flow and drives the dynamo process. In a previous contribution, we examined theoretically what consequences would follow from assuming instead Levy-distributed, Lagrangianly-correlated velocity fields, that have been recently identified as of relevance in regimes of near-marginal turbulence or in the presence of a strong, stable sheared flow. Here, we will discuss and extend these results numerically by implementing the kinematic dynamo equation using a Lagrangian, meshless numerical method inspired by the SPH schemes frequently used in hydrodynamics.

  4. Non-Markovian dynamics of a single-mode cavity strongly coupled to an inhomogeneously broadened spin ensemble

    NASA Astrophysics Data System (ADS)

    Krimer, Dmitry O.; Putz, Stefan; Majer, Johannes; Rotter, Stefan

    2014-10-01

    We study the dynamics of a spin ensemble strongly coupled to a single-mode resonator driven by external pulses. When the mean frequency of the spin ensemble is in resonance with the cavity mode, damped Rabi oscillations are found between the spin ensemble and the cavity mode which we describe very accurately, including the dephasing effect of the inhomogeneous spin broadening. We demonstrate that a precise knowledge of this broadening is crucial both for a qualitative and a quantitative understanding of the temporal spin-cavity dynamics. On this basis we show that coherent oscillations between the spin ensemble and the cavity can be enhanced by a few orders of magnitude, when driving the system with pulses that match special resonance conditions. Our theoretical approach is tested successfully with an experiment based on an ensemble of negatively charged nitrogen-vacancy centers in diamond strongly coupled to a superconducting coplanar single-mode waveguide resonator.

  5. An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution.

    PubMed

    Buckwar, Evelyn; Riedler, Martin G

    2011-12-01

    In this paper, we present a mathematical description for excitable biological membranes, in particular neuronal membranes. We aim to model the (spatio-) temporal dynamics, e.g., the travelling of an action potential along the axon, subject to noise, such as ion channel noise. Using the framework of Piecewise Deterministic Processes (PDPs) we provide an exact mathematical description-in contrast to pseudo-exact algorithms considered in the literature-of the stochastic process one obtains coupling a continuous time Markov chain model with a deterministic dynamic model of a macroscopic variable, that is coupling Markovian channel dynamics to the time-evolution of the transmembrane potential. We extend the existing framework of PDPs in finite dimensional state space to include infinite-dimensional evolution equations and thus obtain a stochastic hybrid model suitable for modelling spatio-temporal dynamics. We derive analytic results for the infinite-dimensional process, such as existence, the strong Markov property and its extended generator. Further, we exemplify modelling of spatially extended excitable membranes with PDPs by a stochastic hybrid version of the Hodgkin-Huxley model of the squid giant axon. Finally, we discuss the advantages of the PDP formulation in view of analytical and numerical investigations as well as the application of PDPs to structurally more complex models of excitable membranes. PMID:21243359

  6. Developing stochastic model of thrust and flight dynamics for small UAVs

    NASA Astrophysics Data System (ADS)

    Tjhai, Chandra

    This thesis presents a stochastic thrust model and aerodynamic model for small propeller driven UAVs whose power plant is a small electric motor. First a model which relates thrust generated by a small propeller driven electric motor as a function of throttle setting and commanded engine RPM is developed. A perturbation of this model is then used to relate the uncertainty in throttle and engine RPM commanded to the error in the predicted thrust. Such a stochastic model is indispensable in the design of state estimation and control systems for UAVs where the performance requirements of the systems are specied in stochastic terms. It is shown that thrust prediction models for small UAVs are not a simple, explicit functions relating throttle input and RPM command to thrust generated. Rather they are non-linear, iterative procedures which depend on a geometric description of the propeller and mathematical model of the motor. A detailed derivation of the iterative procedure is presented and the impact of errors which arise from inaccurate propeller and motor descriptions are discussed. Validation results from a series of wind tunnel tests are presented. The results show a favorable statistical agreement between the thrust uncertainty predicted by the model and the errors measured in the wind tunnel. The uncertainty model of aircraft aerodynamic coefficients developed based on wind tunnel experiment will be discussed at the end of this thesis.

  7. Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion.

    PubMed

    Fröhlich, Fabian; Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J; Grima, Ramon; Hasenauer, Jan

    2016-07-01

    Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity. PMID:27447730

  8. Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion.

    PubMed

    Fröhlich, Fabian; Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J; Grima, Ramon; Hasenauer, Jan

    2016-07-01

    Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity.

  9. Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion

    PubMed Central

    Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J.; Grima, Ramon; Hasenauer, Jan

    2016-01-01

    Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity. PMID:27447730

  10. Stochastic Microlensing: Mathematical Theory and Applications

    NASA Astrophysics Data System (ADS)

    Teguia, Alberto Mokak

    Stochastic microlensing is a central tool in probing dark matter on galactic scales. From first principles, we initiate the development of a mathematical theory of stochastic microlensing. We first construct a natural probability space for stochastic microlensing and characterize the general behaviour of the random time delay functions' random critical sets. Next we study stochastic microlensing in two distinct random microlensing scenarios: The uniform stars' distribution with constant mass spectrum and the spatial stars' distribution with general mass spectrum. For each scenario, we determine exact and asymptotic (in the large number of point masses limit) stochastic properties of the random time delay functions and associated random lensing maps and random shear tensors, including their moments and asymptotic density functions. We use these results to study certain random observables, such as random fixed lensed images, random bending angles, and random magnifications. These results are relevant to the theory of random fields and provide a platform for further generalizations as well as analytical limits for checking astrophysical studies of stochastic microlensing. Continuing our development of a mathematical theory of stochastic microlensing, we study the stochastic version of the Image Counting Problem, first considered in the non-random setting by Einstein and generalized by Petters. In particular, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images for a general random lensing scenario. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of global expected number of positive parity images due to a general lensing map. Applying the result to the uniform stars' distribution random microlensing scenario, we calculate the asymptotic global

  11. Random musings on stochastics (Lorenz Lecture)

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2014-12-01

    In 1960 Lorenz identified the chaotic nature of atmospheric dynamics, thus highlighting the importance of the discovery of chaos by Poincare, 70 years earlier, in the motion of three bodies. Chaos in the macroscopic world offered a natural way to explain unpredictability, that is, randomness. Concurrently with Poincare's discovery, Boltzmann introduced statistical physics, while soon after Borel and Lebesgue laid the foundation of measure theory, later (in 1930s) used by Kolmogorov as the formal foundation of probability theory. Subsequently, Kolmogorov and Khinchin introduced the concepts of stochastic processes and stationarity, and advanced the concept of ergodicity. All these areas are now collectively described by the term "stochastics", which includes probability theory, stochastic processes and statistics. As paradoxical as it may seem, stochastics offers the tools to deal with chaos, even if it results from deterministic dynamics. As chaos entails uncertainty, it is more informative and effective to replace the study of exact system trajectories with that of probability densities. Also, as the exact laws of complex systems can hardly be deduced by synthesis of the detailed interactions of system components, these laws should inevitably be inferred by induction, based on observational data and using statistics. The arithmetic of stochastics is quite different from that of regular numbers. Accordingly, it needs the development of intuition and interpretations which differ from those built upon deterministic considerations. Using stochastic tools in a deterministic context may result in mistaken conclusions. In an attempt to contribute to a more correct interpretation and use of stochastic concepts in typical tasks of nonlinear systems, several examples are studied, which aim (a) to clarify the difference in the meaning of linearity in deterministic and stochastic context; (b) to contribute to a more attentive use of stochastic concepts (entropy, statistical

  12. Trace distance in stochastic dephasing with initial correlation

    SciTech Connect

    Ban, Masashi; Kitajima, Sachiko; Shibata, Fumiaki

    2011-10-15

    The time evolution of the trace distance between quantum states of a qubit which is placed under the influence of stochastic dephasing is investigated within the framework of the stochastic Liouville equation. When stochastic dephasing is subject to the homogeneous Gauss-Markov process, the trace distance is exactly calculated in the presence of the initial correlation between the qubit and the stochastic process, where the stochastic process is inevitably a nonstationary process. It is found that even the initial correlation with the classical environment can make the trace distance greater than the initial value if stochastic dephasing causes the slow modulation of the qubit.

  13. A stochastic model for annual reproductive success.

    PubMed

    Kendall, Bruce E; Wittmann, Marion E

    2010-04-01

    Demographic stochasticity can have large effects on the dynamics of small populations as well as on the persistence of rare genotypes and lineages. Survival is sensibly modeled as a binomial process, but annual reproductive success (ARS) is more complex and general models for demographic stochasticity do not exist. Here we introduce a stochastic model framework for ARS and illustrate some of its properties. We model a sequence of stochastic events: nest completion, the number of eggs or neonates produced, nest predation, and the survival of individual offspring to independence. We also allow multiple nesting attempts within a breeding season. Most of these components can be described by Bernoulli or binomial processes; the exception is the distribution of offspring number. Using clutch and litter size distributions from 53 vertebrate species, we demonstrate that among-individual variability in offspring number can usually be described by the generalized Poisson distribution. Our model framework allows the demographic variance to be calculated from underlying biological processes and can easily be linked to models of environmental stochasticity or selection because of its parametric structure. In addition, it reveals that the distributions of ARS are often multimodal and skewed, with implications for extinction risk and evolution in small populations. PMID:20163244

  14. Stochastic resonance in models of neuronal ensembles

    SciTech Connect

    Chialvo, D.R. Longtin, A.; Mueller-Gerkin, J.

    1997-02-01

    Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the {open_quotes}resonance curve{close_quotes} in the multineuron {ital stochastic resonance without tuning} scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. {copyright} {ital 1997} {ital The American Physical Society}

  15. Stochastic volatility models and Kelvin waves

    NASA Astrophysics Data System (ADS)

    Lipton, Alex; Sepp, Artur

    2008-08-01

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

  16. A stochastic approach to open quantum systems.

    PubMed

    Biele, R; D'Agosta, R

    2012-07-11

    Stochastic methods are ubiquitous to a variety of fields, ranging from physics to economics and mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in contact with a somewhat bigger system, an environment with which it is considered in thermal equilibrium. Any small fluctuation of the environment has some random effect on the system. In physics, stochastic methods have been applied to the investigation of phase transitions, thermal and electrical noise, thermal relaxation, quantum information, Brownian motion and so on. In this review, we will focus on the so-called stochastic Schrödinger equation. This is useful as a starting point to investigate the dynamics of open quantum systems capable of exchanging energy and momentum with an external environment. We discuss in some detail the general derivation of a stochastic Schrödinger equation and some of its recent applications to spin thermal transport, thermal relaxation, and Bose-Einstein condensation. We thoroughly discuss the advantages of this formalism with respect to the more common approach in terms of the reduced density matrix. The applications discussed here constitute only a few examples of a much wider range of applicability.

  17. On methods for studying stochastic disease dynamics.

    PubMed

    Keeling, M J; Ross, J V

    2008-02-01

    Models that deal with the individual level of populations have shown the importance of stochasticity in ecology, epidemiology and evolution. An increasingly common approach to studying these models is through stochastic (event-driven) simulation. One striking disadvantage of this approach is the need for a large number of replicates to determine the range of expected behaviour. Here, for a class of stochastic models called Markov processes, we present results that overcome this difficulty and provide valuable insights, but which have been largely ignored by applied researchers. For these models, the so-called Kolmogorov forward equation (also called the ensemble or master equation) allows one to simultaneously consider the probability of each possible state occurring. Irrespective of the complexities and nonlinearities of population dynamics, this equation is linear and has a natural matrix formulation that provides many analytical insights into the behaviour of stochastic populations and allows rapid evaluation of process dynamics. Here, using epidemiological models as a template, these ensemble equations are explored and results are compared with traditional stochastic simulations. In addition, we describe further advantages of the matrix formulation of dynamics, providing simple exact methods for evaluating expected eradication (extinction) times of diseases, for comparing expected total costs of possible control programmes and for estimation of disease parameters. PMID:17638650

  18. Discrete analysis of stochastic NMR.II

    NASA Astrophysics Data System (ADS)

    Wong, S. T. S.; Rods, M. S.; Newmark, R. D.; Budinger, T. F.

    Stochastic NMR is an efficient technique for high-field in vivo imaging and spectroscopic studies where the peak RF power required may be prohibitively high for conventional pulsed NMR techniques. A stochastic NMR experiment excites the spin system with a sequence of RF pulses where the flip angles or the phases of the pulses are samples of a discrete stochastic process. In a previous paper the stochastic experiment was analyzed and analytic expressions for the input-output cross-correlations, average signal power, and signal spectral density were obtained for a general stochastic RF excitation. In this paper specific cases of excitation with random phase, fixed flip angle, and excitation with two random components in quadrature are analyzed. The input-output cross-correlation for these two types of excitations is shown to be Lorentzian. Line broadening is the only spectral distortion as the RF excitation power is increased. The systematic noise power is inversely proportional to the number of data points N used in the spectral reconstruction. The use of a complete maximum length sequence (MLS) may improve the signal-to-systematic-noise ratio by 20 dB relative to random binary excitation, but peculiar features in the higher-order autocorrelations of MLS cause noise-like distortion in the reconstructed spectra when the excitation power is high. The amount of noise-like distortion depends on the choice of the MLS generator.

  19. Stochastic Model for the Vocabulary Growth in Natural Languages

    NASA Astrophysics Data System (ADS)

    Gerlach, Martin; Altmann, Eduardo G.

    2013-04-01

    We propose a stochastic model for the number of different words in a given database which incorporates the dependence on the database size and historical changes. The main feature of our model is the existence of two different classes of words: (i) a finite number of core words, which have higher frequency and do not affect the probability of a new word to be used, and (ii) the remaining virtually infinite number of noncore words, which have lower frequency and, once used, reduce the probability of a new word to be used in the future. Our model relies on a careful analysis of the Google Ngram database of books published in the last centuries, and its main consequence is the generalization of Zipf’s and Heaps’ law to two-scaling regimes. We confirm that these generalizations yield the best simple description of the data among generic descriptive models and that the two free parameters depend only on the language but not on the database. From the point of view of our model, the main change on historical time scales is the composition of the specific words included in the finite list of core words, which we observe to decay exponentially in time with a rate of approximately 30 words per year for English.

  20. Noise and stochastic resonance in voltage-gated ion channels

    PubMed Central

    Adair, Robert K.

    2003-01-01

    Using Monte Carlo techniques, I calculate the effects of internally generated noise on information transfer through the passage of action potential spikes along unmyelinated axons in a simple nervous system. I take the Hodgkin–Huxley (HH) description of Na and K channels in squid giant axons as the basis of the calculations and find that most signal transmission noise is generated by fluctuations in the channel open and closed populations. To bring the model closer to conventional descriptions in terms of thermal noise energy, kT, and to determine gating currents, I express the HH equations in the form of simple relations from statistical mechanics where the states are separated by a Gibbs energy that is modified by the action of the transmembrane potential on dipole moments held by the domains. Using the HH equations, I find that the output response (in the probability of action potential spikes) from small input potential pulses across the cell membrane is increased by added noise but falls off when the input noise becomes large, as in stochastic resonance models. That output noise response is sharply reduced by a small increase in the membrane polarization potential or a moderate increase in the channel densities. Because any reduction of noise incurs metabolic and developmental costs to an animal, the natural noise level is probably optimal and any increase in noise is likely to be harmful. Although these results are specific to signal transmission in unmyelinated axons, I suggest that the conclusions are likely to be general. PMID:14506291