Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models

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

Balter, Ariel I.; Lin, Guang; Tartakovsky, Alexandre M.

2012-04-23

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a KMC model for a surface to a finite difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and also show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition/dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition/dissolution model including competitive adsorption, which leadsmore » to a nonlinear rate, and show that, in this case, the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.« less

An Equilibrium Flow Model of a University Campus.

ERIC Educational Resources Information Center

Oliver, Robert M.; Hopkins, David S. P.

This paper develops a simple deterministic model that relates student admissions and enrollments to the final demand for educated students. It includes the effects of dropout rates and student-teacher ratios on student enrollments and faculty staffing levels. Certain technological requirements are assumed known and given. These, as well as the…

Deterministic multi-zone ice accretion modeling

NASA Technical Reports Server (NTRS)

Yamaguchi, K.; Hansman, R. John, Jr.; Kazmierczak, Michael

1991-01-01

The focus here is on a deterministic model of the surface roughness transition behavior of glaze ice. The initial smooth/rough transition location, bead formation, and the propagation of the transition location are analyzed. Based on the hypothesis that the smooth/rough transition location coincides with the laminar/turbulent boundary layer transition location, a multizone model is implemented in the LEWICE code. In order to verify the effectiveness of the model, ice accretion predictions for simple cylinders calculated by the multizone LEWICE are compared to experimental ice shapes. The glaze ice shapes are found to be sensitive to the laminar surface roughness and bead thickness parameters controlling the transition location, while the ice shapes are found to be insensitive to the turbulent surface roughness.

What Can We Learn from a Simple Physics-Based Earthquake Simulator?

NASA Astrophysics Data System (ADS)

Artale Harris, Pietro; Marzocchi, Warner; Melini, Daniele

2018-03-01

Physics-based earthquake simulators are becoming a popular tool to investigate on the earthquake occurrence process. So far, the development of earthquake simulators is commonly led by the approach "the more physics, the better". However, this approach may hamper the comprehension of the outcomes of the simulator; in fact, within complex models, it may be difficult to understand which physical parameters are the most relevant to the features of the seismic catalog at which we are interested. For this reason, here, we take an opposite approach and analyze the behavior of a purposely simple earthquake simulator applied to a set of California faults. The idea is that a simple simulator may be more informative than a complex one for some specific scientific objectives, because it is more understandable. Our earthquake simulator has three main components: the first one is a realistic tectonic setting, i.e., a fault data set of California; the second is the application of quantitative laws for earthquake generation on each single fault, and the last is the fault interaction modeling through the Coulomb Failure Function. The analysis of this simple simulator shows that: (1) the short-term clustering can be reproduced by a set of faults with an almost periodic behavior, which interact according to a Coulomb failure function model; (2) a long-term behavior showing supercycles of the seismic activity exists only in a markedly deterministic framework, and quickly disappears introducing a small degree of stochasticity on the recurrence of earthquakes on a fault; (3) faults that are strongly coupled in terms of Coulomb failure function model are synchronized in time only in a marked deterministic framework, and as before, such a synchronization disappears introducing a small degree of stochasticity on the recurrence of earthquakes on a fault. Overall, the results show that even in a simple and perfectly known earthquake occurrence world, introducing a small degree of stochasticity may blur most of the deterministic time features, such as long-term trend and synchronization among nearby coupled faults.

On the deterministic and stochastic use of hydrologic models

USGS Publications Warehouse

Farmer, William H.; Vogel, Richard M.

2016-01-01

Environmental simulation models, such as precipitation-runoff watershed models, are increasingly used in a deterministic manner for environmental and water resources design, planning, and management. In operational hydrology, simulated responses are now routinely used to plan, design, and manage a very wide class of water resource systems. However, all such models are calibrated to existing data sets and retain some residual error. This residual, typically unknown in practice, is often ignored, implicitly trusting simulated responses as if they are deterministic quantities. In general, ignoring the residuals will result in simulated responses with distributional properties that do not mimic those of the observed responses. This discrepancy has major implications for the operational use of environmental simulation models as is shown here. Both a simple linear model and a distributed-parameter precipitation-runoff model are used to document the expected bias in the distributional properties of simulated responses when the residuals are ignored. The systematic reintroduction of residuals into simulated responses in a manner that produces stochastic output is shown to improve the distributional properties of the simulated responses. Every effort should be made to understand the distributional behavior of simulation residuals and to use environmental simulation models in a stochastic manner.

A Deterministic Interfacial Cyclic Oxidation Spalling Model. Part 1; Model Development and Parametric Response

NASA Technical Reports Server (NTRS)

Smialek, James L.

2002-01-01

An equation has been developed to model the iterative scale growth and spalling process that occurs during cyclic oxidation of high temperature materials. Parabolic scale growth and spalling of a constant surface area fraction have been assumed. Interfacial spallation of the only the thickest segments was also postulated. This simplicity allowed for representation by a simple deterministic summation series. Inputs are the parabolic growth rate constant, the spall area fraction, oxide stoichiometry, and cycle duration. Outputs include the net weight change behavior, as well as the total amount of oxygen and metal consumed, the total amount of oxide spalled, and the mass fraction of oxide spalled. The outputs all follow typical well-behaved trends with the inputs and are in good agreement with previous interfacial models.

Bayesian deterministic decision making: a normative account of the operant matching law and heavy-tailed reward history dependency of choices.

PubMed

Saito, Hiroshi; Katahira, Kentaro; Okanoya, Kazuo; Okada, Masato

2014-01-01

The decision making behaviors of humans and animals adapt and then satisfy an "operant matching law" in certain type of tasks. This was first pointed out by Herrnstein in his foraging experiments on pigeons. The matching law has been one landmark for elucidating the underlying processes of decision making and its learning in the brain. An interesting question is whether decisions are made deterministically or probabilistically. Conventional learning models of the matching law are based on the latter idea; they assume that subjects learn choice probabilities of respective alternatives and decide stochastically with the probabilities. However, it is unknown whether the matching law can be accounted for by a deterministic strategy or not. To answer this question, we propose several deterministic Bayesian decision making models that have certain incorrect beliefs about an environment. We claim that a simple model produces behavior satisfying the matching law in static settings of a foraging task but not in dynamic settings. We found that the model that has a belief that the environment is volatile works well in the dynamic foraging task and exhibits undermatching, which is a slight deviation from the matching law observed in many experiments. This model also demonstrates the double-exponential reward history dependency of a choice and a heavier-tailed run-length distribution, as has recently been reported in experiments on monkeys.

Interactive Reliability Model for Whisker-toughened Ceramics

NASA Technical Reports Server (NTRS)

Palko, Joseph L.

1993-01-01

Wider use of ceramic matrix composites (CMC) will require the development of advanced structural analysis technologies. The use of an interactive model to predict the time-independent reliability of a component subjected to multiaxial loads is discussed. The deterministic, three-parameter Willam-Warnke failure criterion serves as the theoretical basis for the reliability model. The strength parameters defining the model are assumed to be random variables, thereby transforming the deterministic failure criterion into a probabilistic criterion. The ability of the model to account for multiaxial stress states with the same unified theory is an improvement over existing models. The new model was coupled with a public-domain finite element program through an integrated design program. This allows a design engineer to predict the probability of failure of a component. A simple structural problem is analyzed using the new model, and the results are compared to existing models.

Firing patterns in the adaptive exponential integrate-and-fire model.

PubMed

Naud, Richard; Marcille, Nicolas; Clopath, Claudia; Gerstner, Wulfram

2008-11-01

For simulations of large spiking neuron networks, an accurate, simple and versatile single-neuron modeling framework is required. Here we explore the versatility of a simple two-equation model: the adaptive exponential integrate-and-fire neuron. We show that this model generates multiple firing patterns depending on the choice of parameter values, and present a phase diagram describing the transition from one firing type to another. We give an analytical criterion to distinguish between continuous adaption, initial bursting, regular bursting and two types of tonic spiking. Also, we report that the deterministic model is capable of producing irregular spiking when stimulated with constant current, indicating low-dimensional chaos. Lastly, the simple model is fitted to real experiments of cortical neurons under step current stimulation. The results provide support for the suitability of simple models such as the adaptive exponential integrate-and-fire neuron for large network simulations.

Linear regression metamodeling as a tool to summarize and present simulation model results.

PubMed

Jalal, Hawre; Dowd, Bryan; Sainfort, François; Kuntz, Karen M

2013-10-01

Modelers lack a tool to systematically and clearly present complex model results, including those from sensitivity analyses. The objective was to propose linear regression metamodeling as a tool to increase transparency of decision analytic models and better communicate their results. We used a simplified cancer cure model to demonstrate our approach. The model computed the lifetime cost and benefit of 3 treatment options for cancer patients. We simulated 10,000 cohorts in a probabilistic sensitivity analysis (PSA) and regressed the model outcomes on the standardized input parameter values in a set of regression analyses. We used the regression coefficients to describe measures of sensitivity analyses, including threshold and parameter sensitivity analyses. We also compared the results of the PSA to deterministic full-factorial and one-factor-at-a-time designs. The regression intercept represented the estimated base-case outcome, and the other coefficients described the relative parameter uncertainty in the model. We defined simple relationships that compute the average and incremental net benefit of each intervention. Metamodeling produced outputs similar to traditional deterministic 1-way or 2-way sensitivity analyses but was more reliable since it used all parameter values. Linear regression metamodeling is a simple, yet powerful, tool that can assist modelers in communicating model characteristics and sensitivity analyses.

Mathematical demography of spotted owls in the Pacific Northwest

Treesearch

B.R. Noon; C.M. Biles

1990-01-01

We examined the mathematical demography of northern spotted owls (Strix occidentalis caurina) using simple deterministic population models. Our goals were to gain insights into the life history strategy, to determine demographic attributes most affecting changes in population size, and to provide guidelines for effective management of spotted owl...

Did the ever dead outnumber the living and when? A birth-and-death approach

NASA Astrophysics Data System (ADS)

Avan, Jean; Grosjean, Nicolas; Huillet, Thierry

2015-02-01

This paper is an attempt to formalize analytically the question raised in 'World Population Explained: Do Dead People Outnumber Living, Or Vice Versa?' Huffington Post, Howard (2012). We start developing simple deterministic Malthusian growth models of the problem (with birth and death rates either constant or time-dependent) before running into both linear birth and death Markov chain models and age-structured models.

Ordinal optimization and its application to complex deterministic problems

NASA Astrophysics Data System (ADS)

Yang, Mike Shang-Yu

1998-10-01

We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.

Towards the simplest hydrodynamic lattice-gas model.

PubMed

Boghosian, Bruce M; Love, Peter J; Meyer, David A

2002-03-15

It has been known since 1986 that it is possible to construct simple lattice-gas cellular automata whose hydrodynamics are governed by the Navier-Stokes equations in two dimensions. The simplest such model heretofore known has six bits of state per site on a triangular lattice. In this work, we demonstrate that it is possible to construct a model with only five bits of state per site on a Kagome lattice. Moreover, the model has a simple, deterministic set of collision rules and is easily implemented on a computer. In this work, we derive the equilibrium distribution function for this lattice-gas automaton and carry out the Chapman-Enskog analysis to determine the form of the Navier-Stokes equations.

({The) Solar System Large Planets influence on a new Maunder Miniμm}

NASA Astrophysics Data System (ADS)

Yndestad, Harald; Solheim, Jan-Erik

2016-04-01

In 1890´s G. Spörer and E. W. Maunder (1890) reported that the solar activity stopped in a period of 70 years from 1645 to 1715. Later a reconstruction of the solar activity confirms the grand minima Maunder (1640-1720), Spörer (1390-1550), Wolf (1270-1340), and the minima Oort (1010-1070) and Dalton (1785-1810) since the year 1000 A.D. (Usoskin et al. 2007). These minimum periods have been associated with less irradiation from the Sun and cold climate periods on Earth. An identification of a three grand Maunder type periods and two Dalton type periods in a period thousand years, indicates that sooner or later there will be a colder climate on Earth from a new Maunder- or Dalton- type period. The cause of these minimum periods, are not well understood. An expected new Maunder-type period is based on the properties of solar variability. If the solar variability has a deterministic element, we can estimate better a new Maunder grand minimum. A random solar variability can only explain the past. This investigation is based on the simple idea that if the solar variability has a deterministic property, it must have a deterministic source, as a first cause. If this deterministic source is known, we can compute better estimates the next expected Maunder grand minimum period. The study is based on a TSI ACRIM data series from 1700, a TSI ACRIM data series from 1000 A.D., sunspot data series from 1611 and a Solar Barycenter orbit data series from 1000. The analysis method is based on a wavelet spectrum analysis, to identify stationary periods, coincidence periods and their phase relations. The result shows that the TSI variability and the sunspots variability have deterministic oscillations, controlled by the large planets Jupiter, Uranus and Neptune, as the first cause. A deterministic model of TSI variability and sunspot variability confirms the known minimum and grand minimum periods since 1000. From this deterministic model we may expect a new Maunder type sunspot minimum period from about 2018 to 2055. The deterministic model of a TSI ACRIM data series from 1700 computes a new Maunder type grand minimum period from 2015 to 2071. A model of the longer TSI ACRIM data series from 1000 computes a new Dalton to Maunder type minimum irradiation period from 2047 to 2068.

Self-Organized Criticality and Scaling in Lifetime of Traffic Jams

NASA Astrophysics Data System (ADS)

Nagatani, Takashi

1995-01-01

The deterministic cellular automaton 184 (the one-dimensional asymmetric simple-exclusion model with parallel dynamics) is extended to take into account injection or extraction of particles. The model presents the traffic flow on a highway with inflow or outflow of cars.Introducing injection or extraction of particles into the asymmetric simple-exclusion model drives the system asymptotically into a steady state exhibiting a self-organized criticality. The typical lifetime of traffic jams scales as \\cong Lν with ν=0.65±0.04. It is shown that the cumulative distribution Nm (L) of lifetimes satisfies the finite-size scaling form Nm (L) \\cong L-1 f(m/Lν).

Optimal control of hydroelectric facilities

NASA Astrophysics Data System (ADS)

Zhao, Guangzhi

This thesis considers a simple yet realistic model of pump-assisted hydroelectric facilities operating in a market with time-varying but deterministic power prices. Both deterministic and stochastic water inflows are considered. The fluid mechanical and engineering details of the facility are described by a model containing several parameters. We present a dynamic programming algorithm for optimizing either the total energy produced or the total cash generated by these plants. The algorithm allows us to give the optimal control strategy as a function of time and to see how this strategy, and the associated plant value, varies with water inflow and electricity price. We investigate various cases. For a single pumped storage facility experiencing deterministic power prices and water inflows, we investigate the varying behaviour for an oversimplified constant turbine- and pump-efficiency model with simple reservoir geometries. We then generalize this simple model to include more realistic turbine efficiencies, situations with more complicated reservoir geometry, and the introduction of dissipative switching costs between various control states. We find many results which reinforce our physical intuition about this complicated system as well as results which initially challenge, though later deepen, this intuition. One major lesson of this work is that the optimal control strategy does not differ much between two differing objectives of maximizing energy production and maximizing its cash value. We then turn our attention to the case of stochastic water inflows. We present a stochastic dynamic programming algorithm which can find an on-average optimal control in the face of this randomness. As the operator of a facility must be more cautious when inflows are random, the randomness destroys facility value. Following this insight we quantify exactly how much a perfect hydrological inflow forecast would be worth to a dam operator. In our final chapter we discuss the challenging problem of optimizing a sequence of two hydro dams sharing the same river system. The complexity of this problem is magnified and we just scratch its surface here. The thesis concludes with suggestions for future work in this fertile area. Keywords: dynamic programming, hydroelectric facility, optimization, optimal control, switching cost, turbine efficiency.

A Deterministic Annealing Approach to Clustering AIRS Data

NASA Technical Reports Server (NTRS)

Guillaume, Alexandre; Braverman, Amy; Ruzmaikin, Alexander

2012-01-01

We will examine the validity of means and standard deviations as a basis for climate data products. We will explore the conditions under which these two simple statistics are inadequate summaries of the underlying empirical probability distributions by contrasting them with a nonparametric, method called Deterministic Annealing technique

Chaotic Lagrangian models for turbulent relative dispersion.

PubMed

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Chaotic Lagrangian models for turbulent relative dispersion

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Gauge-independent decoherence models for solids in external fields

NASA Astrophysics Data System (ADS)

Wismer, Michael S.; Yakovlev, Vladislav S.

2018-04-01

We demonstrate gauge-invariant modeling of an open system of electrons in a periodic potential interacting with an optical field. For this purpose, we adapt the covariant derivative to the case of mixed states and put forward a decoherence model that has simple analytical forms in the length and velocity gauges. We demonstrate our methods by calculating harmonic spectra in the strong-field regime and numerically verifying the equivalence of the deterministic master equation to the stochastic Monte Carlo wave-function method.

Analysis of whisker-toughened CMC structural components using an interactive reliability model

NASA Technical Reports Server (NTRS)

Duffy, Stephen F.; Palko, Joseph L.

1992-01-01

Realizing wider utilization of ceramic matrix composites (CMC) requires the development of advanced structural analysis technologies. This article focuses on the use of interactive reliability models to predict component probability of failure. The deterministic William-Warnke failure criterion serves as theoretical basis for the reliability model presented here. The model has been implemented into a test-bed software program. This computer program has been coupled to a general-purpose finite element program. A simple structural problem is presented to illustrate the reliability model and the computer algorithm.

Transient deterministic shallow landslide modeling: Requirements for susceptibility and hazard assessments in a GIS framework

USGS Publications Warehouse

Godt, J.W.; Baum, R.L.; Savage, W.Z.; Salciarini, D.; Schulz, W.H.; Harp, E.L.

2008-01-01

Application of transient deterministic shallow landslide models over broad regions for hazard and susceptibility assessments requires information on rainfall, topography and the distribution and properties of hillside materials. We survey techniques for generating the spatial and temporal input data for such models and present an example using a transient deterministic model that combines an analytic solution to assess the pore-pressure response to rainfall infiltration with an infinite-slope stability calculation. Pore-pressures and factors of safety are computed on a cell-by-cell basis and can be displayed or manipulated in a grid-based GIS. Input data are high-resolution (1.8??m) topographic information derived from LiDAR data and simple descriptions of initial pore-pressure distribution and boundary conditions for a study area north of Seattle, Washington. Rainfall information is taken from a previously defined empirical rainfall intensity-duration threshold and material strength and hydraulic properties were measured both in the field and laboratory. Results are tested by comparison with a shallow landslide inventory. Comparison of results with those from static infinite-slope stability analyses assuming fixed water-table heights shows that the spatial prediction of shallow landslide susceptibility is improved using the transient analyses; moreover, results can be depicted in terms of the rainfall intensity and duration known to trigger shallow landslides in the study area.

Analytical results for the statistical distribution related to a memoryless deterministic walk: dimensionality effect and mean-field models.

PubMed

Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto

2005-08-01

Consider a medium characterized by N points whose coordinates are randomly generated by a uniform distribution along the edges of a unitary d-dimensional hypercube. A walker leaves from each point of this disordered medium and moves according to the deterministic rule to go to the nearest point which has not been visited in the preceding mu steps (deterministic tourist walk). Each trajectory generated by this dynamics has an initial nonperiodic part of t steps (transient) and a final periodic part of p steps (attractor). The neighborhood rank probabilities are parametrized by the normalized incomplete beta function Id= I1/4 [1/2, (d+1) /2] . The joint distribution S(N) (mu,d) (t,p) is relevant, and the marginal distributions previously studied are particular cases. We show that, for the memory-less deterministic tourist walk in the euclidean space, this distribution is Sinfinity(1,d) (t,p) = [Gamma (1+ I(-1)(d)) (t+ I(-1)(d) ) /Gamma(t+p+ I(-1)(d)) ] delta(p,2), where t=0, 1,2, ... infinity, Gamma(z) is the gamma function and delta(i,j) is the Kronecker delta. The mean-field models are the random link models, which correspond to d-->infinity, and the random map model which, even for mu=0 , presents nontrivial cycle distribution [ S(N)(0,rm) (p) proportional to p(-1) ] : S(N)(0,rm) (t,p) =Gamma(N)/ {Gamma[N+1- (t+p) ] N( t+p)}. The fundamental quantities are the number of explored points n(e)=t+p and Id. Although the obtained distributions are simple, they do not follow straightforwardly and they have been validated by numerical experiments.

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

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

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Counterfactual Quantum Deterministic Key Distribution

NASA Astrophysics Data System (ADS)

Zhang, Sheng; Wang, Jian; Tang, Chao-Jing

2013-01-01

We propose a new counterfactual quantum cryptography protocol concerning about distributing a deterministic key. By adding a controlled blocking operation module to the original protocol [T.G. Noh, Phys. Rev. Lett. 103 (2009) 230501], the correlation between the polarizations of the two parties, Alice and Bob, is extended, therefore, one can distribute both deterministic keys and random ones using our protocol. We have also given a simple proof of the security of our protocol using the technique we ever applied to the original protocol. Most importantly, our analysis produces a bound tighter than the existing ones.

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

Stochastic processes are ubiquitous in the physical sciences and engineering. While often used to model imperfections and experimental uncertainties in the macroscopic world, stochastic processes can attain deeper physical significance when used to model the seemingly random and chaotic nature of the underlying microscopic world. Nowhere more prevalent is this notion than in the field of stochastic thermodynamics - a modern systematic framework used describe mesoscale systems in strongly fluctuating thermal environments which has revolutionized our understanding of, for example, molecular motors, DNA replication, far-from equilibrium systems, and the laws of macroscopic thermodynamics as they apply to the mesoscopic world. With progress, however, come further challenges and deeper questions, most notably in the thermodynamics of information processing and feedback control. Here it is becoming increasingly apparent that, due to divergences and subtleties of interpretation, the deterministic foundations of the stochastic processes themselves must be explored and understood. This thesis presents a survey of stochastic processes in physical systems, the deterministic origins of their emergence, and the subtleties associated with controlling them. First, we study time-dependent billiards in the quivering limit - a limit where a billiard system is indistinguishable from a stochastic system, and where the simplified stochastic system allows us to view issues associated with deterministic time-dependent billiards in a new light and address some long-standing problems. Then, we embark on an exploration of the deterministic microscopic Hamiltonian foundations of non-equilibrium thermodynamics, and we find that important results from mesoscopic stochastic thermodynamics have simple microscopic origins which would not be apparent without the benefit of both the micro and meso perspectives. Finally, we study the problem of stabilizing a stochastic Brownian particle with feedback control, and we find that in order to avoid paradoxes involving the first law of thermodynamics, we need a model for the fine details of the thermal driving noise. The underlying theme of this thesis is the argument that the deterministic microscopic perspective and stochastic mesoscopic perspective are both important and useful, and when used together, we can more deeply and satisfyingly understand the physics occurring over either scale.

Synchronisation of chaos and its applications

NASA Astrophysics Data System (ADS)

Eroglu, Deniz; Lamb, Jeroen S. W.; Pereira, Tiago

2017-07-01

Dynamical networks are important models for the behaviour of complex systems, modelling physical, biological and societal systems, including the brain, food webs, epidemic disease in populations, power grids and many other. Such dynamical networks can exhibit behaviour in which deterministic chaos, exhibiting unpredictability and disorder, coexists with synchronisation, a classical paradigm of order. We survey the main theory behind complete, generalised and phase synchronisation phenomena in simple as well as complex networks and discuss applications to secure communications, parameter estimation and the anticipation of chaos.

Deterministic diffusion in flower-shaped billiards.

PubMed

Harayama, Takahisa; Klages, Rainer; Gaspard, Pierre

2002-08-01

We propose a flower-shaped billiard in order to study the irregular parameter dependence of chaotic normal diffusion. Our model is an open system consisting of periodically distributed obstacles in the shape of a flower, and it is strongly chaotic for almost all parameter values. We compute the parameter dependent diffusion coefficient of this model from computer simulations and analyze its functional form using different schemes, all generalizing the simple random walk approximation of Machta and Zwanzig. The improved methods we use are based either on heuristic higher-order corrections to the simple random walk model, on lattice gas simulation methods, or they start from a suitable Green-Kubo formula for diffusion. We show that dynamical correlations, or memory effects, are of crucial importance in reproducing the precise parameter dependence of the diffusion coefficent.

A deterministic mathematical model for bidirectional excluded flow with Langmuir kinetics.

PubMed

Zarai, Yoram; Margaliot, Michael; Tuller, Tamir

2017-01-01

In many important cellular processes, including mRNA translation, gene transcription, phosphotransfer, and intracellular transport, biological "particles" move along some kind of "tracks". The motion of these particles can be modeled as a one-dimensional movement along an ordered sequence of sites. The biological particles (e.g., ribosomes or RNAPs) have volume and cannot surpass one another. In some cases, there is a preferred direction of movement along the track, but in general the movement may be bidirectional, and furthermore the particles may attach or detach from various regions along the tracks. We derive a new deterministic mathematical model for such transport phenomena that may be interpreted as a dynamic mean-field approximation of an important model from mechanical statistics called the asymmetric simple exclusion process (ASEP) with Langmuir kinetics. Using tools from the theory of monotone dynamical systems and contraction theory we show that the model admits a unique steady-state, and that every solution converges to this steady-state. Furthermore, we show that the model entrains (or phase locks) to periodic excitations in any of its forward, backward, attachment, or detachment rates. We demonstrate an application of this phenomenological transport model for analyzing ribosome drop off in mRNA translation.

Finite element modelling of woven composite failure modes at the mesoscopic scale: deterministic versus stochastic approaches

NASA Astrophysics Data System (ADS)

Roirand, Q.; Missoum-Benziane, D.; Thionnet, A.; Laiarinandrasana, L.

2017-09-01

Textile composites are composed of 3D complex architecture. To assess the durability of such engineering structures, the failure mechanisms must be highlighted. Examinations of the degradation have been carried out thanks to tomography. The present work addresses a numerical damage model dedicated to the simulation of the crack initiation and propagation at the scale of the warp yarns. For the 3D woven composites under study, loadings in tension and combined tension and bending were considered. Based on an erosion procedure of broken elements, the failure mechanisms have been modelled on 3D periodic cells by finite element calculations. The breakage of one element was determined using a failure criterion at the mesoscopic scale based on the yarn stress at failure. The results were found to be in good agreement with the experimental data for the two kinds of macroscopic loadings. The deterministic approach assumed a homogeneously distributed stress at failure all over the integration points in the meshes of woven composites. A stochastic approach was applied to a simple representative elementary periodic cell. The distribution of the Weibull stress at failure was assigned to the integration points using a Monte Carlo simulation. It was shown that this stochastic approach allowed more realistic failure simulations avoiding the idealised symmetry due to the deterministic modelling. In particular, the stochastic simulations performed have shown several variations of the stress as well as strain at failure and the failure modes of the yarn.

A simple parameter can switch between different weak-noise-induced phenomena in a simple neuron model

NASA Astrophysics Data System (ADS)

Yamakou, Marius E.; Jost, Jürgen

2017-10-01

In recent years, several, apparently quite different, weak-noise-induced resonance phenomena have been discovered. Here, we show that at least two of them, self-induced stochastic resonance (SISR) and inverse stochastic resonance (ISR), can be related by a simple parameter switch in one of the simplest models, the FitzHugh-Nagumo (FHN) neuron model. We consider a FHN model with a unique fixed point perturbed by synaptic noise. Depending on the stability of this fixed point and whether it is located to either the left or right of the fold point of the critical manifold, two distinct weak-noise-induced phenomena, either SISR or ISR, may emerge. SISR is more robust to parametric perturbations than ISR, and the coherent spike train generated by SISR is more robust than that generated deterministically. ISR also depends on the location of initial conditions and on the time-scale separation parameter of the model equation. Our results could also explain why real biological neurons having similar physiological features and synaptic inputs may encode very different information.

Simulation of anaerobic digestion processes using stochastic algorithm.

PubMed

Palanichamy, Jegathambal; Palani, Sundarambal

2014-01-01

The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

On some stochastic formulations and related statistical moments of pharmacokinetic models.

PubMed

Matis, J H; Wehrly, T E; Metzler, C M

1983-02-01

This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.

A solution to the biodiversity paradox by logical deterministic cellular automata.

PubMed

Kalmykov, Lev V; Kalmykov, Vyacheslav L

2015-06-01

The paradox of biological diversity is the key problem of theoretical ecology. The paradox consists in the contradiction between the competitive exclusion principle and the observed biodiversity. The principle is important as the basis for ecological theory. On a relatively simple model we show a mechanism of indefinite coexistence of complete competitors which violates the known formulations of the competitive exclusion principle. This mechanism is based on timely recovery of limiting resources and their spatio-temporal allocation between competitors. Because of limitations of the black-box modeling there was a problem to formulate the exclusion principle correctly. Our white-box multiscale model of two-species competition is based on logical deterministic individual-based cellular automata. This approach provides an automatic deductive inference on the basis of a system of axioms, and gives a direct insight into mechanisms of the studied system. It is one of the most promising methods of artificial intelligence. We reformulate and generalize the competitive exclusion principle and explain why this formulation provides a solution of the biodiversity paradox. In addition, we propose a principle of competitive coexistence.

A methodology for the stochastic generation of hourly synthetic direct normal irradiation time series

NASA Astrophysics Data System (ADS)

Larrañeta, M.; Moreno-Tejera, S.; Lillo-Bravo, I.; Silva-Pérez, M. A.

2018-02-01

Many of the available solar radiation databases only provide global horizontal irradiance (GHI) while there is a growing need of extensive databases of direct normal radiation (DNI) mainly for the development of concentrated solar power and concentrated photovoltaic technologies. In the present work, we propose a methodology for the generation of synthetic DNI hourly data from the hourly average GHI values by dividing the irradiance into a deterministic and stochastic component intending to emulate the dynamics of the solar radiation. The deterministic component is modeled through a simple classical model. The stochastic component is fitted to measured data in order to maintain the consistency of the synthetic data with the state of the sky, generating statistically significant DNI data with a cumulative frequency distribution very similar to the measured data. The adaptation and application of the model to the location of Seville shows significant improvements in terms of frequency distribution over the classical models. The proposed methodology applied to other locations with different climatological characteristics better results than the classical models in terms of frequency distribution reaching a reduction of the 50% in the Finkelstein-Schafer (FS) and Kolmogorov-Smirnov test integral (KSI) statistics.

From Random Walks to Brownian Motion, from Diffusion to Entropy: Statistical Principles in Introductory Physics

NASA Astrophysics Data System (ADS)

Reeves, Mark

2014-03-01

Entropy changes underlie the physics that dominates biological interactions. Indeed, introductory biology courses often begin with an exploration of the qualities of water that are important to living systems. However, one idea that is not explicitly addressed in most introductory physics or biology textbooks is dominant contribution of the entropy in driving important biological processes towards equilibrium. From diffusion to cell-membrane formation, to electrostatic binding in protein folding, to the functioning of nerve cells, entropic effects often act to counterbalance deterministic forces such as electrostatic attraction and in so doing, allow for effective molecular signaling. A small group of biology, biophysics and computer science faculty have worked together for the past five years to develop curricular modules (based on SCALEUP pedagogy) that enable students to create models of stochastic and deterministic processes. Our students are first-year engineering and science students in the calculus-based physics course and they are not expected to know biology beyond the high-school level. In our class, they learn to reduce seemingly complex biological processes and structures to be described by tractable models that include deterministic processes and simple probabilistic inference. The students test these models in simulations and in laboratory experiments that are biologically relevant. The students are challenged to bridge the gap between statistical parameterization of their data (mean and standard deviation) and simple model-building by inference. This allows the students to quantitatively describe realistic cellular processes such as diffusion, ionic transport, and ligand-receptor binding. Moreover, the students confront ``random'' forces and traditional forces in problems, simulations, and in laboratory exploration throughout the year-long course as they move from traditional kinematics through thermodynamics to electrostatic interactions. This talk will present a number of these exercises, with particular focus on the hands-on experiments done by the students, and will give examples of the tangible material that our students work with throughout the two-semester sequence of their course on introductory physics with a bio focus. Supported by NSF DUE.

Self-Organized Dynamic Flocking Behavior from a Simple Deterministic Map

NASA Astrophysics Data System (ADS)

Krueger, Wesley

2007-10-01

Coherent motion exhibiting large-scale order, such as flocking, swarming, and schooling behavior in animals, can arise from simple rules applied to an initial random array of self-driven particles. We present a completely deterministic dynamic map that exhibits emergent, collective, complex motion for a group of particles. Each individual particle is driven with a constant speed in two dimensions adopting the average direction of a fixed set of non-spatially related partners. In addition, the particle changes direction by π as it reaches a circular boundary. The dynamical patterns arising from these rules range from simple circular-type convective motion to highly sophisticated, complex, collective behavior which can be easily interpreted as flocking, schooling, or swarming depending on the chosen parameters. We present the results as a series of short movies and we also explore possible order parameters and correlation functions capable of quantifying the resulting coherence.

First principles pulse pile-up balance equation and fast deterministic solution

NASA Astrophysics Data System (ADS)

Sabbatucci, Lorenzo; Fernández, Jorge E.

2017-08-01

Pulse pile-up (PPU) is an always present effect which introduces a distortion into the spectrum measured with radiation detectors and that worsen with the increasing emission rate of the radiation source. It is fully ascribable to the pulse handling circuitry of the detector and it is not comprised in the detector response function which is well explained by a physical model. The PPU changes both the number and the height of the recorded pulses, which are related, respectively, with the number of detected particles and their energy. In the present work, it is derived a first principles balance equation for second order PPU to obtain a post-processing correction to apply to X-ray measurements. The balance equation is solved for the particular case of rectangular pulse shape using a deterministic iterative procedure for which it will be shown the convergence. The proposed method, deterministic rectangular PPU (DRPPU), requires minimum amount of information and, as example, it is applied to a solid state Si detector with active or off-line PPU suppression circuitry. A comparison shows that the results obtained with this fast and simple approach are comparable to those from the more sophisticated procedure using precise detector pulse shapes.

Extreme current fluctuations in lattice gases: Beyond nonequilibrium steady states

NASA Astrophysics Data System (ADS)

Meerson, Baruch; Sasorov, Pavel V.

2014-01-01

We use the macroscopic fluctuation theory (MFT) to study large current fluctuations in nonstationary diffusive lattice gases. We identify two universality classes of these fluctuations, which we call elliptic and hyperbolic. They emerge in the limit when the deterministic mass flux is small compared to the mass flux due to the shot noise. The two classes are determined by the sign of compressibility of effective fluid, obtained by mapping the MFT into an inviscid hydrodynamics. An example of the elliptic class is the symmetric simple exclusion process, where, for some initial conditions, we can solve the effective hydrodynamics exactly. This leads to a super-Gaussian extreme current statistics conjectured by Derrida and Gerschenfeld [J. Stat. Phys. 137, 978 (2009), 10.1007/s10955-009-9830-1] and yields the optimal path of the system. For models of the hyperbolic class, the deterministic mass flux cannot be neglected, leading to a different extreme current statistics.

Evaluation of the Plant-Craig stochastic convection scheme (v2.0) in the ensemble forecasting system MOGREPS-R (24 km) based on the Unified Model (v7.3)

NASA Astrophysics Data System (ADS)

Keane, Richard J.; Plant, Robert S.; Tennant, Warren J.

2016-05-01

The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic scheme only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

Dopant-controlled single-electron pumping through a metallic island

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

Wenz, Tobias, E-mail: tobias.wenz@ptb.de; Hohls, Frank, E-mail: frank.hohls@ptb.de; Jehl, Xavier

We investigate a hybrid metallic island/single dopant electron pump based on fully depleted silicon-on-insulator technology. Electron transfer between the central metallic island and the leads is controlled by resonant tunneling through single phosphorus dopants in the barriers. Top gates above the barriers are used to control the resonance conditions. Applying radio frequency signals to the gates, non-adiabatic quantized electron pumping is achieved. A simple deterministic model is presented and confirmed by comparing measurements with simulations.

Chaotic Ising-like dynamics in traffic signals

PubMed Central

Suzuki, Hideyuki; Imura, Jun-ichi; Aihara, Kazuyuki

2013-01-01

The green and red lights of a traffic signal can be viewed as the up and down states of an Ising spin. Moreover, traffic signals in a city interact with each other, if they are controlled in a decentralised way. In this paper, a simple model of such interacting signals on a finite-size two-dimensional lattice is shown to have Ising-like dynamics that undergoes a ferromagnetic phase transition. Probabilistic behaviour of the model is realised by chaotic billiard dynamics that arises from coupled non-chaotic elements. This purely deterministic model is expected to serve as a starting point for considering statistical mechanics of traffic signals. PMID:23350034

Forward and Inverse Modeling of Self-potential. A Tomography of Groundwater Flow and Comparison Between Deterministic and Stochastic Inversion Methods

NASA Astrophysics Data System (ADS)

Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.

2016-12-01

Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems.

PubMed

Winkelmann, Stefanie; Schütte, Christof

2017-09-21

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems

NASA Astrophysics Data System (ADS)

Winkelmann, Stefanie; Schütte, Christof

2017-09-01

Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.

Interesting examples of supervised continuous variable systems

NASA Technical Reports Server (NTRS)

Chase, Christopher; Serrano, Joe; Ramadge, Peter

1990-01-01

The authors analyze two simple deterministic flow models for multiple buffer servers which are examples of the supervision of continuous variable systems by a discrete controller. These systems exhibit what may be regarded as the two extremes of complexity of the closed loop behavior: one is eventually periodic, the other is chaotic. The first example exhibits chaotic behavior that could be characterized statistically. The dual system, the switched server system, exhibits very predictable behavior, which is modeled by a finite state automaton. This research has application to multimodal discrete time systems where the controller can choose from a set of transition maps to implement.

The past, present and future of cyber-physical systems: a focus on models.

PubMed

Lee, Edward A

2015-02-26

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical.

The Past, Present and Future of Cyber-Physical Systems: A Focus on Models

PubMed Central

Lee, Edward A.

2015-01-01

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical. PMID:25730486

Where’s the Noise? Key Features of Spontaneous Activity and Neural Variability Arise through Learning in a Deterministic Network

PubMed Central

Hartmann, Christoph; Lazar, Andreea; Nessler, Bernhard; Triesch, Jochen

2015-01-01

Even in the absence of sensory stimulation the brain is spontaneously active. This background “noise” seems to be the dominant cause of the notoriously high trial-to-trial variability of neural recordings. Recent experimental observations have extended our knowledge of trial-to-trial variability and spontaneous activity in several directions: 1. Trial-to-trial variability systematically decreases following the onset of a sensory stimulus or the start of a motor act. 2. Spontaneous activity states in sensory cortex outline the region of evoked sensory responses. 3. Across development, spontaneous activity aligns itself with typical evoked activity patterns. 4. The spontaneous brain activity prior to the presentation of an ambiguous stimulus predicts how the stimulus will be interpreted. At present it is unclear how these observations relate to each other and how they arise in cortical circuits. Here we demonstrate that all of these phenomena can be accounted for by a deterministic self-organizing recurrent neural network model (SORN), which learns a predictive model of its sensory environment. The SORN comprises recurrently coupled populations of excitatory and inhibitory threshold units and learns via a combination of spike-timing dependent plasticity (STDP) and homeostatic plasticity mechanisms. Similar to balanced network architectures, units in the network show irregular activity and variable responses to inputs. Additionally, however, the SORN exhibits sequence learning abilities matching recent findings from visual cortex and the network’s spontaneous activity reproduces the experimental findings mentioned above. Intriguingly, the network’s behaviour is reminiscent of sampling-based probabilistic inference, suggesting that correlates of sampling-based inference can develop from the interaction of STDP and homeostasis in deterministic networks. We conclude that key observations on spontaneous brain activity and the variability of neural responses can be accounted for by a simple deterministic recurrent neural network which learns a predictive model of its sensory environment via a combination of generic neural plasticity mechanisms. PMID:26714277

Using Probabilistic Information in Solving Resource Allocation Problems for a Decentralized Firm

DTIC Science & Technology

1978-09-01

deterministic equivalent form of HIQ’s problem (5) by an approach similar to the one used in stochastic programming with simple recourse. See Ziemba [38) or, in...1964). 38. Ziemba , W.T., "Stochastic Programs with Simple Recourse," Technical Report 72-15, Stanford University, Department of Operations Research

Simple stochastic model for El Niño with westerly wind bursts

PubMed Central

Thual, Sulian; Majda, Andrew J.; Chen, Nan; Stechmann, Samuel N.

2016-01-01

Atmospheric wind bursts in the tropics play a key role in the dynamics of the El Niño Southern Oscillation (ENSO). A simple modeling framework is proposed that summarizes this relationship and captures major features of the observational record while remaining physically consistent and amenable to detailed analysis. Within this simple framework, wind burst activity evolves according to a stochastic two-state Markov switching–diffusion process that depends on the strength of the western Pacific warm pool, and is coupled to simple ocean–atmosphere processes that are otherwise deterministic, stable, and linear. A simple model with this parameterization and no additional nonlinearities reproduces a realistic ENSO cycle with intermittent El Niño and La Niña events of varying intensity and strength as well as realistic buildup and shutdown of wind burst activity in the western Pacific. The wind burst activity has a direct causal effect on the ENSO variability: in particular, it intermittently triggers regular El Niño or La Niña events, super El Niño events, or no events at all, which enables the model to capture observed ENSO statistics such as the probability density function and power spectrum of eastern Pacific sea surface temperatures. The present framework provides further theoretical and practical insight on the relationship between wind burst activity and the ENSO. PMID:27573821

A deterministic Lagrangian particle separation-based method for advective-diffusion problems

NASA Astrophysics Data System (ADS)

Wong, Ken T. M.; Lee, Joseph H. W.; Choi, K. W.

2008-12-01

A simple and robust Lagrangian particle scheme is proposed to solve the advective-diffusion transport problem. The scheme is based on relative diffusion concepts and simulates diffusion by regulating particle separation. This new approach generates a deterministic result and requires far less number of particles than the random walk method. For the advection process, particles are simply moved according to their velocity. The general scheme is mass conservative and is free from numerical diffusion. It can be applied to a wide variety of advective-diffusion problems, but is particularly suited for ecological and water quality modelling when definition of particle attributes (e.g., cell status for modelling algal blooms or red tides) is a necessity. The basic derivation, numerical stability and practical implementation of the NEighborhood Separation Technique (NEST) are presented. The accuracy of the method is demonstrated through a series of test cases which embrace realistic features of coastal environmental transport problems. Two field application examples on the tidal flushing of a fish farm and the dynamics of vertically migrating marine algae are also presented.

Noise-induced transitions and shifts in a climate-vegetation feedback model.

PubMed

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

2018-04-01

Motivated by the extremely important role of the Earth's vegetation dynamics in climate changes, we study the stochastic variability of a simple climate-vegetation system. In the case of deterministic dynamics, the system has one stable equilibrium and limit cycle or two stable equilibria corresponding to two opposite (cold and warm) climate-vegetation states. These states are divided by a separatrix going across a point of unstable equilibrium. Some possible stochastic scenarios caused by different externally induced natural and anthropogenic processes inherit properties of deterministic behaviour and drastically change the system dynamics. We demonstrate that the system transitions across its separatrix occur with increasing noise intensity. The climate-vegetation system therewith fluctuates, transits and localizes in the vicinity of its attractor. We show that this phenomenon occurs within some critical range of noise intensities. A noise-induced shift into the range of smaller global average temperatures corresponding to substantial oscillations of the Earth's vegetation cover is revealed. Our analysis demonstrates that the climate-vegetation interactions essentially contribute to climate dynamics and should be taken into account in more precise and complex models of climate variability.

Nonlinear Boltzmann equation for the homogeneous isotropic case: Some improvements to deterministic methods and applications to relaxation towards local equilibrium

NASA Astrophysics Data System (ADS)

Asinari, P.

2011-03-01

Boltzmann equation is one the most powerful paradigms for explaining transport phenomena in fluids. Since early fifties, it received a lot of attention due to aerodynamic requirements for high altitude vehicles, vacuum technology requirements and nowadays, micro-electro-mechanical systems (MEMs). Because of the intrinsic mathematical complexity of the problem, Boltzmann himself started his work by considering first the case when the distribution function does not depend on space (homogeneous case), but only on time and the magnitude of the molecular velocity (isotropic collisional integral). The interest with regards to the homogeneous isotropic Boltzmann equation goes beyond simple dilute gases. In the so-called econophysics, a Boltzmann type model is sometimes introduced for studying the distribution of wealth in a simple market. Another recent application of the homogeneous isotropic Boltzmann equation is given by opinion formation modeling in quantitative sociology, also called socio-dynamics or sociophysics. The present work [1] aims to improve the deterministic method for solving homogenous isotropic Boltzmann equation proposed by Aristov [2] by two ideas: (a) the homogeneous isotropic problem is reformulated first in terms of particle kinetic energy (this allows one to ensure exact particle number and energy conservation during microscopic collisions) and (b) a DVM-like correction (where DVM stands for Discrete Velocity Model) is adopted for improving the relaxation rates (this allows one to satisfy exactly the conservation laws at macroscopic level, which is particularly important for describing the late dynamics in the relaxation towards the equilibrium).

Do rational numbers play a role in selection for stochasticity?

PubMed

Sinclair, Robert

2014-01-01

When a given tissue must, to be able to perform its various functions, consist of different cell types, each fairly evenly distributed and with specific probabilities, then there are at least two quite different developmental mechanisms which might achieve the desired result. Let us begin with the case of two cell types, and first imagine that the proportion of numbers of cells of these types should be 1:3. Clearly, a regular structure composed of repeating units of four cells, three of which are of the dominant type, will easily satisfy the requirements, and a deterministic mechanism may lend itself to the task. What if, however, the proportion should be 10:33? The same simple, deterministic approach would now require a structure of repeating units of 43 cells, and this certainly seems to require a far more complex and potentially prohibitive deterministic developmental program. Stochastic development, replacing regular units with random distributions of given densities, might not be evolutionarily competitive in comparison with the deterministic program when the proportions should be 1:3, but it has the property that, whatever developmental mechanism underlies it, its complexity does not need to depend very much upon target cell densities at all. We are immediately led to speculate that proportions which correspond to fractions with large denominators (such as the 33 of 10/33) may be more easily achieved by stochastic developmental programs than by deterministic ones, and this is the core of our thesis: that stochastic development may tend to occur more often in cases involving rational numbers with large denominators. To be imprecise: that simple rationality and determinism belong together, as do irrationality and randomness.

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

Image-Based Airborne Sensors: A Combined Approach for Spectral Signatures Classification through Deterministic Simulated Annealing

PubMed Central

Guijarro, María; Pajares, Gonzalo; Herrera, P. Javier

2009-01-01

The increasing technology of high-resolution image airborne sensors, including those on board Unmanned Aerial Vehicles, demands automatic solutions for processing, either on-line or off-line, the huge amountds of image data sensed during the flights. The classification of natural spectral signatures in images is one potential application. The actual tendency in classification is oriented towards the combination of simple classifiers. In this paper we propose a combined strategy based on the Deterministic Simulated Annealing (DSA) framework. The simple classifiers used are the well tested supervised parametric Bayesian estimator and the Fuzzy Clustering. The DSA is an optimization approach, which minimizes an energy function. The main contribution of DSA is its ability to avoid local minima during the optimization process thanks to the annealing scheme. It outperforms simple classifiers used for the combination and some combined strategies, including a scheme based on the fuzzy cognitive maps and an optimization approach based on the Hopfield neural network paradigm. PMID:22399989

Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

NASA Astrophysics Data System (ADS)

Wang, Zhi-Gang; Gao, Rui-Mei; Fan, Xiao-Ming; Han, Qi-Xing

2014-09-01

We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ0, a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ0, when the stochastic system obeys some conditions and ℛ0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations.

Probabilistic short-term forecasting of eruption rate at Kīlauea Volcano using a physics-based model

NASA Astrophysics Data System (ADS)

Anderson, K. R.

2016-12-01

Deterministic models of volcanic eruptions yield predictions of future activity conditioned on uncertainty in the current state of the system. Physics-based eruption models are well-suited for deterministic forecasting as they can relate magma physics with a wide range of observations. Yet, physics-based eruption forecasting is strongly limited by an inadequate understanding of volcanic systems, and the need for eruption models to be computationally tractable. At Kīlauea Volcano, Hawaii, episodic depressurization-pressurization cycles of the magma system generate correlated, quasi-exponential variations in ground deformation and surface height of the active summit lava lake. Deflations are associated with reductions in eruption rate, or even brief eruptive pauses, and thus partly control lava flow advance rates and associated hazard. Because of the relatively well-understood nature of Kīlauea's shallow magma plumbing system, and because more than 600 of these events have been recorded to date, they offer a unique opportunity to refine a physics-based effusive eruption forecasting approach and apply it to lava eruption rates over short (hours to days) time periods. A simple physical model of the volcano ascribes observed data to temporary reductions in magma supply to an elastic reservoir filled with compressible magma. This model can be used to predict the evolution of an ongoing event, but because the mechanism that triggers events is unknown, event durations are modeled stochastically from previous observations. A Bayesian approach incorporates diverse data sets and prior information to simultaneously estimate uncertain model parameters and future states of the system. Forecasts take the form of probability distributions for eruption rate or cumulative erupted volume at some future time. Results demonstrate the significant uncertainties that still remain even for short-term eruption forecasting at a well-monitored volcano - but also the value of a physics-based, mixed deterministic-probabilistic eruption forecasting approach in reducing and quantifying these uncertainties.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

Guymon, Gary L.; Yen, Chung-Cheng

1990-01-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

NASA Astrophysics Data System (ADS)

Guymon, Gary L.; Yen, Chung-Cheng

1990-07-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

Safe and Efficient Support for Embeded Multi-Processors in ADA

NASA Astrophysics Data System (ADS)

Ruiz, Jose F.

2010-08-01

New software demands increasing processing power, and multi-processor platforms are spreading as the answer to achieve the required performance. Embedded real-time systems are also subject to this trend, but in the case of real-time mission-critical systems, the properties of reliability, predictability and analyzability are also paramount. The Ada 2005 language defined a subset of its tasking model, the Ravenscar profile, that provides the basis for the implementation of deterministic and time analyzable applications on top of a streamlined run-time system. This Ravenscar tasking profile, originally designed for single processors, has proven remarkably useful for modelling verifiable real-time single-processor systems. This paper proposes a simple extension to the Ravenscar profile to support multi-processor systems using a fully partitioned approach. The implementation of this scheme is simple, and it can be used to develop applications amenable to schedulability analysis.

A deterministic model for the sublayer streaks in turbulent boundary layers for application to flow control.

PubMed

Carpenter, Peter W; Kudar, Karen L; Ali, Reza; Sen, Pradeep K; Davies, Christopher

2007-10-15

We present a relatively simple, deterministic, theoretical model for the sublayer streaks in a turbulent boundary layer based on an analogy with Klebanoff modes. Our approach is to generate the streamwise vortices found in the buffer layer by means of a vorticity source in the form of a fictitious body force. It is found that the strongest streaks correspond to a spanwise wavelength that lies within the range of the experimentally observed values for the statistical mean streak spacing. We also present results showing the effect of streamwise pressure gradient, Reynolds number and wall compliance on the sublayer streaks. The theoretical predictions for the effects of wall compliance on the streak characteristics agree well with experimental data. Our proposed theoretical model for the quasi-periodic bursting cycle is also described, which places the streak modelling in context. The proposed bursting process is as follows: (i) streamwise vortices generate sublayer streaks and other vortical elements generate propagating plane waves, (ii) when the streaks reach a sufficient amplitude, they interact nonlinearly with the plane waves to produce oblique waves that exhibit transient growth, and (iii) the oblique waves interact nonlinearly with the plane wave to generate streamwise vortices; these in turn generate the sublayer streaks and so the cycle is renewed.

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

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

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

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

COMMUNICATING PROBABILISTIC RISK OUTCOMES TO RISK MANAGERS

EPA Science Inventory

Increasingly, risk assessors are moving away from simple deterministic assessments to probabilistic approaches that explicitly incorporate ecological variability, measurement imprecision, and lack of knowledge (collectively termed "uncertainty"). While the new methods provide an...

Stochastic dynamics of cholera epidemics

NASA Astrophysics Data System (ADS)

Azaele, Sandro; Maritan, Amos; Bertuzzo, Enrico; Rodriguez-Iturbe, Ignacio; Rinaldo, Andrea

2010-05-01

We describe the predictions of an analytically tractable stochastic model for cholera epidemics following a single initial outbreak. The exact model relies on a set of assumptions that may restrict the generality of the approach and yet provides a realm of powerful tools and results. Without resorting to the depletion of susceptible individuals, as usually assumed in deterministic susceptible-infected-recovered models, we show that a simple stochastic equation for the number of ill individuals provides a mechanism for the decay of the epidemics occurring on the typical time scale of seasonality. The model is shown to provide a reasonably accurate description of the empirical data of the 2000/2001 cholera epidemic which took place in the Kwa Zulu-Natal Province, South Africa, with possibly notable epidemiological implications.

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

The probabilistic nature of preferential choice.

PubMed

Rieskamp, Jörg

2008-11-01

Previous research has developed a variety of theories explaining when and why people's decisions under risk deviate from the standard economic view of expected utility maximization. These theories are limited in their predictive accuracy in that they do not explain the probabilistic nature of preferential choice, that is, why an individual makes different choices in nearly identical situations, or why the magnitude of these inconsistencies varies in different situations. To illustrate the advantage of probabilistic theories, three probabilistic theories of decision making under risk are compared with their deterministic counterparts. The probabilistic theories are (a) a probabilistic version of a simple choice heuristic, (b) a probabilistic version of cumulative prospect theory, and (c) decision field theory. By testing the theories with the data from three experimental studies, the superiority of the probabilistic models over their deterministic counterparts in predicting people's decisions under risk become evident. When testing the probabilistic theories against each other, decision field theory provides the best account of the observed behavior.

Seasonally forced disease dynamics explored as switching between attractors

NASA Astrophysics Data System (ADS)

Keeling, Matt J.; Rohani, Pejman; Grenfell, Bryan T.

2001-01-01

Biological phenomena offer a rich diversity of problems that can be understood using mathematical techniques. Three key features common to many biological systems are temporal forcing, stochasticity and nonlinearity. Here, using simple disease models compared to data, we examine how these three factors interact to produce a range of complicated dynamics. The study of disease dynamics has been amongst the most theoretically developed areas of mathematical biology; simple models have been highly successful in explaining the dynamics of a wide variety of diseases. Models of childhood diseases incorporate seasonal variation in contact rates due to the increased mixing during school terms compared to school holidays. This ‘binary’ nature of the seasonal forcing results in dynamics that can be explained as switching between two nonlinear spiral sinks. Finally, we consider the stability of the attractors to understand the interaction between the deterministic dynamics and demographic and environmental stochasticity. Throughout attention is focused on the behaviour of measles, whooping cough and rubella.

Optimal entangling operations between deterministic blocks of qubits encoded into single photons

NASA Astrophysics Data System (ADS)

Smith, Jake A.; Kaplan, Lev

2018-01-01

Here, we numerically simulate probabilistic elementary entangling operations between rail-encoded photons for the purpose of scalable universal quantum computation or communication. We propose grouping logical qubits into single-photon blocks wherein single-qubit rotations and the controlled-not (cnot) gate are fully deterministic and simple to implement. Interblock communication is then allowed through said probabilistic entangling operations. We find a promising trend in the increasing probability of successful interblock communication as we increase the number of optical modes operated on by our elementary entangling operations.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

Predictive modelling of flow in a two-dimensional intermediate-scale, heterogeneous porous media

USGS Publications Warehouse

Barth, Gilbert R.; Hill, M.C.; Illangasekare, T.H.; Rajaram, H.

2000-01-01

To better understand the role of sedimentary structures in flow through porous media, and to determine how small-scale laboratory-measured values of hydraulic conductivity relate to in situ values this work deterministically examines flow through simple, artificial structures constructed for a series of intermediate-scale (10 m long), two-dimensional, heterogeneous, laboratory experiments. Nonlinear regression was used to determine optimal values of in situ hydraulic conductivity, which were compared to laboratory-measured values. Despite explicit numerical representation of the heterogeneity, the optimized values were generally greater than the laboratory-measured values. Discrepancies between measured and optimal values varied depending on the sand sieve size, but their contribution to error in the predicted flow was fairly consistent for all sands. Results indicate that, even under these controlled circumstances, laboratory-measured values of hydraulic conductivity need to be applied to models cautiously.To better understand the role of sedimentary structures in flow through porous media, and to determine how small-scale laboratory-measured values of hydraulic conductivity relate to in situ values this work deterministically examines flow through simple, artificial structures constructed for a series of intermediate-scale (10 m long), two-dimensional, heterogeneous, laboratory experiments. Nonlinear regression was used to determine optimal values of in situ hydraulic conductivity, which were compared to laboratory-measured values. Despite explicit numerical representation of the heterogeneity, the optimized values were generally greater than the laboratory-measured values. Discrepancies between measured and optimal values varied depending on the sand sieve size, but their contribution to error in the predicted flow was fairly consistent for all sands. Results indicate that, even under these controlled circumstances, laboratory-measured values of hydraulic conductivity need to be applied to models cautiously.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

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

Disentangling Mechanisms That Mediate the Balance Between Stochastic and Deterministic Processes in Microbial Succession

DOE PAGES

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan D.; ...

2015-03-17

Despite growing recognition that deterministic and stochastic factors simultaneously influence bacterial communities, little is known about mechanisms shifting their relative importance. To better understand underlying mechanisms, we developed a conceptual model linking ecosystem development during primary succession to shifts in the stochastic/deterministic balance. To evaluate the conceptual model we coupled spatiotemporal data on soil bacterial communities with environmental conditions spanning 105 years of salt marsh development. At the local scale there was a progression from stochasticity to determinism due to Na accumulation with increasing ecosystem age, supporting a main element of the conceptual model. At the regional-scale, soil organic mattermore » (SOM) governed the relative influence of stochasticity and the type of deterministic ecological selection, suggesting scale-dependency in how deterministic ecological selection is imposed. Analysis of a new ecological simulation model supported these conceptual inferences. Looking forward, we propose an extended conceptual model that integrates primary and secondary succession in microbial systems.« less

Performance-based design factors for pile foundations.

DOT National Transportation Integrated Search

2014-10-01

The seismic design of pile foundations is currently performed in a relatively simple, deterministic manner. This : report describes the development of a performance-based framework to create seismic designs of pile group : foundations that consider a...

The Dripping Handrail Model: Transient Chaos in Accretion Systems

NASA Technical Reports Server (NTRS)

Young, Karl; Scargle, Jeffrey D.; Cuzzi, Jeffrey (Technical Monitor)

1995-01-01

We define and study a simple dynamical model for accretion systems, the "dripping handrail" (DHR). The time evolution of this spatially extended system is a mixture of periodic and apparently random (but actually deterministic) behavior. The nature of this mixture depends on the values of its physical parameters - the accretion rate, diffusion coefficient, and density threshold. The aperiodic component is a special kind of deterministic chaos called transient chaos. The model can simultaneously exhibit both the quasiperiodic oscillations (QPO) and very low frequency noise (VLFN) that characterize the power spectra of fluctuations of several classes of accretion systems in astronomy. For this reason, our model may be relevant to many such astrophysical systems, including binary stars with accretion onto a compact object - white dwarf, neutron star, or black hole - as well as active galactic nuclei. We describe the systematics of the DHR's temporal behavior, by exploring its physical parameter space using several diagnostics: power spectra, wavelet "scalegrams," and Lyapunov exponents. In addition, we note that for large accretion rates the DHR has periodic modes; the effective pulse shapes for these modes - evaluated by folding the time series at the known period - bear a resemblance to the similarly- determined shapes for some x-ray pulsars. The pulsing observed in some of these systems may be such periodic-mode accretion, and not due to pure rotation as in the standard pulsar model.

Asymmetrical Deterministic Lateral Displacement Gaps for Dual Functions of Enhanced Separation and Throughput of Red Blood Cells

PubMed Central

Zeming, Kerwin Kwek; Salafi, Thoriq; Chen, Chia-Hung; Zhang, Yong

2016-01-01

Deterministic lateral displacement (DLD) method for particle separation in microfluidic devices has been extensively used for particle separation in recent years due to its high resolution and robust separation. DLD has shown versatility for a wide spectrum of applications for sorting of micro particles such as parasites, blood cells to bacteria and DNA. DLD model is designed for spherical particles and efficient separation of blood cells is challenging due to non-uniform shape and size. Moreover, separation in sub-micron regime requires the gap size of DLD systems to be reduced which exponentially increases the device resistance, resulting in greatly reduced throughput. This paper shows how simple application of asymmetrical DLD gap-size by changing the ratio of lateral-gap (GL) to downstream-gap (GD) enables efficient separation of RBCs without greatly restricting throughput. This method reduces the need for challenging fabrication of DLD pillars and provides new insight to the current DLD model. The separation shows an increase in DLD critical diameter resolution (separate smaller particles) and increase selectivity for non-spherical RBCs. The RBCs separate better as compared to standard DLD model with symmetrical gap sizes. This method can be applied to separate non-spherical bacteria or sub-micron particles to enhance throughput and DLD resolution. PMID:26961061

Asymmetrical Deterministic Lateral Displacement Gaps for Dual Functions of Enhanced Separation and Throughput of Red Blood Cells.

PubMed

Zeming, Kerwin Kwek; Salafi, Thoriq; Chen, Chia-Hung; Zhang, Yong

2016-03-10

Deterministic lateral displacement (DLD) method for particle separation in microfluidic devices has been extensively used for particle separation in recent years due to its high resolution and robust separation. DLD has shown versatility for a wide spectrum of applications for sorting of micro particles such as parasites, blood cells to bacteria and DNA. DLD model is designed for spherical particles and efficient separation of blood cells is challenging due to non-uniform shape and size. Moreover, separation in sub-micron regime requires the gap size of DLD systems to be reduced which exponentially increases the device resistance, resulting in greatly reduced throughput. This paper shows how simple application of asymmetrical DLD gap-size by changing the ratio of lateral-gap (GL) to downstream-gap (GD) enables efficient separation of RBCs without greatly restricting throughput. This method reduces the need for challenging fabrication of DLD pillars and provides new insight to the current DLD model. The separation shows an increase in DLD critical diameter resolution (separate smaller particles) and increase selectivity for non-spherical RBCs. The RBCs separate better as compared to standard DLD model with symmetrical gap sizes. This method can be applied to separate non-spherical bacteria or sub-micron particles to enhance throughput and DLD resolution.

Limiting similarity of competitive species and demographic stochasticity

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Deng, Ling-Ling; Qiang, Wei-Ya; Cressman, Ross; Tao, Yi

2017-04-01

The limiting similarity of competitive species and its relationship with the competitive exclusion principle is still one of the most important concepts in ecology. In the 1970s, May [R. M. May, Stability and Complexity in Model Ecosystems (Princeton University, Princeton, NJ, 1973)] developed a concise theoretical framework to investigate the limiting similarity of competitive species. His theoretical results show that no limiting similarity threshold of competitive species can be identified in the deterministic model system whereby species more similar than this threshold never coexist. Theoretically, for competitive species coexisting in an unvarying environment, deterministic interspecific interactions and demographic stochasticity can be considered two sides of a coin. To investigate how the "tension" between these two forces affects the coexistence of competing species, a simple two-species competitive system based only on May's model system is transformed into an equivalent replicator equation. The effect of demographic stochasticity on the system stability is measured by the expected drift of the Lyapunov function. Our main results show that the limiting similarity of competitive species should not be considered to be an absolute measure. Specifically, very similar competitive species should be able to coexist in an environment with a high productivity level but big differences between competitive species should be necessary in an ecosystem with a low productivity level.

ShareSync: A Solution for Deterministic Data Sharing over Ethernet

NASA Technical Reports Server (NTRS)

Dunn, Daniel J., II; Koons, William A.; Kennedy, Richard D.; Davis, Philip A.

2007-01-01

As part of upgrading the Contact Dynamics Simulation Laboratory (CDSL) at the NASA Marshall Space Flight Center (MSFC), a simple, cost effective method was needed to communicate data among the networked simulation machines and I/O controllers used to run the facility. To fill this need and similar applicable situations, a generic protocol was developed, called ShareSync. ShareSync is a lightweight, real-time, publish-subscribe Ethernet protocol for simple and deterministic data sharing across diverse machines and operating systems. ShareSync provides a simple Application Programming Interface (API) for simulation programmers to incorporate into their code. The protocol is compatible with virtually all Ethernet-capable machines, is flexible enough to support a variety of applications, is fast enough to provide soft real-time determinism, and is a low-cost resource for distributed simulation development, deployment, and maintenance. The first design cycle iteration of ShareSync has been completed, and the protocol has undergone several testing procedures including endurance and benchmarking tests and approaches the 2001ts data synchronization design goal for the CDSL.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Stochastic empirical loading and dilution model for analysis of flows, concentrations, and loads of highway runoff constituents

USGS Publications Warehouse

Granato, Gregory E.; Jones, Susan C.

2014-01-01

In cooperation with FHWA, the U.S. Geological Survey developed the stochastic empirical loading and dilution model (SELDM) to supersede the 1990 FHWA runoff quality model. The SELDM tool is designed to transform disparate and complex scientific data into meaningful information about the adverse risks of runoff on receiving waters, the potential need for mitigation measures, and the potential effectiveness of such measures for reducing such risks. The SELDM tool is easy to use because much of the information and data needed to run it are embedded in the model and obtained by defining the site location and five simple basin properties. Information and data from thousands of sites across the country were compiled to facilitate the use of the SELDM tool. A case study illustrates how to use the SELDM tool for conducting the types of sensitivity analyses needed to properly assess water quality risks. For example, the use of deterministic values to model upstream stormflows instead of representative variations in prestorm flow and runoff may substantially overestimate the proportion of highway runoff in downstream flows. Also, the risks for total phosphorus excursions are substantially affected by the selected criteria and the modeling methods used. For example, if a single deterministic concentration is used rather than a stochastic population of values to model upstream concentrations, then the percentage of water quality excursions in the downstream receiving waters may depend entirely on the selected upstream concentration.

Precision production: enabling deterministic throughput for precision aspheres with MRF

NASA Astrophysics Data System (ADS)

Maloney, Chris; Entezarian, Navid; Dumas, Paul

2017-10-01

Aspherical lenses offer advantages over spherical optics by improving image quality or reducing the number of elements necessary in an optical system. Aspheres are no longer being used exclusively by high-end optical systems but are now replacing spherical optics in many applications. The need for a method of production-manufacturing of precision aspheres has emerged and is part of the reason that the optics industry is shifting away from artisan-based techniques towards more deterministic methods. Not only does Magnetorheological Finishing (MRF) empower deterministic figure correction for the most demanding aspheres but it also enables deterministic and efficient throughput for series production of aspheres. The Q-flex MRF platform is designed to support batch production in a simple and user friendly manner. Thorlabs routinely utilizes the advancements of this platform and has provided results from using MRF to finish a batch of aspheres as a case study. We have developed an analysis notebook to evaluate necessary specifications for implementing quality control metrics. MRF brings confidence to optical manufacturing by ensuring high throughput for batch processing of aspheres.

Cognitive Diagnostic Analysis Using Hierarchically Structured Skills

ERIC Educational Resources Information Center

Su, Yu-Lan

2013-01-01

This dissertation proposes two modified cognitive diagnostic models (CDMs), the deterministic, inputs, noisy, "and" gate with hierarchy (DINA-H) model and the deterministic, inputs, noisy, "or" gate with hierarchy (DINO-H) model. Both models incorporate the hierarchical structures of the cognitive skills in the model estimation…

Dynamics of stochastic SEIS epidemic model with varying population size

NASA Astrophysics Data System (ADS)

Liu, Jiamin; Wei, Fengying

2016-12-01

We introduce the stochasticity into a deterministic model which has state variables susceptible-exposed-infected with varying population size in this paper. The infected individuals could return into susceptible compartment after recovering. We show that the stochastic model possesses a unique global solution under building up a suitable Lyapunov function and using generalized Itô's formula. The densities of the exposed and infected tend to extinction when some conditions are being valid. Moreover, the conditions of persistence to a global solution are derived when the parameters are subject to some simple criteria. The stochastic model admits a stationary distribution around the endemic equilibrium, which means that the disease will prevail. To check the validity of the main results, numerical simulations are demonstrated as end of this contribution.

Simple dynamical models capturing the key features of the Central Pacific El Niño.

PubMed

Chen, Nan; Majda, Andrew J

2016-10-18

The Central Pacific El Niño (CP El Niño) has been frequently observed in recent decades. The phenomenon is characterized by an anomalous warm sea surface temperature (SST) confined to the central Pacific and has different teleconnections from the traditional El Niño. Here, simple models are developed and shown to capture the key mechanisms of the CP El Niño. The starting model involves coupled atmosphere-ocean processes that are deterministic, linear, and stable. Then, systematic strategies are developed for incorporating several major mechanisms of the CP El Niño into the coupled system. First, simple nonlinear zonal advection with no ad hoc parameterization of the background SST gradient is introduced that creates coupled nonlinear advective modes of the SST. Secondly, due to the recent multidecadal strengthening of the easterly trade wind, a stochastic parameterization of the wind bursts including a mean easterly trade wind anomaly is coupled to the simple atmosphere-ocean processes. Effective stochastic noise in the wind burst model facilitates the intermittent occurrence of the CP El Niño with realistic amplitude and duration. In addition to the anomalous warm SST in the central Pacific, other major features of the CP El Niño such as the rising branch of the anomalous Walker circulation being shifted to the central Pacific and the eastern Pacific cooling with a shallow thermocline are all captured by this simple coupled model. Importantly, the coupled model succeeds in simulating a series of CP El Niño that lasts for 5 y, which resembles the two CP El Niño episodes during 1990-1995 and 2002-2006.

Discrete-State Stochastic Models of Calcium-Regulated Calcium Influx and Subspace Dynamics Are Not Well-Approximated by ODEs That Neglect Concentration Fluctuations

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2012-01-01

Cardiac myocyte calcium signaling is often modeled using deterministic ordinary differential equations (ODEs) and mass-action kinetics. However, spatially restricted “domains” associated with calcium influx are small enough (e.g., 10−17 liters) that local signaling may involve 1–100 calcium ions. Is it appropriate to model the dynamics of subspace calcium using deterministic ODEs or, alternatively, do we require stochastic descriptions that account for the fundamentally discrete nature of these local calcium signals? To address this question, we constructed a minimal Markov model of a calcium-regulated calcium channel and associated subspace. We compared the expected value of fluctuating subspace calcium concentration (a result that accounts for the small subspace volume) with the corresponding deterministic model (an approximation that assumes large system size). When subspace calcium did not regulate calcium influx, the deterministic and stochastic descriptions agreed. However, when calcium binding altered channel activity in the model, the continuous deterministic description often deviated significantly from the discrete stochastic model, unless the subspace volume is unrealistically large and/or the kinetics of the calcium binding are sufficiently fast. This principle was also demonstrated using a physiologically realistic model of calmodulin regulation of L-type calcium channels introduced by Yue and coworkers. PMID:23509597

Daniell method for power spectral density estimation in atomic force microscopy

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

Labuda, Aleksander

An alternative method for power spectral density (PSD) estimation—the Daniell method—is revisited and compared to the most prevalent method used in the field of atomic force microscopy for quantifying cantilever thermal motion—the Bartlett method. Both methods are shown to underestimate the Q factor of a simple harmonic oscillator (SHO) by a predictable, and therefore correctable, amount in the absence of spurious deterministic noise sources. However, the Bartlett method is much more prone to spectral leakage which can obscure the thermal spectrum in the presence of deterministic noise. By the significant reduction in spectral leakage, the Daniell method leads to amore » more accurate representation of the true PSD and enables clear identification and rejection of deterministic noise peaks. This benefit is especially valuable for the development of automated PSD fitting algorithms for robust and accurate estimation of SHO parameters from a thermal spectrum.« less

Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

NASA Astrophysics Data System (ADS)

Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

2017-08-01

The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

Bubbles, shocks and elementary technical trading strategies

NASA Astrophysics Data System (ADS)

Fry, John

2014-01-01

In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, shocks and elementary technical trading strategies in financial markets. Markets operate by balancing intrinsic levels of risk and return. This seemingly simple observation is commonly over-looked by academics and practitioners alike. Our model shares its origins in statistical physics with others. However, under our approach, changes in market regime can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. This structure leads to an improved physical and econometric model. We develop models for bubbles, shocks and elementary technical trading strategies. The list of empirical applications is both interesting and topical and includes real-estate bubbles and the on-going Eurozone crisis. We close by comparing the results of our model with purely qualitative findings from the finance literature.

Noise effects in nonlinear biochemical signaling

NASA Astrophysics Data System (ADS)

Bostani, Neda; Kessler, David A.; Shnerb, Nadav M.; Rappel, Wouter-Jan; Levine, Herbert

2012-01-01

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it is a priori obvious that this approximation can violate physical constraints, such as the positivity of chemical concentrations. Here, we show that even when such nonphysical fluctuations are rare, an exact solution of the Gaussian model shows that the model can yield unphysical results. This is done in the context of a simple incoherent-feedforward model which exhibits perfect adaptation in the deterministic limit. We show how one can use the natural separation of time scales in this model to yield an approximate model, that is analytically solvable, including its dynamical response to an environmental change. Alternatively, one can employ a cutoff procedure to regularize the Gaussian result.

Effective Biot theory and its generalization to poroviscoelastic models

NASA Astrophysics Data System (ADS)

Liu, Xu; Greenhalgh, Stewart; Zhou, Bing; Greenhalgh, Mark

2018-02-01

A method is suggested to express the effective bulk modulus of the solid frame of a poroelastic material as a function of the saturated bulk modulus. This method enables effective Biot theory to be described through the use of seismic dispersion measurements or other models developed for the effective saturated bulk modulus. The effective Biot theory is generalized to a poroviscoelastic model of which the moduli are represented by the relaxation functions of the generalized fractional Zener model. The latter covers the general Zener and the Cole-Cole models as special cases. A global search method is described to determine the parameters of the relaxation functions, and a simple deterministic method is also developed to find the defining parameters of the single Cole-Cole model. These methods enable poroviscoelastic models to be constructed, which are based on measured seismic attenuation functions, and ensure that the model dispersion characteristics match the observations.

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

Improving ground-penetrating radar data in sedimentary rocks using deterministic deconvolution

USGS Publications Warehouse

Xia, J.; Franseen, E.K.; Miller, R.D.; Weis, T.V.; Byrnes, A.P.

2003-01-01

Resolution is key to confidently identifying unique geologic features using ground-penetrating radar (GPR) data. Source wavelet "ringing" (related to bandwidth) in a GPR section limits resolution because of wavelet interference, and can smear reflections in time and/or space. The resultant potential for misinterpretation limits the usefulness of GPR. Deconvolution offers the ability to compress the source wavelet and improve temporal resolution. Unlike statistical deconvolution, deterministic deconvolution is mathematically simple and stable while providing the highest possible resolution because it uses the source wavelet unique to the specific radar equipment. Source wavelets generated in, transmitted through and acquired from air allow successful application of deterministic approaches to wavelet suppression. We demonstrate the validity of using a source wavelet acquired in air as the operator for deterministic deconvolution in a field application using "400-MHz" antennas at a quarry site characterized by interbedded carbonates with shale partings. We collected GPR data on a bench adjacent to cleanly exposed quarry faces in which we placed conductive rods to provide conclusive groundtruth for this approach to deconvolution. The best deconvolution results, which are confirmed by the conductive rods for the 400-MHz antenna tests, were observed for wavelets acquired when the transmitter and receiver were separated by 0.3 m. Applying deterministic deconvolution to GPR data collected in sedimentary strata at our study site resulted in an improvement in resolution (50%) and improved spatial location (0.10-0.15 m) of geologic features compared to the same data processed without deterministic deconvolution. The effectiveness of deterministic deconvolution for increased resolution and spatial accuracy of specific geologic features is further demonstrated by comparing results of deconvolved data with nondeconvolved data acquired along a 30-m transect immediately adjacent to a fresh quarry face. The results at this site support using deterministic deconvolution, which incorporates the GPR instrument's unique source wavelet, as a standard part of routine GPR data processing. ?? 2003 Elsevier B.V. All rights reserved.

The Nonstationary Dynamics of Fitness Distributions: Asexual Model with Epistasis and Standing Variation

PubMed Central

Martin, Guillaume; Roques, Lionel

2016-01-01

Various models describe asexual evolution by mutation, selection, and drift. Some focus directly on fitness, typically modeling drift but ignoring or simplifying both epistasis and the distribution of mutation effects (traveling wave models). Others follow the dynamics of quantitative traits determining fitness (Fisher’s geometric model), imposing a complex but fixed form of mutation effects and epistasis, and often ignoring drift. In all cases, predictions are typically obtained in high or low mutation rate limits and for long-term stationary regimes, thus losing information on transient behaviors and the effect of initial conditions. Here, we connect fitness-based and trait-based models into a single framework, and seek explicit solutions even away from stationarity. The expected fitness distribution is followed over time via its cumulant generating function, using a deterministic approximation that neglects drift. In several cases, explicit trajectories for the full fitness distribution are obtained for arbitrary mutation rates and standing variance. For nonepistatic mutations, especially with beneficial mutations, this approximation fails over the long term but captures the early dynamics, thus complementing stationary stochastic predictions. The approximation also handles several diminishing returns epistasis models (e.g., with an optimal genotype); it can be applied at and away from equilibrium. General results arise at equilibrium, where fitness distributions display a “phase transition” with mutation rate. Beyond this phase transition, in Fisher’s geometric model, the full trajectory of fitness and trait distributions takes a simple form; robust to the details of the mutant phenotype distribution. Analytical arguments are explored regarding why and when the deterministic approximation applies. PMID:27770037

Comparison of space radiation calculations for deterministic and Monte Carlo transport codes

NASA Astrophysics Data System (ADS)

Lin, Zi-Wei; Adams, James; Barghouty, Abdulnasser; Randeniya, Sharmalee; Tripathi, Ram; Watts, John; Yepes, Pablo

For space radiation protection of astronauts or electronic equipments, it is necessary to develop and use accurate radiation transport codes. Radiation transport codes include deterministic codes, such as HZETRN from NASA and UPROP from the Naval Research Laboratory, and Monte Carlo codes such as FLUKA, the Geant4 toolkit and HETC-HEDS. The deterministic codes and Monte Carlo codes complement each other in that deterministic codes are very fast while Monte Carlo codes are more elaborate. Therefore it is important to investigate how well the results of deterministic codes compare with those of Monte Carlo transport codes and where they differ. In this study we evaluate these different codes in their space radiation applications by comparing their output results in the same given space radiation environments, shielding geometry and material. Typical space radiation environments such as the 1977 solar minimum galactic cosmic ray environment are used as the well-defined input, and simple geometries made of aluminum, water and/or polyethylene are used to represent the shielding material. We then compare various outputs of these codes, such as the dose-depth curves and the flux spectra of different fragments and other secondary particles. These comparisons enable us to learn more about the main differences between these space radiation transport codes. At the same time, they help us to learn the qualitative and quantitative features that these transport codes have in common.

Seasonal Synchronization of a Simple Stochastic Dynamical Model Capturing El Niño Diversity

NASA Astrophysics Data System (ADS)

Thual, S.; Majda, A.; Chen, N.

2017-12-01

The El Niño-Southern Oscillation (ENSO) has significant impact on global climate and seasonal prediction. Recently, a simple ENSO model was developed that automatically captures the ENSO diversity and intermittency in nature, where state-dependent stochastic wind bursts and nonlinear advection of sea surface temperature (SST) are coupled to simple ocean-atmosphere processes that are otherwise deterministic, linear and stable. In the present article, it is further shown that the model can reproduce qualitatively the ENSO synchronization (or phase-locking) to the seasonal cycle in nature. This goal is achieved by incorporating a cloud radiative feedback that is derived naturally from the model's atmosphere dynamics with no ad-hoc assumptions and accounts in simple fashion for the marked seasonal variations of convective activity and cloud cover in the eastern Pacific. In particular, the weak convective response to SSTs in boreal fall favors the eastern Pacific warming that triggers El Niño events while the increased convective activity and cloud cover during the following spring contributes to the shutdown of those events by blocking incoming shortwave solar radiations. In addition to simulating the ENSO diversity with realistic non-Gaussian statistics in different Niño regions, both the eastern Pacific moderate and super El Niño, the central Pacific El Niño as well as La Niña show a realistic chronology with a tendency to peak in boreal winter as well as decreased predictability in spring consistent with the persistence barrier in nature. The incorporation of other possible seasonal feedbacks in the model is also documented for completeness.

Cross-talk between Rho and Rac GTPases drives deterministic exploration of cellular shape space and morphological heterogeneity.

PubMed

Sailem, Heba; Bousgouni, Vicky; Cooper, Sam; Bakal, Chris

2014-01-22

One goal of cell biology is to understand how cells adopt different shapes in response to varying environmental and cellular conditions. Achieving a comprehensive understanding of the relationship between cell shape and environment requires a systems-level understanding of the signalling networks that respond to external cues and regulate the cytoskeleton. Classical biochemical and genetic approaches have identified thousands of individual components that contribute to cell shape, but it remains difficult to predict how cell shape is generated by the activity of these components using bottom-up approaches because of the complex nature of their interactions in space and time. Here, we describe the regulation of cellular shape by signalling systems using a top-down approach. We first exploit the shape diversity generated by systematic RNAi screening and comprehensively define the shape space a migratory cell explores. We suggest a simple Boolean model involving the activation of Rac and Rho GTPases in two compartments to explain the basis for all cell shapes in the dataset. Critically, we also generate a probabilistic graphical model to show how cells explore this space in a deterministic, rather than a stochastic, fashion. We validate the predictions made by our model using live-cell imaging. Our work explains how cross-talk between Rho and Rac can generate different cell shapes, and thus morphological heterogeneity, in genetically identical populations.

Understanding the persistence of measles: reconciling theory, simulation and observation.

PubMed Central

Keeling, Matt J; Grenfell, Bryan T

2002-01-01

Ever since the pattern of localized extinction associated with measles was discovered by Bartlett in 1957, many models have been developed in an attempt to reproduce this phenomenon. Recently, the use of constant infectious and incubation periods, rather than the more convenient exponential forms, has been presented as a simple means of obtaining realistic persistence levels. However, this result appears at odds with rigorous mathematical theory; here we reconcile these differences. Using a deterministic approach, we parameterize a variety of models to fit the observed biennial attractor, thus determining the level of seasonality by the choice of model. We can then compare fairly the persistence of the stochastic versions of these models, using the 'best-fit' parameters. Finally, we consider the differences between the observed fade-out pattern and the more theoretically appealing 'first passage time'. PMID:11886620

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

Nour, Ali, E-mail: ali.nour@polymtl.ca; Hydro Quebec, Montreal, Quebec, H2L 4P5; Massicotte, Bruno

This study is aimed at proposing a simple analytical model to investigate the post-cracking behaviour of FRC panels, using an arbitrary tension softening, stress crack opening diagram, as the input. A new relationship that links the crack opening to the panel deflection is proposed. Due to the stochastic nature of material properties, the random fibre distribution, and other uncertainties that are involved in concrete mix, this relationship is developed from the analysis of beams having the same thickness using the Monte Carlo simulation (MCS) technique. The softening diagrams obtained from direct tensile tests are used as the input for themore » calculation, in a deterministic way, of the mean load displacement response of round panels. A good agreement is found between the model predictions and the experimental results.« less

An optimal policy for deteriorating items with time-proportional deterioration rate and constant and time-dependent linear demand rate

NASA Astrophysics Data System (ADS)

Singh, Trailokyanath; Mishra, Pandit Jagatananda; Pattanayak, Hadibandhu

2017-12-01

In this paper, an economic order quantity (EOQ) inventory model for a deteriorating item is developed with the following characteristics: (i) The demand rate is deterministic and two-staged, i.e., it is constant in first part of the cycle and linear function of time in the second part. (ii) Deterioration rate is time-proportional. (iii) Shortages are not allowed to occur. The optimal cycle time and the optimal order quantity have been derived by minimizing the total average cost. A simple solution procedure is provided to illustrate the proposed model. The article concludes with a numerical example and sensitivity analysis of various parameters as illustrations of the theoretical results.

The dual reading of general conditionals: The influence of abstract versus concrete contexts.

PubMed

Wang, Moyun; Yao, Xinyun

2018-04-01

A current main issue on conditionals is whether the meaning of general conditionals (e.g., If a card is red, then it is round) is deterministic (exceptionless) or probabilistic (exception-tolerating). In order to resolve the issue, two experiments examined the influence of conditional contexts (with vs. without frequency information of truth table cases) on the reading of general conditionals. Experiment 1 examined the direct reading of general conditionals in the possibility judgment task. Experiment 2 examined the indirect reading of general conditionals in the truth judgment task. It was found that both the direct and indirect reading of general conditionals exhibited the duality: the predominant deterministic semantic reading of conditionals without frequency information, and the predominant probabilistic pragmatic reading of conditionals with frequency information. The context of general conditionals determined the predominant reading of general conditionals. There were obvious individual differences in reading general conditionals with frequency information. The meaning of general conditionals is relative, depending on conditional contexts. The reading of general conditionals is flexible and complex so that no simple deterministic and probabilistic accounts are able to explain it. The present findings are beyond the extant deterministic and probabilistic accounts of conditionals.

Plenary: Progress in Regional Landslide Hazard Assessment—Examples from the USA

USGS Publications Warehouse

Baum, Rex L.; Schulz, William; Brien, Dianne L.; Burns, William J.; Reid, Mark E.; Godt, Jonathan W.

2014-01-01

Landslide hazard assessment at local and regional scales contributes to mitigation of landslides in developing and densely populated areas by providing information for (1) land development and redevelopment plans and regulations, (2) emergency preparedness plans, and (3) economic analysis to (a) set priorities for engineered mitigation projects and (b) define areas of similar levels of hazard for insurance purposes. US Geological Survey (USGS) research on landslide hazard assessment has explored a range of methods that can be used to estimate temporal and spatial landslide potential and probability for various scales and purposes. Cases taken primarily from our work in the U.S. Pacific Northwest illustrate and compare a sampling of methods, approaches, and progress. For example, landform mapping using high-resolution topographic data resulted in identification of about four times more landslides in Seattle, Washington, than previous efforts using aerial photography. Susceptibility classes based on the landforms captured 93 % of all historical landslides (all types) throughout the city. A deterministic model for rainfall infiltration and shallow landslide initiation, TRIGRS, was able to identify locations of 92 % of historical shallow landslides in southwest Seattle. The potentially unstable areas identified by TRIGRS occupied only 26 % of the slope areas steeper than 20°. Addition of an unsaturated infiltration model to TRIGRS expands the applicability of the model to areas of highly permeable soils. Replacement of the single cell, 1D factor of safety with a simple 3D method of columns improves accuracy of factor of safety predictions for both saturated and unsaturated infiltration models. A 3D deterministic model for large, deep landslides, SCOOPS, combined with a three-dimensional model for groundwater flow, successfully predicted instability in steep areas of permeable outwash sand and topographic reentrants. These locations are consistent with locations of large, deep, historically active landslides. For an area in Seattle, a composite of the three maps illustrates how maps produced by different approaches might be combined to assess overall landslide potential. Examples from Oregon, USA, illustrate how landform mapping and deterministic analysis for shallow landslide potential have been adapted into standardized methods for efficiently producing detailed landslide inventory and shallow landslide susceptibility maps that have consistent content and format statewide.

Realistic Simulation for Body Area and Body-To-Body Networks

PubMed Central

Alam, Muhammad Mahtab; Ben Hamida, Elyes; Ben Arbia, Dhafer; Maman, Mickael; Mani, Francesco; Denis, Benoit; D’Errico, Raffaele

2016-01-01

In this paper, we present an accurate and realistic simulation for body area networks (BAN) and body-to-body networks (BBN) using deterministic and semi-deterministic approaches. First, in the semi-deterministic approach, a real-time measurement campaign is performed, which is further characterized through statistical analysis. It is able to generate link-correlated and time-varying realistic traces (i.e., with consistent mobility patterns) for on-body and body-to-body shadowing and fading, including body orientations and rotations, by means of stochastic channel models. The full deterministic approach is particularly targeted to enhance IEEE 802.15.6 proposed channel models by introducing space and time variations (i.e., dynamic distances) through biomechanical modeling. In addition, it helps to accurately model the radio link by identifying the link types and corresponding path loss factors for line of sight (LOS) and non-line of sight (NLOS). This approach is particularly important for links that vary over time due to mobility. It is also important to add that the communication and protocol stack, including the physical (PHY), medium access control (MAC) and networking models, is developed for BAN and BBN, and the IEEE 802.15.6 compliance standard is provided as a benchmark for future research works of the community. Finally, the two approaches are compared in terms of the successful packet delivery ratio, packet delay and energy efficiency. The results show that the semi-deterministic approach is the best option; however, for the diversity of the mobility patterns and scenarios applicable, biomechanical modeling and the deterministic approach are better choices. PMID:27104537

Realistic Simulation for Body Area and Body-To-Body Networks.

PubMed

Alam, Muhammad Mahtab; Ben Hamida, Elyes; Ben Arbia, Dhafer; Maman, Mickael; Mani, Francesco; Denis, Benoit; D'Errico, Raffaele

2016-04-20

In this paper, we present an accurate and realistic simulation for body area networks (BAN) and body-to-body networks (BBN) using deterministic and semi-deterministic approaches. First, in the semi-deterministic approach, a real-time measurement campaign is performed, which is further characterized through statistical analysis. It is able to generate link-correlated and time-varying realistic traces (i.e., with consistent mobility patterns) for on-body and body-to-body shadowing and fading, including body orientations and rotations, by means of stochastic channel models. The full deterministic approach is particularly targeted to enhance IEEE 802.15.6 proposed channel models by introducing space and time variations (i.e., dynamic distances) through biomechanical modeling. In addition, it helps to accurately model the radio link by identifying the link types and corresponding path loss factors for line of sight (LOS) and non-line of sight (NLOS). This approach is particularly important for links that vary over time due to mobility. It is also important to add that the communication and protocol stack, including the physical (PHY), medium access control (MAC) and networking models, is developed for BAN and BBN, and the IEEE 802.15.6 compliance standard is provided as a benchmark for future research works of the community. Finally, the two approaches are compared in terms of the successful packet delivery ratio, packet delay and energy efficiency. The results show that the semi-deterministic approach is the best option; however, for the diversity of the mobility patterns and scenarios applicable, biomechanical modeling and the deterministic approach are better choices.

INTEGRATED PROBABILISTIC AND DETERMINISTIC MODELING TECHNIQUES IN ESTIMATING EXPOSURE TO WATER-BORNE CONTAMINANTS: PART 2 PHARMACOKINETIC MODELING

EPA Science Inventory

The Total Exposure Model (TEM) uses deterministic and stochastic methods to estimate the exposure of a person performing daily activities of eating, drinking, showering, and bathing. There were 250 time histories generated, by subject with activities, for the three exposure ro...

Atmospheric Downscaling using Genetic Programming

NASA Astrophysics Data System (ADS)

Zerenner, Tanja; Venema, Victor; Simmer, Clemens

2013-04-01

Coupling models for the different components of the Soil-Vegetation-Atmosphere-System requires up-and downscaling procedures. Subject of our work is the downscaling scheme used to derive high resolution forcing data for land-surface and subsurface models from coarser atmospheric model output. The current downscaling scheme [Schomburg et. al. 2010, 2012] combines a bi-quadratic spline interpolation, deterministic rules and autoregressive noise. For the development of the scheme, training and validation data sets have been created by carrying out high-resolution runs of the atmospheric model. The deterministic rules in this scheme are partly based on known physical relations and partly determined by an automated search for linear relationships between the high resolution fields of the atmospheric model output and high resolution data on surface characteristics. Up to now deterministic rules are available for downscaling surface pressure and partially, depending on the prevailing weather conditions, for near surface temperature and radiation. Aim of our work is to improve those rules and to find deterministic rules for the remaining variables, which require downscaling, e.g. precipitation or near surface specifc humidity. To accomplish that, we broaden the search by allowing for interdependencies between different atmospheric parameters, non-linear relations, non-local and time-lagged relations. To cope with the vast number of possible solutions, we use genetic programming, a method from machine learning, which is based on the principles of natural evolution. We are currently working with GPLAB, a Genetic Programming toolbox for Matlab. At first we have tested the GP system to retrieve the known physical rule for downscaling surface pressure, i.e. the hydrostatic equation, from our training data. We have found this to be a simple task to the GP system. Furthermore we have improved accuracy and efficiency of the GP solution by implementing constant variation and optimization as genetic operators. Next we have worked on an improvement of the downscaling rule for the two-meter-temperature. We have added an if-function with four input arguments to the function set. Since this has shown to increase bloat we have additionally modified our fitness function by including penalty terms for both the size of the solutions and the number intron nodes, i.e program parts that are never evaluated. Starting from the known downscaling rule for the two-meter temperature, which linearly exploits the orography anomalies allowed or disallowed by a certain temperature gradient, our GP system has been able to find an improvement. The rule produced by the GP clearly shows a better performance concerning the reproduced small-scale variability.

Optimization Under Uncertainty of Site-Specific Turbine Configurations

NASA Astrophysics Data System (ADS)

Quick, J.; Dykes, K.; Graf, P.; Zahle, F.

2016-09-01

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. If there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtained with increasing risk aversion on the part of the designer.

A data-driven model for influenza transmission incorporating media effects.

PubMed

Mitchell, Lewis; Ross, Joshua V

2016-10-01

Numerous studies have attempted to model the effect of mass media on the transmission of diseases such as influenza; however, quantitative data on media engagement has until recently been difficult to obtain. With the recent explosion of 'big data' coming from online social media and the like, large volumes of data on a population's engagement with mass media during an epidemic are becoming available to researchers. In this study, we combine an online dataset comprising millions of shared messages relating to influenza with traditional surveillance data on flu activity to suggest a functional form for the relationship between the two. Using this data, we present a simple deterministic model for influenza dynamics incorporating media effects, and show that such a model helps explain the dynamics of historical influenza outbreaks. Furthermore, through model selection we show that the proposed media function fits historical data better than other media functions proposed in earlier studies.

A model for seasonal phytoplankton blooms.

PubMed

Huppert, Amit; Blasius, Bernd; Olinky, Ronen; Stone, Lewi

2005-10-07

We analyse a generic bottom-up nutrient phytoplankton model to help understand the dynamics of seasonally recurring algae blooms. The deterministic model displays a wide spectrum of dynamical behaviours, from simple cyclical blooms which trigger annually, to irregular chaotic blooms in which both the time between outbreaks and their magnitudes are erratic. Unusually, despite the persistent seasonal forcing, it is extremely difficult to generate blooms that are both annually recurring and also chaotic or irregular (i.e. in amplitude) even though this characterizes many real time-series. Instead the model has a tendency to 'skip' with outbreaks often being suppressed from 1 year to the next. This behaviour is studied in detail and we develop analytical expressions to describe the model's flow in phase space, yielding insights into the mechanism of the bloom recurrence. We also discuss how modifications to the equations through the inclusion of appropriate functional forms can generate more realistic dynamics.

Roles of factorial noise in inducing bimodal gene expression

NASA Astrophysics Data System (ADS)

Liu, Peijiang; Yuan, Zhanjiang; Huang, Lifang; Zhou, Tianshou

2015-06-01

Some gene regulatory systems can exhibit bimodal distributions of mRNA or protein although the deterministic counterparts are monostable. This noise-induced bimodality is an interesting phenomenon and has important biological implications, but it is unclear how different sources of expression noise (each source creates so-called factorial noise that is defined as a component of the total noise) contribute separately to this stochastic bimodality. Here we consider a minimal model of gene regulation, which is monostable in the deterministic case. Although simple, this system contains factorial noise of two main kinds: promoter noise due to switching between gene states and transcriptional (or translational) noise due to synthesis and degradation of mRNA (or protein). To better trace the roles of factorial noise in inducing bimodality, we also analyze two limit models, continuous and adiabatic approximations, apart from the exact model. We show that in the case of slow gene switching, the continuous model where only promoter noise is considered can exhibit bimodality; in the case of fast switching, the adiabatic model where only transcriptional or translational noise is considered can also exhibit bimodality but the exact model cannot; and in other cases, both promoter noise and transcriptional or translational noise can cooperatively induce bimodality. Since slow gene switching and large protein copy numbers are characteristics of eukaryotic cells, whereas fast gene switching and small protein copy numbers are characteristics of prokaryotic cells, we infer that eukaryotic stochastic bimodality is induced mainly by promoter noise, whereas prokaryotic stochastic bimodality is induced primarily by transcriptional or translational noise.

New Tools to Prepare ACE Cross-section Files for MCNP Analytic Test Problems

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

Brown, Forrest B.

Monte Carlo calculations using one-group cross sections, multigroup cross sections, or simple continuous energy cross sections are often used to: (1) verify production codes against known analytical solutions, (2) verify new methods and algorithms that do not involve detailed collision physics, (3) compare Monte Carlo calculation methods with deterministic methods, and (4) teach fundamentals to students. In this work we describe 2 new tools for preparing the ACE cross-section files to be used by MCNP ® for these analytic test problems, simple_ace.pl and simple_ace_mg.pl.

Using stochastic models to incorporate spatial and temporal variability [Exercise 14

Treesearch

Carolyn Hull Sieg; Rudy M. King; Fred Van Dyke

2003-01-01

To this point, our analysis of population processes and viability in the western prairie fringed orchid has used only deterministic models. In this exercise, we conduct a similar analysis, using a stochastic model instead. This distinction is of great importance to population biology in general and to conservation biology in particular. In deterministic models,...

Stochastic and deterministic models for agricultural production networks.

PubMed

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

2007-07-01

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

A systems approach to college drinking: development of a deterministic model for testing alcohol control policies.

PubMed

Scribner, Richard; Ackleh, Azmy S; Fitzpatrick, Ben G; Jacquez, Geoffrey; Thibodeaux, Jeremy J; Rommel, Robert; Simonsen, Neal

2009-09-01

The misuse and abuse of alcohol among college students remain persistent problems. Using a systems approach to understand the dynamics of student drinking behavior and thus forecasting the impact of campus policy to address the problem represents a novel approach. Toward this end, the successful development of a predictive mathematical model of college drinking would represent a significant advance for prevention efforts. A deterministic, compartmental model of college drinking was developed, incorporating three processes: (1) individual factors, (2) social interactions, and (3) social norms. The model quantifies these processes in terms of the movement of students between drinking compartments characterized by five styles of college drinking: abstainers, light drinkers, moderate drinkers, problem drinkers, and heavy episodic drinkers. Predictions from the model were first compared with actual campus-level data and then used to predict the effects of several simulated interventions to address heavy episodic drinking. First, the model provides a reasonable fit of actual drinking styles of students attending Social Norms Marketing Research Project campuses varying by "wetness" and by drinking styles of matriculating students. Second, the model predicts that a combination of simulated interventions targeting heavy episodic drinkers at a moderately "dry" campus would extinguish heavy episodic drinkers, replacing them with light and moderate drinkers. Instituting the same combination of simulated interventions at a moderately "wet" campus would result in only a moderate reduction in heavy episodic drinkers (i.e., 50% to 35%). A simple, five-state compartmental model adequately predicted the actual drinking patterns of students from a variety of campuses surveyed in the Social Norms Marketing Research Project study. The model predicted the impact on drinking patterns of several simulated interventions to address heavy episodic drinking on various types of campuses.

A Systems Approach to College Drinking: Development of a Deterministic Model for Testing Alcohol Control Policies*

PubMed Central

Scribner, Richard; Ackleh, Azmy S.; Fitzpatrick, Ben G.; Jacquez, Geoffrey; Thibodeaux, Jeremy J.; Rommel, Robert; Simonsen, Neal

2009-01-01

Objective: The misuse and abuse of alcohol among college students remain persistent problems. Using a systems approach to understand the dynamics of student drinking behavior and thus forecasting the impact of campus policy to address the problem represents a novel approach. Toward this end, the successful development of a predictive mathematical model of college drinking would represent a significant advance for prevention efforts. Method: A deterministic, compartmental model of college drinking was developed, incorporating three processes: (1) individual factors, (2) social interactions, and (3) social norms. The model quantifies these processes in terms of the movement of students between drinking compartments characterized by five styles of college drinking: abstainers, light drinkers, moderate drinkers, problem drinkers, and heavy episodic drinkers. Predictions from the model were first compared with actual campus-level data and then used to predict the effects of several simulated interventions to address heavy episodic drinking. Results: First, the model provides a reasonable fit of actual drinking styles of students attending Social Norms Marketing Research Project campuses varying by “wetness” and by drinking styles of matriculating students. Second, the model predicts that a combination of simulated interventions targeting heavy episodic drinkers at a moderately “dry” campus would extinguish heavy episodic drinkers, replacing them with light and moderate drinkers. Instituting the same combination of simulated interventions at a moderately “wet” campus would result in only a moderate reduction in heavy episodic drinkers (i.e., 50% to 35%). Conclusions: A simple, five-state compartmental model adequately predicted the actual drinking patterns of students from a variety of campuses surveyed in the Social Norms Marketing Research Project study. The model predicted the impact on drinking patterns of several simulated interventions to address heavy episodic drinking on various types of campuses. PMID:19737506

Enviromental influences on the {sup 137}Cs kinetics of the yellow-bellied turtle (Trachemys Scripta)

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

Peters, E.L.; Brisbin, L.I. Jr.

1996-02-01

Assessments of ecological risk require accurate predictions of contaminant dynamics in natural populations. However, simple deterministic models that assume constant uptake rates and elimination fractions may compromise both their ecological realism and their general application to animals with variable metabolism or diets. In particular, the temperature-dependent model of metabolic rates characteristic of ectotherms may lead to significant differences between observed and predicted contaminant kinetics. We examined the influence of a seasonally variable thermal environment on predicting the uptake and annual cycling of contaminants by ectotherms, using a temperature-dependent model of {sup 137}Cs kinetics in free-living yellow-bellied turtles, Trachemys scripta. Wemore » compared predictions from this model with those of deterministics negative exponential and flexibly shaped Richards sigmoidal models. Concentrations of {sup 137}Cs in a population if this species in Pond B, a radionuclide-contaminated nuclear reactor cooling reservoir, and {sup 137}Cs uptake by the uncontaminated turtles held captive in Pond B for 4 yr confirmed both the pattern of uptake and the equilibrium concentrations predicted by the temperature-dependent model. Almost 90% of the variance on the predicted time-integrated {sup 137}Cs concentration was explainable by linear relationships with model paramaters. The model was also relatively insensitive to uncertainties in the estimates of ambient temperature, suggesting that adequate estimates of temperature-dependent ingestion and elimination may require relatively few measurements of ambient conditions at sites of interest. Analyses of Richards sigmoidal models of {sup 137}Cs uptake indicated significant differences from a negative exponential trajectory in the 1st yr after the turtles` release into Pond B. 76 refs., 7 figs., 5 tabs.« less

Characterizing Uncertainty and Variability in PBPK Models ...

EPA Pesticide Factsheets

Mode-of-action based risk and safety assessments can rely upon tissue dosimetry estimates in animals and humans obtained from physiologically-based pharmacokinetic (PBPK) modeling. However, risk assessment also increasingly requires characterization of uncertainty and variability; such characterization for PBPK model predictions represents a continuing challenge to both modelers and users. Current practices show significant progress in specifying deterministic biological models and the non-deterministic (often statistical) models, estimating their parameters using diverse data sets from multiple sources, and using them to make predictions and characterize uncertainty and variability. The International Workshop on Uncertainty and Variability in PBPK Models, held Oct 31-Nov 2, 2006, sought to identify the state-of-the-science in this area and recommend priorities for research and changes in practice and implementation. For the short term, these include: (1) multidisciplinary teams to integrate deterministic and non-deterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through more complete documentation of the model structure(s) and parameter values, the results of sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include: (1) theoretic and practical methodological impro

Estimating the epidemic threshold on networks by deterministic connections

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

Li, Kezan, E-mail: lkzzr@sohu.com; Zhu, Guanghu; Fu, Xinchu

2014-12-15

For many epidemic networks some connections between nodes are treated as deterministic, while the remainder are random and have different connection probabilities. By applying spectral analysis to several constructed models, we find that one can estimate the epidemic thresholds of these networks by investigating information from only the deterministic connections. Nonetheless, in these models, generic nonuniform stochastic connections and heterogeneous community structure are also considered. The estimation of epidemic thresholds is achieved via inequalities with upper and lower bounds, which are found to be in very good agreement with numerical simulations. Since these deterministic connections are easier to detect thanmore » those stochastic connections, this work provides a feasible and effective method to estimate the epidemic thresholds in real epidemic networks.« less

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

The metastable zone width (MSZW) and the induction time, measured for a large sample (say>0.1 L) are reproducible and deterministic, while, for a small sample (say<1 mL), these values are irreproducible and stochastic. Such behaviors of MSZW and induction time were theoretically discussed both with stochastic and deterministic models. Equations for the distribution of stochastic MSZW and induction time were derived. The average values of stochastic MSZW and induction time both decreased with an increase in sample volume, while, the deterministic MSZW and induction time remained unchanged. Such different behaviors with variation in sample volume were explained in terms of detection sensitivity of crystallization events. The average values of MSZW and induction time in the stochastic model were compared with the deterministic MSZW and induction time, respectively. Literature data reported for paracetamol aqueous solution were explained theoretically with the presented models.

Failed rib region prediction in a human body model during crash events with precrash braking.

PubMed

Guleyupoglu, B; Koya, B; Barnard, R; Gayzik, F S

2018-02-28

The objective of this study is 2-fold. We used a validated human body finite element model to study the predicted chest injury (focusing on rib fracture as a function of element strain) based on varying levels of simulated precrash braking. Furthermore, we compare deterministic and probabilistic methods of rib injury prediction in the computational model. The Global Human Body Models Consortium (GHBMC) M50-O model was gravity settled in the driver position of a generic interior equipped with an advanced 3-point belt and airbag. Twelve cases were investigated with permutations for failure, precrash braking system, and crash severity. The severities used were median (17 kph), severe (34 kph), and New Car Assessment Program (NCAP; 56.4 kph). Cases with failure enabled removed rib cortical bone elements once 1.8% effective plastic strain was exceeded. Alternatively, a probabilistic framework found in the literature was used to predict rib failure. Both the probabilistic and deterministic methods take into consideration location (anterior, lateral, and posterior). The deterministic method is based on a rubric that defines failed rib regions dependent on a threshold for contiguous failed elements. The probabilistic method depends on age-based strain and failure functions. Kinematics between both methods were similar (peak max deviation: ΔX head = 17 mm; ΔZ head = 4 mm; ΔX thorax = 5 mm; ΔZ thorax = 1 mm). Seat belt forces at the time of probabilistic failed region initiation were lower than those at deterministic failed region initiation. The probabilistic method for rib fracture predicted more failed regions in the rib (an analog for fracture) than the deterministic method in all but 1 case where they were equal. The failed region patterns between models are similar; however, there are differences that arise due to stress reduced from element elimination that cause probabilistic failed regions to continue to rise after no deterministic failed region would be predicted. Both the probabilistic and deterministic methods indicate similar trends with regards to the effect of precrash braking; however, there are tradeoffs. The deterministic failed region method is more spatially sensitive to failure and is more sensitive to belt loads. The probabilistic failed region method allows for increased capability in postprocessing with respect to age. The probabilistic failed region method predicted more failed regions than the deterministic failed region method due to force distribution differences.

Deterministic Bragg Coherent Diffraction Imaging.

PubMed

Pavlov, Konstantin M; Punegov, Vasily I; Morgan, Kaye S; Schmalz, Gerd; Paganin, David M

2017-04-25

A deterministic variant of Bragg Coherent Diffraction Imaging is introduced in its kinematical approximation, for X-ray scattering from an imperfect crystal whose imperfections span no more than half of the volume of the crystal. This approach provides a unique analytical reconstruction of the object's structure factor and displacement fields from the 3D diffracted intensity distribution centred around any particular reciprocal lattice vector. The simple closed-form reconstruction algorithm, which requires only one multiplication and one Fourier transformation, is not restricted by assumptions of smallness of the displacement field. The algorithm performs well in simulations incorporating a variety of conditions, including both realistic levels of noise and departures from ideality in the reference (i.e. imperfection-free) part of the crystal.

Negotiating Multicollinearity with Spike-and-Slab Priors.

PubMed

Ročková, Veronika; George, Edward I

2014-08-01

In multiple regression under the normal linear model, the presence of multicollinearity is well known to lead to unreliable and unstable maximum likelihood estimates. This can be particularly troublesome for the problem of variable selection where it becomes more difficult to distinguish between subset models. Here we show how adding a spike-and-slab prior mitigates this difficulty by filtering the likelihood surface into a posterior distribution that allocates the relevant likelihood information to each of the subset model modes. For identification of promising high posterior models in this setting, we consider three EM algorithms, the fast closed form EMVS version of Rockova and George (2014) and two new versions designed for variants of the spike-and-slab formulation. For a multimodal posterior under multicollinearity, we compare the regions of convergence of these three algorithms. Deterministic annealing versions of the EMVS algorithm are seen to substantially mitigate this multimodality. A single simple running example is used for illustration throughout.

Automatic mesh adaptivity for hybrid Monte Carlo/deterministic neutronics modeling of difficult shielding problems

DOE PAGES

Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; ...

2015-06-30

The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as muchmore » geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer.« less

Deterministic and stochastic models for middle east respiratory syndrome (MERS)

NASA Astrophysics Data System (ADS)

Suryani, Dessy Rizki; Zevika, Mona; Nuraini, Nuning

2018-03-01

World Health Organization (WHO) data stated that since September 2012, there were 1,733 cases of Middle East Respiratory Syndrome (MERS) with 628 death cases that occurred in 27 countries. MERS was first identified in Saudi Arabia in 2012 and the largest cases of MERS outside Saudi Arabia occurred in South Korea in 2015. MERS is a disease that attacks the respiratory system caused by infection of MERS-CoV. MERS-CoV transmission occurs directly through direct contact between infected individual with non-infected individual or indirectly through contaminated object by the free virus. Suspected, MERS can spread quickly because of the free virus in environment. Mathematical modeling is used to illustrate the transmission of MERS disease using deterministic model and stochastic model. Deterministic model is used to investigate the temporal dynamic from the system to analyze the steady state condition. Stochastic model approach using Continuous Time Markov Chain (CTMC) is used to predict the future states by using random variables. From the models that were built, the threshold value for deterministic models and stochastic models obtained in the same form and the probability of disease extinction can be computed by stochastic model. Simulations for both models using several of different parameters are shown, and the probability of disease extinction will be compared with several initial conditions.

An enhanced deterministic K-Means clustering algorithm for cancer subtype prediction from gene expression data.

PubMed

Nidheesh, N; Abdul Nazeer, K A; Ameer, P M

2017-12-01

Clustering algorithms with steps involving randomness usually give different results on different executions for the same dataset. This non-deterministic nature of algorithms such as the K-Means clustering algorithm limits their applicability in areas such as cancer subtype prediction using gene expression data. It is hard to sensibly compare the results of such algorithms with those of other algorithms. The non-deterministic nature of K-Means is due to its random selection of data points as initial centroids. We propose an improved, density based version of K-Means, which involves a novel and systematic method for selecting initial centroids. The key idea of the algorithm is to select data points which belong to dense regions and which are adequately separated in feature space as the initial centroids. We compared the proposed algorithm to a set of eleven widely used single clustering algorithms and a prominent ensemble clustering algorithm which is being used for cancer data classification, based on the performances on a set of datasets comprising ten cancer gene expression datasets. The proposed algorithm has shown better overall performance than the others. There is a pressing need in the Biomedical domain for simple, easy-to-use and more accurate Machine Learning tools for cancer subtype prediction. The proposed algorithm is simple, easy-to-use and gives stable results. Moreover, it provides comparatively better predictions of cancer subtypes from gene expression data. Copyright © 2017 Elsevier Ltd. All rights reserved.

Aspen succession in the Intermountain West: A deterministic model

Treesearch

Dale L. Bartos; Frederick R. Ward; George S. Innis

1983-01-01

A deterministic model of succession in aspen forests was developed using existing data and intuition. The degree of uncertainty, which was determined by allowing the parameter values to vary at random within limits, was larger than desired. This report presents results of an analysis of model sensitivity to changes in parameter values. These results have indicated...

Computing exponentially faster: implementing a non-deterministic universal Turing machine using DNA

PubMed Central

Currin, Andrew; Korovin, Konstantin; Ababi, Maria; Roper, Katherine; Kell, Douglas B.; Day, Philip J.

2017-01-01

The theory of computer science is based around universal Turing machines (UTMs): abstract machines able to execute all possible algorithms. Modern digital computers are physical embodiments of classical UTMs. For the most important class of problem in computer science, non-deterministic polynomial complete problems, non-deterministic UTMs (NUTMs) are theoretically exponentially faster than both classical UTMs and quantum mechanical UTMs (QUTMs). However, no attempt has previously been made to build an NUTM, and their construction has been regarded as impossible. Here, we demonstrate the first physical design of an NUTM. This design is based on Thue string rewriting systems, and thereby avoids the limitations of most previous DNA computing schemes: all the computation is local (simple edits to strings) so there is no need for communication, and there is no need to order operations. The design exploits DNA's ability to replicate to execute an exponential number of computational paths in P time. Each Thue rewriting step is embodied in a DNA edit implemented using a novel combination of polymerase chain reactions and site-directed mutagenesis. We demonstrate that the design works using both computational modelling and in vitro molecular biology experimentation: the design is thermodynamically favourable, microprogramming can be used to encode arbitrary Thue rules, all classes of Thue rule can be implemented, and non-deterministic rule implementation. In an NUTM, the resource limitation is space, which contrasts with classical UTMs and QUTMs where it is time. This fundamental difference enables an NUTM to trade space for time, which is significant for both theoretical computer science and physics. It is also of practical importance, for to quote Richard Feynman ‘there's plenty of room at the bottom’. This means that a desktop DNA NUTM could potentially utilize more processors than all the electronic computers in the world combined, and thereby outperform the world's current fastest supercomputer, while consuming a tiny fraction of its energy. PMID:28250099

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

A simple new filter for nonlinear high-dimensional data assimilation

NASA Astrophysics Data System (ADS)

Tödter, Julian; Kirchgessner, Paul; Ahrens, Bodo

2015-04-01

The ensemble Kalman filter (EnKF) and its deterministic variants, mostly square root filters such as the ensemble transform Kalman filter (ETKF), represent a popular alternative to variational data assimilation schemes and are applied in a wide range of operational and research activities. Their forecast step employs an ensemble integration that fully respects the nonlinear nature of the analyzed system. In the analysis step, they implicitly assume the prior state and observation errors to be Gaussian. Consequently, in nonlinear systems, the analysis mean and covariance are biased, and these filters remain suboptimal. In contrast, the fully nonlinear, non-Gaussian particle filter (PF) only relies on Bayes' theorem, which guarantees an exact asymptotic behavior, but because of the so-called curse of dimensionality it is exposed to weight collapse. This work shows how to obtain a new analysis ensemble whose mean and covariance exactly match the Bayesian estimates. This is achieved by a deterministic matrix square root transformation of the forecast ensemble, and subsequently a suitable random rotation that significantly contributes to filter stability while preserving the required second-order statistics. The forecast step remains as in the ETKF. The proposed algorithm, which is fairly easy to implement and computationally efficient, is referred to as the nonlinear ensemble transform filter (NETF). The properties and performance of the proposed algorithm are investigated via a set of Lorenz experiments. They indicate that such a filter formulation can increase the analysis quality, even for relatively small ensemble sizes, compared to other ensemble filters in nonlinear, non-Gaussian scenarios. Furthermore, localization enhances the potential applicability of this PF-inspired scheme in larger-dimensional systems. Finally, the novel algorithm is coupled to a large-scale ocean general circulation model. The NETF is stable, behaves reasonably and shows a good performance with a realistic ensemble size. The results confirm that, in principle, it can be applied successfully and as simple as the ETKF in high-dimensional problems without further modifications of the algorithm, even though it is only based on the particle weights. This proves that the suggested method constitutes a useful filter for nonlinear, high-dimensional data assimilation, and is able to overcome the curse of dimensionality even in deterministic systems.

Probabilistic eruption forecasting at short and long time scales

NASA Astrophysics Data System (ADS)

Marzocchi, Warner; Bebbington, Mark S.

2012-10-01

Any effective volcanic risk mitigation strategy requires a scientific assessment of the future evolution of a volcanic system and its eruptive behavior. Some consider the onus should be on volcanologists to provide simple but emphatic deterministic forecasts. This traditional way of thinking, however, does not deal with the implications of inherent uncertainties, both aleatoric and epistemic, that are inevitably present in observations, monitoring data, and interpretation of any natural system. In contrast to deterministic predictions, probabilistic eruption forecasting attempts to quantify these inherent uncertainties utilizing all available information to the extent that it can be relied upon and is informative. As with many other natural hazards, probabilistic eruption forecasting is becoming established as the primary scientific basis for planning rational risk mitigation actions: at short-term (hours to weeks or months), it allows decision-makers to prioritize actions in a crisis; and at long-term (years to decades), it is the basic component for land use and emergency planning. Probabilistic eruption forecasting consists of estimating the probability of an eruption event and where it sits in a complex multidimensional time-space-magnitude framework. In this review, we discuss the key developments and features of models that have been used to address the problem.

Criticality Calculations with MCNP6 - Practical Lectures

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

Brown, Forrest B.; Rising, Michael Evan; Alwin, Jennifer Louise

2016-11-29

These slides are used to teach MCNP (Monte Carlo N-Particle) usage to nuclear criticality safety analysts. The following are the lecture topics: course information, introduction, MCNP basics, criticality calculations, advanced geometry, tallies, adjoint-weighted tallies and sensitivities, physics and nuclear data, parameter studies, NCS validation I, NCS validation II, NCS validation III, case study 1 - solution tanks, case study 2 - fuel vault, case study 3 - B&W core, case study 4 - simple TRIGA, case study 5 - fissile mat. vault, criticality accident alarm systems. After completion of this course, you should be able to: Develop an input modelmore » for MCNP; Describe how cross section data impact Monte Carlo and deterministic codes; Describe the importance of validation of computer codes and how it is accomplished; Describe the methodology supporting Monte Carlo codes and deterministic codes; Describe pitfalls of Monte Carlo calculations; Discuss the strengths and weaknesses of Monte Carlo and Discrete Ordinants codes; The diffusion theory model is not strictly valid for treating fissile systems in which neutron absorption, voids, and/or material boundaries are present. In the context of these limitations, identify a fissile system for which a diffusion theory solution would be adequate.« less

Using proxies to explore ensemble uncertainty in climate impact studies: the example of air pollution

NASA Astrophysics Data System (ADS)

Lemaire, V. E. P.; Colette, A.; Menut, L.

2015-10-01

Because of its sensitivity to unfavorable weather patterns, air pollution is sensitive to climate change so that, in the future, a climate penalty could jeopardize the expected efficiency of air pollution mitigation measures. A common method to assess the impact of climate on air quality consists in implementing chemistry-transport models forced by climate projection. However, the computing cost of such method requires optimizing ensemble exploration techniques. By using a training dataset of deterministic projection of climate and air quality over Europe, we identified the main meteorological drivers of air quality for 8 regions in Europe and developed simple statistical models that could be used to predict air pollutant concentrations. The evolution of the key climate variables driving either particulate or gaseous pollution allows concluding on the robustness of the climate impact on air quality. The climate benefit for PM2.5 was confirmed -0.96 (±0.18), -1.00 (±0.37), -1.16 ± (0.23) μg m-3, for resp. Eastern Europe, Mid Europe and Northern Italy and for the Eastern Europe, France, Iberian Peninsula, Mid Europe and Northern Italy regions a climate penalty on ozone was identified 10.11 (±3.22), 8.23 (±2.06), 9.23 (±1.13), 6.41 (±2.14), 7.43 (±2.02) μg m-3. This technique also allows selecting a subset of relevant regional climate model members that should be used in priority for future deterministic projections.

Arctic Sea Ice: Trends, Stability and Variability

NASA Astrophysics Data System (ADS)

Moon, Woosok

A stochastic Arctic sea-ice model is derived and analyzed in detail to interpret the recent decay and associated variability of Arctic sea-ice under changes in greenhouse gas forcing widely referred to as global warming. The approach begins from a deterministic model of the heat flux balance through the air/sea/ice system, which uses observed monthly-averaged heat fluxes to drive a time evolution of sea-ice thickness. This model reproduces the observed seasonal cycle of the ice cover and it is to this that stochastic noise---representing high frequency variability---is introduced. The model takes the form of a single periodic non-autonomous stochastic ordinary differential equation. Following an introductory chapter, the two that follow focus principally on the properties of the deterministic model in order to identify the main properties governing the stability of the ice cover. In chapter 2 the underlying time-dependent solutions to the deterministic model are analyzed for their stability. It is found that the response time-scale of the system to perturbations is dominated by the destabilizing sea-ice albedo feedback, which is operative in the summer, and the stabilizing long wave radiative cooling of the ice surface, which is operative in the winter. This basic competition is found throughout the thesis to define the governing dynamics of the system. In particular, as greenhouse gas forcing increases, the sea-ice albedo feedback becomes more effective at destabilizing the system. Thus, any projections of the future state of Arctic sea-ice will depend sensitively on the treatment of the ice-albedo feedback. This in turn implies that the treatment a fractional ice cover as the ice areal extent changes rapidly, must be handled with the utmost care. In chapter 3, the idea of a two-season model, with just winter and summer, is revisited. By breaking the seasonal cycle up in this manner one can simplify the interpretation of the basic dynamics. Whereas in the fully time-dependent seasonal model one finds stable seasonal ice cover (vanishing in the summer but reappearing in the winter), in previous two-season models such a state could not be found. In this chapter the sufficient conditions are found for a stable seasonal ice cover, which reside in including a time variation in the shortwave radiance during summer. This provides a qualitative interpretation of the continuous and reversible shift from perennial to seasonally-varying states in the more complex deterministic model. In order to put the stochastic model into a realistic observational framework, in chapter 4, the analysis of daily satellite retrievals of ice albedo and ice extent is described. Both the basic statistics are examined and a new method, called multi-fractal temporally weighted detrended fluctuation analysis, is applied. Because the basic data are taken on daily time scales, the full fidelity of the retrieved data is accessed and we find time scales from days and weeks to seasonal and decadal. Importantly, the data show a white-noise structure on annual to biannual time scales and this provides the basis for using a Wiener process for the noise in the stochastic Arctic sea-ice model. In chapter 5 a generalized perturbation analysis of a non-autonomous stochastic differential equation is developed and then applied to interpreting the variability of Arctic sea-ice as greenhouse gas forcing increases. The resulting analytic expressions of the statistical moments provide insight into the transient and memory-delay effects associated with the basic competition in the system: the ice-albedo feedback and long wave radiative stabilization along with the asymmetry in the nonlinearity of the deterministic contributions to the model and the magnitude and structure of the stochastic noise. A systematic study of the impact of the noise structure, from additive to multiplicative, is undertaken in chapters 6 and 7. Finally, in chapter 8 the matter of including a fractional ice cover into a deterministic model is addressed. It is found that a simple but crucial mistake is made in one of the most widely used model schemes and this has a major impact given the important role of areal fraction in the ice-albedo feedback in such a model. The thesis is summarized in chapter 9.

Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?

NASA Astrophysics Data System (ADS)

Choustova, Olga

2007-02-01

We apply the mathematical formalism of Bohmian mechanics to describe dynamics of shares. The main distinguishing feature of the financial Bohmian model is the possibility to take into account market psychology by describing expectations of traders by the pilot wave. We also discuss some objections (coming from conventional financial mathematics of stochastic processes) against the deterministic Bohmian model. In particular, the objection that such a model contradicts to the efficient market hypothesis which is the cornerstone of the modern market ideology. Another objection is of pure mathematical nature: it is related to the quadratic variation of price trajectories. One possibility to reply to this critique is to consider the stochastic Bohm-Vigier model, instead of the deterministic one. We do this in the present note.

Optimization Under Uncertainty of Site-Specific Turbine Configurations

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

Quick, J.; Dykes, K.; Graf, P.

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. Lastly, if there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtainedmore » with increasing risk aversion on the part of the designer.« less

Optimization under Uncertainty of Site-Specific Turbine Configurations: Preprint

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

Quick, Julian; Dykes, Katherine; Graf, Peter

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. If there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtained withmore » increasing risk aversion on the part of the designer.« less

Optimization Under Uncertainty of Site-Specific Turbine Configurations

DOE PAGES

Quick, J.; Dykes, K.; Graf, P.; ...

2016-10-03

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. Lastly, if there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtainedmore » with increasing risk aversion on the part of the designer.« less

Tularosa Basin Play Fairway Analysis Data and Models

DOE Data Explorer

Nash, Greg

2017-07-11

This submission includes raster datasets for each layer of evidence used for weights of evidence analysis as well as the deterministic play fairway analysis (PFA). Data representative of heat, permeability and groundwater comprises some of the raster datasets. Additionally, the final deterministic PFA model is provided along with a certainty model. All of these datasets are best used with an ArcGIS software package, specifically Spatial Data Modeler.

A verification strategy for web services composition using enhanced stacked automata model.

PubMed

Nagamouttou, Danapaquiame; Egambaram, Ilavarasan; Krishnan, Muthumanickam; Narasingam, Poonkuzhali

2015-01-01

Currently, Service-Oriented Architecture (SOA) is becoming the most popular software architecture of contemporary enterprise applications, and one crucial technique of its implementation is web services. Individual service offered by some service providers may symbolize limited business functionality; however, by composing individual services from different service providers, a composite service describing the intact business process of an enterprise can be made. Many new standards have been defined to decipher web service composition problem namely Business Process Execution Language (BPEL). BPEL provides an initial work for forming an Extended Markup Language (XML) specification language for defining and implementing business practice workflows for web services. The problems with most realistic approaches to service composition are the verification of composed web services. It has to depend on formal verification method to ensure the correctness of composed services. A few research works has been carried out in the literature survey for verification of web services for deterministic system. Moreover the existing models did not address the verification properties like dead transition, deadlock, reachability and safetyness. In this paper, a new model to verify the composed web services using Enhanced Stacked Automata Model (ESAM) has been proposed. The correctness properties of the non-deterministic system have been evaluated based on the properties like dead transition, deadlock, safetyness, liveness and reachability. Initially web services are composed using Business Process Execution Language for Web Service (BPEL4WS) and it is converted into ESAM (combination of Muller Automata (MA) and Push Down Automata (PDA)) and it is transformed into Promela language, an input language for Simple ProMeLa Interpreter (SPIN) tool. The model is verified using SPIN tool and the results revealed better recital in terms of finding dead transition and deadlock in contrast to the existing models.

Markov Logic Networks in the Analysis of Genetic Data

PubMed Central

Sakhanenko, Nikita A.

2010-01-01

Abstract Complex, non-additive genetic interactions are common and can be critical in determining phenotypes. Genome-wide association studies (GWAS) and similar statistical studies of linkage data, however, assume additive models of gene interactions in looking for genotype-phenotype associations. These statistical methods view the compound effects of multiple genes on a phenotype as a sum of influences of each gene and often miss a substantial part of the heritable effect. Such methods do not use any biological knowledge about underlying mechanisms. Modeling approaches from the artificial intelligence (AI) field that incorporate deterministic knowledge into models to perform statistical analysis can be applied to include prior knowledge in genetic analysis. We chose to use the most general such approach, Markov Logic Networks (MLNs), for combining deterministic knowledge with statistical analysis. Using simple, logistic regression-type MLNs we can replicate the results of traditional statistical methods, but we also show that we are able to go beyond finding independent markers linked to a phenotype by using joint inference without an independence assumption. The method is applied to genetic data on yeast sporulation, a complex phenotype with gene interactions. In addition to detecting all of the previously identified loci associated with sporulation, our method identifies four loci with smaller effects. Since their effect on sporulation is small, these four loci were not detected with methods that do not account for dependence between markers due to gene interactions. We show how gene interactions can be detected using more complex models, which can be used as a general framework for incorporating systems biology with genetics. PMID:20958249

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

PubMed

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

2017-09-01

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

Controlling transient chaos in deterministic flows with applications to electrical power systems and ecology

NASA Astrophysics Data System (ADS)

Dhamala, Mukeshwar; Lai, Ying-Cheng

1999-02-01

Transient chaos is a common phenomenon in nonlinear dynamics of many physical, biological, and engineering systems. In applications it is often desirable to maintain sustained chaos even in parameter regimes of transient chaos. We address how to sustain transient chaos in deterministic flows. We utilize a simple and practical method, based on extracting the fundamental dynamics from time series, to maintain chaos. The method can result in control of trajectories from almost all initial conditions in the original basin of the chaotic attractor from which transient chaos is created. We apply our method to three problems: (1) voltage collapse in electrical power systems, (2) species preservation in ecology, and (3) elimination of undesirable bursting behavior in a chemical reaction system.

Cellular track model of biological damage to mammalian cell cultures from galactic cosmic rays

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.; Katz, Robert; Wilson, John W.; Townsend, Lawrence W.; Nealy, John E.; Shinn, Judy L.

1991-01-01

The assessment of biological damage from the galactic cosmic rays (GCR) is a current interest for exploratory class space missions where the highly ionizing, high-energy, high-charge ions (HZE) particles are the major concern. The relative biological effectiveness (RBE) values determined by ground-based experiments with HZE particles are well described by a parametric track theory of cell inactivation. Using the track model and a deterministic GCR transport code, the biological damage to mammalian cell cultures is considered for 1 year in free space at solar minimum for typical spacecraft shielding. Included are the effects of projectile and target fragmentation. The RBE values for the GCR spectrum which are fluence-dependent in the track model are found to be more severe than the quality factors identified by the International Commission on Radiological Protection publication 26 and seem to obey a simple scaling law with the duration period in free space.

Simple deterministic models and applications. Comment on "Coupled disease-behavior dynamics on complex networks: A review" by Z. Wang et al.

NASA Astrophysics Data System (ADS)

Yang, Hyun Mo

2015-12-01

Currently, discrete modellings are largely accepted due to the access to computers with huge storage capacity and high performance processors and easy implementation of algorithms, allowing to develop and simulate increasingly sophisticated models. Wang et al. [7] present a review of dynamics in complex networks, focusing on the interaction between disease dynamics and human behavioral and social dynamics. By doing an extensive review regarding to the human behavior responding to disease dynamics, the authors briefly describe the complex dynamics found in the literature: well-mixed populations networks, where spatial structure can be neglected, and other networks considering heterogeneity on spatially distributed populations. As controlling mechanisms are implemented, such as social distancing due 'social contagion', quarantine, non-pharmaceutical interventions and vaccination, adaptive behavior can occur in human population, which can be easily taken into account in the dynamics formulated by networked populations.

Random noise effects in pulse-mode digital multilayer neural networks.

PubMed

Kim, Y C; Shanblatt, M A

1995-01-01

A pulse-mode digital multilayer neural network (DMNN) based on stochastic computing techniques is implemented with simple logic gates as basic computing elements. The pulse-mode signal representation and the use of simple logic gates for neural operations lead to a massively parallel yet compact and flexible network architecture, well suited for VLSI implementation. Algebraic neural operations are replaced by stochastic processes using pseudorandom pulse sequences. The distributions of the results from the stochastic processes are approximated using the hypergeometric distribution. Synaptic weights and neuron states are represented as probabilities and estimated as average pulse occurrence rates in corresponding pulse sequences. A statistical model of the noise (error) is developed to estimate the relative accuracy associated with stochastic computing in terms of mean and variance. Computational differences are then explained by comparison to deterministic neural computations. DMNN feedforward architectures are modeled in VHDL using character recognition problems as testbeds. Computational accuracy is analyzed, and the results of the statistical model are compared with the actual simulation results. Experiments show that the calculations performed in the DMNN are more accurate than those anticipated when Bernoulli sequences are assumed, as is common in the literature. Furthermore, the statistical model successfully predicts the accuracy of the operations performed in the DMNN.

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Modeling the within-host dynamics of cholera: bacterial-viral interaction.

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

Novel deterministic and stochastic models are proposed in this paper for the within-host dynamics of cholera, with a focus on the bacterial-viral interaction. The deterministic model is a system of differential equations describing the interaction among the two types of vibrios and the viruses. The stochastic model is a system of Markov jump processes that is derived based on the dynamics of the deterministic model. The multitype branching process approximation is applied to estimate the extinction probability of bacteria and viruses within a human host during the early stage of the bacterial-viral infection. Accordingly, a closed-form expression is derived for the disease extinction probability, and analytic estimates are validated with numerical simulations. The local and global dynamics of the bacterial-viral interaction are analysed using the deterministic model, and the result indicates that there is a sharp disease threshold characterized by the basic reproduction number [Formula: see text]: if [Formula: see text], vibrios ingested from the environment into human body will not cause cholera infection; if [Formula: see text], vibrios will grow with increased toxicity and persist within the host, leading to human cholera. In contrast, the stochastic model indicates, more realistically, that there is always a positive probability of disease extinction within the human host.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

A Simple Mechanism for Cooperation in the Well-Mixed Prisoner's Dilemma Game

NASA Astrophysics Data System (ADS)

Perc, Matjaž

2008-11-01

I show that the addition of Gaussian noise to the payoffs is able to stabilize cooperation in well-mixed populations, where individuals play the prisoner's dilemma game. The impact of stochasticity on the evolutionary dynamics can be expressed deterministically via a simple small-noise expansion of multiplicative noisy terms. In particular, cooperation emerges as a stable noise-induced steady state in the replicator dynamics. Due to the generality of the employed theoretical framework, presented results should prove valuable in various scientific disciplines, ranging from economy to ecology.

Nonlinear Dynamics of Biofilm Growth on Sediment Surfaces

NASA Astrophysics Data System (ADS)

Molz, F. J.; Murdoch, L. C.; Faybishenko, B.

2013-12-01

Bioclogging often begins with the establishment of small colonies (microcolonies), which then form biofilms on the surfaces of a porous medium. These biofilm-porous media surfaces are not simple coatings of single microbes, but complex assemblages of cooperative and competing microbes, interacting with their chemical environment. This leads one to ask: what are the underlying dynamics involved with biofilm growth? To begin answering this question, we have extended the work of Kot et al. (1992, Bull. Mathematical Bio.) from a fully mixed chemostat to an idealized, one-dimensional, biofilm environment, taking into account a simple predator-prey microbial competition, with the prey feeding on a specified food source. With a variable (periodic) food source, Kot et al. (1992) were able to demonstrate chaotic dynamics in the coupled substrate-prey-predator system. Initially, deterministic chaos was thought by many to be mainly a mathematical phenomenon. However, several recent publications (e.g., Becks et al, 2005, Nature Letters; Graham et al. 2007, Int. Soc Microb. Eco. J.; Beninca et al., 2008, Nature Letters; Saleh, 2011, IJBAS) have brought together, using experimental studies and relevant mathematics, a breakthrough discovery that deterministic chaos is present in relatively simple biochemical systems. Two of us (Faybishenko and Molz, 2013, Procedia Environ. Sci)) have numerically analyzed a mathematical model of rhizosphere dynamics (Kravchenko et al., 2004, Microbiology) and detected patterns of nonlinear dynamical interactions supporting evidence of synchronized synergetic oscillations of microbial populations, carbon and oxygen concentrations driven by root exudation into a fully mixed system. In this study, we have extended the application of the Kot et al. model to investigate a spatially-dependent biofilm system. We will present the results of numerical simulations obtained using COMSOL Multi-Physics software, which we used to determine the nature of the complex dynamics. We found that complex dynamics occur even with a constant food supply maintained at the upstream boundary of the biofilm. Results will be presented along with a description of the model, including 3 coupled partial differential equations and examples of the localized and propagating nonlinear dynamics inherent in the system. Contrary to a common opinion that chaos in many mechanical systems is a type of instability, appearing when energy is added, we hypothesize, based on the results of our modeling, that chaos in biofilm dynamics and other microbial ecosystems is driven by a competitive decrease in the food supply (i.e., chemical energy). We also hypothesize that, somewhat paradoxically, this, in turn, may support a long-term system stability that could cause bioclogging in porous media.

Cluster analysis of multiple planetary flow regimes

NASA Technical Reports Server (NTRS)

Mo, Kingtse; Ghil, Michael

1988-01-01

A modified cluster analysis method developed for the classification of quasi-stationary events into a few planetary flow regimes and for the examination of transitions between these regimes is described. The method was applied first to a simple deterministic model and then to a 500-mbar data set for Northern Hemisphere (NH), for which cluster analysis was carried out in the subspace of the first seven empirical orthogonal functions (EOFs). Stationary clusters were found in the low-frequency band of more than 10 days, while transient clusters were found in the band-pass frequency window between 2.5 and 6 days. In the low-frequency band, three pairs of clusters determined EOFs 1, 2, and 3, respectively; they exhibited well-known regional features, such as blocking, the Pacific/North American pattern, and wave trains. Both model and low-pass data exhibited strong bimodality.

Time-programmable drug dosing allows the manipulation, suppression and reversal of antibiotic drug resistance in vitro

NASA Astrophysics Data System (ADS)

Yoshida, Mari; Reyes, Sabrina Galiñanes; Tsuda, Soichiro; Horinouchi, Takaaki; Furusawa, Chikara; Cronin, Leroy

2017-06-01

Multi-drug strategies have been attempted to prolong the efficacy of existing antibiotics, but with limited success. Here we show that the evolution of multi-drug-resistant Escherichia coli can be manipulated in vitro by administering pairs of antibiotics and switching between them in ON/OFF manner. Using a multiplexed cell culture system, we find that switching between certain combinations of antibiotics completely suppresses the development of resistance to one of the antibiotics. Using this data, we develop a simple deterministic model, which allows us to predict the fate of multi-drug evolution in this system. Furthermore, we are able to reverse established drug resistance based on the model prediction by modulating antibiotic selection stresses. Our results support the idea that the development of antibiotic resistance may be potentially controlled via continuous switching of drugs.

Attempts at a numerical realisation of stochastic differential equations containing Preisach operator

NASA Astrophysics Data System (ADS)

McCarthy, S.; Rachinskii, D.

2011-01-01

We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.

The noisy edge of traveling waves

PubMed Central

Hallatschek, Oskar

2011-01-01

Traveling waves are ubiquitous in nature and control the speed of many important dynamical processes, including chemical reactions, epidemic outbreaks, and biological evolution. Despite their fundamental role in complex systems, traveling waves remain elusive because they are often dominated by rare fluctuations in the wave tip, which have defied any rigorous analysis so far. Here, we show that by adjusting nonlinear model details, noisy traveling waves can be solved exactly. The moment equations of these tuned models are closed and have a simple analytical structure resembling the deterministic approximation supplemented by a nonlocal cutoff term. The peculiar form of the cutoff shapes the noisy edge of traveling waves and is critical for the correct prediction of the wave speed and its fluctuations. Our approach is illustrated and benchmarked using the example of fitness waves arising in simple models of microbial evolution, which are highly sensitive to number fluctuations. We demonstrate explicitly how these models can be tuned to account for finite population sizes and determine how quickly populations adapt as a function of population size and mutation rates. More generally, our method is shown to apply to a broad class of models, in which number fluctuations are generated by branching processes. Because of this versatility, the method of model tuning may serve as a promising route toward unraveling universal properties of complex discrete particle systems. PMID:21187435

Time-dependent earthquake probabilities

USGS Publications Warehouse

Gomberg, J.; Belardinelli, M.E.; Cocco, M.; Reasenberg, P.

2005-01-01

We have attempted to provide a careful examination of a class of approaches for estimating the conditional probability of failure of a single large earthquake, particularly approaches that account for static stress perturbations to tectonic loading as in the approaches of Stein et al. (1997) and Hardebeck (2004). We have loading as in the framework based on a simple, generalized rate change formulation and applied it to these two approaches to show how they relate to one another. We also have attempted to show the connection between models of seismicity rate changes applied to (1) populations of independent faults as in background and aftershock seismicity and (2) changes in estimates of the conditional probability of failures of different members of a the notion of failure rate corresponds to successive failures of different members of a population of faults. The latter application requires specification of some probability distribution (density function of PDF) that describes some population of potential recurrence times. This PDF may reflect our imperfect knowledge of when past earthquakes have occurred on a fault (epistemic uncertainty), the true natural variability in failure times, or some combination of both. We suggest two end-member conceptual single-fault models that may explain natural variability in recurrence times and suggest how they might be distinguished observationally. When viewed deterministically, these single-fault patch models differ significantly in their physical attributes, and when faults are immature, they differ in their responses to stress perturbations. Estimates of conditional failure probabilities effectively integrate over a range of possible deterministic fault models, usually with ranges that correspond to mature faults. Thus conditional failure probability estimates usually should not differ significantly for these models. Copyright 2005 by the American Geophysical Union.

A new diode laser acupuncture therapy apparatus

NASA Astrophysics Data System (ADS)

Li, Chengwei; Huang, Zhen; Li, Dongyu; Zhang, Xiaoyuan

2006-06-01

Since the first laser-needles acupuncture apparatus was introduced in therapy, this kind of apparatus has been well used in laser biomedicine as its non-invasive, pain- free, non-bacterium, and safetool. The laser acupuncture apparatus in this paper is based on single-chip microcomputer and associated by semiconductor laser technology. The function like traditional moxibustion including reinforcing and reducing is implemented by applying chaos method to control the duty cycle of moxibustion signal, and the traditional lifting and thrusting of acupuncture is implemented by changing power output of the diode laser. The radiator element of diode laser is made and the drive circuit is designed. And chaos mathematic model is used to produce deterministic class stochastic signal to avoid the body adaptability. This function covers the shortages of continuous irradiation or that of simple disciplinary stimulate signal, which is controlled by some simple electronic circuit and become easily adjusted by human body. The realization of reinforcing and reducing of moxibustion is technological innovation in traditional acupuncture coming true in engineering.

Win-Stay, Lose-Sample: a simple sequential algorithm for approximating Bayesian inference.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Gopnik, Alison; Griffiths, Thomas L

2014-11-01

People can behave in a way that is consistent with Bayesian models of cognition, despite the fact that performing exact Bayesian inference is computationally challenging. What algorithms could people be using to make this possible? We show that a simple sequential algorithm "Win-Stay, Lose-Sample", inspired by the Win-Stay, Lose-Shift (WSLS) principle, can be used to approximate Bayesian inference. We investigate the behavior of adults and preschoolers on two causal learning tasks to test whether people might use a similar algorithm. These studies use a "mini-microgenetic method", investigating how people sequentially update their beliefs as they encounter new evidence. Experiment 1 investigates a deterministic causal learning scenario and Experiments 2 and 3 examine how people make inferences in a stochastic scenario. The behavior of adults and preschoolers in these experiments is consistent with our Bayesian version of the WSLS principle. This algorithm provides both a practical method for performing Bayesian inference and a new way to understand people's judgments. Copyright © 2014 Elsevier Inc. All rights reserved.

A random walk on water (Henry Darcy Medal Lecture)

NASA Astrophysics Data System (ADS)

Koutsoyiannis, D.

2009-04-01

Randomness and uncertainty had been well appreciated in hydrology and water resources engineering in their initial steps as scientific disciplines. However, this changed through the years and, following other geosciences, hydrology adopted a naïve view of randomness in natural processes. Such a view separates natural phenomena into two mutually exclusive types, random or stochastic, and deterministic. When a classification of a specific process into one of these two types fails, then a separation of the process into two different, usually additive, parts is typically devised, each of which may be further subdivided into subparts (e.g., deterministic subparts such as periodic and aperiodic or trends). This dichotomous logic is typically combined with a manichean perception, in which the deterministic part supposedly represents cause-effect relationships and thus is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Probability theory and statistics, which traditionally provided the tools for dealing with randomness and uncertainty, have been regarded by some as the "necessary evil" but not as an essential part of hydrology and geophysics. Some took a step further to banish them from hydrology, replacing them with deterministic sensitivity analysis and fuzzy-logic representations. Others attempted to demonstrate that irregular fluctuations observed in natural processes are au fond manifestations of underlying chaotic deterministic dynamics with low dimensionality, thus attempting to render probabilistic descriptions unnecessary. Some of the above recent developments are simply flawed because they make erroneous use of probability and statistics (which, remarkably, provide the tools for such analyses), whereas the entire underlying logic is just a false dichotomy. To see this, it suffices to recall that Pierre Simon Laplace, perhaps the most famous proponent of determinism in the history of philosophy of science (cf. Laplace's demon), is, at the same time, one of the founders of probability theory, which he regarded as "nothing but common sense reduced to calculation". This harmonizes with James Clerk Maxwell's view that "the true logic for this world is the calculus of Probabilities" and was more recently and epigrammatically formulated in the title of Edwin Thompson Jaynes's book "Probability Theory: The Logic of Science" (2003). Abandoning dichotomous logic, either on ontological or epistemic grounds, we can identify randomness or stochasticity with unpredictability. Admitting that (a) uncertainty is an intrinsic property of nature; (b) causality implies dependence of natural processes in time and thus suggests predictability; but, (c) even the tiniest uncertainty (e.g., in initial conditions) may result in unpredictability after a certain time horizon, we may shape a stochastic representation of natural processes that is consistent with Karl Popper's indeterministic world view. In this representation, probability quantifies uncertainty according to the Kolmogorov system, in which probability is a normalized measure, i.e., a function that maps sets (areas where the initial conditions or the parameter values lie) to real numbers (in the interval [0, 1]). In such a representation, predictability (suggested by deterministic laws) and unpredictability (randomness) coexist, are not separable or additive components, and it is a matter of specifying the time horizon of prediction to decide which of the two dominates. An elementary numerical example has been devised to illustrate the above ideas and demonstrate that they offer a pragmatic and useful guide for practice, rather than just pertaining to philosophical discussions. A chaotic model, with fully and a priori known deterministic dynamics and deterministic inputs (without any random agent), is assumed to represent the hydrological balance in an area partly covered by vegetation. Experimentation with this toy model demonstrates, inter alia, that: (1) for short time horizons the deterministic dynamics is able to give good predictions; but (2) these predictions become extremely inaccurate and useless for long time horizons; (3) for such horizons a naïve statistical prediction (average of past data) which fully neglects the deterministic dynamics is more skilful; and (4) if this statistical prediction, in addition to past data, is combined with the probability theory (the principle of maximum entropy, in particular), it can provide a more informative prediction. Also, the toy model shows that the trajectories of the system state (and derivative properties thereof) do not resemble a regular (e.g., periodic) deterministic process nor a purely random process, but exhibit patterns indicating anti-persistence and persistence (where the latter statistically complies with a Hurst-Kolmogorov behaviour). If the process is averaged over long time scales, the anti-persistent behaviour improves predictability, whereas the persistent behaviour substantially deteriorates it. A stochastic representation of this deterministic system, which incorporates dynamics, is not only possible, but also powerful as it provides good predictions for both short and long horizons and helps to decide on when the deterministic dynamics should be considered or neglected. Obviously, a natural system is extremely more complex than this simple toy model and hence unpredictability is naturally even more prominent in the former. In addition, in a complex natural system, we can never know the exact dynamics and we must infer it from past data, which implies additional uncertainty and an additional role of stochastics in the process of formulating the system equations and estimating the involved parameters. Data also offer the only solid grounds to test any hypothesis about the dynamics, and failure of performing such testing against evidence from data renders the hypothesised dynamics worthless. If this perception of natural phenomena is adequately plausible, then it may help in studying interesting fundamental questions regarding the current state and the trends of hydrological and water resources research and their promising future paths. For instance: (i) Will it ever be possible to achieve a fully "physically based" modelling of hydrological systems that will not depend on data or stochastic representations? (ii) To what extent can hydrological uncertainty be reduced and what are the effective means for such reduction? (iii) Are current stochastic methods in hydrology consistent with observed natural behaviours? What paths should we explore for their advancement? (iv) Can deterministic methods provide solid scientific grounds for water resources engineering and management? In particular, can there be risk-free hydraulic engineering and water management? (v) Is the current (particularly important) interface between hydrology and climate satisfactory?. In particular, should hydrology rely on climate models that are not properly validated (i.e., for periods and scales not used in calibration)? In effect, is the evolution of climate and its impacts on water resources deterministically predictable?

The Diffusion Model Is Not a Deterministic Growth Model: Comment on Jones and Dzhafarov (2014)

PubMed Central

Smith, Philip L.; Ratcliff, Roger; McKoon, Gail

2015-01-01

Jones and Dzhafarov (2014) claim that several current models of speeded decision making in cognitive tasks, including the diffusion model, can be viewed as special cases of other general models or model classes. The general models can be made to match any set of response time (RT) distribution and accuracy data exactly by a suitable choice of parameters and so are unfalsifiable. The implication of their claim is that models like the diffusion model are empirically testable only by artificially restricting them to exclude unfalsifiable instances of the general model. We show that Jones and Dzhafarov’s argument depends on enlarging the class of “diffusion” models to include models in which there is little or no diffusion. The unfalsifiable models are deterministic or near-deterministic growth models, from which the effects of within-trial variability have been removed or in which they are constrained to be negligible. These models attribute most or all of the variability in RT and accuracy to across-trial variability in the rate of evidence growth, which is permitted to be distributed arbitrarily and to vary freely across experimental conditions. In contrast, in the standard diffusion model, within-trial variability in evidence is the primary determinant of variability in RT. Across-trial variability, which determines the relative speed of correct responses and errors, is theoretically and empirically constrained. Jones and Dzhafarov’s attempt to include the diffusion model in a class of models that also includes deterministic growth models misrepresents and trivializes it and conveys a misleading picture of cognitive decision-making research. PMID:25347314

On the usage of ultrasound computational models for decision making under ambiguity

NASA Astrophysics Data System (ADS)

Dib, Gerges; Sexton, Samuel; Prowant, Matthew; Crawford, Susan; Diaz, Aaron

2018-04-01

Computer modeling and simulation is becoming pervasive within the non-destructive evaluation (NDE) industry as a convenient tool for designing and assessing inspection techniques. This raises a pressing need for developing quantitative techniques for demonstrating the validity and applicability of the computational models. Computational models provide deterministic results based on deterministic and well-defined input, or stochastic results based on inputs defined by probability distributions. However, computational models cannot account for the effects of personnel, procedures, and equipment, resulting in ambiguity about the efficacy of inspections based on guidance from computational models only. In addition, ambiguity arises when model inputs, such as the representation of realistic cracks, cannot be defined deterministically, probabilistically, or by intervals. In this work, Pacific Northwest National Laboratory demonstrates the ability of computational models to represent field measurements under known variabilities, and quantify the differences using maximum amplitude and power spectrum density metrics. Sensitivity studies are also conducted to quantify the effects of different input parameters on the simulation results.

Adaptive correction of ensemble forecasts

NASA Astrophysics Data System (ADS)

Pelosi, Anna; Battista Chirico, Giovanni; Van den Bergh, Joris; Vannitsem, Stephane

2017-04-01

Forecasts from numerical weather prediction (NWP) models often suffer from both systematic and non-systematic errors. These are present in both deterministic and ensemble forecasts, and originate from various sources such as model error and subgrid variability. Statistical post-processing techniques can partly remove such errors, which is particularly important when NWP outputs concerning surface weather variables are employed for site specific applications. Many different post-processing techniques have been developed. For deterministic forecasts, adaptive methods such as the Kalman filter are often used, which sequentially post-process the forecasts by continuously updating the correction parameters as new ground observations become available. These methods are especially valuable when long training data sets do not exist. For ensemble forecasts, well-known techniques are ensemble model output statistics (EMOS), and so-called "member-by-member" approaches (MBM). Here, we introduce a new adaptive post-processing technique for ensemble predictions. The proposed method is a sequential Kalman filtering technique that fully exploits the information content of the ensemble. One correction equation is retrieved and applied to all members, however the parameters of the regression equations are retrieved by exploiting the second order statistics of the forecast ensemble. We compare our new method with two other techniques: a simple method that makes use of a running bias correction of the ensemble mean, and an MBM post-processing approach that rescales the ensemble mean and spread, based on minimization of the Continuous Ranked Probability Score (CRPS). We perform a verification study for the region of Campania in southern Italy. We use two years (2014-2015) of daily meteorological observations of 2-meter temperature and 10-meter wind speed from 18 ground-based automatic weather stations distributed across the region, comparing them with the corresponding COSMO-LEPS ensemble forecasts. Deterministic verification scores (e.g., mean absolute error, bias) and probabilistic scores (e.g., CRPS) are used to evaluate the post-processing techniques. We conclude that the new adaptive method outperforms the simpler running bias-correction. The proposed adaptive method often outperforms the MBM method in removing bias. The MBM method has the advantage of correcting the ensemble spread, although it needs more training data.

Dynamically consistent parameterization of mesoscale eddies. Part III: Deterministic approach

NASA Astrophysics Data System (ADS)

Berloff, Pavel

2018-07-01

This work continues development of dynamically consistent parameterizations for representing mesoscale eddy effects in non-eddy-resolving and eddy-permitting ocean circulation models and focuses on the classical double-gyre problem, in which the main dynamic eddy effects maintain eastward jet extension of the western boundary currents and its adjacent recirculation zones via eddy backscatter mechanism. Despite its fundamental importance, this mechanism remains poorly understood, and in this paper we, first, study it and, then, propose and test its novel parameterization. We start by decomposing the reference eddy-resolving flow solution into the large-scale and eddy components defined by spatial filtering, rather than by the Reynolds decomposition. Next, we find that the eastward jet and its recirculations are robustly present not only in the large-scale flow itself, but also in the rectified time-mean eddies, and in the transient rectified eddy component, which consists of highly anisotropic ribbons of the opposite-sign potential vorticity anomalies straddling the instantaneous eastward jet core and being responsible for its continuous amplification. The transient rectified component is separated from the flow by a novel remapping method. We hypothesize that the above three components of the eastward jet are ultimately driven by the small-scale transient eddy forcing via the eddy backscatter mechanism, rather than by the mean eddy forcing and large-scale nonlinearities. We verify this hypothesis by progressively turning down the backscatter and observing the induced flow anomalies. The backscatter analysis leads us to formulating the key eddy parameterization hypothesis: in an eddy-permitting model at least partially resolved eddy backscatter can be significantly amplified to improve the flow solution. Such amplification is a simple and novel eddy parameterization framework implemented here in terms of local, deterministic flow roughening controlled by single parameter. We test the parameterization skills in an hierarchy of non-eddy-resolving and eddy-permitting modifications of the original model and demonstrate, that indeed it can be highly efficient for restoring the eastward jet extension and its adjacent recirculation zones. The new deterministic parameterization framework not only combines remarkable simplicity with good performance but also is dynamically transparent, therefore, it provides a powerful alternative to the common eddy diffusion and emerging stochastic parameterizations.

Multi-scale dynamical behavior of spatially distributed systems: a deterministic point of view

NASA Astrophysics Data System (ADS)

Mangiarotti, S.; Le Jean, F.; Drapeau, L.; Huc, M.

2015-12-01

Physical and biophysical systems are spatially distributed systems. Their behavior can be observed or modelled spatially at various resolutions. In this work, a deterministic point of view is adopted to analyze multi-scale behavior taking a set of ordinary differential equation (ODE) as elementary part of the system.To perform analyses, scenes of study are thus generated based on ensembles of identical elementary ODE systems. Without any loss of generality, their dynamics is chosen chaotic in order to ensure sensitivity to initial conditions, that is, one fundamental property of atmosphere under instable conditions [1]. The Rössler system [2] is used for this purpose for both its topological and algebraic simplicity [3,4].Two cases are thus considered: the chaotic oscillators composing the scene of study are taken either independent, or in phase synchronization. Scale behaviors are analyzed considering the scene of study as aggregations (basically obtained by spatially averaging the signal) or as associations (obtained by concatenating the time series). The global modeling technique is used to perform the numerical analyses [5].One important result of this work is that, under phase synchronization, a scene of aggregated dynamics can be approximated by the elementary system composing the scene, but modifying its parameterization [6]. This is shown based on numerical analyses. It is then demonstrated analytically and generalized to a larger class of ODE systems. Preliminary applications to cereal crops observed from satellite are also presented.[1] Lorenz, Deterministic nonperiodic flow. J. Atmos. Sci., 20, 130-141 (1963).[2] Rössler, An equation for continuous chaos, Phys. Lett. A, 57, 397-398 (1976).[3] Gouesbet & Letellier, Global vector-field reconstruction by using a multivariate polynomial L2 approximation on nets, Phys. Rev. E 49, 4955-4972 (1994).[4] Letellier, Roulin & Rössler, Inequivalent topologies of chaos in simple equations, Chaos, Solitons & Fractals, 28, 337-360 (2006).[5] Mangiarotti, Coudret, Drapeau, & Jarlan, Polynomial search and global modeling, Phys. Rev. E 86(4), 046205 (2012).[6] Mangiarotti, Modélisation globale et Caractérisation Topologique de dynamiques environnementales. Habilitation à Diriger des Recherches, Univ. Toulouse 3 (2014).

Statistically qualified neuro-analytic failure detection method and system

DOEpatents

Vilim, Richard B.; Garcia, Humberto E.; Chen, Frederick W.

2002-03-02

An apparatus and method for monitoring a process involve development and application of a statistically qualified neuro-analytic (SQNA) model to accurately and reliably identify process change. The development of the SQNA model is accomplished in two stages: deterministic model adaption and stochastic model modification of the deterministic model adaptation. Deterministic model adaption involves formulating an analytic model of the process representing known process characteristics, augmenting the analytic model with a neural network that captures unknown process characteristics, and training the resulting neuro-analytic model by adjusting the neural network weights according to a unique scaled equation error minimization technique. Stochastic model modification involves qualifying any remaining uncertainty in the trained neuro-analytic model by formulating a likelihood function, given an error propagation equation, for computing the probability that the neuro-analytic model generates measured process output. Preferably, the developed SQNA model is validated using known sequential probability ratio tests and applied to the process as an on-line monitoring system. Illustrative of the method and apparatus, the method is applied to a peristaltic pump system.

Moving beyond the cost-loss ratio: economic assessment of streamflow forecasts for a risk-averse decision maker

NASA Astrophysics Data System (ADS)

Matte, Simon; Boucher, Marie-Amélie; Boucher, Vincent; Fortier Filion, Thomas-Charles

2017-06-01

A large effort has been made over the past 10 years to promote the operational use of probabilistic or ensemble streamflow forecasts. Numerous studies have shown that ensemble forecasts are of higher quality than deterministic ones. Many studies also conclude that decisions based on ensemble rather than deterministic forecasts lead to better decisions in the context of flood mitigation. Hence, it is believed that ensemble forecasts possess a greater economic and social value for both decision makers and the general population. However, the vast majority of, if not all, existing hydro-economic studies rely on a cost-loss ratio framework that assumes a risk-neutral decision maker. To overcome this important flaw, this study borrows from economics and evaluates the economic value of early warning flood systems using the well-known Constant Absolute Risk Aversion (CARA) utility function, which explicitly accounts for the level of risk aversion of the decision maker. This new framework allows for the full exploitation of the information related to a forecasts' uncertainty, making it especially suited for the economic assessment of ensemble or probabilistic forecasts. Rather than comparing deterministic and ensemble forecasts, this study focuses on comparing different types of ensemble forecasts. There are multiple ways of assessing and representing forecast uncertainty. Consequently, there exist many different means of building an ensemble forecasting system for future streamflow. One such possibility is to dress deterministic forecasts using the statistics of past error forecasts. Such dressing methods are popular among operational agencies because of their simplicity and intuitiveness. Another approach is the use of ensemble meteorological forecasts for precipitation and temperature, which are then provided as inputs to one or many hydrological model(s). In this study, three concurrent ensemble streamflow forecasting systems are compared: simple statistically dressed deterministic forecasts, forecasts based on meteorological ensembles, and a variant of the latter that also includes an estimation of state variable uncertainty. This comparison takes place for the Montmorency River, a small flood-prone watershed in southern central Quebec, Canada. The assessment of forecasts is performed for lead times of 1 to 5 days, both in terms of forecasts' quality (relative to the corresponding record of observations) and in terms of economic value, using the new proposed framework based on the CARA utility function. It is found that the economic value of a forecast for a risk-averse decision maker is closely linked to the forecast reliability in predicting the upper tail of the streamflow distribution. Hence, post-processing forecasts to avoid over-forecasting could help improve both the quality and the value of forecasts.

Cooperation of Deterministic Dynamics and Random Noise in Production of Complex Syntactical Avian Song Sequences: A Neural Network Model

PubMed Central

Yamashita, Yuichi; Okumura, Tetsu; Okanoya, Kazuo; Tani, Jun

2011-01-01

How the brain learns and generates temporal sequences is a fundamental issue in neuroscience. The production of birdsongs, a process which involves complex learned sequences, provides researchers with an excellent biological model for this topic. The Bengalese finch in particular learns a highly complex song with syntactical structure. The nucleus HVC (HVC), a premotor nucleus within the avian song system, plays a key role in generating the temporal structures of their songs. From lesion studies, the nucleus interfacialis (NIf) projecting to the HVC is considered one of the essential regions that contribute to the complexity of their songs. However, the types of interaction between the HVC and the NIf that can produce complex syntactical songs remain unclear. In order to investigate the function of interactions between the HVC and NIf, we have proposed a neural network model based on previous biological evidence. The HVC is modeled by a recurrent neural network (RNN) that learns to generate temporal patterns of songs. The NIf is modeled as a mechanism that provides auditory feedback to the HVC and generates random noise that feeds into the HVC. The model showed that complex syntactical songs can be replicated by simple interactions between deterministic dynamics of the RNN and random noise. In the current study, the plausibility of the model is tested by the comparison between the changes in the songs of actual birds induced by pharmacological inhibition of the NIf and the changes in the songs produced by the model resulting from modification of parameters representing NIf functions. The efficacy of the model demonstrates that the changes of songs induced by pharmacological inhibition of the NIf can be interpreted as a trade-off between the effects of noise and the effects of feedback on the dynamics of the RNN of the HVC. These facts suggest that the current model provides a convincing hypothesis for the functional role of NIf–HVC interaction. PMID:21559065

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Impacts of Considering Climate Variability on Investment Decisions in Ethiopia

NASA Astrophysics Data System (ADS)

Strzepek, K.; Block, P.; Rosegrant, M.; Diao, X.

2005-12-01

In Ethiopia, climate extremes, inducing droughts or floods, are not unusual. Monitoring the effects of these extremes, and climate variability in general, is critical for economic prediction and assessment of the country's future welfare. The focus of this study involves adding climate variability to a deterministic, mean climate-driven agro-economic model, in an attempt to understand its effects and degree of influence on general economic prediction indicators for Ethiopia. Four simulations are examined, including a baseline simulation and three investment strategies: simulations of irrigation investment, roads investment, and a combination investment of both irrigation and roads. The deterministic model is transformed into a stochastic model by dynamically adding year-to-year climate variability through climate-yield factors. Nine sets of actual, historic, variable climate data are individually assembled and implemented into the 12-year stochastic model simulation, producing an ensemble of economic prediction indicators. This ensemble allows for a probabilistic approach to planning and policy making, allowing decision makers to consider risk. The economic indicators from the deterministic and stochastic approaches, including rates of return to investments, are significantly different. The predictions of the deterministic model appreciably overestimate the future welfare of Ethiopia; the predictions of the stochastic model, utilizing actual climate data, tend to give a better semblance of what may be expected. Inclusion of climate variability is vital for proper analysis of the predictor values from this agro-economic model.

A deterministic evaluation of heat stress mitigation and feed cost under climate change within the smallholder dairy sector.

PubMed

York, L; Heffernan, C; Rymer, C; Panda, N

2017-05-01

In the global South, dairying is often promoted as a means of poverty alleviation. Yet, under conditions of climate warming, little is known regarding the ability of small-scale dairy producers to maintain production and/or the robustness of possible adaptation options in meeting the challenges presented, particularly heat stress. The authors created a simple, deterministic model to explore the influence of breed and heat stress relief options on smallholder dairy farmers in Odisha, India. Breeds included indigenous Indian (non-descript), low-grade Jersey crossbreed and high-grade Jersey crossbreed. Relief strategies included providing shade, fanning and bathing. The impact of predicted critical global climate parameters, a 2°C and 4°C temperature rise were explored. A feed price scenario was modelled to illustrate the importance of feed in impact estimation. Feed costs were increased by 10% to 30%. Across the simulations, high-grade Jersey crossbreeds maintained higher milk yields, despite being the most sensitive to the negative effects of temperature. Low-capital relief strategies were the most effective at reducing heat stress impacts on household income. However, as feed costs increased the lower-grade Jersey crossbreed became the most profitable breed. The high-grade Jersey crossbreed was only marginally (4.64%) more profitable than the indigenous breed. The results demonstrate the importance of understanding the factors and practical trade-offs that underpin adaptation. The model also highlights the need for hot-climate dairying projects and programmes to consider animal genetic resources alongside environmentally sustainable adaptation measures for greatest poverty impact.

Operator product expansion in Liouville field theory and Seiberg-type transitions in log-correlated random energy models

NASA Astrophysics Data System (ADS)

Cao, Xiangyu; Le Doussal, Pierre; Rosso, Alberto; Santachiara, Raoul

2018-04-01

We study transitions in log-correlated random energy models (logREMs) that are related to the violation of a Seiberg bound in Liouville field theory (LFT): the binding transition and the termination point transition (a.k.a., pre-freezing). By means of LFT-logREM mapping, replica symmetry breaking and traveling-wave equation techniques, we unify both transitions in a two-parameter diagram, which describes the free-energy large deviations of logREMs with a deterministic background log potential, or equivalently, the joint moments of the free energy and Gibbs measure in logREMs without background potential. Under the LFT-logREM mapping, the transitions correspond to the competition of discrete and continuous terms in a four-point correlation function. Our results provide a statistical interpretation of a peculiar nonlocality of the operator product expansion in LFT. The results are rederived by a traveling-wave equation calculation, which shows that the features of LFT responsible for the transitions are reproduced in a simple model of diffusion with absorption. We examine also the problem by a replica symmetry breaking analysis. It complements the previous methods and reveals a rich large deviation structure of the free energy of logREMs with a deterministic background log potential. Many results are verified in the integrable circular logREM, by a replica-Coulomb gas integral approach. The related problem of common length (overlap) distribution is also considered. We provide a traveling-wave equation derivation of the LFT predictions announced in a precedent work.

Simple stochastic simulation.

PubMed

Schilstra, Maria J; Martin, Stephen R

2009-01-01

Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.

The modelling of the flow-induced vibrations of periodic flat and axial-symmetric structures with a wave-based method

NASA Astrophysics Data System (ADS)

Errico, F.; Ichchou, M.; De Rosa, S.; Bareille, O.; Franco, F.

2018-06-01

The stochastic response of periodic flat and axial-symmetric structures, subjected to random and spatially-correlated loads, is here analysed through an approach based on the combination of a wave finite element and a transfer matrix method. Although giving a lower computational cost, the present approach keeps the same accuracy of classic finite element methods. When dealing with homogeneous structures, the accuracy is also extended to higher frequencies, without increasing the time of calculation. Depending on the complexity of the structure and the frequency range, the computational cost can be reduced more than two orders of magnitude. The presented methodology is validated both for simple and complex structural shapes, under deterministic and random loads.

Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic-stochastic inputs

NASA Astrophysics Data System (ADS)

Ramos, José A.; Mercère, Guillaume

2016-12-01

In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic-stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.

Hydraulic tomography of discrete networks of conduits and fractures in a karstic aquifer by using a deterministic inversion algorithm

NASA Astrophysics Data System (ADS)

Fischer, P.; Jardani, A.; Lecoq, N.

2018-02-01

In this paper, we present a novel inverse modeling method called Discrete Network Deterministic Inversion (DNDI) for mapping the geometry and property of the discrete network of conduits and fractures in the karstified aquifers. The DNDI algorithm is based on a coupled discrete-continuum concept to simulate numerically water flows in a model and a deterministic optimization algorithm to invert a set of observed piezometric data recorded during multiple pumping tests. In this method, the model is partioned in subspaces piloted by a set of parameters (matrix transmissivity, and geometry and equivalent transmissivity of the conduits) that are considered as unknown. In this way, the deterministic optimization process can iteratively correct the geometry of the network and the values of the properties, until it converges to a global network geometry in a solution model able to reproduce the set of data. An uncertainty analysis of this result can be performed from the maps of posterior uncertainties on the network geometry or on the property values. This method has been successfully tested for three different theoretical and simplified study cases with hydraulic responses data generated from hypothetical karstic models with an increasing complexity of the network geometry, and of the matrix heterogeneity.

Spread of a disease and its effect on population dynamics in an eco-epidemiological system

NASA Astrophysics Data System (ADS)

Upadhyay, Ranjit Kumar; Roy, Parimita

2014-12-01

In this paper, an eco-epidemiological model with simple law of mass action and modified Holling type II functional response has been proposed and analyzed to understand how a disease may spread among natural populations. The proposed model is a modification of the model presented by Upadhyay et al. (2008) [1]. Existence of the equilibria and their stability analysis (linear and nonlinear) has been studied. The dynamical transitions in the model have been studied by identifying the existence of backward Hopf-bifurcations and demonstrated the period-doubling route to chaos when the death rate of predator (μ1) and the growth rate of susceptible prey population (r) are treated as bifurcation parameters. Our studies show that the system exhibits deterministic chaos when some control parameters attain their critical values. Chaotic dynamics is depicted using the 2D parameter scans and bifurcation analysis. Possible implications of the results for disease eradication or its control are discussed.

Modeling Reality - How Computers Mirror Life

NASA Astrophysics Data System (ADS)

Bialynicki-Birula, Iwo; Bialynicka-Birula, Iwona

2005-01-01

The bookModeling Reality covers a wide range of fascinating subjects, accessible to anyone who wants to learn about the use of computer modeling to solve a diverse range of problems, but who does not possess a specialized training in mathematics or computer science. The material presented is pitched at the level of high-school graduates, even though it covers some advanced topics (cellular automata, Shannon's measure of information, deterministic chaos, fractals, game theory, neural networks, genetic algorithms, and Turing machines). These advanced topics are explained in terms of well known simple concepts: Cellular automata - Game of Life, Shannon's formula - Game of twenty questions, Game theory - Television quiz, etc. The book is unique in explaining in a straightforward, yet complete, fashion many important ideas, related to various models of reality and their applications. Twenty-five programs, written especially for this book, are provided on an accompanying CD. They greatly enhance its pedagogical value and make learning of even the more complex topics an enjoyable pleasure.

Negotiating Multicollinearity with Spike-and-Slab Priors

PubMed Central

Ročková, Veronika

2014-01-01

In multiple regression under the normal linear model, the presence of multicollinearity is well known to lead to unreliable and unstable maximum likelihood estimates. This can be particularly troublesome for the problem of variable selection where it becomes more difficult to distinguish between subset models. Here we show how adding a spike-and-slab prior mitigates this difficulty by filtering the likelihood surface into a posterior distribution that allocates the relevant likelihood information to each of the subset model modes. For identification of promising high posterior models in this setting, we consider three EM algorithms, the fast closed form EMVS version of Rockova and George (2014) and two new versions designed for variants of the spike-and-slab formulation. For a multimodal posterior under multicollinearity, we compare the regions of convergence of these three algorithms. Deterministic annealing versions of the EMVS algorithm are seen to substantially mitigate this multimodality. A single simple running example is used for illustration throughout. PMID:25419004

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams

NASA Astrophysics Data System (ADS)

Lye, Ribin; Tan, James Peng Lung; Cheong, Siew Ann

2012-11-01

We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby N independent traders buy and sell M stocks through an order book that acts as a clearing house. The price of a stock increases whenever it is bought and decreases whenever it is sold. Price changes are updated by the order book before the next transaction takes place. In this deterministic model, all traders based their buy decisions on a call utility function, and all their sell decisions on a put utility function. We then make the agent-based model more realistic, by either having a fraction fb of traders buy a random stock on offer, or a fraction fs of traders sell a random stock in their portfolio. Based on our simulations, we find that it is possible to identify useful order parameters from the steady-state price distributions of all three models. Using these order parameters as a guide, we find three phases: (i) the dead market; (ii) the boom market; and (iii) the jammed market in the phase diagram of the deterministic model. Comparing the phase diagrams of the stochastic models against that of the deterministic model, we realize that the primary effect of stochasticity is to eliminate the dead market phase.

Simple statistical bias correction techniques greatly improve moderate resolution air quality forecast at station level

NASA Astrophysics Data System (ADS)

Curci, Gabriele; Falasca, Serena

2017-04-01

Deterministic air quality forecast is routinely carried out at many local Environmental Agencies in Europe and throughout the world by means of eulerian chemistry-transport models. The skill of these models in predicting the ground-level concentrations of relevant pollutants (ozone, nitrogen dioxide, particulate matter) a few days ahead has greatly improved in recent years, but it is not yet always compliant with the required quality level for decision making (e.g. the European Commission has set a maximum uncertainty of 50% on daily values of relevant pollutants). Post-processing of deterministic model output is thus still regarded as a useful tool to make the forecast more reliable. In this work, we test several bias correction techniques applied to a long-term dataset of air quality forecasts over Europe and Italy. We used the WRF-CHIMERE modelling system, which provides operational experimental chemical weather forecast at CETEMPS (http://pumpkin.aquila.infn.it/forechem/), to simulate the years 2008-2012 at low resolution over Europe (0.5° x 0.5°) and moderate resolution over Italy (0.15° x 0.15°). We compared the simulated dataset with available observation from the European Environmental Agency database (AirBase) and characterized model skill and compliance with EU legislation using the Delta tool from FAIRMODE project (http://fairmode.jrc.ec.europa.eu/). The bias correction techniques adopted are, in order of complexity: (1) application of multiplicative factors calculated as the ratio of model-to-observed concentrations averaged over the previous days; (2) correction of the statistical distribution of model forecasts, in order to make it similar to that of the observations; (3) development and application of Model Output Statistics (MOS) regression equations. We illustrate differences and advantages/disadvantages of the three approaches. All the methods are relatively easy to implement for other modelling systems.

Probabilistic, meso-scale flood loss modelling

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2016-04-01

Flood risk analyses are an important basis for decisions on flood risk management and adaptation. However, such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments and even more for flood loss modelling. State of the art in flood loss modelling is still the use of simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood loss models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we demonstrate and evaluate the upscaling of the approach to the meso-scale, namely on the basis of land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany (Botto et al. submitted). The application of bagging decision tree based loss models provide a probability distribution of estimated loss per municipality. Validation is undertaken on the one hand via a comparison with eight deterministic loss models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official loss data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of loss estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation approach is that it inherently provides quantitative information about the uncertainty of the prediction. References: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Botto A, Kreibich H, Merz B, Schröter K (submitted) Probabilistic, multi-variable flood loss modelling on the meso-scale with BT-FLEMO. Risk Analysis.

Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.

PubMed

Pearl Mizrahi, Sivan; Sandler, Oded; Lande-Diner, Laura; Balaban, Nathalie Q; Simon, Itamar

2016-01-01

We describe a recent approach for distinguishing between stochastic and deterministic sources of variability, focusing on the mammalian cell cycle. Variability between cells is often attributed to stochastic noise, although it may be generated by deterministic components. Interestingly, lineage information can be used to distinguish between variability and determinism. Analysis of correlations within a lineage of the mammalian cell cycle duration revealed its deterministic nature. Here, we discuss the sources of such variability and the possibility that the underlying deterministic process is due to the circadian clock. Finally, we discuss the "kicked cell cycle" model and its implication on the study of the cell cycle in healthy and cancerous tissues. © 2015 WILEY Periodicals, Inc.

An autostratigraphic view of the long-term dynamics of delta distributary channels: A new step forward with the grade index model

NASA Astrophysics Data System (ADS)

Naruse, H.; Muto, T.

2017-12-01

Autostratigraphy is the stratigraphy that is generated by large-scale, deterministic autogenic processes of depositional systems, based on the full recognition of non-equilibrium behavior in response to steady external forcing. Recent experimental studies to explore the effects of basin water depth on the dynamics of distributary channels have brought a new geometrical scheme, here referred to as the grade index model, which is expected to make a significant step forward for development of the autostratigraphy of river deltas. Grade index (0 ≤ Gindex ≤1) is a dimensionless number that describes how close the alluvial river is to a graded state and is given as the ratio of subaerial allocation of the supplied sediment to both subaerial and subaqueous allocation of the sediment, in the form of a function of dimensionless basin water depth (h*). The grade index model for a particular geometrical setting suggests that as h* increase toward +∞, all of dimensionless magnitudes of delta progradation rate (Rpro*), alluvial aggradation rate (Ragg*), channel migration rate (Rmig*), avulsion frequency decrease toward 0, and all of dimensionless timescales of channel shifting (τs*), recurrence of channels (τr*), channel avulsion (τA*) increase toward +∞, and also that Rpro* = Ragg* = Rmig* = fA* = (τs*)-1 = (τr*)-1 = (τA* )-1 = Gindex. This grade index model, despite its simple structure, offers deep insight into the rationale of shoreline autoretreat, a typical large-scale, deterministic autogenic process that is realized by non-equilibrium response to steady base level rise. A simple geometrical modeling leads to a finding that Ppro* = (1 - Ab*) Gindex, where Ab* is a dimensionless form of the bottom surface of the deltaic deposit (Ab) given by dividing Ab with the square of autostratigraphic length scale (Λ). As the delta grows with base level rise, Ab progressively increases and then inevitably meets an event that Ab* exceeds 1 (i.e. Ab exceeds Λ2). We also find that Pagg* = A* + (1 - Ab*) Gindex, where A* is a dimensionless horizontal area of the deltaplain (A* = A/Λ2). At the moment of autodrowning, A* becomes 0, Ab* takes a positive value larger than one, h* is infinitely large, and thus and Gindex takes a value close to zero. Thus, shoreline autoretreat and autodrowning of the delta are closely related to grade index.

Comparison of the effects of enteral feeding with continuous and intermittent parenteral nutrition on hepatic triglyceride secretion in human beings

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

Isabel-Martinez, L.; Skinner, C.; Parkin, A.

Plasma triglyceride turnover was measured during steady-state conditions in 22 postoperative patients. Nine had received nutritional support with an enteral regimen, seven had received an equivalent regimen as continuous parenteral nutrition, and six received the same parenteral regimen as a cyclical infusion. After 5 days of nutritional support, each patient received an intravenous bolus of tritiated glycerol. Plasma radiolabeled triglyceride content was measured during the subsequent 24 hours. The data were analyzed by means of a simple deterministic model of plasma triglyceride kinetics and compared with the results obtained by stochastic analysis. The rates of hepatic triglyceride secretion obtained bymore » deterministic analysis were higher than those obtained by the stochastic approach. However, the mode of delivery of the nutritional regimen did not affect the rate of hepatic triglyceride secretion regardless of the method of analysis. The results suggest that neither complete nutritional bypass of the gastrointestinal tract nor interruption of parenteral nutrition in an attempt to mimic normal eating has any effect on hepatic triglyceride secretion. Any beneficial effect that enteral feeding or cyclical parenteral nutrition may have on liver dysfunction associated with standard parenteral nutrition appears to be unrelated to changes in hepatic triglyceride secretion.« less

Exploring a new method for the retrieval of urban thermophysical properties using thermal infrared remote sensing and deterministic modeling

NASA Astrophysics Data System (ADS)

De Ridder, K.; Bertrand, C.; Casanova, G.; Lefebvre, W.

2012-09-01

Increasingly, mesoscale meteorological and climate models are used to predict urban weather and climate. Yet, large uncertainties remain regarding values of some urban surface properties. In particular, information concerning urban values for thermal roughness length and thermal admittance is scarce. In this paper, we present a method to estimate values for thermal admittance in combination with an optimal scheme for thermal roughness length, based on METEOSAT-8/SEVIRI thermal infrared imagery in conjunction with a deterministic atmospheric model containing a simple urbanized land surface scheme. Given the spatial resolution of the SEVIRI sensor, the resulting parameter values are applicable at scales of the order of 5 km. As a study case we focused on the city of Paris, for the day of 29 June 2006. Land surface temperature was calculated from SEVIRI thermal radiances using a new split-window algorithm specifically designed to handle urban conditions, as described inAppendix A, including a correction for anisotropy effects. Land surface temperature was also calculated in an ensemble of simulations carried out with the ARPS mesoscale atmospheric model, combining different thermal roughness length parameterizations with a range of thermal admittance values. Particular care was taken to spatially match the simulated land surface temperature with the SEVIRI field of view, using the so-called point spread function of the latter. Using Bayesian inference, the best agreement between simulated and observed land surface temperature was obtained for the Zilitinkevich (1970) and Brutsaert (1975) thermal roughness length parameterizations, the latter with the coefficients obtained by Kanda et al. (2007). The retrieved thermal admittance values associated with either thermal roughness parameterization were, respectively, 1843 ± 108 J m-2 s-1/2 K-1 and 1926 ± 115 J m-2 s-1/2 K-1.

Probabilistic Solar Wind Forecasting Using Large Ensembles of Near-Sun Conditions With a Simple One-Dimensional "Upwind" Scheme

NASA Astrophysics Data System (ADS)

Owens, Mathew J.; Riley, Pete

2017-11-01

Long lead-time space-weather forecasting requires accurate prediction of the near-Earth solar wind. The current state of the art uses a coronal model to extrapolate the observed photospheric magnetic field to the upper corona, where it is related to solar wind speed through empirical relations. These near-Sun solar wind and magnetic field conditions provide the inner boundary condition to three-dimensional numerical magnetohydrodynamic (MHD) models of the heliosphere out to 1 AU. This physics-based approach can capture dynamic processes within the solar wind, which affect the resulting conditions in near-Earth space. However, this deterministic approach lacks a quantification of forecast uncertainty. Here we describe a complementary method to exploit the near-Sun solar wind information produced by coronal models and provide a quantitative estimate of forecast uncertainty. By sampling the near-Sun solar wind speed at a range of latitudes about the sub-Earth point, we produce a large ensemble (N = 576) of time series at the base of the Sun-Earth line. Propagating these conditions to Earth by a three-dimensional MHD model would be computationally prohibitive; thus, a computationally efficient one-dimensional "upwind" scheme is used. The variance in the resulting near-Earth solar wind speed ensemble is shown to provide an accurate measure of the forecast uncertainty. Applying this technique over 1996-2016, the upwind ensemble is found to provide a more "actionable" forecast than a single deterministic forecast; potential economic value is increased for all operational scenarios, but particularly when false alarms are important (i.e., where the cost of taking mitigating action is relatively large).

Probabilistic Solar Wind Forecasting Using Large Ensembles of Near-Sun Conditions With a Simple One-Dimensional "Upwind" Scheme.

PubMed

Owens, Mathew J; Riley, Pete

2017-11-01

Long lead-time space-weather forecasting requires accurate prediction of the near-Earth solar wind. The current state of the art uses a coronal model to extrapolate the observed photospheric magnetic field to the upper corona, where it is related to solar wind speed through empirical relations. These near-Sun solar wind and magnetic field conditions provide the inner boundary condition to three-dimensional numerical magnetohydrodynamic (MHD) models of the heliosphere out to 1 AU. This physics-based approach can capture dynamic processes within the solar wind, which affect the resulting conditions in near-Earth space. However, this deterministic approach lacks a quantification of forecast uncertainty. Here we describe a complementary method to exploit the near-Sun solar wind information produced by coronal models and provide a quantitative estimate of forecast uncertainty. By sampling the near-Sun solar wind speed at a range of latitudes about the sub-Earth point, we produce a large ensemble (N = 576) of time series at the base of the Sun-Earth line. Propagating these conditions to Earth by a three-dimensional MHD model would be computationally prohibitive; thus, a computationally efficient one-dimensional "upwind" scheme is used. The variance in the resulting near-Earth solar wind speed ensemble is shown to provide an accurate measure of the forecast uncertainty. Applying this technique over 1996-2016, the upwind ensemble is found to provide a more "actionable" forecast than a single deterministic forecast; potential economic value is increased for all operational scenarios, but particularly when false alarms are important (i.e., where the cost of taking mitigating action is relatively large).

Probabilistic Solar Wind Forecasting Using Large Ensembles of Near‐Sun Conditions With a Simple One‐Dimensional “Upwind” Scheme

PubMed Central

Riley, Pete

2017-01-01

Abstract Long lead‐time space‐weather forecasting requires accurate prediction of the near‐Earth solar wind. The current state of the art uses a coronal model to extrapolate the observed photospheric magnetic field to the upper corona, where it is related to solar wind speed through empirical relations. These near‐Sun solar wind and magnetic field conditions provide the inner boundary condition to three‐dimensional numerical magnetohydrodynamic (MHD) models of the heliosphere out to 1 AU. This physics‐based approach can capture dynamic processes within the solar wind, which affect the resulting conditions in near‐Earth space. However, this deterministic approach lacks a quantification of forecast uncertainty. Here we describe a complementary method to exploit the near‐Sun solar wind information produced by coronal models and provide a quantitative estimate of forecast uncertainty. By sampling the near‐Sun solar wind speed at a range of latitudes about the sub‐Earth point, we produce a large ensemble (N = 576) of time series at the base of the Sun‐Earth line. Propagating these conditions to Earth by a three‐dimensional MHD model would be computationally prohibitive; thus, a computationally efficient one‐dimensional “upwind” scheme is used. The variance in the resulting near‐Earth solar wind speed ensemble is shown to provide an accurate measure of the forecast uncertainty. Applying this technique over 1996–2016, the upwind ensemble is found to provide a more “actionable” forecast than a single deterministic forecast; potential economic value is increased for all operational scenarios, but particularly when false alarms are important (i.e., where the cost of taking mitigating action is relatively large). PMID:29398982

Probabilistic inversion of electrical resistivity data from bench-scale experiments: On model parameterization for CO2 sequestration monitoring

NASA Astrophysics Data System (ADS)

Breen, S. J.; Lochbuehler, T.; Detwiler, R. L.; Linde, N.

2013-12-01

Electrical resistivity tomography (ERT) is a well-established method for geophysical characterization and has shown potential for monitoring geologic CO2 sequestration, due to its sensitivity to electrical resistivity contrasts generated by liquid/gas saturation variability. In contrast to deterministic ERT inversion approaches, probabilistic inversion provides not only a single saturation model but a full posterior probability density function for each model parameter. Furthermore, the uncertainty inherent in the underlying petrophysics (e.g., Archie's Law) can be incorporated in a straightforward manner. In this study, the data are from bench-scale ERT experiments conducted during gas injection into a quasi-2D (1 cm thick), translucent, brine-saturated sand chamber with a packing that mimics a simple anticlinal geological reservoir. We estimate saturation fields by Markov chain Monte Carlo sampling with the MT-DREAM(ZS) algorithm and compare them quantitatively to independent saturation measurements from a light transmission technique, as well as results from deterministic inversions. Different model parameterizations are evaluated in terms of the recovered saturation fields and petrophysical parameters. The saturation field is parameterized (1) in cartesian coordinates, (2) by means of its discrete cosine transform coefficients, and (3) by fixed saturation values and gradients in structural elements defined by a gaussian bell of arbitrary shape and location. Synthetic tests reveal that a priori knowledge about the expected geologic structures (as in parameterization (3)) markedly improves the parameter estimates. The number of degrees of freedom thus strongly affects the inversion results. In an additional step, we explore the effects of assuming that the total volume of injected gas is known a priori and that no gas has migrated away from the monitored region.

The threshold of a stochastic delayed SIR epidemic model with temporary immunity

NASA Astrophysics Data System (ADS)

Liu, Qun; Chen, Qingmei; Jiang, Daqing

2016-05-01

This paper is concerned with the asymptotic properties of a stochastic delayed SIR epidemic model with temporary immunity. Sufficient conditions for extinction and persistence in the mean of the epidemic are established. The threshold between persistence in the mean and extinction of the epidemic is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

A queuing model for road traffic simulation

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

Guerrouahane, N.; Aissani, D.; Bouallouche-Medjkoune, L.

We present in this article a stochastic queuing model for the raod traffic. The model is based on the M/G/c/c state dependent queuing model, and is inspired from the deterministic Godunov scheme for the road traffic simulation. We first propose a variant of M/G/c/c state dependent model that works with density-flow fundamental diagrams rather than density-speed relationships. We then extend this model in order to consider upstream traffic demand as well as downstream traffic supply. Finally, we show how to model a whole raod by concatenating raod sections as in the deterministic Godunov scheme.

Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting.

PubMed

Owens, M J; Horbury, T S; Wicks, R T; McGregor, S L; Savani, N P; Xiong, M

2014-06-01

Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind "noise," which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical "downscaling" of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme. Solar wind models must be downscaled in order to drive magnetospheric models Ensemble downscaling is more effective than deterministic downscaling The magnetosphere responds nonlinearly to small-scale solar wind fluctuations.

A Comparison of Deterministic and Stochastic Modeling Approaches for Biochemical Reaction Systems: On Fixed Points, Means, and Modes.

PubMed

Hahl, Sayuri K; Kremling, Andreas

2016-01-01

In the mathematical modeling of biochemical reactions, a convenient standard approach is to use ordinary differential equations (ODEs) that follow the law of mass action. However, this deterministic ansatz is based on simplifications; in particular, it neglects noise, which is inherent to biological processes. In contrast, the stochasticity of reactions is captured in detail by the discrete chemical master equation (CME). Therefore, the CME is frequently applied to mesoscopic systems, where copy numbers of involved components are small and random fluctuations are thus significant. Here, we compare those two common modeling approaches, aiming at identifying parallels and discrepancies between deterministic variables and possible stochastic counterparts like the mean or modes of the state space probability distribution. To that end, a mathematically flexible reaction scheme of autoregulatory gene expression is translated into the corresponding ODE and CME formulations. We show that in the thermodynamic limit, deterministic stable fixed points usually correspond well to the modes in the stationary probability distribution. However, this connection might be disrupted in small systems. The discrepancies are characterized and systematically traced back to the magnitude of the stoichiometric coefficients and to the presence of nonlinear reactions. These factors are found to synergistically promote large and highly asymmetric fluctuations. As a consequence, bistable but unimodal, and monostable but bimodal systems can emerge. This clearly challenges the role of ODE modeling in the description of cellular signaling and regulation, where some of the involved components usually occur in low copy numbers. Nevertheless, systems whose bimodality originates from deterministic bistability are found to sustain a more robust separation of the two states compared to bimodal, but monostable systems. In regulatory circuits that require precise coordination, ODE modeling is thus still expected to provide relevant indications on the underlying dynamics.

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Fault Detection for Nonlinear Process With Deterministic Disturbances: A Just-In-Time Learning Based Data Driven Method.

PubMed

Yin, Shen; Gao, Huijun; Qiu, Jianbin; Kaynak, Okyay

2017-11-01

Data-driven fault detection plays an important role in industrial systems due to its applicability in case of unknown physical models. In fault detection, disturbances must be taken into account as an inherent characteristic of processes. Nevertheless, fault detection for nonlinear processes with deterministic disturbances still receive little attention, especially in data-driven field. To solve this problem, a just-in-time learning-based data-driven (JITL-DD) fault detection method for nonlinear processes with deterministic disturbances is proposed in this paper. JITL-DD employs JITL scheme for process description with local model structures to cope with processes dynamics and nonlinearity. The proposed method provides a data-driven fault detection solution for nonlinear processes with deterministic disturbances, and owns inherent online adaptation and high accuracy of fault detection. Two nonlinear systems, i.e., a numerical example and a sewage treatment process benchmark, are employed to show the effectiveness of the proposed method.

Deterministic Mean-Field Ensemble Kalman Filtering

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

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Continuum mesoscopic framework for multiple interacting species and processes on multiple site types and/or crystallographic planes.

PubMed

Chatterjee, Abhijit; Vlachos, Dionisios G

2007-07-21

While recently derived continuum mesoscopic equations successfully bridge the gap between microscopic and macroscopic physics, so far they have been derived only for simple lattice models. In this paper, general deterministic continuum mesoscopic equations are derived rigorously via nonequilibrium statistical mechanics to account for multiple interacting surface species and multiple processes on multiple site types and/or different crystallographic planes. Adsorption, desorption, reaction, and surface diffusion are modeled. It is demonstrated that contrary to conventional phenomenological continuum models, microscopic physics, such as the interaction potential, determines the final form of the mesoscopic equation. Models of single component diffusion and binary diffusion of interacting particles on single-type site lattice and of single component diffusion on complex microporous materials' lattices consisting of two types of sites are derived, as illustrations of the mesoscopic framework. Simplification of the diffusion mesoscopic model illustrates the relation to phenomenological models, such as the Fickian and Maxwell-Stefan transport models. It is demonstrated that the mesoscopic equations are in good agreement with lattice kinetic Monte Carlo simulations for several prototype examples studied.

Mathematical modeling and pharmaceutical pricing: analyses used to inform in-licensing and developmental go/No-Go decisions.

PubMed

Vernon, John A; Hughen, W Keener; Johnson, Scott J

2005-05-01

In the face of significant real healthcare cost inflation, pressured budgets, and ongoing launches of myriad technology of uncertain value, payers have formalized new valuation techniques that represent a barrier to entry for drugs. Cost-effectiveness analysis predominates among these methods, which involves differencing a new technological intervention's marginal costs and benefits with a comparator's, and comparing the resulting ratio to a payer's willingness-to-pay threshold. In this paper we describe how firms are able to model the feasible range of future product prices when making in-licensing and developmental Go/No-Go decisions by considering payers' use of the cost-effectiveness method. We illustrate this analytic method with a simple deterministic example and then incorporate stochastic assumptions using both analytic and simulation methods. Using this strategic approach, firms may reduce product development and in-licensing risk.

Cell-Free Optogenetic Gene Expression System.

PubMed

Jayaraman, Premkumar; Yeoh, Jing Wui; Jayaraman, Sudhaghar; Teh, Ai Ying; Zhang, Jingyun; Poh, Chueh Loo

2018-04-20

Optogenetic tools provide a new and efficient way to dynamically program gene expression with unmatched spatiotemporal precision. To date, their vast potential remains untapped in the field of cell-free synthetic biology, largely due to the lack of simple and efficient light-switchable systems. Here, to bridge the gap between cell-free systems and optogenetics, we studied our previously engineered one component-based blue light-inducible Escherichia coli promoter in a cell-free environment through experimental characterization and mathematical modeling. We achieved >10-fold dynamic expression and demonstrated rapid and reversible activation of the target gene to generate oscillatory response. The deterministic model developed was able to recapitulate the system behavior and helped to provide quantitative insights to optimize dynamic response. This in vitro optogenetic approach could be a powerful new high-throughput screening technology for rapid prototyping of complex biological networks in both space and time without the need for chemical induction.

An adaptive tracking observer for failure-detection systems

NASA Technical Reports Server (NTRS)

Sidar, M.

1982-01-01

The design problem of adaptive observers applied to linear, constant and variable parameters, multi-input, multi-output systems, is considered. It is shown that, in order to keep the observer's (or Kalman filter) false-alarm rate (FAR) under a certain specified value, it is necessary to have an acceptable proper matching between the observer (or KF) model and the system parameters. An adaptive observer algorithm is introduced in order to maintain desired system-observer model matching, despite initial mismatching and/or system parameter variations. Only a properly designed adaptive observer is able to detect abrupt changes in the system (actuator, sensor failures, etc.) with adequate reliability and FAR. Conditions for convergence for the adaptive process were obtained, leading to a simple adaptive law (algorithm) with the possibility of an a priori choice of fixed adaptive gains. Simulation results show good tracking performance with small observer output errors and accurate and fast parameter identification, in both deterministic and stochastic cases.

Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics

NASA Astrophysics Data System (ADS)

Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.

2017-03-01

The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation

PubMed Central

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother’s old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother’s old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington’s genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation. PMID:26761487

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation.

PubMed

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother's old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother's old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington's genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation.

A hybrid model for predicting carbon monoxide from vehicular exhausts in urban environments

NASA Astrophysics Data System (ADS)

Gokhale, Sharad; Khare, Mukesh

Several deterministic-based air quality models evaluate and predict the frequently occurring pollutant concentration well but, in general, are incapable of predicting the 'extreme' concentrations. In contrast, the statistical distribution models overcome the above limitation of the deterministic models and predict the 'extreme' concentrations. However, the environmental damages are caused by both extremes as well as by the sustained average concentration of pollutants. Hence, the model should predict not only 'extreme' ranges but also the 'middle' ranges of pollutant concentrations, i.e. the entire range. Hybrid modelling is one of the techniques that estimates/predicts the 'entire range' of the distribution of pollutant concentrations by combining the deterministic based models with suitable statistical distribution models ( Jakeman, et al., 1988). In the present paper, a hybrid model has been developed to predict the carbon monoxide (CO) concentration distributions at one of the traffic intersections, Income Tax Office (ITO), in the Delhi city, where the traffic is heterogeneous in nature and meteorology is 'tropical'. The model combines the general finite line source model (GFLSM) as its deterministic, and log logistic distribution (LLD) model, as its statistical components. The hybrid (GFLSM-LLD) model is then applied at the ITO intersection. The results show that the hybrid model predictions match with that of the observed CO concentration data within the 5-99 percentiles range. The model is further validated at different street location, i.e. Sirifort roadway. The validation results show that the model predicts CO concentrations fairly well ( d=0.91) in 10-95 percentiles range. The regulatory compliance is also developed to estimate the probability of exceedance of hourly CO concentration beyond the National Ambient Air Quality Standards (NAAQS) of India. It consists of light vehicles, heavy vehicles, three- wheelers (auto rickshaws) and two-wheelers (scooters, motorcycles, etc).

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession.

PubMed

Dini-Andreote, Francisco; Stegen, James C; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-03-17

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages--which provide a larger spatiotemporal scale relative to within stage analyses--revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended--and experimentally testable--conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems.

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession

PubMed Central

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-01-01

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages—which provide a larger spatiotemporal scale relative to within stage analyses—revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended—and experimentally testable—conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems. PMID:25733885

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

Although the detection of metastases radically changes prognosis of and treatment decisions for a cancer patient, clinically undetectable micrometastases hamper a consistent classification into localized or metastatic disease. This chapter discusses mathematical modeling efforts that could help to estimate the metastatic risk in such a situation. We focus on two approaches: (1) a stochastic framework describing metastatic emission events at random times, formalized via Poisson processes, and (2) a deterministic framework describing the micrometastatic state through a size-structured density function in a partial differential equation model. Three aspects are addressed in this chapter. First, a motivation for the Poisson process framework is presented and modeling hypotheses and mechanisms are introduced. Second, we extend the Poisson model to account for secondary metastatic emission. Third, we highlight an inherent crosslink between the stochastic and deterministic frameworks and discuss its implications. For increased accessibility the chapter is split into an informal presentation of the results using a minimum of mathematical formalism and a rigorous mathematical treatment for more theoretically interested readers.

Robust Sensitivity Analysis for Multi-Attribute Deterministic Hierarchical Value Models

DTIC Science & Technology

2002-03-01

such as weighted sum method, weighted 5 product method, and the Analytic Hierarchy Process ( AHP ). This research focuses on only weighted sum...different groups. They can be termed as deterministic, stochastic, or fuzzy multi-objective decision methods if they are classified according to the...weighted product model (WPM), and analytic hierarchy process ( AHP ). His method attempts to identify the most important criteria weight and the most

The Study of the Relationship between Probabilistic Design and Axiomatic Design Methodology. Volume 2

NASA Technical Reports Server (NTRS)

Onwubiko, Chin-Yere; Onyebueke, Landon

1996-01-01

The structural design, or the design of machine elements, has been traditionally based on deterministic design methodology. The deterministic method considers all design parameters to be known with certainty. This methodology is, therefore, inadequate to design complex structures that are subjected to a variety of complex, severe loading conditions. A nonlinear behavior that is dependent on stress, stress rate, temperature, number of load cycles, and time is observed on all components subjected to complex conditions. These complex conditions introduce uncertainties; hence, the actual factor of safety margin remains unknown. In the deterministic methodology, the contingency of failure is discounted; hence, there is a use of a high factor of safety. It may be most useful in situations where the design structures are simple. The probabilistic method is concerned with the probability of non-failure performance of structures or machine elements. It is much more useful in situations where the design is characterized by complex geometry, possibility of catastrophic failure, sensitive loads and material properties. Also included: Comparative Study of the use of AGMA Geometry Factors and Probabilistic Design Methodology in the Design of Compact Spur Gear Set.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

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

Peplow, Douglas E.; Mosher, Scott W; Evans, Thomas M

2012-08-01

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADISmore » also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.« less

Dynamic analysis of a stochastic rumor propagation model

NASA Astrophysics Data System (ADS)

Jia, Fangju; Lv, Guangying

2018-01-01

The rapid development of the Internet, especially the emergence of the social networks, leads rumor propagation into a new media era. In this paper, we are concerned with a stochastic rumor propagation model. Sufficient conditions for extinction and persistence in the mean of the rumor are established. The threshold between persistence in the mean and extinction of the rumor is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

Evaluation of the Plant-Craig stochastic convection scheme in an ensemble forecasting system

NASA Astrophysics Data System (ADS)

Keane, R. J.; Plant, R. S.; Tennant, W. J.

2015-12-01

The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic element only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

Development of a Probabilistic Component Mode Synthesis Method for the Analysis of Non-Deterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1995-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature, researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. This paper presents a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

Random walk-percolation-based modeling of two-phase flow in porous media: Breakthrough time and net to gross ratio estimation

NASA Astrophysics Data System (ADS)

Ganjeh-Ghazvini, Mostafa; Masihi, Mohsen; Ghaedi, Mojtaba

2014-07-01

Fluid flow modeling in porous media has many applications in waste treatment, hydrology and petroleum engineering. In any geological model, flow behavior is controlled by multiple properties. These properties must be known in advance of common flow simulations. When uncertainties are present, deterministic modeling often produces poor results. Percolation and Random Walk (RW) methods have recently been used in flow modeling. Their stochastic basis is useful in dealing with uncertainty problems. They are also useful in finding the relationship between porous media descriptions and flow behavior. This paper employs a simple methodology based on random walk and percolation techniques. The method is applied to a well-defined model reservoir in which the breakthrough time distributions are estimated. The results of this method and the conventional simulation are then compared. The effect of the net to gross ratio on the breakthrough time distribution is studied in terms of Shannon entropy. Use of the entropy plot allows one to assign the appropriate net to gross ratio to any porous medium.

Integrating urban recharge uncertainty into standard groundwater modeling practice: A case study on water main break predictions for the Barton Springs segment of the Edwards Aquifer, Austin, Texas

NASA Astrophysics Data System (ADS)

Sinner, K.; Teasley, R. L.

2016-12-01

Groundwater models serve as integral tools for understanding flow processes and informing stakeholders and policy makers in management decisions. Historically, these models tended towards a deterministic nature, relying on historical data to predict and inform future decisions based on model outputs. This research works towards developing a stochastic method of modeling recharge inputs from pipe main break predictions in an existing groundwater model, which subsequently generates desired outputs incorporating future uncertainty rather than deterministic data. The case study for this research is the Barton Springs segment of the Edwards Aquifer near Austin, Texas. Researchers and water resource professionals have modeled the Edwards Aquifer for decades due to its high water quality, fragile ecosystem, and stakeholder interest. The original case study and model that this research is built upon was developed as a co-design problem with regional stakeholders and the model outcomes are generated specifically for communication with policy makers and managers. Recently, research in the Barton Springs segment demonstrated a significant contribution of urban, or anthropogenic, recharge to the aquifer, particularly during dry period, using deterministic data sets. Due to social and ecological importance of urban water loss to recharge, this study develops an evaluation method to help predicted pipe breaks and their related recharge contribution within the Barton Springs segment of the Edwards Aquifer. To benefit groundwater management decision processes, the performance measures captured in the model results, such as springflow, head levels, storage, and others, were determined by previous work in elicitation of problem framing to determine stakeholder interests and concerns. The results of the previous deterministic model and the stochastic model are compared to determine gains to stakeholder knowledge through the additional modeling

Cluster-type entangled coherent states: Generation and application

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

An, Nguyen Ba; Kim, Jaewan; Korea Institute for Advanced Study, 207-43 Cheongryangni 2-dong, Dongdaemun-gu, Seoul 130-722

2009-10-15

We consider a type of (M+N)-mode entangled coherent states and propose a simple deterministic scheme to generate these states that can fly freely in space. We then exploit such free-flying states to teleport certain kinds of superpositions of multimode coherent states. We also address the issue of manipulating size and type of entangled coherent states by means of linear optics elements only.

Cluster-type entangled coherent states: Generation and application

NASA Astrophysics Data System (ADS)

An, Nguyen Ba; Kim, Jaewan

2009-10-01

We consider a type of (M+N) -mode entangled coherent states and propose a simple deterministic scheme to generate these states that can fly freely in space. We then exploit such free-flying states to teleport certain kinds of superpositions of multimode coherent states. We also address the issue of manipulating size and type of entangled coherent states by means of linear optics elements only.

An investigation of adaptive controllers for helicopter vibration and the development of a new dual controller

NASA Technical Reports Server (NTRS)

Mookerjee, P.; Molusis, J. A.; Bar-Shalom, Y.

1985-01-01

An investigation of the properties important for the design of stochastic adaptive controllers for the higher harmonic control of helicopter vibration is presented. Three different model types are considered for the transfer relationship between the helicopter higher harmonic control input and the vibration output: (1) nonlinear; (2) linear with slow time varying coefficients; and (3) linear with constant coefficients. The stochastic controller formulations and solutions are presented for a dual, cautious, and deterministic controller for both linear and nonlinear transfer models. Extensive simulations are performed with the various models and controllers. It is shown that the cautious adaptive controller can sometimes result in unacceptable vibration control. A new second order dual controller is developed which is shown to modify the cautious adaptive controller by adding numerator and denominator correction terms to the cautious control algorithm. The new dual controller is simulated on a simple single-control vibration example and is found to achieve excellent vibration reduction and significantly improves upon the cautious controller.

[Radiotherapy and chaos theory: the tit bird and the butterfly...].

PubMed

Denis, F; Letellier, C

2012-09-01

Although the same simple laws govern cancer outcome (cell division repeated again and again), each tumour has a different outcome before as well as after irradiation therapy. The linear-quadratic radiosensitivity model allows an assessment of tumor sensitivity to radiotherapy. This model presents some limitations in clinical practice because it does not take into account the interactions between tumour cells and non-tumoral bystander cells (such as endothelial cells, fibroblasts, immune cells...) that modulate radiosensitivity and tumor growth dynamics. These interactions can lead to non-linear and complex tumor growth which appears to be random but that is not since there is not so many tumors spontaneously regressing. In this paper we propose to develop a deterministic approach for tumour growth dynamics using chaos theory. Various characteristics of cancer dynamics and tumor radiosensitivity can be explained using mathematical models of competing cell species. Copyright © 2012 Société française de radiothérapie oncologique (SFRO). Published by Elsevier SAS. All rights reserved.

Robust planning of dynamic wireless charging infrastructure for battery electric buses

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

Liu, Zhaocai; Song, Ziqi

Battery electric buses with zero tailpipe emissions have great potential in improving environmental sustainability and livability of urban areas. However, the problems of high cost and limited range associated with on-board batteries have substantially limited the popularity of battery electric buses. The technology of dynamic wireless power transfer (DWPT), which provides bus operators with the ability to charge buses while in motion, may be able to effectively alleviate the drawbacks of electric buses. In this paper, we address the problem of simultaneously selecting the optimal location of the DWPT facilities and designing the optimal battery sizes of electric buses formore » a DWPT electric bus system. The problem is first constructed as a deterministic model in which the uncertainty of energy consumption and travel time of electric buses is neglected. The methodology of robust optimization (RO) is then adopted to address the uncertainty of energy consumption and travel time. The affinely adjustable robust counterpart (AARC) of the deterministic model is developed, and its equivalent tractable mathematical programming is derived. Both the deterministic model and the robust model are demonstrated with a real-world bus system. The results of our study demonstrate that the proposed deterministic model can effectively determine the allocation of DWPT facilities and the battery sizes of electric buses for a DWPT electric bus system; and the robust model can further provide optimal designs that are robust against the uncertainty of energy consumption and travel time for electric buses.« less

Robust planning of dynamic wireless charging infrastructure for battery electric buses

DOE PAGES

Liu, Zhaocai; Song, Ziqi

2017-10-01

Battery electric buses with zero tailpipe emissions have great potential in improving environmental sustainability and livability of urban areas. However, the problems of high cost and limited range associated with on-board batteries have substantially limited the popularity of battery electric buses. The technology of dynamic wireless power transfer (DWPT), which provides bus operators with the ability to charge buses while in motion, may be able to effectively alleviate the drawbacks of electric buses. In this paper, we address the problem of simultaneously selecting the optimal location of the DWPT facilities and designing the optimal battery sizes of electric buses formore » a DWPT electric bus system. The problem is first constructed as a deterministic model in which the uncertainty of energy consumption and travel time of electric buses is neglected. The methodology of robust optimization (RO) is then adopted to address the uncertainty of energy consumption and travel time. The affinely adjustable robust counterpart (AARC) of the deterministic model is developed, and its equivalent tractable mathematical programming is derived. Both the deterministic model and the robust model are demonstrated with a real-world bus system. The results of our study demonstrate that the proposed deterministic model can effectively determine the allocation of DWPT facilities and the battery sizes of electric buses for a DWPT electric bus system; and the robust model can further provide optimal designs that are robust against the uncertainty of energy consumption and travel time for electric buses.« less

Multi-parametric variational data assimilation for hydrological forecasting

NASA Astrophysics Data System (ADS)

Alvarado-Montero, R.; Schwanenberg, D.; Krahe, P.; Helmke, P.; Klein, B.

2017-12-01

Ensemble forecasting is increasingly applied in flow forecasting systems to provide users with a better understanding of forecast uncertainty and consequently to take better-informed decisions. A common practice in probabilistic streamflow forecasting is to force deterministic hydrological model with an ensemble of numerical weather predictions. This approach aims at the representation of meteorological uncertainty but neglects uncertainty of the hydrological model as well as its initial conditions. Complementary approaches use probabilistic data assimilation techniques to receive a variety of initial states or represent model uncertainty by model pools instead of single deterministic models. This paper introduces a novel approach that extends a variational data assimilation based on Moving Horizon Estimation to enable the assimilation of observations into multi-parametric model pools. It results in a probabilistic estimate of initial model states that takes into account the parametric model uncertainty in the data assimilation. The assimilation technique is applied to the uppermost area of River Main in Germany. We use different parametric pools, each of them with five parameter sets, to assimilate streamflow data, as well as remotely sensed data from the H-SAF project. We assess the impact of the assimilation in the lead time performance of perfect forecasts (i.e. observed data as forcing variables) as well as deterministic and probabilistic forecasts from ECMWF. The multi-parametric assimilation shows an improvement of up to 23% for CRPS performance and approximately 20% in Brier Skill Scores with respect to the deterministic approach. It also improves the skill of the forecast in terms of rank histogram and produces a narrower ensemble spread.

Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333

Improving Deterministic Reserve Requirements for Security Constrained Unit Commitment and Scheduling Problems in Power Systems

NASA Astrophysics Data System (ADS)

Wang, Fengyu

Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve. As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired. One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones. Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies.

Complete description of all self-similar models driven by Lévy stable noise

NASA Astrophysics Data System (ADS)

Weron, Aleksander; Burnecki, Krzysztof; Mercik, Szymon; Weron, Karina

2005-01-01

A canonical decomposition of H -self-similar Lévy symmetric α -stable processes is presented. The resulting components completely described by both deterministic kernels and the corresponding stochastic integral with respect to the Lévy symmetric α -stable motion are shown to be related to the dissipative and conservative parts of the dynamics. This result provides stochastic analysis tools for study the anomalous diffusion phenomena in the Langevin equation framework. For example, a simple computer test for testing the origins of self-similarity is implemented for four real empirical time series recorded from different physical systems: an ionic current flow through a single channel in a biological membrane, an energy of solar flares, a seismic electric signal recorded during seismic Earth activity, and foreign exchange rate daily returns.

Study on the evaluation method for fault displacement based on characterized source model

NASA Astrophysics Data System (ADS)

Tonagi, M.; Takahama, T.; Matsumoto, Y.; Inoue, N.; Irikura, K.; Dalguer, L. A.

2016-12-01

In IAEA Specific Safety Guide (SSG) 9 describes that probabilistic methods for evaluating fault displacement should be used if no sufficient basis is provided to decide conclusively that the fault is not capable by using the deterministic methodology. In addition, International Seismic Safety Centre compiles as ANNEX to realize seismic hazard for nuclear facilities described in SSG-9 and shows the utility of the deterministic and probabilistic evaluation methods for fault displacement. In Japan, it is required that important nuclear facilities should be established on ground where fault displacement will not arise when earthquakes occur in the future. Under these situations, based on requirements, we need develop evaluation methods for fault displacement to enhance safety in nuclear facilities. We are studying deterministic and probabilistic methods with tentative analyses using observed records such as surface fault displacement and near-fault strong ground motions of inland crustal earthquake which fault displacements arose. In this study, we introduce the concept of evaluation methods for fault displacement. After that, we show parts of tentative analysis results for deterministic method as follows: (1) For the 1999 Chi-Chi earthquake, referring slip distribution estimated by waveform inversion, we construct a characterized source model (Miyake et al., 2003, BSSA) which can explain observed near-fault broad band strong ground motions. (2) Referring a characterized source model constructed in (1), we study an evaluation method for surface fault displacement using hybrid method, which combines particle method and distinct element method. At last, we suggest one of the deterministic method to evaluate fault displacement based on characterized source model. This research was part of the 2015 research project `Development of evaluating method for fault displacement` by the Secretariat of Nuclear Regulation Authority (S/NRA), Japan.

An Analytical Framework for Studying Small-Number Effects in Catalytic Reaction Networks: A Probability Generating Function Approach to Chemical Master Equations

PubMed Central

Nakagawa, Masaki; Togashi, Yuichi

2016-01-01

Cell activities primarily depend on chemical reactions, especially those mediated by enzymes, and this has led to these activities being modeled as catalytic reaction networks. Although deterministic ordinary differential equations of concentrations (rate equations) have been widely used for modeling purposes in the field of systems biology, it has been pointed out that these catalytic reaction networks may behave in a way that is qualitatively different from such deterministic representation when the number of molecules for certain chemical species in the system is small. Apart from this, representing these phenomena by simple binary (on/off) systems that omit the quantities would also not be feasible. As recent experiments have revealed the existence of rare chemical species in cells, the importance of being able to model potential small-number phenomena is being recognized. However, most preceding studies were based on numerical simulations, and theoretical frameworks to analyze these phenomena have not been sufficiently developed. Motivated by the small-number issue, this work aimed to develop an analytical framework for the chemical master equation describing the distributional behavior of catalytic reaction networks. For simplicity, we considered networks consisting of two-body catalytic reactions. We used the probability generating function method to obtain the steady-state solutions of the chemical master equation without specifying the parameters. We obtained the time evolution equations of the first- and second-order moments of concentrations, and the steady-state analytical solution of the chemical master equation under certain conditions. These results led to the rank conservation law, the connecting state to the winner-takes-all state, and analysis of 2-molecules M-species systems. A possible interpretation of the theoretical conclusion for actual biochemical pathways is also discussed. PMID:27047384

Qualitative models and experimental investigation of chaotic NOR gates and set/reset flip-flops

NASA Astrophysics Data System (ADS)

Rahman, Aminur; Jordan, Ian; Blackmore, Denis

2018-01-01

It has been observed through experiments and SPICE simulations that logical circuits based upon Chua's circuit exhibit complex dynamical behaviour. This behaviour can be used to design analogues of more complex logic families and some properties can be exploited for electronics applications. Some of these circuits have been modelled as systems of ordinary differential equations. However, as the number of components in newer circuits increases so does the complexity. This renders continuous dynamical systems models impractical and necessitates new modelling techniques. In recent years, some discrete dynamical models have been developed using various simplifying assumptions. To create a robust modelling framework for chaotic logical circuits, we developed both deterministic and stochastic discrete dynamical models, which exploit the natural recurrence behaviour, for two chaotic NOR gates and a chaotic set/reset flip-flop. This work presents a complete applied mathematical investigation of logical circuits. Experiments on our own designs of the above circuits are modelled and the models are rigorously analysed and simulated showing surprisingly close qualitative agreement with the experiments. Furthermore, the models are designed to accommodate dynamics of similarly designed circuits. This will allow researchers to develop ever more complex chaotic logical circuits with a simple modelling framework.

Qualitative models and experimental investigation of chaotic NOR gates and set/reset flip-flops.

PubMed

Rahman, Aminur; Jordan, Ian; Blackmore, Denis

2018-01-01

It has been observed through experiments and SPICE simulations that logical circuits based upon Chua's circuit exhibit complex dynamical behaviour. This behaviour can be used to design analogues of more complex logic families and some properties can be exploited for electronics applications. Some of these circuits have been modelled as systems of ordinary differential equations. However, as the number of components in newer circuits increases so does the complexity. This renders continuous dynamical systems models impractical and necessitates new modelling techniques. In recent years, some discrete dynamical models have been developed using various simplifying assumptions. To create a robust modelling framework for chaotic logical circuits, we developed both deterministic and stochastic discrete dynamical models, which exploit the natural recurrence behaviour, for two chaotic NOR gates and a chaotic set/reset flip-flop. This work presents a complete applied mathematical investigation of logical circuits. Experiments on our own designs of the above circuits are modelled and the models are rigorously analysed and simulated showing surprisingly close qualitative agreement with the experiments. Furthermore, the models are designed to accommodate dynamics of similarly designed circuits. This will allow researchers to develop ever more complex chaotic logical circuits with a simple modelling framework.

Effect of Uncertainty on Deterministic Runway Scheduling

NASA Technical Reports Server (NTRS)

Gupta, Gautam; Malik, Waqar; Jung, Yoon C.

2012-01-01

Active runway scheduling involves scheduling departures for takeoffs and arrivals for runway crossing subject to numerous constraints. This paper evaluates the effect of uncertainty on a deterministic runway scheduler. The evaluation is done against a first-come- first-serve scheme. In particular, the sequence from a deterministic scheduler is frozen and the times adjusted to satisfy all separation criteria; this approach is tested against FCFS. The comparison is done for both system performance (throughput and system delay) and predictability, and varying levels of congestion are considered. The modeling of uncertainty is done in two ways: as equal uncertainty in availability at the runway as for all aircraft, and as increasing uncertainty for later aircraft. Results indicate that the deterministic approach consistently performs better than first-come-first-serve in both system performance and predictability.

An approximate methods approach to probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Mcclung, R. C.; Millwater, H. R.; Wu, Y.-T.; Thacker, B. H.; Burnside, O. H.

1989-01-01

A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.

Stochastic and deterministic multiscale models for systems biology: an auxin-transport case study.

PubMed

Twycross, Jamie; Band, Leah R; Bennett, Malcolm J; King, John R; Krasnogor, Natalio

2010-03-26

Stochastic and asymptotic methods are powerful tools in developing multiscale systems biology models; however, little has been done in this context to compare the efficacy of these methods. The majority of current systems biology modelling research, including that of auxin transport, uses numerical simulations to study the behaviour of large systems of deterministic ordinary differential equations, with little consideration of alternative modelling frameworks. In this case study, we solve an auxin-transport model using analytical methods, deterministic numerical simulations and stochastic numerical simulations. Although the three approaches in general predict the same behaviour, the approaches provide different information that we use to gain distinct insights into the modelled biological system. We show in particular that the analytical approach readily provides straightforward mathematical expressions for the concentrations and transport speeds, while the stochastic simulations naturally provide information on the variability of the system. Our study provides a constructive comparison which highlights the advantages and disadvantages of each of the considered modelling approaches. This will prove helpful to researchers when weighing up which modelling approach to select. In addition, the paper goes some way to bridging the gap between these approaches, which in the future we hope will lead to integrative hybrid models.

A deterministic model predicts the properties of stochastic calcium oscillations in airway smooth muscle cells.

PubMed

Cao, Pengxing; Tan, Xiahui; Donovan, Graham; Sanderson, Michael J; Sneyd, James

2014-08-01

The inositol trisphosphate receptor ([Formula: see text]) is one of the most important cellular components responsible for oscillations in the cytoplasmic calcium concentration. Over the past decade, two major questions about the [Formula: see text] have arisen. Firstly, how best should the [Formula: see text] be modeled? In other words, what fundamental properties of the [Formula: see text] allow it to perform its function, and what are their quantitative properties? Secondly, although calcium oscillations are caused by the stochastic opening and closing of small numbers of [Formula: see text], is it possible for a deterministic model to be a reliable predictor of calcium behavior? Here, we answer these two questions, using airway smooth muscle cells (ASMC) as a specific example. Firstly, we show that periodic calcium waves in ASMC, as well as the statistics of calcium puffs in other cell types, can be quantitatively reproduced by a two-state model of the [Formula: see text], and thus the behavior of the [Formula: see text] is essentially determined by its modal structure. The structure within each mode is irrelevant for function. Secondly, we show that, although calcium waves in ASMC are generated by a stochastic mechanism, [Formula: see text] stochasticity is not essential for a qualitative prediction of how oscillation frequency depends on model parameters, and thus deterministic [Formula: see text] models demonstrate the same level of predictive capability as do stochastic models. We conclude that, firstly, calcium dynamics can be accurately modeled using simplified [Formula: see text] models, and, secondly, to obtain qualitative predictions of how oscillation frequency depends on parameters it is sufficient to use a deterministic model.

Observations, theoretical ideas and modeling of turbulent flows: Past, present and future

NASA Technical Reports Server (NTRS)

Chapman, G. T.; Tobak, M.

1985-01-01

Turbulence was analyzed in a historical context featuring the interactions between observations, theoretical ideas, and modeling within three successive movements. These are identified as predominantly statistical, structural and deterministic. The statistical movement is criticized for its failure to deal with the structural elements observed in turbulent flows. The structural movement is criticized for its failure to embody observed structural elements within a formal theory. The deterministic movement is described as having the potential of overcoming these deficiencies by allowing structural elements to exhibit chaotic behavior that is nevertheless embodied within a theory. Four major ideas of this movement are described: bifurcation theory, strange attractors, fractals, and the renormalization group. A framework for the future study of turbulent flows is proposed, based on the premises of the deterministic movement.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastien; Stollenwerk, Nico

2010-09-01

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

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

Aguiar, Maira; Ballesteros, Sebastien; Stollenwerk, Nico

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

The threshold of a stochastic delayed SIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2016-11-01

In this paper, we study the threshold dynamics of a stochastic delayed SIR epidemic model with vaccination. We obtain sufficient conditions for extinction and persistence in the mean of the epidemic. The threshold between persistence in the mean and extinction of the stochastic system is also obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number Rbar0 of the deterministic system. Results show that time delay has important effects on the persistence and extinction of the epidemic.

Stochastic Adaptive Particle Beam Tracker Using Meer Filter Feedback.

DTIC Science & Technology

1986-12-01

breakthrough required in controlling the beam location. In 1983, Zicker (27] conducted a feasibility study of a simple proportional gain controller... Zicker synthesized his stochastic controller designs from a deterministic optimal LQ controller assuming full state feedback. An LQ controller is a...34Merge" Method 2.5 Simlifying the eer Filter a Zicker ran a performance analysis on the Meer filter and found the Meer filter virtually insensitive to

Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting

PubMed Central

Owens, M J; Horbury, T S; Wicks, R T; McGregor, S L; Savani, N P; Xiong, M

2014-01-01

Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind “noise,” which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical “downscaling” of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme. Key Points Solar wind models must be downscaled in order to drive magnetospheric models Ensemble downscaling is more effective than deterministic downscaling The magnetosphere responds nonlinearly to small-scale solar wind fluctuations PMID:26213518

Solving difficult problems creatively: a role for energy optimised deterministic/stochastic hybrid computing

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

How is the brain configured for creativity? What is the computational substrate for ‘eureka’ moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal (ultimately quantum decoherent) noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete. PMID:26528173

Heart rate variability as determinism with jump stochastic parameters.

PubMed

Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

2013-08-01

We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

Mutual Information Rate and Bounds for It

PubMed Central

Baptista, Murilo S.; Rubinger, Rero M.; Viana, Emilson R.; Sartorelli, José C.; Parlitz, Ulrich; Grebogi, Celso

2012-01-01

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two time series (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators. PMID:23112809

The way to uncover community structure with core and diversity

NASA Astrophysics Data System (ADS)

Chang, Y. F.; Han, S. K.; Wang, X. D.

2018-07-01

Communities are ubiquitous in nature and society. Individuals that share common properties often self-organize to form communities. Avoiding the shortages of computation complexity, pre-given information and unstable results in different run, in this paper, we propose a simple and efficient method to deepen our understanding of the emergence and diversity of communities in complex systems. By introducing the rational random selection, our method reveals the hidden deterministic and normal diverse community states of community structure. To demonstrate this method, we test it with real-world systems. The results show that our method could not only detect community structure with high sensitivity and reliability, but also provide instructional information about the hidden deterministic community world and the real normal diverse community world by giving out the core-community, the real-community, the tide and the diversity. Thizs is of paramount importance in understanding, predicting, and controlling a variety of collective behaviors in complex systems.

Photonic Quantum Networks formed from NV− centers

PubMed Central

Nemoto, Kae; Trupke, Michael; Devitt, Simon J.; Scharfenberger, Burkhard; Buczak, Kathrin; Schmiedmayer, Jörg; Munro, William J.

2016-01-01

In this article we present a simple repeater scheme based on the negatively-charged nitrogen vacancy centre in diamond. Each repeater node is built from modules comprising an optical cavity containing a single NV−, with one nuclear spin from 15N as quantum memory. The module uses only deterministic processes and interactions to achieve high fidelity operations (>99%), and modules are connected by optical fiber. In the repeater node architecture, the processes between modules by photons can be in principle deterministic, however current limitations on optical components lead the processes to be probabilistic but heralded. Our resource-modest repeater architecture contains two modules at each node, and the repeater nodes are then connected by entangled photon pairs. We discuss the performance of such a quantum repeater network with modest resources and then incorporate more resource-intense strategies step by step. Our architecture should allow large-scale quantum information networks with existing or near future technology. PMID:27215433

Photonic Quantum Networks formed from NV(-) centers.

PubMed

Nemoto, Kae; Trupke, Michael; Devitt, Simon J; Scharfenberger, Burkhard; Buczak, Kathrin; Schmiedmayer, Jörg; Munro, William J

2016-05-24

In this article we present a simple repeater scheme based on the negatively-charged nitrogen vacancy centre in diamond. Each repeater node is built from modules comprising an optical cavity containing a single NV(-), with one nuclear spin from (15)N as quantum memory. The module uses only deterministic processes and interactions to achieve high fidelity operations (>99%), and modules are connected by optical fiber. In the repeater node architecture, the processes between modules by photons can be in principle deterministic, however current limitations on optical components lead the processes to be probabilistic but heralded. Our resource-modest repeater architecture contains two modules at each node, and the repeater nodes are then connected by entangled photon pairs. We discuss the performance of such a quantum repeater network with modest resources and then incorporate more resource-intense strategies step by step. Our architecture should allow large-scale quantum information networks with existing or near future technology.

Tag-mediated cooperation with non-deterministic genotype-phenotype mapping

NASA Astrophysics Data System (ADS)

Zhang, Hong; Chen, Shu

2016-01-01

Tag-mediated cooperation provides a helpful framework for resolving evolutionary social dilemmas. However, most of the previous studies have not taken into account genotype-phenotype distinction in tags, which may play an important role in the process of evolution. To take this into consideration, we introduce non-deterministic genotype-phenotype mapping into a tag-based model with spatial prisoner's dilemma. By our definition, the similarity between genotypic tags does not directly imply the similarity between phenotypic tags. We find that the non-deterministic mapping from genotypic tag to phenotypic tag has non-trivial effects on tag-mediated cooperation. Although we observe that high levels of cooperation can be established under a wide variety of conditions especially when the decisiveness is moderate, the uncertainty in the determination of phenotypic tags may have a detrimental effect on the tag mechanism by disturbing the homophilic interaction structure which can explain the promotion of cooperation in tag systems. Furthermore, the non-deterministic mapping may undermine the robustness of the tag mechanism with respect to various factors such as the structure of the tag space and the tag flexibility. This observation warns us about the danger of applying the classical tag-based models to the analysis of empirical phenomena if genotype-phenotype distinction is significant in real world. Non-deterministic genotype-phenotype mapping thus provides a new perspective to the understanding of tag-mediated cooperation.

Most outdoor malaria transmission by behaviourally-resistant Anopheles arabiensis is mediated by mosquitoes that have previously been inside houses.

PubMed

Killeen, Gerry F; Govella, Nicodem J; Lwetoijera, Dickson W; Okumu, Fredros O

2016-04-19

Anopheles arabiensis is stereotypical of diverse vectors that mediate residual malaria transmission globally, because it can feed outdoors upon humans or cattle, or enter but then rapidly exit houses without fatal exposure to insecticidal nets or sprays. Life histories of a well-characterized An. arabiensis population were simulated with a simple but process-explicit deterministic model and relevance to other vectors examined through sensitivity analysis. Where most humans use bed nets, two thirds of An. arabiensis blood feeds and half of malaria transmission events were estimated to occur outdoors. However, it was also estimated that most successful feeds and almost all (>98 %) transmission events are preceded by unsuccessful attempts to attack humans indoors. The estimated proportion of vector blood meals ultimately obtained from humans indoors is dramatically attenuated by availability of alternative hosts, or partial ability to attack humans outdoors. However, the estimated proportion of mosquitoes old enough to transmit malaria, and which have previously entered a house at least once, is far less sensitive to both variables. For vectors with similarly modest preference for cattle over humans and similar ability to evade fatal indoor insecticide exposure once indoors, >80 % of predicted feeding events by mosquitoes old enough to transmit malaria are preceded by at least one house entry event, so long as ≥40 % of attempts to attack humans occur indoors and humans outnumber cattle ≥4-fold. While the exact numerical results predicted by such a simple deterministic model should be considered only approximate and illustrative, the derived conclusions are remarkably insensitive to substantive deviations from the input parameter values measured for this particular An. arabiensis population. This life-history analysis, therefore, identifies a clear, broadly-important opportunity for more effective suppression of residual malaria transmission by An. arabiensis in Africa and other important vectors of residual transmission across the tropics. Improved control of predominantly outdoor residual transmission by An. arabiensis, and other modestly zoophagic vectors like Anopheles darlingi, which frequently enter but then rapidly exit from houses, may be readily achieved by improving existing technology for killing mosquitoes indoors.

Time Domain and Frequency Domain Deterministic Channel Modeling for Tunnel/Mining Environments.

PubMed

Zhou, Chenming; Jacksha, Ronald; Yan, Lincan; Reyes, Miguel; Kovalchik, Peter

2017-01-01

Understanding wireless channels in complex mining environments is critical for designing optimized wireless systems operated in these environments. In this paper, we propose two physics-based, deterministic ultra-wideband (UWB) channel models for characterizing wireless channels in mining/tunnel environments - one in the time domain and the other in the frequency domain. For the time domain model, a general Channel Impulse Response (CIR) is derived and the result is expressed in the classic UWB tapped delay line model. The derived time domain channel model takes into account major propagation controlling factors including tunnel or entry dimensions, frequency, polarization, electrical properties of the four tunnel walls, and transmitter and receiver locations. For the frequency domain model, a complex channel transfer function is derived analytically. Based on the proposed physics-based deterministic channel models, channel parameters such as delay spread, multipath component number, and angular spread are analyzed. It is found that, despite the presence of heavy multipath, both channel delay spread and angular spread for tunnel environments are relatively smaller compared to that of typical indoor environments. The results and findings in this paper have application in the design and deployment of wireless systems in underground mining environments.

Time Domain and Frequency Domain Deterministic Channel Modeling for Tunnel/Mining Environments

PubMed Central

Zhou, Chenming; Jacksha, Ronald; Yan, Lincan; Reyes, Miguel; Kovalchik, Peter

2018-01-01

Understanding wireless channels in complex mining environments is critical for designing optimized wireless systems operated in these environments. In this paper, we propose two physics-based, deterministic ultra-wideband (UWB) channel models for characterizing wireless channels in mining/tunnel environments — one in the time domain and the other in the frequency domain. For the time domain model, a general Channel Impulse Response (CIR) is derived and the result is expressed in the classic UWB tapped delay line model. The derived time domain channel model takes into account major propagation controlling factors including tunnel or entry dimensions, frequency, polarization, electrical properties of the four tunnel walls, and transmitter and receiver locations. For the frequency domain model, a complex channel transfer function is derived analytically. Based on the proposed physics-based deterministic channel models, channel parameters such as delay spread, multipath component number, and angular spread are analyzed. It is found that, despite the presence of heavy multipath, both channel delay spread and angular spread for tunnel environments are relatively smaller compared to that of typical indoor environments. The results and findings in this paper have application in the design and deployment of wireless systems in underground mining environments.† PMID:29457801

Rare events in finite and infinite dimensions

NASA Astrophysics Data System (ADS)

Reznikoff, Maria G.

Thermal noise introduces stochasticity into deterministic equations and makes possible events which are never seen in the zero temperature setting. The driving force behind the thesis work is a desire to bring analysis and probability to bear on a class of relevant and intriguing physical problems, and in so doing, to allow applications to drive the development of new mathematical theory. The unifying theme is the study of rare events under the influence of small, random perturbations, and the manifold mathematical problems which ensue. In the first part, we apply large deviation theory and prefactor estimates to a coherent rotation micromagnetic model in order to analyze thermally activated magnetic switching. We consider recent physical experiments and the mathematical questions "asked" by them. A stochastic resonance type phenomenon is discovered, leading to the definition of finite temperature astroids. Non-Arrhenius behavior is discussed. The analysis is extended to ramped astroids. In addition, we discover that for low damping and ultrashort pulses, deterministic effects can override thermal effects, in accord with very recent ultrashort pulse experiments. Even more interesting, perhaps, is the study of large deviations in the infinite dimensional context, i.e. in spatially extended systems. Inspired by recent numerical investigations, we study the stochastically perturbed Allen Cahn and Cahn Hilliard equations. For the Allen Cahn equation, we study the action minimization problem (a deterministic variational problem) and prove the action scaling in four parameter regimes, via upper and lower bounds. The sharp interface limit is studied. We formally derive a reduced action functional which lends insight into the connection between action minimization and curvature flow. For the Cahn Hilliard equation, we prove upper and lower bounds for the scaling of the energy barrier in the nucleation and growth regime. Finally, we consider rare events in large or infinite domains, in one spatial dimension. We introduce a natural reference measure through which to analyze the invariant measure of stochastically perturbed, nonlinear partial differential equations. Also, for noisy reaction diffusion equations with an asymmetric potential, we discover how to rescale space and time in order to map the dynamics in the zero temperature limit to the Poisson Model, a simple version of the Johnson-Mehl-Avrami-Kolmogorov model for nucleation and growth.

Dual Roles for Spike Signaling in Cortical Neural Populations

PubMed Central

Ballard, Dana H.; Jehee, Janneke F. M.

2011-01-01

A prominent feature of signaling in cortical neurons is that of randomness in the action potential. The output of a typical pyramidal cell can be well fit with a Poisson model, and variations in the Poisson rate repeatedly have been shown to be correlated with stimuli. However while the rate provides a very useful characterization of neural spike data, it may not be the most fundamental description of the signaling code. Recent data showing γ frequency range multi-cell action potential correlations, together with spike timing dependent plasticity, are spurring a re-examination of the classical model, since precise timing codes imply that the generation of spikes is essentially deterministic. Could the observed Poisson randomness and timing determinism reflect two separate modes of communication, or do they somehow derive from a single process? We investigate in a timing-based model whether the apparent incompatibility between these probabilistic and deterministic observations may be resolved by examining how spikes could be used in the underlying neural circuits. The crucial component of this model draws on dual roles for spike signaling. In learning receptive fields from ensembles of inputs, spikes need to behave probabilistically, whereas for fast signaling of individual stimuli, the spikes need to behave deterministically. Our simulations show that this combination is possible if deterministic signals using γ latency coding are probabilistically routed through different members of a cortical cell population at different times. This model exhibits standard features characteristic of Poisson models such as orientation tuning and exponential interval histograms. In addition, it makes testable predictions that follow from the γ latency coding. PMID:21687798

Information-theoretic approach to interactive learning

NASA Astrophysics Data System (ADS)

Still, S.

2009-01-01

The principles of statistical mechanics and information theory play an important role in learning and have inspired both theory and the design of numerous machine learning algorithms. The new aspect in this paper is a focus on integrating feedback from the learner. A quantitative approach to interactive learning and adaptive behavior is proposed, integrating model- and decision-making into one theoretical framework. This paper follows simple principles by requiring that the observer's world model and action policy should result in maximal predictive power at minimal complexity. Classes of optimal action policies and of optimal models are derived from an objective function that reflects this trade-off between prediction and complexity. The resulting optimal models then summarize, at different levels of abstraction, the process's causal organization in the presence of the learner's actions. A fundamental consequence of the proposed principle is that the learner's optimal action policies balance exploration and control as an emerging property. Interestingly, the explorative component is present in the absence of policy randomness, i.e. in the optimal deterministic behavior. This is a direct result of requiring maximal predictive power in the presence of feedback.

Guidelines 13 and 14—Prediction uncertainty

USGS Publications Warehouse

Hill, Mary C.; Tiedeman, Claire

2005-01-01

An advantage of using optimization for model development and calibration is that optimization provides methods for evaluating and quantifying prediction uncertainty. Both deterministic and statistical methods can be used. Guideline 13 discusses using regression and post-audits, which we classify as deterministic methods. Guideline 14 discusses inferential statistics and Monte Carlo methods, which we classify as statistical methods.

Optimal Vaccination in a Stochastic Epidemic Model of Two Non-Interacting Populations

DTIC Science & Technology

2015-02-17

of diminishing returns from vacci- nation will generally take place at smaller vaccine allocations V compared to the deterministic model. Optimal...take place and small r0 values where it does not is illustrat- ed in Fig. 4C. As r0 is decreased, the region between the two instances of switching...approximately distribute vaccine in proportion to population size. For large r0 (r0 ≳ 2.9), two switches take place . In the deterministic optimal solution, a

Hybrid Forecasting of Daily River Discharges Considering Autoregressive Heteroscedasticity

NASA Astrophysics Data System (ADS)

Szolgayová, Elena Peksová; Danačová, Michaela; Komorniková, Magda; Szolgay, Ján

2017-06-01

It is widely acknowledged that in the hydrological and meteorological communities, there is a continuing need to improve the quality of quantitative rainfall and river flow forecasts. A hybrid (combined deterministic-stochastic) modelling approach is proposed here that combines the advantages offered by modelling the system dynamics with a deterministic model and a deterministic forecasting error series with a data-driven model in parallel. Since the processes to be modelled are generally nonlinear and the model error series may exhibit nonstationarity and heteroscedasticity, GARCH-type nonlinear time series models are considered here. The fitting, forecasting and simulation performance of such models have to be explored on a case-by-case basis. The goal of this paper is to test and develop an appropriate methodology for model fitting and forecasting applicable for daily river discharge forecast error data from the GARCH family of time series models. We concentrated on verifying whether the use of a GARCH-type model is suitable for modelling and forecasting a hydrological model error time series on the Hron and Morava Rivers in Slovakia. For this purpose we verified the presence of heteroscedasticity in the simulation error series of the KLN multilinear flow routing model; then we fitted the GARCH-type models to the data and compared their fit with that of an ARMA - type model. We produced one-stepahead forecasts from the fitted models and again provided comparisons of the model's performance.

The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments

NASA Astrophysics Data System (ADS)

Chen, Fajing; Jiao, Meiyan; Chen, Jing

2013-04-01

Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.

From Weakly Chaotic Dynamics to Deterministic Subdiffusion via Copula Modeling

NASA Astrophysics Data System (ADS)

Nazé, Pierre

2018-03-01

Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel-Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag-Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.

Natural variability of atmospheric temperatures and geomagnetic intensity over a wide range of time scales.

PubMed

Pelletier, Jon D

2002-02-19

The majority of numerical models in climatology and geomagnetism rely on deterministic finite-difference techniques and attempt to include as many empirical constraints on the many processes and boundary conditions applicable to their very complex systems. Despite their sophistication, many of these models are unable to reproduce basic aspects of climatic or geomagnetic dynamics. We show that a simple stochastic model, which treats the flux of heat energy in the atmosphere by convective instabilities with random advection and diffusive mixing, does a remarkable job at matching the observed power spectrum of historical and proxy records for atmospheric temperatures from time scales of one day to one million years (Myr). With this approach distinct changes in the power-spectral form can be associated with characteristic time scales of ocean mixing and radiative damping. Similarly, a simple model of the diffusion of magnetic intensity in Earth's core coupled with amplification and destruction of the local intensity can reproduce the observed 1/f noise behavior of Earth's geomagnetic intensity from time scales of 1 (Myr) to 100 yr. In addition, the statistics of the fluctuations in the polarity reversal rate from time scales of 1 Myr to 100 Myr are consistent with the hypothesis that reversals are the result of variations in 1/f noise geomagnetic intensity above a certain threshold, suggesting that reversals may be associated with internal fluctuations rather than changes in mantle thermal or magnetic boundary conditions.

Natural variability of atmospheric temperatures and geomagnetic intensity over a wide range of time scales

PubMed Central

Pelletier, Jon D.

2002-01-01

The majority of numerical models in climatology and geomagnetism rely on deterministic finite-difference techniques and attempt to include as many empirical constraints on the many processes and boundary conditions applicable to their very complex systems. Despite their sophistication, many of these models are unable to reproduce basic aspects of climatic or geomagnetic dynamics. We show that a simple stochastic model, which treats the flux of heat energy in the atmosphere by convective instabilities with random advection and diffusive mixing, does a remarkable job at matching the observed power spectrum of historical and proxy records for atmospheric temperatures from time scales of one day to one million years (Myr). With this approach distinct changes in the power-spectral form can be associated with characteristic time scales of ocean mixing and radiative damping. Similarly, a simple model of the diffusion of magnetic intensity in Earth's core coupled with amplification and destruction of the local intensity can reproduce the observed 1/f noise behavior of Earth's geomagnetic intensity from time scales of 1 (Myr) to 100 yr. In addition, the statistics of the fluctuations in the polarity reversal rate from time scales of 1 Myr to 100 Myr are consistent with the hypothesis that reversals are the result of variations in 1/f noise geomagnetic intensity above a certain threshold, suggesting that reversals may be associated with internal fluctuations rather than changes in mantle thermal or magnetic boundary conditions. PMID:11875208

Adaptive linearization of phase space. A hydrological case study

NASA Astrophysics Data System (ADS)

Angarita, Hector; Domínguez, Efraín

2013-04-01

Here is presented a method and its implementation to extract transition operators from hydrological signals with significant algorithmic complexity, i.e. signals with an identifiable deterministic component and a non-periodic and irregular part, being the latter a source of uncertainty for the observer. The method assumes that in a system such as a hydrological system, from the perspective of information theory, signals cannot be known to an arbitrary level of precision due to limited observation or coding capabilities. According to the Shannon-Hartley theorem, at a given sampling frequency -fs' there is a theoretical peak capacity C to observe data from a random signal (i.e. the discharge) transmitted through a noisy channel with a signal to noise ratio -SNR. This imposes a limit on the observer capability to completely reconstruct an observed signal if the sampling frequency -fs' is lower than a given threshold -fs', for which a system signal can be completely recovered for any given SNR. Since most hydrological monitoring systems have low monitoring frequency, the observations may contain less information than required to describe the process dynamics and as a result observed signals exhibit some level of uncertainty if compared with the "true" signal. In the proposed approach, a simple local phase-space model, with locally linearized deterministic and stochastic differential equations, is applied to extract system's state transition operators and to probabilistically characterize the signal uncertainty. In order to determine optimality of the local operators, three main elements are considered: i: System state dimensionality, ii. Sampling frequency and, iii. Parameterization window length. Two examples are shown and discussed to illustrate the method. First, the evaluation of the feasibility of real-time forecasting models for levels and fow rates, from hourly to 14-day lead times. The results of this application demonstrate the operational feasibility for simple predictive models for most of the evaluated cases. The second application is the definition of a stage-discharge decoding method based on the dynamics of the water level observed signal. The results indicate that the method leads to a reduction of hysteresis in the decoded flow, which however is not satisfactory as a quadratic bias emerged in the decoded values and needs explanation. Both examples allow to conclude about the optimal sampling frequency of studied variables.

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

2006-03-01

The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

Modeling disease transmission near eradication: An equation free approach

NASA Astrophysics Data System (ADS)

Williams, Matthew O.; Proctor, Joshua L.; Kutz, J. Nathan

2015-01-01

Although disease transmission in the near eradication regime is inherently stochastic, deterministic quantities such as the probability of eradication are of interest to policy makers and researchers. Rather than running large ensembles of discrete stochastic simulations over long intervals in time to compute these deterministic quantities, we create a data-driven and deterministic "coarse" model for them using the Equation Free (EF) framework. In lieu of deriving an explicit coarse model, the EF framework approximates any needed information, such as coarse time derivatives, by running short computational experiments. However, the choice of the coarse variables (i.e., the state of the coarse system) is critical if the resulting model is to be accurate. In this manuscript, we propose a set of coarse variables that result in an accurate model in the endemic and near eradication regimes, and demonstrate this on a compartmental model representing the spread of Poliomyelitis. When combined with adaptive time-stepping coarse projective integrators, this approach can yield over a factor of two speedup compared to direct simulation, and due to its lower dimensionality, could be beneficial when conducting systems level tasks such as designing eradication or monitoring campaigns.

A deterministic model of electron transport for electron probe microanalysis

NASA Astrophysics Data System (ADS)

Bünger, J.; Richter, S.; Torrilhon, M.

2018-01-01

Within the last decades significant improvements in the spatial resolution of electron probe microanalysis (EPMA) were obtained by instrumental enhancements. In contrast, the quantification procedures essentially remained unchanged. As the classical procedures assume either homogeneity or a multi-layered structure of the material, they limit the spatial resolution of EPMA. The possibilities of improving the spatial resolution through more sophisticated quantification procedures are therefore almost untouched. We investigate a new analytical model (M 1-model) for the quantification procedure based on fast and accurate modelling of electron-X-ray-matter interactions in complex materials using a deterministic approach to solve the electron transport equations. We outline the derivation of the model from the Boltzmann equation for electron transport using the method of moments with a minimum entropy closure and present first numerical results for three different test cases (homogeneous, thin film and interface). Taking Monte Carlo as a reference, the results for the three test cases show that the M 1-model is able to reproduce the electron dynamics in EPMA applications very well. Compared to classical analytical models like XPP and PAP, the M 1-model is more accurate and far more flexible, which indicates the potential of deterministic models of electron transport to further increase the spatial resolution of EPMA.

Transient Resetting: A Novel Mechanism for Synchrony and Its Biological Examples

PubMed Central

Li, Chunguang; Chen, Luonan; Aihara, Kazuyuki

2006-01-01

The study of synchronization in biological systems is essential for the understanding of the rhythmic phenomena of living organisms at both molecular and cellular levels. In this paper, by using simple dynamical systems theory, we present a novel mechanism, named transient resetting, for the synchronization of uncoupled biological oscillators with stimuli. This mechanism not only can unify and extend many existing results on (deterministic and stochastic) stimulus-induced synchrony, but also may actually play an important role in biological rhythms. We argue that transient resetting is a possible mechanism for the synchronization in many biological organisms, which might also be further used in the medical therapy of rhythmic disorders. Examples of the synchronization of neural and circadian oscillators as well as a chaotic neuron model are presented to verify our hypothesis. PMID:16933980

Iterated Prisoner’s Dilemma contains strategies that dominate any evolutionary opponent

PubMed Central

Press, William H.; Dyson, Freeman J.

2012-01-01

The two-player Iterated Prisoner’s Dilemma game is a model for both sentient and evolutionary behaviors, especially including the emergence of cooperation. It is generally assumed that there exists no simple ultimatum strategy whereby one player can enforce a unilateral claim to an unfair share of rewards. Here, we show that such strategies unexpectedly do exist. In particular, a player X who is witting of these strategies can (i) deterministically set her opponent Y’s score, independently of his strategy or response, or (ii) enforce an extortionate linear relation between her and his scores. Against such a player, an evolutionary player’s best response is to accede to the extortion. Only a player with a theory of mind about his opponent can do better, in which case Iterated Prisoner’s Dilemma is an Ultimatum Game. PMID:22615375

High dynamic range infrared radiometry and imaging

NASA Technical Reports Server (NTRS)

Coon, Darryl D.; Karunasiri, R. P. G.; Bandara, K. M. S. V.

1988-01-01

The use is described of cryogenically cooled, extrinsic silicon infrared detectors in an unconventional mode of operation which offers an unusually large dynamic range. The system performs intensity-to-frequency conversion at the focal plane via simple circuits with very low power consumption. The incident IR intensity controls the repetition rate of short duration output pulses over a pulse rate dynamic range of about 10(6). Theory indicates the possibility of monotonic and approx. linear response over the full dynamic range. A comparison between the theoretical and the experimental results shows that the model provides a reasonably good description of experimental data. Some measurements of survivability with a very intense IR source were made on these devices and found to be very encouraging. Evidence continues to indicate that some variations in interpulse time intervals are deterministic rather than probabilistic.

Progressively expanded neural network for automatic material identification in hyperspectral imagery

NASA Astrophysics Data System (ADS)

Paheding, Sidike

The science of hyperspectral remote sensing focuses on the exploitation of the spectral signatures of various materials to enhance capabilities including object detection, recognition, and material characterization. Hyperspectral imagery (HSI) has been extensively used for object detection and identification applications since it provides plenty of spectral information to uniquely identify materials by their reflectance spectra. HSI-based object detection algorithms can be generally classified into stochastic and deterministic approaches. Deterministic approaches are comparatively simple to apply since it is usually based on direct spectral similarity such as spectral angles or spectral correlation. In contrast, stochastic algorithms require statistical modeling and estimation for target class and non-target class. Over the decades, many single class object detection methods have been proposed in the literature, however, deterministic multiclass object detection in HSI has not been explored. In this work, we propose a deterministic multiclass object detection scheme, named class-associative spectral fringe-adjusted joint transform correlation. Human brain is capable of simultaneously processing high volumes of multi-modal data received every second of the day. In contrast, a machine sees input data simply as random binary numbers. Although machines are computationally efficient, they are inferior when comes to data abstraction and interpretation. Thus, mimicking the learning strength of human brain has been current trend in artificial intelligence. In this work, we present a biological inspired neural network, named progressively expanded neural network (PEN Net), based on nonlinear transformation of input neurons to a feature space for better pattern differentiation. In PEN Net, discrete fixed excitations are disassembled and scattered in the feature space as a nonlinear line. Each disassembled element on the line corresponds to a pattern with similar features. Unlike the conventional neural network where hidden neurons need to be iteratively adjusted to achieve better accuracy, our proposed PEN Net does not require hidden neurons tuning which achieves better computational efficiency, and it has also shown superior performance in HSI classification tasks compared to the state-of-the-arts. Spectral-spatial features based HSI classification framework has shown stronger strength compared to spectral-only based methods. In our lastly proposed technique, PEN Net is incorporated with multiscale spatial features (i.e., multiscale complete local binary pattern) to perform a spectral-spatial classification of HSI. Several experiments demonstrate excellent performance of our proposed technique compared to the more recent developed approaches.

Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

NASA Astrophysics Data System (ADS)

Soltanzadeh, I.; Azadi, M.; Vakili, G. A.

2011-07-01

Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.

Cost effectiveness of a pharmacist-led information technology intervention for reducing rates of clinically important errors in medicines management in general practices (PINCER).

PubMed

Elliott, Rachel A; Putman, Koen D; Franklin, Matthew; Annemans, Lieven; Verhaeghe, Nick; Eden, Martin; Hayre, Jasdeep; Rodgers, Sarah; Sheikh, Aziz; Avery, Anthony J

2014-06-01

We recently showed that a pharmacist-led information technology-based intervention (PINCER) was significantly more effective in reducing medication errors in general practices than providing simple feedback on errors, with cost per error avoided at £79 (US$131). We aimed to estimate cost effectiveness of the PINCER intervention by combining effectiveness in error reduction and intervention costs with the effect of the individual errors on patient outcomes and healthcare costs, to estimate the effect on costs and QALYs. We developed Markov models for each of six medication errors targeted by PINCER. Clinical event probability, treatment pathway, resource use and costs were extracted from literature and costing tariffs. A composite probabilistic model combined patient-level error models with practice-level error rates and intervention costs from the trial. Cost per extra QALY and cost-effectiveness acceptability curves were generated from the perspective of NHS England, with a 5-year time horizon. The PINCER intervention generated £2,679 less cost and 0.81 more QALYs per practice [incremental cost-effectiveness ratio (ICER): -£3,037 per QALY] in the deterministic analysis. In the probabilistic analysis, PINCER generated 0.001 extra QALYs per practice compared with simple feedback, at £4.20 less per practice. Despite this extremely small set of differences in costs and outcomes, PINCER dominated simple feedback with a mean ICER of -£3,936 (standard error £2,970). At a ceiling 'willingness-to-pay' of £20,000/QALY, PINCER reaches 59 % probability of being cost effective. PINCER produced marginal health gain at slightly reduced overall cost. Results are uncertain due to the poor quality of data to inform the effect of avoiding errors.

Ensemble assimilation of ARGO temperature profile, sea surface temperature, and altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic Ocean

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Candille, G.; Brankart, J. M.; Brasseur, P.

2015-07-01

Sea surface height, sea surface temperature, and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. Sixty ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. An incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with independent/semiindependent observations. For deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations, in order to diagnose the ensemble distribution properties in a deterministic way. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centered random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analyzed jointly. The consistency and complementarity between both validations are highlighted.

A Random Variable Approach to Nuclear Targeting and Survivability

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

Undem, Halvor A.

We demonstrate a common mathematical formalism for analyzing problems in nuclear survivability and targeting. This formalism, beginning with a random variable approach, can be used to interpret past efforts in nuclear-effects analysis, including targeting analysis. It can also be used to analyze new problems brought about by the post Cold War Era, such as the potential effects of yield degradation in a permanently untested nuclear stockpile. In particular, we illustrate the formalism through four natural case studies or illustrative problems, linking these to actual past data, modeling, and simulation, and suggesting future uses. In the first problem, we illustrate themore » case of a deterministically modeled weapon used against a deterministically responding target. Classic "Cookie Cutter" damage functions result. In the second problem, we illustrate, with actual target test data, the case of a deterministically modeled weapon used against a statistically responding target. This case matches many of the results of current nuclear targeting modeling and simulation tools, including the result of distance damage functions as complementary cumulative lognormal functions in the range variable. In the third problem, we illustrate the case of a statistically behaving weapon used against a deterministically responding target. In particular, we show the dependence of target damage on weapon yield for an untested nuclear stockpile experiencing yield degradation. Finally, and using actual unclassified weapon test data, we illustrate in the fourth problem the case of a statistically behaving weapon used against a statistically responding target.« less

Optimal ancilla-free Pauli+V circuits for axial rotations

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

Blass, Andreas; Bocharov, Alex; Gurevich, Yuri

We address the problem of optimal representation of single-qubit rotations in a certain unitary basis consisting of the so-called V gates and Pauli matrices. The V matrices were proposed by Lubotsky, Philips, and Sarnak [Commun. Pure Appl. Math. 40, 401–420 (1987)] as a purely geometric construct in 1987 and recently found applications in quantum computation. They allow for exceptionally simple quantum circuit synthesis algorithms based on quaternionic factorization. We adapt the deterministic-search technique initially proposed by Ross and Selinger to synthesize approximating Pauli+V circuits of optimal depth for single-qubit axial rotations. Our synthesis procedure based on simple SL{sub 2}(ℤ) geometrymore » is almost elementary.« less

Classification and unification of the microscopic deterministic traffic models.

PubMed

Yang, Bo; Monterola, Christopher

2015-10-01

We identify a universal mathematical structure in microscopic deterministic traffic models (with identical drivers), and thus we show that all such existing models in the literature, including both the two-phase and three-phase models, can be understood as special cases of a master model by expansion around a set of well-defined ground states. This allows any two traffic models to be properly compared and identified. The three-phase models are characterized by the vanishing of leading orders of expansion within a certain density range, and as an example the popular intelligent driver model is shown to be equivalent to a generalized optimal velocity (OV) model. We also explore the diverse solutions of the generalized OV model that can be important both for understanding human driving behaviors and algorithms for autonomous driverless vehicles.

A stochastic model for correlated protein motions

NASA Astrophysics Data System (ADS)

Karain, Wael I.; Qaraeen, Nael I.; Ajarmah, Basem

2006-06-01

A one-dimensional Langevin-type stochastic difference equation is used to find the deterministic and Gaussian contributions of time series representing the projections of a Bovine Pancreatic Trypsin Inhibitor (BPTI) protein molecular dynamics simulation along different eigenvector directions determined using principal component analysis. The deterministic part shows a distinct nonlinear behavior only for eigenvectors contributing significantly to the collective protein motion.

Nonlinear Boltzmann equation for the homogeneous isotropic case: Minimal deterministic Matlab program

NASA Astrophysics Data System (ADS)

Asinari, Pietro

2010-10-01

The homogeneous isotropic Boltzmann equation (HIBE) is a fundamental dynamic model for many applications in thermodynamics, econophysics and sociodynamics. Despite recent hardware improvements, the solution of the Boltzmann equation remains extremely challenging from the computational point of view, in particular by deterministic methods (free of stochastic noise). This work aims to improve a deterministic direct method recently proposed [V.V. Aristov, Kluwer Academic Publishers, 2001] for solving the HIBE with a generic collisional kernel and, in particular, for taking care of the late dynamics of the relaxation towards the equilibrium. Essentially (a) the original problem is reformulated in terms of particle kinetic energy (exact particle number and energy conservation during microscopic collisions) and (b) the computation of the relaxation rates is improved by the DVM-like correction, where DVM stands for Discrete Velocity Model (ensuring that the macroscopic conservation laws are exactly satisfied). Both these corrections make possible to derive very accurate reference solutions for this test case. Moreover this work aims to distribute an open-source program (called HOMISBOLTZ), which can be redistributed and/or modified for dealing with different applications, under the terms of the GNU General Public License. The program has been purposely designed in order to be minimal, not only with regards to the reduced number of lines (less than 1000), but also with regards to the coding style (as simple as possible). Program summaryProgram title: HOMISBOLTZ Catalogue identifier: AEGN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License No. of lines in distributed program, including test data, etc.: 23 340 No. of bytes in distributed program, including test data, etc.: 7 635 236 Distribution format: tar.gz Programming language: Tested with Matlab version ⩽6.5. However, in principle, any recent version of Matlab or Octave should work Computer: All supporting Matlab or Octave Operating system: All supporting Matlab or Octave RAM: 300 MBytes Classification: 23 Nature of problem: The problem consists in integrating the homogeneous Boltzmann equation for a generic collisional kernel in case of isotropic symmetry, by a deterministic direct method. Difficulties arise from the multi-dimensionality of the collisional operator and from satisfying the conservation of particle number and energy (momentum is trivial for this test case) as accurately as possible, in order to preserve the late dynamics. Solution method: The solution is based on the method proposed by Aristov (2001) [1], but with two substantial improvements: (a) the original problem is reformulated in terms of particle kinetic energy (this allows one to ensure exact particle number and energy conservation during microscopic collisions) and (b) a DVM-like correction (where DVM stands for Discrete Velocity Model) is adopted for improving the relaxation rates (this allows one to satisfy exactly the conservation laws at macroscopic level, which is particularly important for describing the late dynamics in the relaxation towards the equilibrium). Both these corrections make possible to derive very accurate reference solutions for this test case. Restrictions: The nonlinear Boltzmann equation is extremely challenging from the computational point of view, in particular for deterministic methods, despite the increased computational power of recent hardware. In this work, only the homogeneous isotropic case is considered, for making possible the development of a minimal program (by a simple scripting language) and allowing the user to check the advantages of the proposed improvements beyond Aristov's (2001) method [1]. The initial conditions are supposed parameterized according to a fixed analytical expression, but this can be easily modified. Running time: From minutes to hours (depending on the adopted discretization of the kinetic energy space). For example, on a 64 bit workstation with Intel CoreTM i7-820Q Quad Core CPU at 1.73 GHz and 8 MBytes of RAM, the provided test run (with the corresponding binary data file storing the pre-computed relaxation rates) requires 154 seconds. References:V.V. Aristov, Direct Methods for Solving the Boltzmann Equation and Study of Nonequilibrium Flows, Kluwer Academic Publishers, 2001.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

Multiobjective robust design of the double wishbone suspension system based on particle swarm optimization.

PubMed

Cheng, Xianfu; Lin, Yuqun

2014-01-01

The performance of the suspension system is one of the most important factors in the vehicle design. For the double wishbone suspension system, the conventional deterministic optimization does not consider any deviations of design parameters, so design sensitivity analysis and robust optimization design are proposed. In this study, the design parameters of the robust optimization are the positions of the key points, and the random factors are the uncertainties in manufacturing. A simplified model of the double wishbone suspension is established by software ADAMS. The sensitivity analysis is utilized to determine main design variables. Then, the simulation experiment is arranged and the Latin hypercube design is adopted to find the initial points. The Kriging model is employed for fitting the mean and variance of the quality characteristics according to the simulation results. Further, a particle swarm optimization method based on simple PSO is applied and the tradeoff between the mean and deviation of performance is made to solve the robust optimization problem of the double wishbone suspension system.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2018-07-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Quantitative investigations of the epidemiology of phocine distemper virus (PDV) in European common seal populations.

PubMed

Grenfell, B T; Lonergan, M E; Harwood, J

1992-04-20

This paper uses simple mathematical models to examine the long-term dynamic consequences of the 1988 epizootic of phocine distemper virus (PDV) infection in Northern European common seal populations. In a preliminary analysis of single outbreaks of infection deterministic compartmental models are used to estimate feasible ranges for the transmission rate of the infection and the level of disease-induced mortality. These results also indicate that the level of transmission in 1988 was probably sufficient to eradicate the infection throughout the Northern European common seal populations by the end of the first outbreak. An analysis of longer-term infection dynamics, which takes account of the density-dependent recovery of seal population levels, corroborates this finding. It also indicates that a reintroduction of the virus would be unlikely to cause an outbreak on the scale of the 1988 epizootic until the seal population had recovered for at least 10 years. The general ecological implications of these results are discussed.

Weak-noise limit of a piecewise-smooth stochastic differential equation.

PubMed

Chen, Yaming; Baule, Adrian; Touchette, Hugo; Just, Wolfram

2013-11-01

We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a simple model of Brownian motion with solid friction. For this model, we show that the weak-noise approximation of the path integral correctly reproduces the known propagator of the SDE at lowest order in the noise power, as well as the main features of the exact propagator with higher-order corrections, provided the singularity of the path integral associated with the nonsmooth SDE is treated with some heuristics. We also show that, as in the case of smooth SDEs, the deterministic paths of the noiseless system correctly describe the behavior of the nonsmooth SDE in the low-noise limit. Finally, we consider a smooth regularization of the piecewise-constant SDE and study to what extent this regularization can rectify some of the problems encountered when dealing with discontinuous drifts and singularities in SDEs.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-11-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Mutant number distribution in an exponentially growing population

NASA Astrophysics Data System (ADS)

Keller, Peter; Antal, Tibor

2015-01-01

We present an explicit solution to a classic model of cell-population growth introduced by Luria and Delbrück (1943 Genetics 28 491-511) 70 years ago to study the emergence of mutations in bacterial populations. In this model a wild-type population is assumed to grow exponentially in a deterministic fashion. Proportional to the wild-type population size, mutants arrive randomly and initiate new sub-populations of mutants that grow stochastically according to a supercritical birth and death process. We give an exact expression for the generating function of the total number of mutants at a given wild-type population size. We present a simple expression for the probability of finding no mutants, and a recursion formula for the probability of finding a given number of mutants. In the ‘large population-small mutation’ limit we recover recent results of Kessler and Levine (2014 J. Stat. Phys. doi:10.1007/s10955-014-1143-3) for a fully stochastic version of the process.

Universality in survivor distributions: Characterizing the winners of competitive dynamics

NASA Astrophysics Data System (ADS)

Luck, J. M.; Mehta, A.

2015-11-01

We investigate the survivor distributions of a spatially extended model of competitive dynamics in different geometries. The model consists of a deterministic dynamical system of individual agents at specified nodes, which might or might not survive the predatory dynamics: all stochasticity is brought in by the initial state. Every such initial state leads to a unique and extended pattern of survivors and nonsurvivors, which is known as an attractor of the dynamics. We show that the number of such attractors grows exponentially with system size, so that their exact characterization is limited to only very small systems. Given this, we construct an analytical approach based on inhomogeneous mean-field theory to calculate survival probabilities for arbitrary networks. This powerful (albeit approximate) approach shows how universality arises in survivor distributions via a key concept—the dynamical fugacity. Remarkably, in the large-mass limit, the survivor probability of a node becomes independent of network geometry and assumes a simple form which depends only on its mass and degree.

Microscopic optical model potential based on a Dirac Brueckner Hartree Fock approach and the relevant uncertainty analysis

NASA Astrophysics Data System (ADS)

Xu, Ruirui; Ma, Zhongyu; Muether, Herbert; van Dalen, E. N. E.; Liu, Tinjin; Zhang, Yue; Zhang, Zhi; Tian, Yuan

2017-09-01

A relativistic microscopic optical model potential, named CTOM, for nucleon-nucleus scattering is investigated in the framework of Dirac-Brueckner-Hartree-Fock approach. The microscopic feature of CTOM is guaranteed through rigorously adopting the isospin dependent DBHF calculation within the subtracted T matrix scheme. In order to verify its prediction power, a global study n, p+ A scattering are carried out. The predicted scattering observables coincide with experimental data within a good accuracy over a broad range of targets and a large region of energies only with two free items, namely the free-range factor t in the applied improved local density approximation and minor adjustments of the scalar and vector potentials in the low-density region. In addition, to estimate the uncertainty of the theoretical results, the deterministic simple least square approach is preliminarily employed to derive the covariance of predicted angular distributions, which is also briefly contained in this paper.

Cross-frequency and band-averaged response variance prediction in the hybrid deterministic-statistical energy analysis method

NASA Astrophysics Data System (ADS)

Reynders, Edwin P. B.; Langley, Robin S.

2018-08-01

The hybrid deterministic-statistical energy analysis method has proven to be a versatile framework for modeling built-up vibro-acoustic systems. The stiff system components are modeled deterministically, e.g., using the finite element method, while the wave fields in the flexible components are modeled as diffuse. In the present paper, the hybrid method is extended such that not only the ensemble mean and variance of the harmonic system response can be computed, but also of the band-averaged system response. This variance represents the uncertainty that is due to the assumption of a diffuse field in the flexible components of the hybrid system. The developments start with a cross-frequency generalization of the reciprocity relationship between the total energy in a diffuse field and the cross spectrum of the blocked reverberant loading at the boundaries of that field. By making extensive use of this generalization in a first-order perturbation analysis, explicit expressions are derived for the cross-frequency and band-averaged variance of the vibrational energies in the diffuse components and for the cross-frequency and band-averaged variance of the cross spectrum of the vibro-acoustic field response of the deterministic components. These expressions are extensively validated against detailed Monte Carlo analyses of coupled plate systems in which diffuse fields are simulated by randomly distributing small point masses across the flexible components, and good agreement is found.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

Detecting and disentangling nonlinear structure from solar flux time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.

1992-01-01

Interest in solar activity has grown in the past two decades for many reasons. Most importantly for flight dynamics, solar activity changes the atmospheric density, which has important implications for spacecraft trajectory and lifetime prediction. Building upon the previously developed Rayleigh-Benard nonlinear dynamic solar model, which exhibits many dynamic behaviors observed in the Sun, this work introduces new chaotic solar forecasting techniques. Our attempt to use recently developed nonlinear chaotic techniques to model and forecast solar activity has uncovered highly entangled dynamics. Numerical techniques for decoupling additive and multiplicative white noise from deterministic dynamics and examines falloff of the power spectra at high frequencies as a possible means of distinguishing deterministic chaos from noise than spectrally white or colored are presented. The power spectral techniques presented are less cumbersome than current methods for identifying deterministic chaos, which require more computationally intensive calculations, such as those involving Lyapunov exponents and attractor dimension.

Size-dependent piezoelectric energy-harvesting analysis of micro/nano bridges subjected to random ambient excitations

NASA Astrophysics Data System (ADS)

Radgolchin, Moeen; Moeenfard, Hamid

2018-02-01

The construction of self-powered micro-electro-mechanical units by converting the mechanical energy of the systems into electrical power has attracted much attention in recent years. While power harvesting from deterministic external excitations is state of the art, it has been much more difficult to derive mathematical models for scavenging electrical energy from ambient random vibrations, due to the stochastic nature of the excitations. The current research concerns analytical modeling of micro-bridge energy harvesters based on random vibration theory. Since classical elasticity fails to accurately predict the mechanical behavior of micro-structures, strain gradient theory is employed as a powerful tool to increase the accuracy of the random vibration modeling of the micro-harvester. Equations of motion of the system in the time domain are derived using the Lagrange approach. These are then utilized to determine the frequency and impulse responses of the structure. Assuming the energy harvester to be subjected to a combination of broadband and limited-band random support motion and transverse loading, closed-form expressions for mean, mean square, correlation and spectral density of the output power are derived. The suggested formulation is further exploited to investigate the effect of the different design parameters, including the geometric properties of the structure as well as the properties of the electrical circuit on the resulting power. Furthermore, the effect of length scale parameters on the harvested energy is investigated in detail. It is observed that the predictions of classical and even simple size-dependent theories (such as couple stress) appreciably differ from the findings of strain gradient theory on the basis of random vibration. This study presents a first-time modeling of micro-scale harvesters under stochastic excitations using a size-dependent approach and can be considered as a reliable foundation for future research in the field of micro/nano harvesters subjected to non-deterministic loads.

Stochastic Analysis and Probabilistic Downscaling of Soil Moisture

NASA Astrophysics Data System (ADS)

Deshon, J. P.; Niemann, J. D.; Green, T. R.; Jones, A. S.

2017-12-01

Soil moisture is a key variable for rainfall-runoff response estimation, ecological and biogeochemical flux estimation, and biodiversity characterization, each of which is useful for watershed condition assessment. These applications require not only accurate, fine-resolution soil-moisture estimates but also confidence limits on those estimates and soil-moisture patterns that exhibit realistic statistical properties (e.g., variance and spatial correlation structure). The Equilibrium Moisture from Topography, Vegetation, and Soil (EMT+VS) model downscales coarse-resolution (9-40 km) soil moisture from satellite remote sensing or land-surface models to produce fine-resolution (10-30 m) estimates. The model was designed to produce accurate deterministic soil-moisture estimates at multiple points, but the resulting patterns do not reproduce the variance or spatial correlation of observed soil-moisture patterns. The primary objective of this research is to generalize the EMT+VS model to produce a probability density function (pdf) for soil moisture at each fine-resolution location and time. Each pdf has a mean that is equal to the deterministic soil-moisture estimate, and the pdf can be used to quantify the uncertainty in the soil-moisture estimates and to simulate soil-moisture patterns. Different versions of the generalized model are hypothesized based on how uncertainty enters the model, whether the uncertainty is additive or multiplicative, and which distributions describe the uncertainty. These versions are then tested by application to four catchments with detailed soil-moisture observations (Tarrawarra, Satellite Station, Cache la Poudre, and Nerrigundah). The performance of the generalized models is evaluated by comparing the statistical properties of the simulated soil-moisture patterns to those of the observations and the deterministic EMT+VS model. The versions of the generalized EMT+VS model with normally distributed stochastic components produce soil-moisture patterns with more realistic statistical properties than the deterministic model. Additionally, the results suggest that the variance and spatial correlation of the stochastic soil-moisture variations do not vary consistently with the spatial-average soil moisture.

Residual Viremia in Treated HIV+ Individuals

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

Conway, Jessica M.; Perelson, Alan S.

Antiretroviral therapy (ART) effectively controls HIV infection, suppressing HIV viral loads. However, some residual virus remains, below the level of detection, in HIV-infected patients on ART. Furthermore, the source of this viremia is an area of debate: does it derive primarily from activation of infected cells in the latent reservoir, or from ongoing viral replication? Our observations seem to be contradictory: there is evidence of short term evolution, implying that there must be ongoing viral replication, and viral strains should thus evolve. The phylogenetic analyses, and rare emergent drug resistance, suggest no long-term viral evolution, implying that virus derived frommore » activated latent cells must dominate. We use simple deterministic and stochastic models to gain insight into residual viremia dynamics in HIV-infected patients. Our modeling relies on two underlying assumptions for patients on suppressive ART: that latent cell activation drives viral dynamics and that the reproductive ratio of treated infection is less than 1. Nonetheless, the contribution of viral replication to residual viremia in patients on ART may be non-negligible. However, even if the portion of viremia attributable to viral replication is significant, our model predicts (1) that latent reservoir re-seeding remains negligible, and (2) some short-term viral evolution is permitted, but long-term evolution can still be limited: stochastic analysis of our model shows that de novo emergence of drug resistance is rare. Thus, our simple models reconcile the seemingly contradictory observations on residual viremia and, with relatively few parameters, recapitulates HIV viral dynamics observed in patients on suppressive therapy.« less

Residual Viremia in Treated HIV+ Individuals

DOE PAGES

Conway, Jessica M.; Perelson, Alan S.

2016-01-06

Antiretroviral therapy (ART) effectively controls HIV infection, suppressing HIV viral loads. However, some residual virus remains, below the level of detection, in HIV-infected patients on ART. Furthermore, the source of this viremia is an area of debate: does it derive primarily from activation of infected cells in the latent reservoir, or from ongoing viral replication? Our observations seem to be contradictory: there is evidence of short term evolution, implying that there must be ongoing viral replication, and viral strains should thus evolve. The phylogenetic analyses, and rare emergent drug resistance, suggest no long-term viral evolution, implying that virus derived frommore » activated latent cells must dominate. We use simple deterministic and stochastic models to gain insight into residual viremia dynamics in HIV-infected patients. Our modeling relies on two underlying assumptions for patients on suppressive ART: that latent cell activation drives viral dynamics and that the reproductive ratio of treated infection is less than 1. Nonetheless, the contribution of viral replication to residual viremia in patients on ART may be non-negligible. However, even if the portion of viremia attributable to viral replication is significant, our model predicts (1) that latent reservoir re-seeding remains negligible, and (2) some short-term viral evolution is permitted, but long-term evolution can still be limited: stochastic analysis of our model shows that de novo emergence of drug resistance is rare. Thus, our simple models reconcile the seemingly contradictory observations on residual viremia and, with relatively few parameters, recapitulates HIV viral dynamics observed in patients on suppressive therapy.« less

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

To relax many of the assumptions used in continuum approaches, a general stochastic model has been developed. The stochastic model can be used not only for an accurate description of the fraction of solid evolution, and therefore accurate cooling curves, but also for simulation of microstructure formation in castings. The advantage of using the stochastic approach is to give a time- and space-dependent description of solidification processes. Time- and space-dependent processes can also be described by partial differential equations. Unlike a differential formulation which, in most cases, has to be transformed into a difference equation and solved numerically, the stochastic approach is essentially a direct numerical algorithm. The stochastic model is comprehensive, since the competition between various phases is considered. Furthermore, grain impingement is directly included through the structure of the model. In the present research, all grain morphologies are simulated with this procedure. The relevance of the stochastic approach is that the simulated microstructures can be directly compared with microstructures obtained from experiments. The computer becomes a `dynamic metallographic microscope'. A comparison between deterministic and stochastic approaches has been performed. An important objective of this research was to answer the following general questions: (1) `Would fully deterministic approaches continue to be useful in solidification modelling?' and (2) `Would stochastic algorithms be capable of entirely replacing purely deterministic models?'

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

Modelling the stochastic nature of the available coefficient of friction at footwear-floor interfaces.

PubMed

Gragg, Jared; Klose, Ellison; Yang, James

2017-07-01

The available coefficient of friction (ACOF) is a measure of the friction available between two surfaces, which for human gait would be the footwear-floor interface. It is often compared to the required coefficient of friction (RCOF) to determine the likelihood of a slip in gait. Both the ACOF and RCOF are stochastic by nature meaning that neither should be represented by a deterministic value, such as the sample mean. Previous research has determined that the RCOF can be modelled well by either the normal or lognormal distributions, but previous research aimed at determining an appropriate distribution for the ACOF was inconclusive. This study focuses on modelling the stochastic nature of the ACOF by fitting eight continuous probability distributions to ACOF data for six scenarios. In addition, the data were used to study the effect that a simple housekeeping action such as sweeping could have on the ACOF. Practitioner Summary: Previous research aimed at determining an appropriate distribution for the ACOF was inconclusive. The study addresses this issue as well as looking at the effect that an act such as sweeping has on the ACOF.

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

The NYU System for MUC-6 or Where’s the Syntax?

DTIC Science & Technology

1995-01-01

34 and only in the face of compelling syntactic or semantic evidence, in a (nearly) deterministic manner . Speed was particularly an issue for MUC-6...thank BBN Systems and Technologies for providing us with this tagger. 168 Name Recognitio n The input stage is followed by several stages of pattern...Group Recognitio n The third stage of pattern matching recognizes verb groups : simple tensed verbs ("sleeps"), and verbs with auxiliaries ("will sleep

Cellular automata models for diffusion of information and highway traffic flow

NASA Astrophysics Data System (ADS)

Fuks, Henryk

In the first part of this work we study a family of deterministic models for highway traffic flow which generalize cellular automaton rule 184. This family is parameterized by the speed limit m and another parameter k that represents degree of 'anticipatory driving'. We compare two driving strategies with identical maximum throughput: 'conservative' driving with high speed limit and 'anticipatory' driving with low speed limit. Those two strategies are evaluated in terms of accident probability. We also discuss fundamental diagrams of generalized traffic rules and examine limitations of maximum achievable throughput. Possible modifications of the model are considered. For rule 184, we present exact calculations of the order parameter in a transition from the moving phase to the jammed phase using the method of preimage counting, and use this result to construct a solution to the density classification problem. In the second part we propose a probabilistic cellular automaton model for the spread of innovations, rumors, news, etc., in a social system. We start from simple deterministic models, for which exact expressions for the density of adopters are derived. For a more realistic model, based on probabilistic cellular automata, we study the influence of a range of interaction R on the shape of the adoption curve. When the probability of adoption is proportional to the local density of adopters, and individuals can drop the innovation with some probability p, the system exhibits a second order phase transition. Critical line separating regions of parameter space in which asymptotic density of adopters is positive from the region where it is equal to zero converges toward the mean-field line when the range of the interaction increases. In a region between R=1 critical line and the mean-field line asymptotic density of adopters depends on R, becoming zero if R is too small (smaller than some critical value). This result demonstrates the importance of connectivity in diffusion of information. We also define a new class of automata networks which incorporates non-local interactions, and discuss its applicability in modeling of diffusion of innovations.

The Stochastic Multi-strain Dengue Model: Analysis of the Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Stollenwerk, Nico; Kooi, Bob W.

2011-09-01

Dengue dynamics is well known to be particularly complex with large fluctuations of disease incidences. An epidemic multi-strain model motivated by dengue fever epidemiology shows deterministic chaos in wide parameter regions. The addition of seasonal forcing, mimicking the vectorial dynamics, and a low import of infected individuals, which is realistic in the dynamics of infectious diseases epidemics show complex dynamics and qualitatively a good agreement between empirical DHF monitoring data and the obtained model simulation. The addition of noise can explain the fluctuations observed in the empirical data and for large enough population size, the stochastic system can be well described by the deterministic skeleton.

Identification of gene regulation models from single-cell data

NASA Astrophysics Data System (ADS)

Weber, Lisa; Raymond, William; Munsky, Brian

2018-09-01

In quantitative analyses of biological processes, one may use many different scales of models (e.g. spatial or non-spatial, deterministic or stochastic, time-varying or at steady-state) or many different approaches to match models to experimental data (e.g. model fitting or parameter uncertainty/sloppiness quantification with different experiment designs). These different analyses can lead to surprisingly different results, even when applied to the same data and the same model. We use a simplified gene regulation model to illustrate many of these concerns, especially for ODE analyses of deterministic processes, chemical master equation and finite state projection analyses of heterogeneous processes, and stochastic simulations. For each analysis, we employ MATLAB and PYTHON software to consider a time-dependent input signal (e.g. a kinase nuclear translocation) and several model hypotheses, along with simulated single-cell data. We illustrate different approaches (e.g. deterministic and stochastic) to identify the mechanisms and parameters of the same model from the same simulated data. For each approach, we explore how uncertainty in parameter space varies with respect to the chosen analysis approach or specific experiment design. We conclude with a discussion of how our simulated results relate to the integration of experimental and computational investigations to explore signal-activated gene expression models in yeast (Neuert et al 2013 Science 339 584–7) and human cells (Senecal et al 2014 Cell Rep. 8 75–83)5.

Estimate Tsunami Flow Conditions and Large-Debris Tracks for the Design of Coastal Infrastructures along Coastlines of the U.S. Pacific Northwest

NASA Astrophysics Data System (ADS)

Wei, Y.; Thomas, S.; Zhou, H.; Arcas, D.; Titov, V. V.

2017-12-01

The increasing potential tsunami hazards pose great challenges for infrastructures along the coastlines of the U.S. Pacific Northwest. Tsunami impact at a coastal site is usually assessed from deterministic scenarios based on 10,000 years of geological records in the Cascadia Subduction Zone (CSZ). Aside from these deterministic methods, the new ASCE 7-16 tsunami provisions provide engineering design criteria of tsunami loads on buildings based on a probabilistic approach. This work develops a site-specific model near Newport, OR using high-resolution grids, and compute tsunami inundation depth and velocities at the study site resulted from credible probabilistic and deterministic earthquake sources in the Cascadia Subduction Zone. Three Cascadia scenarios, two deterministic scenarios, XXL1 and L1, and a 2,500-yr probabilistic scenario compliant with the new ASCE 7-16 standard, are simulated using combination of a depth-averaged shallow water model for offshore propagation and a Boussinesq-type model for onshore inundation. We speculate on the methods and procedure to obtain the 2,500-year probabilistic scenario for Newport that is compliant with the ASCE 7-16 tsunami provisions. We provide details of model results, particularly the inundation depth and flow speed for a new building, which will also be designated as a tsunami vertical evacuation shelter, at Newport, Oregon. We show that the ASCE 7-16 consistent hazards are between those obtained from deterministic L1 and XXL1 scenarios, and the greatest impact on the building may come from later waves. As a further step, we utilize the inundation model results to numerically compute tracks of large vessels in the vicinity of the building site and estimate if these vessels will impact on the building site during the extreme XXL1 and ASCE 7-16 hazard-consistent scenarios. Two-step study is carried out first to study tracks of massless particles and then large vessels with assigned mass considering drag force, inertial force, ship grounding and mooring. The simulation results show that none of the large vessels will impact on the building site in all tested scenarios.

The Stochastic Modelling of Endemic Diseases

NASA Astrophysics Data System (ADS)

Susvitasari, Kurnia; Siswantining, Titin

2017-01-01

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

Economic analysis of interventions to improve village chicken production in Myanmar.

PubMed

Henning, J; Morton, J; Pym, R; Hla, T; Sunn, K; Meers, J

2013-07-01

A cost-benefit analysis using deterministic and stochastic modelling was conducted to identify the net benefits for households that adopt (1) vaccination of individual birds against Newcastle disease (ND) or (2) improved management of chick rearing by providing coops for the protection of chicks from predation and chick starter feed inside a creep feeder to support chicks' nutrition in village chicken flocks in Myanmar. Partial budgeting was used to assess the additional costs and benefits associated with each of the two interventions tested relative to neither strategy. In the deterministic model, over the first 3 years after the introduction of the interventions, the cumulative sum of the net differences from neither strategy was 13,189Kyat for ND vaccination and 77,645Kyat for improved chick management (effective exchange rate in 2005: 1000Kyat=1$US). Both interventions were also profitable after discounting over a 10-year period; Net Present Values for ND vaccination and improved chick management were 30,791 and 167,825Kyat, respectively. The Benefit-Cost Ratio for ND vaccination was very high (28.8). This was lower for improved chick management, due to greater costs of the intervention, but still favourable at 4.7. Using both interventions concurrently yielded a Net Present Value of 470,543Kyat and a Benefit-Cost Ratio of 11.2 over the 10-year period in the deterministic model. Using the stochastic model, for the first 3 years following the introduction of the interventions, the mean cumulative sums of the net difference were similar to those values obtained from the deterministic model. Sensitivity analysis indicated that the cumulative net differences were strongly influenced by grower bird sale income, particularly under improved chick management. The effects of the strategies on odds of households selling and consuming birds after 7 months, and numbers of birds being sold or consumed after this period also influenced profitability. Cost variations for equipment used under improved chick management were not markedly associated with profitability. Net Present Values and Benefit-Cost Ratios discounted over a 10-year period were also similar to the deterministic model when mean values obtained through stochastic modelling were used. In summary, the study showed that ND vaccination and improved chick management can improve the viability and profitability of village chicken production in Myanmar. Copyright © 2013 Elsevier B.V. All rights reserved.

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

PubMed Central

2018-01-01

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the properties of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Last, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site. PMID:29386401

Invited Review: A review of deterministic effects in cyclic variability of internal combustion engines

DOE PAGES

Finney, Charles E.; Kaul, Brian C.; Daw, C. Stuart; ...

2015-02-18

Here we review developments in the understanding of cycle to cycle variability in internal combustion engines, with a focus on spark-ignited and premixed combustion conditions. Much of the research on cyclic variability has focused on stochastic aspects, that is, features that can be modeled as inherently random with no short term predictability. In some cases, models of this type appear to work very well at describing experimental observations, but the lack of predictability limits control options. Also, even when the statistical properties of the stochastic variations are known, it can be very difficult to discern their underlying physical causes andmore » thus mitigate them. Some recent studies have demonstrated that under some conditions, cyclic combustion variations can have a relatively high degree of low dimensional deterministic structure, which implies some degree of predictability and potential for real time control. These deterministic effects are typically more pronounced near critical stability limits (e.g. near tipping points associated with ignition or flame propagation) such during highly dilute fueling or near the onset of homogeneous charge compression ignition. We review recent progress in experimental and analytical characterization of cyclic variability where low dimensional, deterministic effects have been observed. We describe some theories about the sources of these dynamical features and discuss prospects for interactive control and improved engine designs. In conclusion, taken as a whole, the research summarized here implies that the deterministic component of cyclic variability will become a pivotal issue (and potential opportunity) as engine manufacturers strive to meet aggressive emissions and fuel economy regulations in the coming decades.« less

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

Panel summary report

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

Gutjahr, A.L.; Kincaid, C.T.; Mercer, J.W.

1987-04-01

The objective of this report is to summarize the various modeling approaches that were used to simulate solute transport in a variably saturated emission. In particular, the technical strengths and weaknesses of each approach are discussed, and conclusions and recommendations for future studies are made. Five models are considered: (1) one-dimensional analytical and semianalytical solutions of the classical deterministic convection-dispersion equation (van Genuchten, Parker, and Kool, this report ); (2) one-dimensional simulation using a continuous-time Markov process (Knighton and Wagenet, this report); (3) one-dimensional simulation using the time domain method and the frequency domain method (Duffy and Al-Hassan, this report);more » (4) one-dimensional numerical approach that combines a solution of the classical deterministic convection-dispersion equation with a chemical equilibrium speciation model (Cederberg, this report); and (5) three-dimensional numerical solution of the classical deterministic convection-dispersion equation (Huyakorn, Jones, Parker, Wadsworth, and White, this report). As part of the discussion, the input data and modeling results are summarized. The models were used in a data analysis mode, as opposed to a predictive mode. Thus, the following discussion will concentrate on the data analysis aspects of model use. Also, all the approaches were similar in that they were based on a convection-dispersion model of solute transport. Each discussion addresses the modeling approaches in the order listed above.« less

Chaos and the evolution of cooperation.

PubMed

Nowak, M; Sigmund, K

1993-06-01

The "iterated prisoner's dilemma" is the most widely used model for the evolution of cooperation in biological societies. Here we show that a heterogeneous population consisting of simple strategies, whose behavior is totally specified by the outcome of the previous round, can lead to persistent periodic or highly irregular (chaotic) oscillations in the frequencies of the strategies and the overall level of cooperation. The levels of cooperation jump up and down in an apparently unpredictable fashion. Small recurrent and simultaneous invasion attempts (caused by mutation) can change the evolutionary dynamics from converging to an evolutionarily stable strategy to periodic oscillations and chaos. Evolution can be twisted away from defection, toward cooperation. Adding "generous tit-for-tat" greatly increases the overall level of cooperation and can lead to long periods of steady cooperation. Since May's paper [May, R. M. (1976) Nature (London) 261, 459-467], "simple mathematical models with very complicated dynamics" have been found in many biological applications, but here we provide an example of a biologically relevant evolutionary game whose dynamics display deterministic chaos. The simulations bear some resemblance to the irregular cycles displayed by the frequencies of host genotypes and specialized parasites in evolutionary "arms races" [Hamilton, W. D., Axelrod, R. & Tanese, R. (1990) Proc. Natl. Acad. Sci. USA 87, 3566-3573; Seger, J. (1988) Philos. Trans. R. Soc. London B 319, 541-555].

Hydro-economic assessment of hydrological forecasting systems

NASA Astrophysics Data System (ADS)

Boucher, M.-A.; Tremblay, D.; Delorme, L.; Perreault, L.; Anctil, F.

2012-01-01

SummaryAn increasing number of publications show that ensemble hydrological forecasts exhibit good performance when compared to observed streamflow. Many studies also conclude that ensemble forecasts lead to a better performance than deterministic ones. This investigation takes one step further by not only comparing ensemble and deterministic forecasts to observed values, but by employing the forecasts in a stochastic decision-making assistance tool for hydroelectricity production, during a flood event on the Gatineau River in Canada. This allows the comparison between different types of forecasts according to their value in terms of energy, spillage and storage in a reservoir. The motivation for this is to adopt the point of view of an end-user, here a hydroelectricity production society. We show that ensemble forecasts exhibit excellent performances when compared to observations and are also satisfying when involved in operation management for electricity production. Further improvement in terms of productivity can be reached through the use of a simple post-processing method.

Demographic noise can reverse the direction of deterministic selection

PubMed Central

Constable, George W. A.; Rogers, Tim; McKane, Alan J.; Tarnita, Corina E.

2016-01-01

Deterministic evolutionary theory robustly predicts that populations displaying altruistic behaviors will be driven to extinction by mutant cheats that absorb common benefits but do not themselves contribute. Here we show that when demographic stochasticity is accounted for, selection can in fact act in the reverse direction to that predicted deterministically, instead favoring cooperative behaviors that appreciably increase the carrying capacity of the population. Populations that exist in larger numbers experience a selective advantage by being more stochastically robust to invasions than smaller populations, and this advantage can persist even in the presence of reproductive costs. We investigate this general effect in the specific context of public goods production and find conditions for stochastic selection reversal leading to the success of public good producers. This insight, developed here analytically, is missed by the deterministic analysis as well as by standard game theoretic models that enforce a fixed population size. The effect is found to be amplified by space; in this scenario we find that selection reversal occurs within biologically reasonable parameter regimes for microbial populations. Beyond the public good problem, we formulate a general mathematical framework for models that may exhibit stochastic selection reversal. In this context, we describe a stochastic analog to r−K theory, by which small populations can evolve to higher densities in the absence of disturbance. PMID:27450085

Minimalist design of a robust real-time quantum random number generator

NASA Astrophysics Data System (ADS)

Kravtsov, K. S.; Radchenko, I. V.; Kulik, S. P.; Molotkov, S. N.

2015-08-01

We present a simple and robust construction of a real-time quantum random number generator (QRNG). Our minimalist approach ensures stable operation of the device as well as its simple and straightforward hardware implementation as a stand-alone module. As a source of randomness the device uses measurements of time intervals between clicks of a single-photon detector. The obtained raw sequence is then filtered and processed by a deterministic randomness extractor, which is realized as a look-up table. This enables high speed on-the-fly processing without the need of extensive computations. The overall performance of the device is around 1 random bit per detector click, resulting in 1.2 Mbit/s generation rate in our implementation.

Error reduction and representation in stages (ERRIS) in hydrological modelling for ensemble streamflow forecasting

NASA Astrophysics Data System (ADS)

Li, Ming; Wang, Q. J.; Bennett, James C.; Robertson, David E.

2016-09-01

This study develops a new error modelling method for ensemble short-term and real-time streamflow forecasting, called error reduction and representation in stages (ERRIS). The novelty of ERRIS is that it does not rely on a single complex error model but runs a sequence of simple error models through four stages. At each stage, an error model attempts to incrementally improve over the previous stage. Stage 1 establishes parameters of a hydrological model and parameters of a transformation function for data normalization, Stage 2 applies a bias correction, Stage 3 applies autoregressive (AR) updating, and Stage 4 applies a Gaussian mixture distribution to represent model residuals. In a case study, we apply ERRIS for one-step-ahead forecasting at a range of catchments. The forecasts at the end of Stage 4 are shown to be much more accurate than at Stage 1 and to be highly reliable in representing forecast uncertainty. Specifically, the forecasts become more accurate by applying the AR updating at Stage 3, and more reliable in uncertainty spread by using a mixture of two Gaussian distributions to represent the residuals at Stage 4. ERRIS can be applied to any existing calibrated hydrological models, including those calibrated to deterministic (e.g. least-squares) objectives.

Towards an Empirically Based Parametric Explosion Spectral Model

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

Ford, S R; Walter, W R; Ruppert, S

2009-08-31

Small underground nuclear explosions need to be confidently detected, identified, and characterized in regions of the world where they have never before been tested. The focus of our work is on the local and regional distances (< 2000 km) and phases (Pn, Pg, Sn, Lg) necessary to see small explosions. We are developing a parametric model of the nuclear explosion seismic source spectrum that is compatible with the earthquake-based geometrical spreading and attenuation models developed using the Magnitude Distance Amplitude Correction (MDAC) techniques (Walter and Taylor, 2002). The explosion parametric model will be particularly important in regions without any priormore » explosion data for calibration. The model is being developed using the available body of seismic data at local and regional distances for past nuclear explosions at foreign and domestic test sites. Parametric modeling is a simple and practical approach for widespread monitoring applications, prior to the capability to carry out fully deterministic modeling. The achievable goal of our parametric model development is to be able to predict observed local and regional distance seismic amplitudes for event identification and yield determination in regions with incomplete or no prior history of underground nuclear testing. The relationship between the parametric equations and the geologic and containment conditions will assist in our physical understanding of the nuclear explosion source.« less

Modeling of rock friction 2. Simulation of preseismic slip

USGS Publications Warehouse

Dieterich, J.H.

1979-01-01

The constitutive relations developed in the companion paper are used to model detailed observations of preseismic slip and the onset of unstable slip in biaxial laboratory experiments. The simulations employ a deterministic plane strain finite element model to represent the interactions both within the sliding blocks and between the blocks and the loading apparatus. Both experiments and simulations show that preseismic slip is controlled by initial inhomogeneity of shear stress along the sliding surface relative to the frictional strength. As a consequence of the inhomogeneity, stable slip begins at a point on the surface and the area of slip slowly expands as the external loading increases. A previously proposed correlation between accelerating rates of stable slip and growth of the area of slip is supported by the simulations. In the simulations and in the experiments, unstable slip occurs shortly after a propagating slip event traverses the sliding surface and breaks out at the ends of the sample. In the model the breakout of stable slip causes a sudden acceleration of slip rates. Because of velocity dependency of the constitutive relationship for friction, the rapid acceleration of slip causes a decrease in frictional strength. Instability occurs when the frictional strength decreases with displacement at a rate that exceeds the intrinsic unloading characteristics of the sample and test machine. A simple slider-spring model that does not consider preseismic slip appears to approximate the transition adequately from stable sliding to unstable slip as a function of normal stress, machine stiffness, and surface roughness for small samples. However, for large samples and for natural faults the simulations suggest that the simple model may be inaccurate because it does not take into account potentially large preseismic displacements that will alter the friction parameters prior to instability. Copyright ?? 1979 by the American Geophysical Union.

Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting

NASA Astrophysics Data System (ADS)

Tong, Howell

1995-04-01

The Table of Contents for the full book PDF is as follows: * Preface * Orthogonal Projection, Embedding Dimension and Sample Size in Chaotic Time Series from a Statistical Perspective * A Theory of Correlation Dimension for Stationary Time Series * On Prediction and Chaos in Stochastic Systems * Locally Optimized Prediction of Nonlinear Systems: Stochastic and Deterministic * A Poisson Distribution for the BDS Test Statistic for Independence in a Time Series * Chaos and Nonlinear Forecastability in Economics and Finance * Paradigm Change in Prediction * Predicting Nonuniform Chaotic Attractors in an Enzyme Reaction * Chaos in Geophysical Fluids * Chaotic Modulation of the Solar Cycle * Fractal Nature in Earthquake Phenomena and its Simple Models * Singular Vectors and the Predictability of Weather and Climate * Prediction as a Criterion for Classifying Natural Time Series * Measuring and Characterising Spatial Patterns, Dynamics and Chaos in Spatially-Extended Dynamical Systems and Ecologies * Non-Linear Forecasting and Chaos in Ecology and Epidemiology: Measles as a Case Study

The Witness-Voting System

NASA Astrophysics Data System (ADS)

Gerck, Ed

We present a new, comprehensive framework to qualitatively improve election outcome trustworthiness, where voting is modeled as an information transfer process. Although voting is deterministic (all ballots are counted), information is treated stochastically using Information Theory. Error considerations, including faults, attacks, and threats by adversaries, are explicitly included. The influence of errors may be corrected to achieve an election outcome error as close to zero as desired (error-free), with a provably optimal design that is applicable to any type of voting, with or without ballots. Sixteen voting system requirements, including functional, performance, environmental and non-functional considerations, are derived and rated, meeting or exceeding current public-election requirements. The voter and the vote are unlinkable (secret ballot) although each is identifiable. The Witness-Voting System (Gerck, 2001) is extended as a conforming implementation of the provably optimal design that is error-free, transparent, simple, scalable, robust, receipt-free, universally-verifiable, 100% voter-verified, and end-to-end audited.

From statistical proofs of the Kochen-Specker theorem to noise-robust noncontextuality inequalities

NASA Astrophysics Data System (ADS)

Kunjwal, Ravi; Spekkens, Robert W.

2018-05-01

The Kochen-Specker theorem rules out models of quantum theory wherein projective measurements are assigned outcomes deterministically and independently of context. This notion of noncontextuality is not applicable to experimental measurements because these are never free of noise and thus never truly projective. For nonprojective measurements, therefore, one must drop the requirement that an outcome be assigned deterministically in the model and merely require that it be assigned a distribution over outcomes in a manner that is context-independent. By demanding context independence in the representation of preparations as well, one obtains a generalized principle of noncontextuality that also supports a quantum no-go theorem. Several recent works have shown how to derive inequalities on experimental data which, if violated, demonstrate the impossibility of finding a generalized-noncontextual model of this data. That is, these inequalities do not presume quantum theory and, in particular, they make sense without requiring an operational analog of the quantum notion of projectiveness. We here describe a technique for deriving such inequalities starting from arbitrary proofs of the Kochen-Specker theorem. It extends significantly previous techniques that worked only for logical proofs, which are based on sets of projective measurements that fail to admit of any deterministic noncontextual assignment, to the case of statistical proofs, which are based on sets of projective measurements that d o admit of some deterministic noncontextual assignments, but not enough to explain the quantum statistics.

Convergence studies of deterministic methods for LWR explicit reflector methodology

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

Canepa, S.; Hursin, M.; Ferroukhi, H.

2013-07-01

The standard approach in modem 3-D core simulators, employed either for steady-state or transient simulations, is to use Albedo coefficients or explicit reflectors at the core axial and radial boundaries. In the latter approach, few-group homogenized nuclear data are a priori produced with lattice transport codes using 2-D reflector models. Recently, the explicit reflector methodology of the deterministic CASMO-4/SIMULATE-3 code system was identified to potentially constitute one of the main sources of errors for core analyses of the Swiss operating LWRs, which are all belonging to GII design. Considering that some of the new GIII designs will rely on verymore » different reflector concepts, a review and assessment of the reflector methodology for various LWR designs appeared as relevant. Therefore, the purpose of this paper is to first recall the concepts of the explicit reflector modelling approach as employed by CASMO/SIMULATE. Then, for selected reflector configurations representative of both GII and GUI designs, a benchmarking of the few-group nuclear data produced with the deterministic lattice code CASMO-4 and its successor CASMO-5, is conducted. On this basis, a convergence study with regards to geometrical requirements when using deterministic methods with 2-D homogenous models is conducted and the effect on the downstream 3-D core analysis accuracy is evaluated for a typical GII deflector design in order to assess the results against available plant measurements. (authors)« less

Discussion and revision of the mathematical modeling tool described in the previously published article "Modeling HIV Transmission risk among Mozambicans prior to their initiating highly active antiretroviral therapy".

PubMed

Cassels, Susan; Pearson, Cynthia R; Kurth, Ann E; Martin, Diane P; Simoni, Jane M; Matediana, Eduardo; Gloyd, Stephen

2009-07-01

Mathematical models are increasingly used in social and behavioral studies of HIV transmission; however, model structures must be chosen carefully to best answer the question at hand and conclusions must be interpreted cautiously. In Pearson et al. (2007), we presented a simple analytically tractable deterministic model to estimate the number of secondary HIV infections stemming from a population of HIV-positive Mozambicans and to evaluate how the estimate would change under different treatment and behavioral scenarios. In a subsequent application of the model with a different data set, we observed that the model produced an unduly conservative estimate of the number of new HIV-1 infections. In this brief report, our first aim is to describe a revision of the model to correct for this underestimation. Specifically, we recommend adjusting the population-level sexually transmitted infection (STI) parameters to be applicable to the individual-level model specification by accounting for the proportion of individuals uninfected with an STI. In applying the revised model to the original data, we noted an estimated 40 infections/1000 HIV-positive persons per year (versus the original 23 infections/1000 HIV-positive persons per year). In addition, the revised model estimated that highly active antiretroviral therapy (HAART) along with syphilis and herpes simplex virus type 2 (HSV-2) treatments combined could reduce HIV-1 transmission by 72% (versus 86% according to the original model). The second aim of this report is to discuss the advantages and disadvantages of mathematical models in the field and the implications of model interpretation. We caution that simple models should be used for heuristic purposes only. Since these models do not account for heterogeneity in the population and significantly simplify HIV transmission dynamics, they should be used to describe general characteristics of the epidemic and demonstrate the importance or sensitivity of parameters in the model.

Multiple scattering of waves in random media: Application to the study of the city-site effect in Mexico City area.

NASA Astrophysics Data System (ADS)

Ishizawa, O. A.; Clouteau, D.

2007-12-01

Long-duration, amplifications and spatial response's variability of the seismic records registered in Mexico City during the September 1985 earthquake cannot only be explained by the soil velocity model. We will try to explain these phenomena by studying the extent of the effect of buildings' diffracted wave fields during an earthquake. The main question is whether the presence of a large number of buildings can significantly modify the seismic wave field. We are interested in the interaction between the incident wave field propagating in a stratified half- space and a large number of structures at the free surface, i.e., the coupled city-site effect. We study and characterize the seismic wave propagation regimes in a city using the theory of wave propagation in random media. In the coupled city-site system, the buildings are modeled as resonant scatterers uniformly distributed at the surface of a deterministic, horizontally layered elastic half-space representing the soil. Based on the mean-field and the field correlation equations, we build a theoretical model which takes into account the multiple scattering of seismic waves and allows us to describe the coupled city-site system behavior in a simple and rapid way. The results obtained for the configurationally averaged field quantities are validated by means of 3D results for the seismic response of a deterministic model. The numerical simulations of this model are computed with MISS3D code based on classical Soil-Structure Interaction techniques and on a variational coupling between Boundary Integral Equations for a layered soil and a modal Finite Element approach for the buildings. This work proposes a detailed numerical and a theoretical analysis of the city-site interaction (CSI) in Mexico City area. The principal parameters in the study of the CSI are the buildings resonant frequency distribution, the soil characteristics of the site, the urban density and position of the buildings in the city, as well as the type of incident wave. The main results of the theoretical and numerical models allow us to characterize the seismic movement in urban areas.

Correlations in electrically coupled chaotic lasers.

PubMed

Rosero, E J; Barbosa, W A S; Martinez Avila, J F; Khoury, A Z; Rios Leite, J R

2016-09-01

We show how two electrically coupled semiconductor lasers having optical feedback can present simultaneous antiphase correlated fast power fluctuations, and strong in-phase synchronized spikes of chaotic power drops. This quite counterintuitive phenomenon is demonstrated experimentally and confirmed by numerical solutions of a deterministic dynamical system of rate equations. The occurrence of negative and positive cross correlation between parts of a complex system according to time scales, as proved in our simple arrangement, is relevant for the understanding and characterization of collective properties in complex networks.

Extended H2 synthesis for multiple degree-of-freedom controllers

NASA Technical Reports Server (NTRS)

Hampton, R. David; Knospe, Carl R.

1992-01-01

H2 synthesis techniques are developed for a general multiple-input-multiple-output (MIMO) system subject to both stochastic and deterministic disturbances. The H2 synthesis is extended by incorporation of anticipated disturbances power-spectral-density information into the controller-design process, as well as by frequency weightings of generalized coordinates and control inputs. The methodology is applied to a simple single-input-multiple-output (SIMO) problem, analogous to the type of vibration isolation problem anticipated in microgravity research experiments.

Optimal design of piezoelectric transformers: a rational approach based on an analytical model and a deterministic global optimization.

PubMed

Pigache, Francois; Messine, Frédéric; Nogarede, Bertrand

2007-07-01

This paper deals with a deterministic and rational way to design piezoelectric transformers in radial mode. The proposed approach is based on the study of the inverse problem of design and on its reformulation as a mixed constrained global optimization problem. The methodology relies on the association of the analytical models for describing the corresponding optimization problem and on an exact global optimization software, named IBBA and developed by the second author to solve it. Numerical experiments are presented and compared in order to validate the proposed approach.

Rare event computation in deterministic chaotic systems using genealogical particle analysis

NASA Astrophysics Data System (ADS)

Wouters, J.; Bouchet, F.

2016-09-01

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in deterministic dynamical systems. We demonstrate that genealogical particle analysis algorithms can be successfully applied to a toy model of atmospheric dynamics, the Lorenz ’96 model. We furthermore use the Ornstein-Uhlenbeck system to illustrate a number of implementation issues. We also show how a time-dependent objective function based on the fluctuation path to a high threshold can greatly improve the performance of the estimator compared to a fixed-in-time objective function.

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

NASA Astrophysics Data System (ADS)

Larkin, Steven Paul

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

Forecasting risk along a river basin using a probabilistic and deterministic model for environmental risk assessment of effluents through ecotoxicological evaluation and GIS.

PubMed

Gutiérrez, Simón; Fernandez, Carlos; Barata, Carlos; Tarazona, José Vicente

2009-12-20

This work presents a computer model for Risk Assessment of Basins by Ecotoxicological Evaluation (RABETOX). The model is based on whole effluent toxicity testing and water flows along a specific river basin. It is capable of estimating the risk along a river segment using deterministic and probabilistic approaches. The Henares River Basin was selected as a case study to demonstrate the importance of seasonal hydrological variations in Mediterranean regions. As model inputs, two different ecotoxicity tests (the miniaturized Daphnia magna acute test and the D.magna feeding test) were performed on grab samples from 5 waste water treatment plant effluents. Also used as model inputs were flow data from the past 25 years, water velocity measurements and precise distance measurements using Geographical Information Systems (GIS). The model was implemented into a spreadsheet and the results were interpreted and represented using GIS in order to facilitate risk communication. To better understand the bioassays results, the effluents were screened through SPME-GC/MS analysis. The deterministic model, performed each month during one calendar year, showed a significant seasonal variation of risk while revealing that September represents the worst-case scenario with values up to 950 Risk Units. This classifies the entire area of study for the month of September as "sublethal significant risk for standard species". The probabilistic approach using Monte Carlo analysis was performed on 7 different forecast points distributed along the Henares River. A 0% probability of finding "low risk" was found at all forecast points with a more than 50% probability of finding "potential risk for sensitive species". The values obtained through both the deterministic and probabilistic approximations reveal the presence of certain substances, which might be causing sublethal effects in the aquatic species present in the Henares River.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

Deterministic Stress Modeling of Hot Gas Segregation in a Turbine

NASA Technical Reports Server (NTRS)

Busby, Judy; Sondak, Doug; Staubach, Brent; Davis, Roger

1998-01-01

Simulation of unsteady viscous turbomachinery flowfields is presently impractical as a design tool due to the long run times required. Designers rely predominantly on steady-state simulations, but these simulations do not account for some of the important unsteady flow physics. Unsteady flow effects can be modeled as source terms in the steady flow equations. These source terms, referred to as Lumped Deterministic Stresses (LDS), can be used to drive steady flow solution procedures to reproduce the time-average of an unsteady flow solution. The goal of this work is to investigate the feasibility of using inviscid lumped deterministic stresses to model unsteady combustion hot streak migration effects on the turbine blade tip and outer air seal heat loads using a steady computational approach. The LDS model is obtained from an unsteady inviscid calculation. The LDS model is then used with a steady viscous computation to simulate the time-averaged viscous solution. Both two-dimensional and three-dimensional applications are examined. The inviscid LDS model produces good results for the two-dimensional case and requires less than 10% of the CPU time of the unsteady viscous run. For the three-dimensional case, the LDS model does a good job of reproducing the time-averaged viscous temperature migration and separation as well as heat load on the outer air seal at a CPU cost that is 25% of that of an unsteady viscous computation.

Deterministic Tectonic Origin Tsunami Hazard Analysis for the Eastern Mediterranean and its Connected Seas

NASA Astrophysics Data System (ADS)

Necmioglu, O.; Meral Ozel, N.

2014-12-01

Accurate earthquake source parameters are essential for any tsunami hazard assessment and mitigation, including early warning systems. Complex tectonic setting makes the a priori accurate assumptions of earthquake source parameters difficult and characterization of the faulting type is a challenge. Information on tsunamigenic sources is of crucial importance in the Eastern Mediterranean and its Connected Seas, especially considering the short arrival times and lack of offshore sea-level measurements. In addition, the scientific community have had to abandon the paradigm of a ''maximum earthquake'' predictable from simple tectonic parameters (Ruff and Kanamori, 1980) in the wake of the 2004 Sumatra event (Okal, 2010) and one of the lessons learnt from the 2011 Tohoku event was that tsunami hazard maps may need to be prepared for infrequent gigantic earthquakes as well as more frequent smaller-sized earthquakes (Satake, 2011). We have initiated an extensive modeling study to perform a deterministic Tsunami Hazard Analysis for the Eastern Mediterranean and its Connected Seas. Characteristic earthquake source parameters (strike, dip, rake, depth, Mwmax) at each 0.5° x 0.5° size bin for 0-40 km depth (total of 310 bins) and for 40-100 km depth (total of 92 bins) in the Eastern Mediterranean, Aegean and Black Sea region (30°N-48°N and 22°E-44°E) have been assigned from the harmonization of the available databases and previous studies. These parameters have been used as input parameters for the deterministic tsunami hazard modeling. Nested Tsunami simulations of 6h duration with a coarse (2 arc-min) and medium (1 arc-min) grid resolution have been simulated at EC-JRC premises for Black Sea and Eastern and Central Mediterranean (30°N-41.5°N and 8°E-37°E) for each source defined using shallow water finite-difference SWAN code (Mader, 2004) for the magnitude range of 6.5 - Mwmax defined for that bin with a Mw increment of 0.1. Results show that not only the earthquakes resembling the well-known historical earthquakes such as AD 365 or AD 1303 in the Hellenic Arc, but also earthquakes with lower magnitudes do constitute to the tsunami hazard in the study area.

Steady induction effects in geomagnetism. Part 1B: Geomagnetic estimation of steady surficial core motions: A non-linear inverse problem

NASA Technical Reports Server (NTRS)

Voorhies, Coerte V.

1993-01-01

The problem of estimating a steady fluid velocity field near the top of Earth's core which induces the secular variation (SV) indicated by models of the observed geomagnetic field is examined in the source-free mantle/frozen-flux core (SFI/VFFC) approximation. This inverse problem is non-linear because solutions of the forward problem are deterministically chaotic. The SFM/FFC approximation is inexact, and neither the models nor the observations they represent are either complete or perfect. A method is developed for solving the non-linear inverse motional induction problem posed by the hypothesis of (piecewise, statistically) steady core surface flow and the supposition of a complete initial geomagnetic condition. The method features iterative solution of the weighted, linearized least-squares problem and admits optional biases favoring surficially geostrophic flow and/or spatially simple flow. Two types of weights are advanced radial field weights for fitting the evolution of the broad-scale portion of the radial field component near Earth's surface implied by the models, and generalized weights for fitting the evolution of the broad-scale portion of the scalar potential specified by the models.

Positive dwell time algorithm with minimum equal extra material removal in deterministic optical surfacing technology.

PubMed

Li, Longxiang; Xue, Donglin; Deng, Weijie; Wang, Xu; Bai, Yang; Zhang, Feng; Zhang, Xuejun

2017-11-10

In deterministic computer-controlled optical surfacing, accurate dwell time execution by computer numeric control machines is crucial in guaranteeing a high-convergence ratio for the optical surface error. It is necessary to consider the machine dynamics limitations in the numerical dwell time algorithms. In this paper, these constraints on dwell time distribution are analyzed, and a model of the equal extra material removal is established. A positive dwell time algorithm with minimum equal extra material removal is developed. Results of simulations based on deterministic magnetorheological finishing demonstrate the necessity of considering machine dynamics performance and illustrate the validity of the proposed algorithm. Indeed, the algorithm effectively facilitates the determinacy of sub-aperture optical surfacing processes.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

Deterministic SLIR model for tuberculosis disease mapping

NASA Astrophysics Data System (ADS)

Aziz, Nazrina; Diah, Ijlal Mohd; Ahmad, Nazihah; Kasim, Maznah Mat

2017-11-01

Tuberculosis (TB) occurs worldwide. It can be transmitted to others directly through air when active TB persons sneeze, cough or spit. In Malaysia, it was reported that TB cases had been recognized as one of the most infectious disease that lead to death. Disease mapping is one of the methods that can be used as the prevention strategies since it can displays clear picture for the high-low risk areas. Important thing that need to be considered when studying the disease occurrence is relative risk estimation. The transmission of TB disease is studied through mathematical model. Therefore, in this study, deterministic SLIR models are used to estimate relative risk for TB disease transmission.

Sampled-Data Consensus of Linear Multi-agent Systems With Packet Losses.

PubMed

Zhang, Wenbing; Tang, Yang; Huang, Tingwen; Kurths, Jurgen

In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.

A European model and case studies for aggregate exposure assessment of pesticides.

PubMed

Kennedy, Marc C; Glass, C Richard; Bokkers, Bas; Hart, Andy D M; Hamey, Paul Y; Kruisselbrink, Johannes W; de Boer, Waldo J; van der Voet, Hilko; Garthwaite, David G; van Klaveren, Jacob D

2015-05-01

Exposures to plant protection products (PPPs) are assessed using risk analysis methods to protect public health. Traditionally, single sources, such as food or individual occupational sources, have been addressed. In reality, individuals can be exposed simultaneously to multiple sources. Improved regulation therefore requires the development of new tools for estimating the population distribution of exposures aggregated within an individual. A new aggregate model is described, which allows individual users to include as much, or as little, information as is available or relevant for their particular scenario. Depending on the inputs provided by the user, the outputs can range from simple deterministic values through to probabilistic analyses including characterisations of variability and uncertainty. Exposures can be calculated for multiple compounds, routes and sources of exposure. The aggregate model links to the cumulative dietary exposure model developed in parallel and is implemented in the web-based software tool MCRA. Case studies are presented to illustrate the potential of this model, with inputs drawn from existing European data sources and models. These cover exposures to UK arable spray operators, Italian vineyard spray operators, Netherlands users of a consumer spray and UK bystanders/residents. The model could also be adapted to handle non-PPP compounds. Crown Copyright © 2014. Published by Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

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

Distinct Sources of Deterministic and Stochastic Components of Action Timing Decisions in Rodent Frontal Cortex.

PubMed

Murakami, Masayoshi; Shteingart, Hanan; Loewenstein, Yonatan; Mainen, Zachary F

2017-05-17

The selection and timing of actions are subject to determinate influences such as sensory cues and internal state as well as to effectively stochastic variability. Although stochastic choice mechanisms are assumed by many theoretical models, their origin and mechanisms remain poorly understood. Here we investigated this issue by studying how neural circuits in the frontal cortex determine action timing in rats performing a waiting task. Electrophysiological recordings from two regions necessary for this behavior, medial prefrontal cortex (mPFC) and secondary motor cortex (M2), revealed an unexpected functional dissociation. Both areas encoded deterministic biases in action timing, but only M2 neurons reflected stochastic trial-by-trial fluctuations. This differential coding was reflected in distinct timescales of neural dynamics in the two frontal cortical areas. These results suggest a two-stage model in which stochastic components of action timing decisions are injected by circuits downstream of those carrying deterministic bias signals. Copyright © 2017 Elsevier Inc. All rights reserved.

Super Ensemble-based Aviation Turbulence Guidance (SEATG) for Air Traffic Management (ATM)

NASA Astrophysics Data System (ADS)

Kim, Jung-Hoon; Chan, William; Sridhar, Banavar; Sharman, Robert

2014-05-01

Super Ensemble (ensemble of ten turbulence metrics from time-lagged ensemble members of weather forecast data)-based Aviation Turbulence Guidance (SEATG) is developed using Weather Research and Forecasting (WRF) model and in-situ eddy dissipation rate (EDR) observations equipped on commercial aircraft over the contiguous United States. SEATG is a sequence of five procedures including weather modeling, calculating turbulence metrics, mapping EDR-scale, evaluating metrics, and producing final SEATG forecast. This uses similar methodology to the operational Graphic Turbulence Guidance (GTG) with three major improvements. First, SEATG use a higher resolution (3-km) WRF model to capture cloud-resolving scale phenomena. Second, SEATG computes turbulence metrics for multiple forecasts that are combined at the same valid time resulting in an time-lagged ensemble of multiple turbulence metrics. Third, SEATG provides both deterministic and probabilistic turbulence forecasts to take into account weather uncertainties and user demands. It is found that the SEATG forecasts match well with observed radar reflectivity along a surface front as well as convectively induced turbulence outside the clouds on 7-8 Sep 2012. And, overall performance skill of deterministic SEATG against the observed EDR data during this period is superior to any single turbulence metrics. Finally, probabilistic SEATG is used as an example application of turbulence forecast for air-traffic management. In this study, a simple Wind-Optimal Route (WOR) passing through the potential areas of probabilistic SEATG and Lateral Turbulence Avoidance Route (LTAR) taking into account the SEATG are calculated at z = 35000 ft (z = 12 km) from Los Angeles to John F. Kennedy international airports. As a result, WOR takes total of 239 minutes with 16 minutes of SEATG areas for 40% of moderate turbulence potential, while LTAR takes total of 252 minutes travel time that 5% of fuel would be additionally consumed to entirely avoid the moderate SEATG regions.

Developing deterioration models for Wyoming bridges.

DOT National Transportation Integrated Search

2016-05-01

Deterioration models for the Wyoming Bridge Inventory were developed using both stochastic and deterministic models. : The selection of explanatory variables is investigated and a new method using LASSO regression to eliminate human bias : in explana...

Short-range solar radiation forecasts over Sweden

NASA Astrophysics Data System (ADS)

Landelius, Tomas; Lindskog, Magnus; Körnich, Heiner; Andersson, Sandra

2018-04-01

In this article the performance for short-range solar radiation forecasts by the global deterministic and ensemble models from the European Centre for Medium-Range Weather Forecasts (ECMWF) is compared with an ensemble of the regional mesoscale model HARMONIE-AROME used by the national meteorological services in Sweden, Norway and Finland. Note however that only the control members and the ensemble means are included in the comparison. The models resolution differs considerably with 18 km for the ECMWF ensemble, 9 km for the ECMWF deterministic model, and 2.5 km for the HARMONIE-AROME ensemble. The models share the same radiation code. It turns out that they all underestimate systematically the Direct Normal Irradiance (DNI) for clear-sky conditions. Except for this shortcoming, the HARMONIE-AROME ensemble model shows the best agreement with the distribution of observed Global Horizontal Irradiance (GHI) and DNI values. During mid-day the HARMONIE-AROME ensemble mean performs best. The control member of the HARMONIE-AROME ensemble also scores better than the global deterministic ECMWF model. This is an interesting result since mesoscale models have so far not shown good results when compared to the ECMWF models. Three days with clear, mixed and cloudy skies are used to illustrate the possible added value of a probabilistic forecast. It is shown that in these cases the mesoscale ensemble could provide decision support to a grid operator in terms of forecasts of both the amount of solar power and its probabilities.

Ensemble assimilation of ARGO temperature profile, sea surface temperature and Altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic ocean

NASA Astrophysics Data System (ADS)

Yan, Yajing; Barth, Alexander; Beckers, Jean-Marie; Candille, Guillem; Brankart, Jean-Michel; Brasseur, Pierre

2015-04-01

Sea surface height, sea surface temperature and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. 60 ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. Incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with observations used in the assimilation experiments and independent observations, which goes further than most previous studies and constitutes one of the original points of this paper. Regarding the deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations in order to diagnose the ensemble distribution properties in a deterministic way. Regarding the probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analysed jointly. The consistency and complementarity between both validations are highlighted. High reliable situations, in which the RMS error and the CRPS give the same information, are identified for the first time in this paper.

Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods

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

Zhang, Jie; Draxl, Caroline; Hopson, Thomas

Numerical weather prediction (NWP) models have been widely used for wind resource assessment. Model runs with higher spatial resolution are generally more accurate, yet extremely computational expensive. An alternative approach is to use data generated by a low resolution NWP model, in conjunction with statistical methods. In order to analyze the accuracy and computational efficiency of different types of NWP-based wind resource assessment methods, this paper performs a comparison of three deterministic and probabilistic NWP-based wind resource assessment methodologies: (i) a coarse resolution (0.5 degrees x 0.67 degrees) global reanalysis data set, the Modern-Era Retrospective Analysis for Research and Applicationsmore » (MERRA); (ii) an analog ensemble methodology based on the MERRA, which provides both deterministic and probabilistic predictions; and (iii) a fine resolution (2-km) NWP data set, the Wind Integration National Dataset (WIND) Toolkit, based on the Weather Research and Forecasting model. Results show that: (i) as expected, the analog ensemble and WIND Toolkit perform significantly better than MERRA confirming their ability to downscale coarse estimates; (ii) the analog ensemble provides the best estimate of the multi-year wind distribution at seven of the nine sites, while the WIND Toolkit is the best at one site; (iii) the WIND Toolkit is more accurate in estimating the distribution of hourly wind speed differences, which characterizes the wind variability, at five of the available sites, with the analog ensemble being best at the remaining four locations; and (iv) the analog ensemble computational cost is negligible, whereas the WIND Toolkit requires large computational resources. Future efforts could focus on the combination of the analog ensemble with intermediate resolution (e.g., 10-15 km) NWP estimates, to considerably reduce the computational burden, while providing accurate deterministic estimates and reliable probabilistic assessments.« less

Modelling ecosystem service flows under uncertainty with stochiastic SPAN

USGS Publications Warehouse

Johnson, Gary W.; Snapp, Robert R.; Villa, Ferdinando; Bagstad, Kenneth J.

2012-01-01

Ecosystem service models are increasingly in demand for decision making. However, the data required to run these models are often patchy, missing, outdated, or untrustworthy. Further, communication of data and model uncertainty to decision makers is often either absent or unintuitive. In this work, we introduce a systematic approach to addressing both the data gap and the difficulty in communicating uncertainty through a stochastic adaptation of the Service Path Attribution Networks (SPAN) framework. The SPAN formalism assesses ecosystem services through a set of up to 16 maps, which characterize the services in a study area in terms of flow pathways between ecosystems and human beneficiaries. Although the SPAN algorithms were originally defined deterministically, we present them here in a stochastic framework which combines probabilistic input data with a stochastic transport model in order to generate probabilistic spatial outputs. This enables a novel feature among ecosystem service models: the ability to spatially visualize uncertainty in the model results. The stochastic SPAN model can analyze areas where data limitations are prohibitive for deterministic models. Greater uncertainty in the model inputs (including missing data) should lead to greater uncertainty expressed in the model’s output distributions. By using Bayesian belief networks to fill data gaps and expert-provided trust assignments to augment untrustworthy or outdated information, we can account for uncertainty in input data, producing a model that is still able to run and provide information where strictly deterministic models could not. Taken together, these attributes enable more robust and intuitive modelling of ecosystem services under uncertainty.

Distributed modelling of hydrologic regime at three subcatchments of Kopaninský tok catchment

NASA Astrophysics Data System (ADS)

Žlábek, Pavel; Tachecí, Pavel; Kaplická, Markéta; Bystřický, Václav

2010-05-01

Kopaninský tok catchment is situated in crystalline area of Bohemo-Moravian highland hilly region, with cambisol cover and prevailing agricultural land use. It is a subject of long term (since 1980's) observation. Time series (discharge, precipitation, climatic parameters...) are nowadays available in 10 min. time step, water quality average daily composit samples plus samples during events are available. Soil survey resulting in reference soil hydraulic properties for horizons and vegetation cover survey incl. LAI measurement has been done. All parameters were analysed and used for establishing of distributed mathematical models of P6, P52 and P53 subcatchments, using MIKE SHE 2009 WM deterministic hydrologic modelling system. The aim is to simulate long-term hydrologic regime as well as rainfall-runoff events, serving the base for modelling of nitrate regime and agricultural management influence in the next step. Mentioned subcatchments differs in ratio of artificial drainage area, soil types, land use and slope angle. The models are set-up in a regular computational grid of 2 m size. Basic time step was set to 2 hrs, total simulated period covers 3 years. Runoff response and moisture regime is compared using spatially distributed simulation results. Sensitivity analysis revealed most important parameters influencing model response. Importance of spatial distribution of initial conditions was underlined. Further on, different runoff components in terms of their origin, flow paths and travel time were separated using a combination of two runoff separation techniques (a digital filter and a simple conceptual model GROUND) in 12 subcatchments of Kopaninský tok catchment. These two methods were chosen based on a number of methods testing. Ordinations diagrams performed with Canoco software were used to evaluate influence of different catchment parameters on different runoff components. A canonical ordination method analyses (RDA) was used to explain one data set (runoff components - either volumes of each runoff component or occurence of baseflow) with another data set (catchment parameters - proportion of arable land, proportion of forest, proportion of vulnerable zones with high infiltration capacity, average slope, topographic index and runoff coefficient). The influence was analysed both for long-term runoff balance and selected rainfall-runoff events. Keywords: small catchment, water balance modelling, rainfall-runoff modelling, distributed deterministic model, runoff separation, sensitivity analysis

Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

PubMed

Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

2016-07-01

Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

A Simple Negative Interaction in the Positive Transcriptional Feedback of a Single Gene Is Sufficient to Produce Reliable Oscillations

PubMed Central

Miró-Bueno, Jesús M.; Rodríguez-Patón, Alfonso

2011-01-01

Negative and positive transcriptional feedback loops are present in natural and synthetic genetic oscillators. A single gene with negative transcriptional feedback needs a time delay and sufficiently strong nonlinearity in the transmission of the feedback signal in order to produce biochemical rhythms. A single gene with only positive transcriptional feedback does not produce oscillations. Here, we demonstrate that this single-gene network in conjunction with a simple negative interaction can also easily produce rhythms. We examine a model comprised of two well-differentiated parts. The first is a positive feedback created by a protein that binds to the promoter of its own gene and activates the transcription. The second is a negative interaction in which a repressor molecule prevents this protein from binding to its promoter. A stochastic study shows that the system is robust to noise. A deterministic study identifies that the dynamics of the oscillator are mainly driven by two types of biomolecules: the protein, and the complex formed by the repressor and this protein. The main conclusion of this paper is that a simple and usual negative interaction, such as degradation, sequestration or inhibition, acting on the positive transcriptional feedback of a single gene is a sufficient condition to produce reliable oscillations. One gene is enough and the positive transcriptional feedback signal does not need to activate a second repressor gene. This means that at the genetic level an explicit negative feedback loop is not necessary. The model needs neither cooperative binding reactions nor the formation of protein multimers. Therefore, our findings could help to clarify the design principles of cellular clocks and constitute a new efficient tool for engineering synthetic genetic oscillators. PMID:22205920

Cluster analysis of multiple planetary flow regimes

NASA Technical Reports Server (NTRS)

Mo, Kingtse; Ghil, Michael

1987-01-01

A modified cluster analysis method was developed to identify spatial patterns of planetary flow regimes, and to study transitions between them. This method was applied first to a simple deterministic model and second to Northern Hemisphere (NH) 500 mb data. The dynamical model is governed by the fully-nonlinear, equivalent-barotropic vorticity equation on the sphere. Clusters of point in the model's phase space are associated with either a few persistent or with many transient events. Two stationary clusters have patterns similar to unstable stationary model solutions, zonal, or blocked. Transient clusters of wave trains serve as way stations between the stationary ones. For the NH data, cluster analysis was performed in the subspace of the first seven empirical orthogonal functions (EOFs). Stationary clusters are found in the low-frequency band of more than 10 days, and transient clusters in the bandpass frequency window between 2.5 and 6 days. In the low-frequency band three pairs of clusters determine, respectively, EOFs 1, 2, and 3. They exhibit well-known regional features, such as blocking, the Pacific/North American (PNA) pattern and wave trains. Both model and low-pass data show strong bimodality. Clusters in the bandpass window show wave-train patterns in the two jet exit regions. They are related, as in the model, to transitions between stationary clusters.

Real-time flood forecasting

USGS Publications Warehouse

Lai, C.; Tsay, T.-K.; Chien, C.-H.; Wu, I.-L.

2009-01-01

Researchers at the Hydroinformatic Research and Development Team (HIRDT) of the National Taiwan University undertook a project to create a real time flood forecasting model, with an aim to predict the current in the Tamsui River Basin. The model was designed based on deterministic approach with mathematic modeling of complex phenomenon, and specific parameter values operated to produce a discrete result. The project also devised a rainfall-stage model that relates the rate of rainfall upland directly to the change of the state of river, and is further related to another typhoon-rainfall model. The geographic information system (GIS) data, based on precise contour model of the terrain, estimate the regions that were perilous to flooding. The HIRDT, in response to the project's progress, also devoted their application of a deterministic model to unsteady flow of thermodynamics to help predict river authorities issue timely warnings and take other emergency measures.

Fuzzy linear model for production optimization of mining systems with multiple entities

NASA Astrophysics Data System (ADS)

Vujic, Slobodan; Benovic, Tomo; Miljanovic, Igor; Hudej, Marjan; Milutinovic, Aleksandar; Pavlovic, Petar

2011-12-01

Planning and production optimization within multiple mines or several work sites (entities) mining systems by using fuzzy linear programming (LP) was studied. LP is the most commonly used operations research methods in mining engineering. After the introductory review of properties and limitations of applying LP, short reviews of the general settings of deterministic and fuzzy LP models are presented. With the purpose of comparative analysis, the application of both LP models is presented using the example of the Bauxite Basin Niksic with five mines. After the assessment, LP is an efficient mathematical modeling tool in production planning and solving many other single-criteria optimization problems of mining engineering. After the comparison of advantages and deficiencies of both deterministic and fuzzy LP models, the conclusion presents benefits of the fuzzy LP model but is also stating that seeking the optimal plan of production means to accomplish the overall analysis that will encompass the LP model approaches.

Spatio-temporal modelling of rainfall in the Murray-Darling Basin

NASA Astrophysics Data System (ADS)

Nowak, Gen; Welsh, A. H.; O'Neill, T. J.; Feng, Lingbing

2018-02-01

The Murray-Darling Basin (MDB) is a large geographical region in southeastern Australia that contains many rivers and creeks, including Australia's three longest rivers, the Murray, the Murrumbidgee and the Darling. Understanding rainfall patterns in the MDB is very important due to the significant impact major events such as droughts and floods have on agricultural and resource productivity. We propose a model for modelling a set of monthly rainfall data obtained from stations in the MDB and for producing predictions in both the spatial and temporal dimensions. The model is a hierarchical spatio-temporal model fitted to geographical data that utilises both deterministic and data-derived components. Specifically, rainfall data at a given location are modelled as a linear combination of these deterministic and data-derived components. A key advantage of the model is that it is fitted in a step-by-step fashion, enabling appropriate empirical choices to be made at each step.

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

PubMed

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

2008-08-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

Sensitivity analysis in a Lassa fever deterministic mathematical model

NASA Astrophysics Data System (ADS)

Abdullahi, Mohammed Baba; Doko, Umar Chado; Mamuda, Mamman

2015-05-01

Lassa virus that causes the Lassa fever is on the list of potential bio-weapons agents. It was recently imported into Germany, the Netherlands, the United Kingdom and the United States as a consequence of the rapid growth of international traffic. A model with five mutually exclusive compartments related to Lassa fever is presented and the basic reproduction number analyzed. A sensitivity analysis of the deterministic model is performed. This is done in order to determine the relative importance of the model parameters to the disease transmission. The result of the sensitivity analysis shows that the most sensitive parameter is the human immigration, followed by human recovery rate, then person to person contact. This suggests that control strategies should target human immigration, effective drugs for treatment and education to reduced person to person contact.

A stochastic chemostat model with an inhibitor and noise independent of population sizes

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

In this paper, a stochastic chemostat model with an inhibitor is considered, here the inhibitor is input from an external source and two organisms in chemostat compete for a nutrient. Firstly, we show that the system has a unique global positive solution. Secondly, by constructing some suitable Lyapunov functions, we investigate that the average in time of the second moment of the solutions of the stochastic model is bounded for a relatively small noise. That is, the asymptotic behaviors of the stochastic system around the equilibrium points of the deterministic system are studied. However, the sufficient large noise can make the microorganisms become extinct with probability one, although the solutions to the original deterministic model may be persistent. Finally, the obtained analytical results are illustrated by computer simulations.

Population density equations for stochastic processes with memory kernels

NASA Astrophysics Data System (ADS)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

Kinetics of Thermal Unimolecular Decomposition of Acetic Anhydride: An Integrated Deterministic and Stochastic Model.

PubMed

Mai, Tam V-T; Duong, Minh V; Nguyen, Hieu T; Lin, Kuang C; Huynh, Lam K

2017-04-27

An integrated deterministic and stochastic model within the master equation/Rice-Ramsperger-Kassel-Marcus (ME/RRKM) framework was first used to characterize temperature- and pressure-dependent behaviors of thermal decomposition of acetic anhydride in a wide range of conditions (i.e., 300-1500 K and 0.001-100 atm). Particularly, using potential energy surface and molecular properties obtained from high-level electronic structure calculations at CCSD(T)/CBS, macroscopic thermodynamic properties and rate coefficients of the title reaction were derived with corrections for hindered internal rotation and tunneling treatments. Being in excellent agreement with the scattered experimental data, the results from deterministic and stochastic frameworks confirmed and complemented each other to reveal that the main decomposition pathway proceeds via a 6-membered-ring transition state with the 0 K barrier of 35.2 kcal·mol -1 . This observation was further understood and confirmed by the sensitivity analysis on the time-resolved species profiles and the derived rate coefficients with respect to the ab initio barriers. Such an agreement suggests the integrated model can be confidently used for a wide range of conditions as a powerful postfacto and predictive tool in detailed chemical kinetic modeling and simulation for the title reaction and thus can be extended to complex chemical reactions.

Probabilistic dose-response modeling: case study using dichloromethane PBPK model results.

PubMed

Marino, Dale J; Starr, Thomas B

2007-12-01

A revised assessment of dichloromethane (DCM) has recently been reported that examines the influence of human genetic polymorphisms on cancer risks using deterministic PBPK and dose-response modeling in the mouse combined with probabilistic PBPK modeling in humans. This assessment utilized Bayesian techniques to optimize kinetic variables in mice and humans with mean values from posterior distributions used in the deterministic modeling in the mouse. To supplement this research, a case study was undertaken to examine the potential impact of probabilistic rather than deterministic PBPK and dose-response modeling in mice on subsequent unit risk factor (URF) determinations. Four separate PBPK cases were examined based on the exposure regimen of the NTP DCM bioassay. These were (a) Same Mouse (single draw of all PBPK inputs for both treatment groups); (b) Correlated BW-Same Inputs (single draw of all PBPK inputs for both treatment groups except for bodyweights (BWs), which were entered as correlated variables); (c) Correlated BW-Different Inputs (separate draws of all PBPK inputs for both treatment groups except that BWs were entered as correlated variables); and (d) Different Mouse (separate draws of all PBPK inputs for both treatment groups). Monte Carlo PBPK inputs reflect posterior distributions from Bayesian calibration in the mouse that had been previously reported. A minimum of 12,500 PBPK iterations were undertaken, in which dose metrics, i.e., mg DCM metabolized by the GST pathway/L tissue/day for lung and liver were determined. For dose-response modeling, these metrics were combined with NTP tumor incidence data that were randomly selected from binomial distributions. Resultant potency factors (0.1/ED(10)) were coupled with probabilistic PBPK modeling in humans that incorporated genetic polymorphisms to derive URFs. Results show that there was relatively little difference, i.e., <10% in central tendency and upper percentile URFs, regardless of the case evaluated. Independent draws of PBPK inputs resulted in the slightly higher URFs. Results were also comparable to corresponding values from the previously reported deterministic mouse PBPK and dose-response modeling approach that used LED(10)s to derive potency factors. This finding indicated that the adjustment from ED(10) to LED(10) in the deterministic approach for DCM compensated for variability resulting from probabilistic PBPK and dose-response modeling in the mouse. Finally, results show a similar degree of variability in DCM risk estimates from a number of different sources including the current effort even though these estimates were developed using very different techniques. Given the variety of different approaches involved, 95th percentile-to-mean risk estimate ratios of 2.1-4.1 represent reasonable bounds on variability estimates regarding probabilistic assessments of DCM.

Chaotic sources of noise in machine acoustics

NASA Astrophysics Data System (ADS)

Moon, F. C., Prof.; Broschart, Dipl.-Ing. T.

1994-05-01

In this paper a model is posited for deterministic, random-like noise in machines with sliding rigid parts impacting linear continuous machine structures. Such problems occur in gear transmission systems. A mathematical model is proposed to explain the random-like structure-borne and air-borne noise from such systems when the input is a periodic deterministic excitation of the quasi-rigid impacting parts. An experimental study is presented which supports the model. A thin circular plate is impacted by a chaotically vibrating mass excited by a sinusoidal moving base. The results suggest that the plate vibrations might be predicted by replacing the chaotic vibrating mass with a probabilistic forcing function. Prechaotic vibrations of the impacting mass show classical period doubling phenomena.

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

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

Lin, Yen Ting; Buchler, Nicolas E.

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Expectancy Learning from Probabilistic Input by Infants

PubMed Central

Romberg, Alexa R.; Saffran, Jenny R.

2013-01-01

Across the first few years of life, infants readily extract many kinds of regularities from their environment, and this ability is thought to be central to development in a number of domains. Numerous studies have documented infants’ ability to recognize deterministic sequential patterns. However, little is known about the processes infants use to build and update representations of structure in time, and how infants represent patterns that are not completely predictable. The present study investigated how infants’ expectations fora simple structure develope over time, and how infants update their representations with new information. We measured 12-month-old infants’ anticipatory eye movements to targets that appeared in one of two possible locations. During the initial phase of the experiment, infants either saw targets that appeared consistently in the same location (Deterministic condition) or probabilistically in either location, with one side more frequent than the other (Probabilistic condition). After this initial divergent experience, both groups saw the same sequence of trials for the rest of the experiment. The results show that infants readily learn from both deterministic and probabilistic input, with infants in both conditions reliably predicting the most likely target location by the end of the experiment. Local context had a large influence on behavior: infants adjusted their predictions to reflect changes in the target location on the previous trial. This flexibility was particularly evident in infants with more variable prior experience (the Probabilistic condition). The results provide some of the first data showing how infants learn in real time. PMID:23439947

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

DOE PAGES

Lin, Yen Ting; Buchler, Nicolas E.

2018-01-31

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Statistically Qualified Neuro-Analytic system and Method for Process Monitoring

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

Vilim, Richard B.; Garcia, Humberto E.; Chen, Frederick W.

1998-11-04

An apparatus and method for monitoring a process involves development and application of a statistically qualified neuro-analytic (SQNA) model to accurately and reliably identify process change. The development of the SQNA model is accomplished in two steps: deterministic model adaption and stochastic model adaptation. Deterministic model adaption involves formulating an analytic model of the process representing known process characteristics,augmenting the analytic model with a neural network that captures unknown process characteristics, and training the resulting neuro-analytic model by adjusting the neural network weights according to a unique scaled equation emor minimization technique. Stochastic model adaptation involves qualifying any remaining uncertaintymore » in the trained neuro-analytic model by formulating a likelihood function, given an error propagation equation, for computing the probability that the neuro-analytic model generates measured process output. Preferably, the developed SQNA model is validated using known sequential probability ratio tests and applied to the process as an on-line monitoring system.« less

Games of multicellularity.

PubMed

Kaveh, Kamran; Veller, Carl; Nowak, Martin A

2016-08-21

Evolutionary game dynamics are often studied in the context of different population structures. Here we propose a new population structure that is inspired by simple multicellular life forms. In our model, cells reproduce but can stay together after reproduction. They reach complexes of a certain size, n, before producing single cells again. The cells within a complex derive payoff from an evolutionary game by interacting with each other. The reproductive rate of cells is proportional to their payoff. We consider all two-strategy games. We study deterministic evolutionary dynamics with mutations, and derive exact conditions for selection to favor one strategy over another. Our main result has the same symmetry as the well-known sigma condition, which has been proven for stochastic game dynamics and weak selection. For a maximum complex size of n=2 our result holds for any intensity of selection. For n≥3 it holds for weak selection. As specific examples we study the prisoner's dilemma and hawk-dove games. Our model advances theoretical work on multicellularity by allowing for frequency-dependent interactions within groups. Copyright © 2016 Elsevier Ltd. All rights reserved.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

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

Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

A null model for Pearson coexpression networks.

PubMed

Gobbi, Andrea; Jurman, Giuseppe

2015-01-01

Gene coexpression networks inferred by correlation from high-throughput profiling such as microarray data represent simple but effective structures for discovering and interpreting linear gene relationships. In recent years, several approaches have been proposed to tackle the problem of deciding when the resulting correlation values are statistically significant. This is most crucial when the number of samples is small, yielding a non-negligible chance that even high correlation values are due to random effects. Here we introduce a novel hard thresholding solution based on the assumption that a coexpression network inferred by randomly generated data is expected to be empty. The threshold is theoretically derived by means of an analytic approach and, as a deterministic independent null model, it depends only on the dimensions of the starting data matrix, with assumptions on the skewness of the data distribution compatible with the structure of gene expression levels data. We show, on synthetic and array datasets, that the proposed threshold is effective in eliminating all false positive links, with an offsetting cost in terms of false negative detected edges.

Nonlinear unitary quantum collapse model with self-generated noise

NASA Astrophysics Data System (ADS)

Geszti, Tamás

2018-04-01

Collapse models including some external noise of unknown origin are routinely used to describe phenomena on the quantum-classical border; in particular, quantum measurement. Although containing nonlinear dynamics and thereby exposed to the possibility of superluminal signaling in individual events, such models are widely accepted on the basis of fully reproducing the non-signaling statistical predictions of quantum mechanics. Here we present a deterministic nonlinear model without any external noise, in which randomness—instead of being universally present—emerges in the measurement process, from deterministic irregular dynamics of the detectors. The treatment is based on a minimally nonlinear von Neumann equation for a Stern–Gerlach or Bell-type measuring setup, containing coordinate and momentum operators in a self-adjoint skew-symmetric, split scalar product structure over the configuration space. The microscopic states of the detectors act as a nonlocal set of hidden parameters, controlling individual outcomes. The model is shown to display pumping of weights between setup-defined basis states, with a single winner randomly selected and the rest collapsing to zero. Environmental decoherence has no role in the scenario. Through stochastic modelling, based on Pearle’s ‘gambler’s ruin’ scheme, outcome probabilities are shown to obey Born’s rule under a no-drift or ‘fair-game’ condition. This fully reproduces quantum statistical predictions, implying that the proposed non-linear deterministic model satisfies the non-signaling requirement. Our treatment is still vulnerable to hidden signaling in individual events, which remains to be handled by future research.

DIETARY EXPOSURES OF YOUNG CHILDREN, PART 3: MODELLING

EPA Science Inventory

A deterministic model was used to model dietary exposure of young children. Parameters included pesticide residue on food before handling, surface pesticide loading, transfer efficiencies and children's activity patterns. Three components of dietary pesticide exposure were includ...

Mesoscopic and continuum modelling of angiogenesis

PubMed Central

Spill, F.; Guerrero, P.; Alarcon, T.; Maini, P. K.; Byrne, H. M.

2016-01-01

Angiogenesis is the formation of new blood vessels from pre-existing ones in response to chemical signals secreted by, for example, a wound or a tumour. In this paper, we propose a mesoscopic lattice-based model of angiogenesis, in which processes that include proliferation and cell movement are considered as stochastic events. By studying the dependence of the model on the lattice spacing and the number of cells involved, we are able to derive the deterministic continuum limit of our equations and compare it to similar existing models of angiogenesis. We further identify conditions under which the use of continuum models is justified, and others for which stochastic or discrete effects dominate. We also compare different stochastic models for the movement of endothelial tip cells which have the same macroscopic, deterministic behaviour, but lead to markedly different behaviour in terms of production of new vessel cells. PMID:24615007

Assessing and reporting uncertainties in dietary exposure analysis - Part II: Application of the uncertainty template to a practical example of exposure assessment.

PubMed

Tennant, David; Bánáti, Diána; Kennedy, Marc; König, Jürgen; O'Mahony, Cian; Kettler, Susanne

2017-11-01

A previous publication described methods for assessing and reporting uncertainty in dietary exposure assessments. This follow-up publication uses a case study to develop proposals for representing and communicating uncertainty to risk managers. The food ingredient aspartame is used as the case study in a simple deterministic model (the EFSA FAIM template) and with more sophisticated probabilistic exposure assessment software (FACET). Parameter and model uncertainties are identified for each modelling approach and tabulated. The relative importance of each source of uncertainty is then evaluated using a semi-quantitative scale and the results expressed using two different forms of graphical summary. The value of this approach in expressing uncertainties in a manner that is relevant to the exposure assessment and useful to risk managers is then discussed. It was observed that the majority of uncertainties are often associated with data sources rather than the model itself. However, differences in modelling methods can have the greatest impact on uncertainties overall, particularly when the underlying data are the same. It was concluded that improved methods for communicating uncertainties for risk management is the research area where the greatest amount of effort is suggested to be placed in future. Copyright © 2017 The Authors. Published by Elsevier Ltd.. All rights reserved.

Cloud Macroscopic Organization: Order Emerging from Randomness

NASA Technical Reports Server (NTRS)

Yuan, Tianle

2011-01-01

Clouds play a central role in many aspects of the climate system and their forms and shapes are remarkably diverse. Appropriate representation of clouds in climate models is a major challenge because cloud processes span at least eight orders of magnitude in spatial scales. Here we show that there exists order in cloud size distribution of low-level clouds, and that it follows a power-law distribution with exponent gamma close to 2. gamma is insensitive to yearly variations in environmental conditions, but has regional variations and land-ocean contrasts. More importantly, we demonstrate this self-organizing behavior of clouds emerges naturally from a complex network model with simple, physical organizing principles: random clumping and merging. We also demonstrate symmetry between clear and cloudy skies in terms of macroscopic organization because of similar fundamental underlying organizing principles. The order in the apparently complex cloud-clear field thus has its root in random local interactions. Studying cloud organization with complex network models is an attractive new approach that has wide applications in climate science. We also propose a concept of cloud statistic mechanics approach. This approach is fully complementary to deterministic models, and the two approaches provide a powerful framework to meet the challenge of representing clouds in our climate models when working in tandem.

What Controls Subduction Earthquake Size and Occurrence?

NASA Astrophysics Data System (ADS)

Ruff, L. J.

2008-12-01

There is a long history of observational studies on the size and recurrence intervals of the large underthrusting earthquakes in subduction zones. In parallel with this documentation of the variability in both recurrence times and earthquake sizes -- both within and amongst subduction zones -- there have been numerous suggestions for what controls size and occurrence. In addition to the intrinsic scientific interest in these issues, there are direct applications to hazards mitigation. In this overview presentation, I review past progress, consider current paradigms, and look toward future studies that offer some resolution of long- standing questions. Given the definition of seismic moment, earthquake size is the product of overall static stress drop, down-dip fault width, and along-strike fault length. The long-standing consensus viewpoint is that for the largest earthquakes in a subduction zone: stress-drop is constant, fault width is the down-dip extent of the seismogenic portion of the plate boundary, but that along-strike fault length can vary from one large earthquake to the next. While there may be semi-permanent segments along a subduction zone, successive large earthquakes can rupture different combinations of segments. Many investigations emphasize the role of asperities within the segments, rather than segment edges. Thus, the question of earthquake size is translated into: "What controls the along-strike segmentation, and what determines which segments will rupture in a particular earthquake cycle?" There is no consensus response to these questions. Over the years, the suggestions for segmentation control include physical features in the subducted plate, physical features in the over-lying plate, and more obscure -- and possibly ever-changing -- properties of the plate interface such as the hydrologic conditions. It seems that the full global answer requires either some unforeseen breakthrough, or the long-term hard work of falsifying all candidate hypotheses except one. This falsification process requires both concentrated multidisciplinary efforts and patience. Large earthquake recurrence intervals in the same subduction zone segment display a significant, and therefore unfortunate, variability. Over the years, many of us have devised simple models to explain this variability. Of course, there are also more complicated explanations with many additional model parameters. While there has been important observational progress as both historical and paleo-seismological studies continue to add more data pairs of fault length and recurrence intervals, there has been a frustrating lack of progress in elimination of candidate models or processes that explain recurrence time variability. Some of the simple models for recurrence times offer a probabilistic or even deterministic prediction of future recurrence times - and have been used for hazards evaluation. It is important to know if these models are correct. Since we do not have the patience to wait for a strict statistical test, we must find other ways to test these ideas. For example, some of the simple deterministic models for along-strike segment interaction make predictions for variation in tectonic stress state that can be tested during the inter-seismic period. We have seen how some observational discoveries in the past decade (e.g., the episodic creep events down-dip of the seismogenic zone) give us additional insight into the physical processes in subduction zones; perhaps multi-disciplinary studies of subduction zones will discover a new way to reliably infer large-scale shear stresses on the plate interface?

Stochastic Forcing for High-Resolution Regional and Global Ocean and Atmosphere-Ocean Coupled Ensemble Forecast System

NASA Astrophysics Data System (ADS)

Rowley, C. D.; Hogan, P. J.; Martin, P.; Thoppil, P.; Wei, M.

2017-12-01

An extended range ensemble forecast system is being developed in the US Navy Earth System Prediction Capability (ESPC), and a global ocean ensemble generation capability to represent uncertainty in the ocean initial conditions has been developed. At extended forecast times, the uncertainty due to the model error overtakes the initial condition as the primary source of forecast uncertainty. Recently, stochastic parameterization or stochastic forcing techniques have been applied to represent the model error in research and operational atmospheric, ocean, and coupled ensemble forecasts. A simple stochastic forcing technique has been developed for application to US Navy high resolution regional and global ocean models, for use in ocean-only and coupled atmosphere-ocean-ice-wave ensemble forecast systems. Perturbation forcing is added to the tendency equations for state variables, with the forcing defined by random 3- or 4-dimensional fields with horizontal, vertical, and temporal correlations specified to characterize different possible kinds of error. Here, we demonstrate the stochastic forcing in regional and global ensemble forecasts with varying perturbation amplitudes and length and time scales, and assess the change in ensemble skill measured by a range of deterministic and probabilistic metrics.

Modeling Defects, Shape Evolution, and Programmed Auto-origami in Liquid Crystal Elastomers

NASA Astrophysics Data System (ADS)

Konya, Andrew; Gimenez-Pinto, Vianney; Selinger, Robin

2016-06-01

Liquid crystal elastomers represent a novel class of programmable shape-transforming materials whose shape change trajectory is encoded in the material’s nematic director field. Using three-dimensional nonlinear finite element elastodynamics simulation, we model a variety of different actuation geometries and device designs: thin films containing topological defects, patterns that induce formation of folds and twists, and a bas-relief structure. The inclusion of finite bending energy in the simulation model reveals features of actuation trajectory that may be absent when bending energy is neglected. We examine geometries with a director pattern uniform through the film thickness encoding multiple regions of positive Gaussian curvature. Simulations indicate that heating such a system uniformly produces a disordered state with curved regions emerging randomly in both directions due to the film’s up/down symmetry. By contrast, applying a thermal gradient by heating the material first on one side breaks up/down symmetry and results in a deterministic trajectory producing a more ordered final shape. We demonstrate that a folding zone design containing cut-out areas accommodates transverse displacements without warping or buckling; and demonstrate that bas-relief and more complex bent/twisted structures can be assembled by combining simple design motifs.

Discrete bivariate population balance modelling of heteroaggregation processes.

PubMed

Rollié, Sascha; Briesen, Heiko; Sundmacher, Kai

2009-08-15

Heteroaggregation in binary particle mixtures was simulated with a discrete population balance model in terms of two internal coordinates describing the particle properties. The considered particle species are of different size and zeta-potential. Property space is reduced with a semi-heuristic approach to enable an efficient solution. Aggregation rates are based on deterministic models for Brownian motion and stability, under consideration of DLVO interaction potentials. A charge-balance kernel is presented, relating the electrostatic surface potential to the property space by a simple charge balance. Parameter sensitivity with respect to the fractal dimension, aggregate size, hydrodynamic correction, ionic strength and absolute particle concentration was assessed. Results were compared to simulations with the literature kernel based on geometric coverage effects for clusters with heterogeneous surface properties. In both cases electrostatic phenomena, which dominate the aggregation process, show identical trends: impeded cluster-cluster aggregation at low particle mixing ratio (1:1), restabilisation at high mixing ratios (100:1) and formation of complex clusters for intermediate ratios (10:1). The particle mixing ratio controls the surface coverage extent of the larger particle species. Simulation results are compared to experimental flow cytometric data and show very satisfactory agreement.

Neuronal spike-train responses in the presence of threshold noise.

PubMed

Coombes, S; Thul, R; Laudanski, J; Palmer, A R; Sumner, C J

2011-03-01

The variability of neuronal firing has been an intense topic of study for many years. From a modelling perspective it has often been studied in conductance based spiking models with the use of additive or multiplicative noise terms to represent channel fluctuations or the stochastic nature of neurotransmitter release. Here we propose an alternative approach using a simple leaky integrate-and-fire model with a noisy threshold. Initially, we develop a mathematical treatment of the neuronal response to periodic forcing using tools from linear response theory and use this to highlight how a noisy threshold can enhance downstream signal reconstruction. We further develop a more general framework for understanding the responses to large amplitude forcing based on a calculation of first passage times. This is ideally suited to understanding stochastic mode-locking, for which we numerically determine the Arnol'd tongue structure. An examination of data from regularly firing stellate neurons within the ventral cochlear nucleus, responding to sinusoidally amplitude modulated pure tones, shows tongue structures consistent with these predictions and highlights that stochastic, as opposed to deterministic, mode-locking is utilised at the level of the single stellate cell to faithfully encode periodic stimuli.

Bell Nonlocality, Signal Locality and Unpredictability (or What Bohr Could Have Told Einstein at Solvay Had He Known About Bell Experiments)

NASA Astrophysics Data System (ADS)

Cavalcanti, Eric G.; Wiseman, Howard M.

2012-10-01

The 1964 theorem of John Bell shows that no model that reproduces the predictions of quantum mechanics can simultaneously satisfy the assumptions of locality and determinism. On the other hand, the assumptions of signal locality plus predictability are also sufficient to derive Bell inequalities. This simple theorem, previously noted but published only relatively recently by Masanes, Acin and Gisin, has fundamental implications not entirely appreciated. Firstly, nothing can be concluded about the ontological assumptions of locality or determinism independently of each other—it is possible to reproduce quantum mechanics with deterministic models that violate locality as well as indeterministic models that satisfy locality. On the other hand, the operational assumption of signal locality is an empirically testable (and well-tested) consequence of relativity. Thus Bell inequality violations imply that we can trust that some events are fundamentally unpredictable, even if we cannot trust that they are indeterministic. This result grounds the quantum-mechanical prohibition of arbitrarily accurate predictions on the assumption of no superluminal signalling, regardless of any postulates of quantum mechanics. It also sheds a new light on an early stage of the historical debate between Einstein and Bohr.

Location of coating defects and assessment of level of cathodic protection on underground pipelines using AC impedance, deterministic and non-deterministic models

NASA Astrophysics Data System (ADS)

Castaneda-Lopez, Homero

A methodology for detecting and locating defects or discontinuities on the outside covering of coated metal underground pipelines subjected to cathodic protection has been addressed. On the basis of wide range AC impedance signals for various frequencies applied to a steel-coated pipeline system and by measuring its corresponding transfer function under several laboratory simulation scenarios, a physical laboratory setup of an underground cathodic-protected, coated pipeline was built. This model included different variables and elements that exist under real conditions, such as soil resistivity, soil chemical composition, defect (holiday) location in the pipeline covering, defect area and geometry, and level of cathodic protection. The AC impedance data obtained under different working conditions were used to fit an electrical transmission line model. This model was then used as a tool to fit the impedance signal for different experimental conditions and to establish trends in the impedance behavior without the necessity of further experimental work. However, due to the chaotic nature of the transfer function response of this system under several conditions, it is believed that non-deterministic models based on pattern recognition algorithms are suitable for field condition analysis. A non-deterministic approach was used for experimental analysis by applying an artificial neural network (ANN) algorithm based on classification analysis capable of studying the pipeline system and differentiating the variables that can change impedance conditions. These variables include level of cathodic protection, location of discontinuities (holidays), and severity of corrosion. This work demonstrated a proof-of-concept for a well-known technique and a novel algorithm capable of classifying impedance data for experimental results to predict the exact location of the active holidays and defects on the buried pipelines. Laboratory findings from this procedure are promising, and efforts to develop it for field conditions should continue.

Hidden order in crackling noise during peeling of an adhesive tape.

PubMed

Kumar, Jagadish; Ciccotti, M; Ananthakrishna, G

2008-04-01

We address the longstanding problem of recovering dynamical information from noisy acoustic emission signals arising from peeling of an adhesive tape subject to constant traction velocity. Using the phase space reconstruction procedure we demonstrate the deterministic chaotic dynamics by establishing the existence of correlation dimension as also a positive Lyapunov exponent in a midrange of traction velocities. The results are explained on the basis of the model that also emphasizes the deterministic origin of acoustic emission by clarifying its connection to stick-slip dynamics.

ON JOINT DETERMINISTIC GRID MODELING AND SUB-GRID VARIABILITY CONCEPTUAL FRAMEWORK FOR MODEL EVALUATION

EPA Science Inventory

The general situation, (but exemplified in urban areas), where a significant degree of sub-grid variability (SGV) exists in grid models poses problems when comparing gridbased air quality modeling results with observations. Typically, grid models ignore or parameterize processes ...

Using emergent order to shape a space society

NASA Technical Reports Server (NTRS)

Graps, Amara L.

1993-01-01

A fast-growing movement in the scientific community is reshaping the way that we view the world around us. The short-hand name for this movement is 'chaos'. Chaos is a science of the global, nonlinear nature of systems. The center of this set of ideas is that simple, deterministic systems can breed complexity. Systems as complex as the human body, ecology, the mind or a human society. While it is true that simple laws can breed complexity, the other side is that complex systems can breed order. It is the latter that I will focus on in this paper. In the past, nonlinear was nearly synonymous with unsolvable because no general analytic solutions exist. Mathematically, an essential difference exists between linear and nonlinear systems. For linear systems, you just break up the complicated system into many simple pieces and patch together the separated solutions for each piece to form a solution to the full problem. In contrast, solutions to a nonlinear system cannot be added to form a new solution. The system must be treated in its full complexity. While it is true that no general analytical approach exists for reducing a complex system such as a society, it can be modeled. The technical involves a mathematical construct called phase space. In this space stable structures can appear which I use as analogies for the stable structures that appear in a complex system such as an ecology, the mind or a society. The common denominator in all of these systems is that they rely on a process called feedback loops. Feedback loops link the microscopic (individual) parts to the macroscopic (global) parts. The key, then, in shaping a space society, is in effectively using feedback loops. This paper will illustrate how one can model a space society by using methods that chaoticists have developed over the last hundred years. And I will show that common threads exist in the modeling of biological, economical, philosophical, and sociological systems.

Nearly deterministic quantum Fredkin gate based on weak cross-Kerr nonlinearity

NASA Astrophysics Data System (ADS)

Wu, Yun-xiang; Zhu, Chang-hua; Pei, Chang-xing

2016-09-01

A scheme of an optical quantum Fredkin gate is presented based on weak cross-Kerr nonlinearity. By an auxiliary coherent state with the cross-Kerr nonlinearity effect, photons can interact with each other indirectly, and a non-demolition measurement for photons can be implemented. Combined with the homodyne detection, classical feedforward, polarization beam splitters and Pauli-X operations, a controlled-path gate is constructed. Furthermore, a quantum Fredkin gate is built based on the controlled-path gate. The proposed Fredkin gate is simple in structure and feasible by current experimental technology.

Faster Heavy Ion Transport for HZETRN

NASA Technical Reports Server (NTRS)

Slaba, Tony C.

2013-01-01

The deterministic particle transport code HZETRN was developed to enable fast and accurate space radiation transport through materials. As more complex transport solutions are implemented for neutrons, light ions (Z < 2), mesons, and leptons, it is important to maintain overall computational efficiency. In this work, the heavy ion (Z > 2) transport algorithm in HZETRN is reviewed, and a simple modification is shown to provide an approximate 5x decrease in execution time for galactic cosmic ray transport. Convergence tests and other comparisons are carried out to verify that numerical accuracy is maintained in the new algorithm.

Nonlinear Schrödinger equation in foundations: summary of 4 catches

NASA Astrophysics Data System (ADS)

Diósi, Lajos

2016-03-01

Fundamental modifications of the standard Schrödinger equation by additional nonlinear terms have been considered for various purposes over the recent decades. It came as a surprise when, inverting Abner Shimonyi's observation of “peaceful coexistence” between standard quantum mechanics and relativity, N. Gisin proved in 1990 that any (deterministic) nonlinear Schrödinger equation would allow for superluminal communication. This is by now the most spectacular and best known anomaly. We discuss further anomalies, simple but foundational, less spectacular but not less dramatic.

Social autopoiesis: A concept in search of a theory

NASA Astrophysics Data System (ADS)

Broonen, Jean Paul

1998-07-01

This paper is a brief report on the issue of extension of the concept of autopoiesis to social systems. The arguments developed by four groups of authors to bring a response to that issue are summarized: Maturana and Varela, the fathers of the concept of autopoieis; Zeleny & Hufford who proposed a simple extension of the concept to social systems; Luhmann and Hejel with two different transformations of the concept; Morgan and his metaphorical perspective. The determinist vs teleological conception of (social) autopoiesis explicitly or implicitly sustained by several authors is emphasized.

Self-Assembly through Noncovalent Preorganization of Reactants: Explaining the Formation of a Polyfluoroxometalate.

PubMed

Schreiber, Roy E; Avram, Liat; Neumann, Ronny

2018-01-09

High-order elementary reactions in homogeneous solutions involving more than two molecules are statistically improbable and very slow to proceed. They are not generally considered in classical transition-state or collision theories. Yet, rather selective, high-yield product formation is common in self-assembly processes that require many reaction steps. On the basis of recent observations of crystallization as well as reactions in dense phases, it is shown that self-assembly can occur by preorganization of reactants in a noncovalent supramolecular assembly, whereby directing forces can lead to an apparent one-step transformation of multiple reactants. A simple and general kinetic model for multiple reactant transformation in a dense phase that can account for many-bodied transformations was developed. Furthermore, the self-assembly of polyfluoroxometalate anion [H 2 F 6 NaW 18 O 56 ] 7- from simple tungstate Na 2 WO 2 F 4 was demonstrated by using 2D 19 F- 19 F NOESY, 2D 19 F- 19 F COSY NMR spectroscopy, a new 2D 19 F{ 183 W} NMR technique, as well as ESI-MS and diffusion NMR spectroscopy, and the crucial involvement of a supramolecular assembly was found. The deterministic kinetic reaction model explains the reaction in a dense phase and supports the suggested self-assembly mechanism. Reactions in dense phases may be of general importance in understanding other self-assembly reactions. © 2018 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

A versatile photogrammetric camera automatic calibration suite for multispectral fusion and optical helmet tracking

NASA Astrophysics Data System (ADS)

de Villiers, Jason; Jermy, Robert; Nicolls, Fred

2014-06-01

This paper presents a system to determine the photogrammetric parameters of a camera. The lens distortion, focal length and camera six degree of freedom (DOF) position are calculated. The system caters for cameras of different sensitivity spectra and fields of view without any mechanical modifications. The distortion characterization, a variant of Brown's classic plumb line method, allows many radial and tangential distortion coefficients and finds the optimal principal point. Typical values are 5 radial and 3 tangential coefficients. These parameters are determined stably and demonstrably produce superior results to low order models despite popular and prevalent misconceptions to the contrary. The system produces coefficients to model both the distorted to undistorted pixel coordinate transformation (e.g. for target designation) and the inverse transformation (e.g. for image stitching and fusion) allowing deterministic rates far exceeding real time. The focal length is determined to minimise the error in absolute photogrammetric positional measurement for both multi camera systems or monocular (e.g. helmet tracker) systems. The system determines the 6 DOF position of the camera in a chosen coordinate system. It can also determine the 6 DOF offset of the camera relative to its mechanical mount. This allows faulty cameras to be replaced without requiring a recalibration of the entire system (such as an aircraft cockpit). Results from two simple applications of the calibration results are presented: stitching and fusion of the images from a dual-band visual/ LWIR camera array, and a simple laboratory optical helmet tracker.

A variational method for analyzing limit cycle oscillations in stochastic hybrid systems

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; MacLaurin, James

2018-06-01

Many systems in biology can be modeled through ordinary differential equations, which are piece-wise continuous, and switch between different states according to a Markov jump process known as a stochastic hybrid system or piecewise deterministic Markov process (PDMP). In the fast switching limit, the dynamics converges to a deterministic ODE. In this paper, we develop a phase reduction method for stochastic hybrid systems that support a stable limit cycle in the deterministic limit. A classic example is the Morris-Lecar model of a neuron, where the switching Markov process is the number of open ion channels and the continuous process is the membrane voltage. We outline a variational principle for the phase reduction, yielding an exact analytic expression for the resulting phase dynamics. We demonstrate that this decomposition is accurate over timescales that are exponential in the switching rate ɛ-1 . That is, we show that for a constant C, the probability that the expected time to leave an O(a) neighborhood of the limit cycle is less than T scales as T exp (-C a /ɛ ) .

Effects of Noise on Ecological Invasion Processes: Bacteriophage-mediated Competition in Bacteria

NASA Astrophysics Data System (ADS)

Joo, Jaewook; Eric, Harvill; Albert, Reka

2007-03-01

Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to a more vulnerable resident species, is one of the principle driving forces influencing biodiversity in nature. Using an experimental system of bacteriophage-mediated competition in bacterial populations and a deterministic model, we have shown in [Joo et al 2005] that the competitive advantage conferred by the phage depends only on the relative phage pathology and is independent of the initial phage concentration and other phage and host parameters such as the infection-causing contact rate, the spontaneous and infection-induced lysis rates, and the phage burst size. Here we investigate the effects of stochastic fluctuations on bacterial invasion facilitated by bacteriophage, and examine the validity of the deterministic approach. We use both numerical and analytical methods of stochastic processes to identify the source of noise and assess its magnitude. We show that the conclusions obtained from the deterministic model are robust against stochastic fluctuations, yet deviations become prominently large when the phage are more pathological to the invading bacterial strain.

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

Alexandrov, D.; Bashkirtseva, I.; Ryashko, L.

2014-12-01

Motivated by important geophysical applications we consider a dynamic model of the magma-plug system previously derived by Iverson et al. (2006) under the influence of stochastic forcing. Due to strong nonlinearity of the friction force for solid plug along its margins, the initial deterministic system exhibits impulsive oscillations. Two types of dynamic behavior of the system under the influence of the parametric stochastic forcing have been found: random trajectories are scattered on both sides of the deterministic cycle or grouped on its internal side only. It is shown that dispersions are highly inhomogeneous along cycles in the presence of noises. The effects of noise-induced shifts, pressure stabilization and localization of random trajectories have been revealed with increasing the noise intensity. The plug velocity, pressure and displacement are highly dependent of noise intensity as well. These new stochastic phenomena are related with the nonlinear peculiarities of the deterministic phase portrait. It is demonstrated that the repetitive stick-slip motions of the magma-plug system in the case of stochastic forcing can be connected with drumbeat earthquakes.

Modelling the interaction between flooding events and economic growth

NASA Astrophysics Data System (ADS)

Grames, J.; Prskawetz, A.; Grass, D.; Blöschl, G.

2015-06-01

Socio-hydrology describes the interaction between the socio-economy and water. Recent models analyze the interplay of community risk-coping culture, flooding damage and economic growth (Di Baldassarre et al., 2013; Viglione et al., 2014). These models descriptively explain the feedbacks between socio-economic development and natural disasters like floods. Contrary to these descriptive models, our approach develops an optimization model, where the intertemporal decision of an economic agent interacts with the hydrological system. In order to build this first economic growth model describing the interaction between the consumption and investment decisions of an economic agent and the occurrence of flooding events, we transform an existing descriptive stochastic model into an optimal deterministic model. The intermediate step is to formulate and simulate a descriptive deterministic model. We develop a periodic water function to approximate the former discrete stochastic time series of rainfall events. Due to the non-autonomous exogenous periodic rainfall function the long-term path of consumption and investment will be periodic.

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Automated Calibration For Numerical Models Of Riverflow

NASA Astrophysics Data System (ADS)

Fernandez, Betsaida; Kopmann, Rebekka; Oladyshkin, Sergey

2017-04-01

Calibration of numerical models is fundamental since the beginning of all types of hydro system modeling, to approximate the parameters that can mimic the overall system behavior. Thus, an assessment of different deterministic and stochastic optimization methods is undertaken to compare their robustness, computational feasibility, and global search capacity. Also, the uncertainty of the most suitable methods is analyzed. These optimization methods minimize the objective function that comprises synthetic measurements and simulated data. Synthetic measurement data replace the observed data set to guarantee an existing parameter solution. The input data for the objective function derivate from a hydro-morphological dynamics numerical model which represents an 180-degree bend channel. The hydro- morphological numerical model shows a high level of ill-posedness in the mathematical problem. The minimization of the objective function by different candidate methods for optimization indicates a failure in some of the gradient-based methods as Newton Conjugated and BFGS. Others reveal partial convergence, such as Nelder-Mead, Polak und Ribieri, L-BFGS-B, Truncated Newton Conjugated, and Trust-Region Newton Conjugated Gradient. Further ones indicate parameter solutions that range outside the physical limits, such as Levenberg-Marquardt and LeastSquareRoot. Moreover, there is a significant computational demand for genetic optimization methods, such as Differential Evolution and Basin-Hopping, as well as for Brute Force methods. The Deterministic Sequential Least Square Programming and the scholastic Bayes Inference theory methods present the optimal optimization results. keywords: Automated calibration of hydro-morphological dynamic numerical model, Bayesian inference theory, deterministic optimization methods.

Deterministic chaos in atmospheric radon dynamics

NASA Astrophysics Data System (ADS)

Cuculeanu, Vasile; Lupu, Alexandru

2001-08-01

The correlation dimension and Lyapunov exponents have been calculated for two time series of atmospheric radon daughter concentrations obtained from four daily measurements during the period 1993-1996. A number of about 6000 activity concentration values of 222Rn and 220Rn daughters have been used. The measuring method is based on aerosol collection on filters. In order to determine the filter activity, a low background gross beta measuring device with Geiger-Müller counter tubes in anticoincidence was used. The small noninteger value of the correlation dimension (≃2.2) and the existence of a positive Lyapunov exponent prove that deterministic chaos is present in the time series of atmospheric 220Rn daughters. This shows that a simple diffusion equation with a parameterized turbulent diffusion coefficient is insufficient for describing the dynamics in the near-ground layer where turbulence is not fully developed and coherent structures dominate. The analysis of 222Rn series confirms that the dynamics of the boundary layer cannot be described by a system of ordinary differential equations with a low number of independent variables.

Efficient Deterministic Finite Automata Minimization Based on Backward Depth Information.

PubMed

Liu, Desheng; Huang, Zhiping; Zhang, Yimeng; Guo, Xiaojun; Su, Shaojing

2016-01-01

Obtaining a minimal automaton is a fundamental issue in the theory and practical implementation of deterministic finite automatons (DFAs). A minimization algorithm is presented in this paper that consists of two main phases. In the first phase, the backward depth information is built, and the state set of the DFA is partitioned into many blocks. In the second phase, the state set is refined using a hash table. The minimization algorithm has a lower time complexity O(n) than a naive comparison of transitions O(n2). Few states need to be refined by the hash table, because most states have been partitioned by the backward depth information in the coarse partition. This method achieves greater generality than previous methods because building the backward depth information is independent of the topological complexity of the DFA. The proposed algorithm can be applied not only to the minimization of acyclic automata or simple cyclic automata, but also to automata with high topological complexity. Overall, the proposal has three advantages: lower time complexity, greater generality, and scalability. A comparison to Hopcroft's algorithm demonstrates experimentally that the algorithm runs faster than traditional algorithms.

Sorting signed permutations by inversions in O(nlogn) time.

PubMed

Swenson, Krister M; Rajan, Vaibhav; Lin, Yu; Moret, Bernard M E

2010-03-01

The study of genomic inversions (or reversals) has been a mainstay of computational genomics for nearly 20 years. After the initial breakthrough of Hannenhalli and Pevzner, who gave the first polynomial-time algorithm for sorting signed permutations by inversions, improved algorithms have been designed, culminating with an optimal linear-time algorithm for computing the inversion distance and a subquadratic algorithm for providing a shortest sequence of inversions--also known as sorting by inversions. Remaining open was the question of whether sorting by inversions could be done in O(nlogn) time. In this article, we present a qualified answer to this question, by providing two new sorting algorithms, a simple and fast randomized algorithm and a deterministic refinement. The deterministic algorithm runs in time O(nlogn + kn), where k is a data-dependent parameter. We provide the results of extensive experiments showing that both the average and the standard deviation for k are small constants, independent of the size of the permutation. We conclude (but do not prove) that almost all signed permutations can be sorted by inversions in O(nlogn) time.

Modeling small cell lung cancer (SCLC) biology through deterministic and stochastic mathematical models.

PubMed

Salgia, Ravi; Mambetsariev, Isa; Hewelt, Blake; Achuthan, Srisairam; Li, Haiqing; Poroyko, Valeriy; Wang, Yingyu; Sattler, Martin

2018-05-25

Mathematical cancer models are immensely powerful tools that are based in part on the fractal nature of biological structures, such as the geometry of the lung. Cancers of the lung provide an opportune model to develop and apply algorithms that capture changes and disease phenotypes. We reviewed mathematical models that have been developed for biological sciences and applied them in the context of small cell lung cancer (SCLC) growth, mutational heterogeneity, and mechanisms of metastasis. The ultimate goal is to develop the stochastic and deterministic nature of this disease, to link this comprehensive set of tools back to its fractalness and to provide a platform for accurate biomarker development. These techniques may be particularly useful in the context of drug development research, such as combination with existing omics approaches. The integration of these tools will be important to further understand the biology of SCLC and ultimately develop novel therapeutics.

MIMICKING COUNTERFACTUAL OUTCOMES TO ESTIMATE CAUSAL EFFECTS.

PubMed

Lok, Judith J

2017-04-01

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even time-dependent Cox-models cannot be used to estimate the net treatment effect. Structural nested models have been applied in this setting. Structural nested models are based on counterfactuals: the outcome a person would have had had treatment been withheld after a certain time. Previous work on continuous-time structural nested models assumes that counterfactuals depend deterministically on observed data, while conjecturing that this assumption can be relaxed. This article proves that one can mimic counterfactuals by constructing random variables, solutions to a differential equation, that have the same distribution as the counterfactuals, even given past observed data. These "mimicking" variables can be used to estimate the parameters of structural nested models without assuming the treatment effect to be deterministic.

A stochastic spatiotemporal model of a response-regulator network in the Caulobacter crescentus cell cycle

NASA Astrophysics Data System (ADS)

Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang

2016-06-01

The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.

Improving predictive power of physically based rainfall-induced shallow landslide models: a probablistic approach

USGS Publications Warehouse

Raia, S.; Alvioli, M.; Rossi, M.; Baum, R.L.; Godt, J.W.; Guzzetti, F.

2013-01-01

Distributed models to forecast the spatial and temporal occurrence of rainfall-induced shallow landslides are deterministic. These models extend spatially the static stability models adopted in geotechnical engineering and adopt an infinite-slope geometry to balance the resisting and the driving forces acting on the sliding mass. An infiltration model is used to determine how rainfall changes pore-water conditions, modulating the local stability/instability conditions. A problem with the existing models is the difficulty in obtaining accurate values for the several variables that describe the material properties of the slopes. The problem is particularly severe when the models are applied over large areas, for which sufficient information on the geotechnical and hydrological conditions of the slopes is not generally available. To help solve the problem, we propose a probabilistic Monte Carlo approach to the distributed modeling of shallow rainfall-induced landslides. For the purpose, we have modified the Transient Rainfall Infiltration and Grid-Based Regional Slope-Stability Analysis (TRIGRS) code. The new code (TRIGRS-P) adopts a stochastic approach to compute, on a cell-by-cell basis, transient pore-pressure changes and related changes in the factor of safety due to rainfall infiltration. Infiltration is modeled using analytical solutions of partial differential equations describing one-dimensional vertical flow in isotropic, homogeneous materials. Both saturated and unsaturated soil conditions can be considered. TRIGRS-P copes with the natural variability inherent to the mechanical and hydrological properties of the slope materials by allowing values of the TRIGRS model input parameters to be sampled randomly from a given probability distribution. The range of variation and the mean value of the parameters can be determined by the usual methods used for preparing the TRIGRS input parameters. The outputs of several model runs obtained varying the input parameters are analyzed statistically, and compared to the original (deterministic) model output. The comparison suggests an improvement of the predictive power of the model of about 10% and 16% in two small test areas, i.e. the Frontignano (Italy) and the Mukilteo (USA) areas, respectively. We discuss the computational requirements of TRIGRS-P to determine the potential use of the numerical model to forecast the spatial and temporal occurrence of rainfall-induced shallow landslides in very large areas, extending for several hundreds or thousands of square kilometers. Parallel execution of the code using a simple process distribution and the Message Passing Interface (MPI) on multi-processor machines was successful, opening the possibly of testing the use of TRIGRS-P for the operational forecasting of rainfall-induced shallow landslides over large regions.

Amplification of intrinsic fluctuations by the Lorenz equations

NASA Astrophysics Data System (ADS)

Fox, Ronald F.; Elston, T. C.

1993-07-01

Macroscopic systems (e.g., hydrodynamics, chemical reactions, electrical circuits, etc.) manifest intrinsic fluctuations of molecular and thermal origin. When the macroscopic dynamics is deterministically chaotic, the intrinsic fluctuations may become amplified by several orders of magnitude. Numerical studies of this phenomenon are presented in detail for the Lorenz model. Amplification to macroscopic scales is exhibited, and quantitative methods (binning and a difference-norm) are presented for measuring macroscopically subliminal amplification effects. In order to test the quality of the numerical results, noise induced chaos is studied around a deterministically nonchaotic state, where the scaling law relating the Lyapunov exponent to noise strength obtained for maps is confirmed for the Lorenz model, a system of ordinary differential equations.

Uniqueness of Nash equilibrium in vaccination games.

PubMed

Bai, Fan

2016-12-01

One crucial condition for the uniqueness of Nash equilibrium set in vaccination games is that the attack ratio monotonically decreases as the vaccine coverage level increasing. We consider several deterministic vaccination models in homogeneous mixing population and in heterogeneous mixing population. Based on the final size relations obtained from the deterministic epidemic models, we prove that the attack ratios can be expressed in terms of the vaccine coverage levels, and also prove that the attack ratios are decreasing functions of vaccine coverage levels. Some thresholds are presented, which depend on the vaccine efficacy. It is proved that for vaccination games in homogeneous mixing population, there is a unique Nash equilibrium for each game.

Automated Assume-Guarantee Reasoning by Abstraction Refinement

NASA Technical Reports Server (NTRS)

Pasareanu, Corina S.; Giannakopoulous, Dimitra; Glannakopoulou, Dimitra

2008-01-01

Current automated approaches for compositional model checking in the assume-guarantee style are based on learning of assumptions as deterministic automata. We propose an alternative approach based on abstraction refinement. Our new method computes the assumptions for the assume-guarantee rules as conservative and not necessarily deterministic abstractions of some of the components, and refines those abstractions using counter-examples obtained from model checking them together with the other components. Our approach also exploits the alphabets of the interfaces between components and performs iterative refinement of those alphabets as well as of the abstractions. We show experimentally that our preliminary implementation of the proposed alternative achieves similar or better performance than a previous learning-based implementation.

Deterministic Impulsive Vacuum Foundations for Quantum-Mechanical Wavefunctions

NASA Astrophysics Data System (ADS)

Valentine, John S.

2013-09-01

By assuming that a fermion de-constitutes immediately at source, that its constituents, as bosons, propagate uniformly as scalar vacuum terms with phase (radial) symmetry, and that fermions are unique solutions for specific phase conditions, we find a model that self-quantizes matter from continuous waves, unifying bosons and fermion ontologies in a single basis, in a constitution-invariant process. Vacuum energy has a wavefunction context, as a mass-energy term that enables wave collapse and increases its amplitude, with gravitational field as the gradient of the flux density. Gravitational and charge-based force effects emerge as statistics without special treatment. Confinement, entanglement, vacuum statistics, forces, and wavefunction terms emerge from the model's deterministic foundations.

The Constitutive Modeling of Thin Films with Randon Material Wrinkles

NASA Technical Reports Server (NTRS)

Murphey, Thomas W.; Mikulas, Martin M.

2001-01-01

Material wrinkles drastically alter the structural constitutive properties of thin films. Normally linear elastic materials, when wrinkled, become highly nonlinear and initially inelastic. Stiffness' reduced by 99% and negative Poisson's ratios are typically observed. This paper presents an effective continuum constitutive model for the elastic effects of material wrinkles in thin films. The model considers general two-dimensional stress and strain states (simultaneous bi-axial and shear stress/strain) and neglects out of plane bending. The constitutive model is derived from a traditional mechanics analysis of an idealized physical model of random material wrinkles. Model parameters are the directly measurable wrinkle characteristics of amplitude and wavelength. For these reasons, the equations are mechanistic and deterministic. The model is compared with bi-axial tensile test data for wrinkled Kaptong(Registered Trademark) HN and is shown to deterministically predict strain as a function of stress with an average RMS error of 22%. On average, fitting the model to test data yields an RMS error of 1.2%

INTEGRATED PLANNING MODEL - EPA APPLICATIONS

EPA Science Inventory

The Integrated Planning Model (IPM) is a multi-regional, dynamic, deterministic linear programming (LP) model of the electric power sector in the continental lower 48 states and the District of Columbia. It provides forecasts up to year 2050 of least-cost capacity expansion, elec...

On the applicability of low-dimensional models for convective flow reversals at extreme Prandtl numbers

NASA Astrophysics Data System (ADS)

Mannattil, Manu; Pandey, Ambrish; Verma, Mahendra K.; Chakraborty, Sagar

2017-12-01

Constructing simpler models, either stochastic or deterministic, for exploring the phenomenon of flow reversals in fluid systems is in vogue across disciplines. Using direct numerical simulations and nonlinear time series analysis, we illustrate that the basic nature of flow reversals in convecting fluids can depend on the dimensionless parameters describing the system. Specifically, we find evidence of low-dimensional behavior in flow reversals occurring at zero Prandtl number, whereas we fail to find such signatures for reversals at infinite Prandtl number. Thus, even in a single system, as one varies the system parameters, one can encounter reversals that are fundamentally different in nature. Consequently, we conclude that a single general low-dimensional deterministic model cannot faithfully characterize flow reversals for every set of parameter values.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks.

PubMed

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses.

Modeling Uncertainties in EEG Microstates: Analysis of Real and Imagined Motor Movements Using Probabilistic Clustering-Driven Training of Probabilistic Neural Networks

PubMed Central

Dinov, Martin; Leech, Robert

2017-01-01

Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses. PMID:29163110

The forecasting research of early warning systems for atmospheric pollutants: A case in Yangtze River Delta region

NASA Astrophysics Data System (ADS)

Song, Yiliao; Qin, Shanshan; Qu, Jiansheng; Liu, Feng

2015-10-01

The issue of air quality regarding PM pollution levels in China is a focus of public attention. To address that issue, to date, a series of studies is in progress, including PM monitoring programs, PM source apportionment, and the enactment of new ambient air quality index standards. However, related research concerning computer modeling for PM future trends estimation is rare, despite its significance to forecasting and early warning systems. Thereby, a study regarding deterministic and interval forecasts of PM is performed. In this study, data on hourly and 12 h-averaged air pollutants are applied to forecast PM concentrations within the Yangtze River Delta (YRD) region of China. The characteristics of PM emissions have been primarily examined and analyzed using different distribution functions. To improve the distribution fitting that is crucial for estimating PM levels, an artificial intelligence algorithm is incorporated to select the optimal parameters. Following that step, an ANF model is used to conduct deterministic forecasts of PM. With the identified distributions and deterministic forecasts, different levels of PM intervals are estimated. The results indicate that the lognormal or gamma distributions are highly representative of the recorded PM data with a goodness-of-fit R2 of approximately 0.998. Furthermore, the results of the evaluation metrics (MSE, MAPE and CP, AW) also show high accuracy within the deterministic and interval forecasts of PM, indicating that this method enables the informative and effective quantification of future PM trends.

Modelling Short-Term Maximum Individual Exposure from Airborne Hazardous Releases in Urban Environments. Part ΙI: Validation of a Deterministic Model with Wind Tunnel Experimental Data.

PubMed

Efthimiou, George C; Bartzis, John G; Berbekar, Eva; Hertwig, Denise; Harms, Frank; Leitl, Bernd

2015-06-26

The capability to predict short-term maximum individual exposure is very important for several applications including, for example, deliberate/accidental release of hazardous substances, odour fluctuations or material flammability level exceedance. Recently, authors have proposed a simple approach relating maximum individual exposure to parameters such as the fluctuation intensity and the concentration integral time scale. In the first part of this study (Part I), the methodology was validated against field measurements, which are governed by the natural variability of atmospheric boundary conditions. In Part II of this study, an in-depth validation of the approach is performed using reference data recorded under truly stationary and well documented flow conditions. For this reason, a boundary-layer wind-tunnel experiment was used. The experimental dataset includes 196 time-resolved concentration measurements which detect the dispersion from a continuous point source within an urban model of semi-idealized complexity. The data analysis allowed the improvement of an important model parameter. The model performed very well in predicting the maximum individual exposure, presenting a factor of two of observations equal to 95%. For large time intervals, an exponential correction term has been introduced in the model based on the experimental observations. The new model is capable of predicting all time intervals giving an overall factor of two of observations equal to 100%.

An analytical framework to assist decision makers in the use of forest ecosystem model predictions

USDA-ARS?s Scientific Manuscript database

The predictions of most terrestrial ecosystem models originate from deterministic simulations. Relatively few uncertainty evaluation exercises in model outputs are performed by either model developers or users. This issue has important consequences for decision makers who rely on models to develop n...

Immersion freezing of internally and externally mixed mineral dust species analyzed by stochastic and deterministic models

NASA Astrophysics Data System (ADS)

Wong, B.; Kilthau, W.; Knopf, D. A.

2017-12-01

Immersion freezing is recognized as the most important ice crystal formation process in mixed-phase cloud environments. It is well established that mineral dust species can act as efficient ice nucleating particles. Previous research has focused on determination of the ice nucleation propensity of individual mineral dust species. In this study, the focus is placed on how different mineral dust species such as illite, kaolinite and feldspar, initiate freezing of water droplets when present in internal and external mixtures. The frozen fraction data for single and multicomponent mineral dust droplet mixtures are recorded under identical cooling rates. Additionally, the time dependence of freezing is explored. Externally and internally mixed mineral dust droplet samples are exposed to constant temperatures (isothermal freezing experiments) and frozen fraction data is recorded based on time intervals. Analyses of single and multicomponent mineral dust droplet samples include different stochastic and deterministic models such as the derivation of the heterogeneous ice nucleation rate coefficient (J­­het), the single contact angle (α) description, the α-PDF model, active sites representation, and the deterministic model. Parameter sets derived from freezing data of single component mineral dust samples are evaluated for prediction of cooling rate dependent and isothermal freezing of multicomponent externally or internally mixed mineral dust samples. The atmospheric implications of our findings are discussed.

Monopoly models with time-varying demand function

NASA Astrophysics Data System (ADS)

Cavalli, Fausto; Naimzada, Ahmad

2018-05-01

We study a family of monopoly models for markets characterized by time-varying demand functions, in which a boundedly rational agent chooses output levels on the basis of a gradient adjustment mechanism. After presenting the model for a generic framework, we analytically study the case of cyclically alternating demand functions. We show that both the perturbation size and the agent's reactivity to profitability variation signals can have counterintuitive roles on the resulting period-2 cycles and on their stability. In particular, increasing the perturbation size can have both a destabilizing and a stabilizing effect on the resulting dynamics. Moreover, in contrast with the case of time-constant demand functions, the agent's reactivity is not just destabilizing, but can improve stability, too. This means that a less cautious behavior can provide better performance, both with respect to stability and to achieved profits. We show that, even if the decision mechanism is very simple and is not able to always provide the optimal production decisions, achieved profits are very close to those optimal. Finally, we show that in agreement with the existing empirical literature, the price series obtained simulating the proposed model exhibit a significant deviation from normality and large volatility, in particular when underlying deterministic dynamics become unstable and complex.

Qalibra: a general model for food risk-benefit assessment that quantifies variability and uncertainty.

PubMed

Hart, Andy; Hoekstra, Jeljer; Owen, Helen; Kennedy, Marc; Zeilmaker, Marco J; de Jong, Nynke; Gunnlaugsdottir, Helga

2013-04-01

The EU project BRAFO proposed a framework for risk-benefit assessment of foods, or changes in diet, that present both potential risks and potential benefits to consumers (Hoekstra et al., 2012a). In higher tiers of the BRAFO framework, risks and benefits are integrated quantitatively to estimate net health impact measured in DALYs or QALYs (disability- or quality-adjusted life years). This paper describes a general model that was developed by a second EU project, Qalibra, to assist users in conducting these assessments. Its flexible design makes it applicable to a wide range of dietary questions involving different nutrients, contaminants and health effects. Account can be taken of variation between consumers in their diets and also other characteristics relevant to the estimation of risk and benefit, such as body weight, gender and age. Uncertainty in any input parameter may be quantified probabilistically, using probability distributions, or deterministically by repeating the assessment with alternative assumptions. Uncertainties that are not quantified should be evaluated qualitatively. Outputs produced by the model are illustrated using results from a simple assessment of fish consumption. More detailed case studies on oily fish and phytosterols are presented in companion papers. The model can be accessed as web-based software at www.qalibra.eu. Copyright © 2012. Published by Elsevier Ltd.

A robust multi-objective global supplier selection model under currency fluctuation and price discount

NASA Astrophysics Data System (ADS)

Zarindast, Atousa; Seyed Hosseini, Seyed Mohamad; Pishvaee, Mir Saman

2017-06-01

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss decision variables, respectively, by a two-stage stochastic planning model, a robust stochastic optimization planning model which integrates worst case scenario in modeling approach and finally by equivalent deterministic planning model. The experimental study is carried out to compare the performances of the three models. Robust model resulted in remarkable cost saving and it illustrated that to cope with such uncertainties, we should consider them in advance in our planning. In our case study different supplier were selected due to this uncertainties and since supplier selection is a strategic decision, it is crucial to consider these uncertainties in planning approach.

Robust Planning for Effects-Based Operations

DTIC Science & Technology

2006-06-01

Algorithm ......................................... 34 2.6 Robust Optimization Literature ..................................... 36 2.6.1 Protecting Against...Model Formulation ...................... 55 3.1.5 Deterministic EBO Model Example and Performance ............. 59 3.1.6 Greedy Algorithm ...111 4.1.9 Conclusions on Robust EBO Model Performance .................... 116 4.2 Greedy Algorithm versus EBO Models

Application of Wavelet Filters in an Evaluation of Photochemical Model Performance

EPA Science Inventory

Air quality model evaluation can be enhanced with time-scale specific comparisons of outputs and observations. For example, high-frequency (hours to one day) time scale information in observed ozone is not well captured by deterministic models and its incorporation into model pe...

FACTORS INFLUENCING TOTAL DIETARY EXPOSURES OF YOUNG CHILDREN

EPA Science Inventory

A deterministic model was developed to identify the critical input parameters needed to assess dietary intakes of young children. The model was used as a framework for understanding the important factors in data collection and data analysis. Factors incorporated into the model i...

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

Atmospheric precipitable water vapor (PWV) is the amount of water vapor in the atmosphere within a vertical column of unit cross-sectional area and is a critically important parameter of precipitation processes. However, accurate high-frequency and long-term observations of PWV in the sky were impossible until the availability of modern instruments such as radar. The United States Department of Energy (DOE)'s Atmospheric Radiation Measurement (ARM) Program facility made the first systematic and high-resolution observations of PWV at Darwin, Australia since 2002. At a resolution of 20 seconds, this time series allowed us to examine the volatility of PWV, including fractal behavior with dimension equal to 1.9, higher than the Brownian motion dimension of 1.5. Such strong fractal behavior calls for stochastic differential equation modeling in an attempt to address some of the difficulties of convective parameterization in various kinds of climate models, ranging from general circulation models (GCM) to weather research forecasting (WRF) models. This important observed data at high resolution can capture the fractal behavior of PWV and enables stochastic exploration into the next generation of climate models which considers scales from micrometers to thousands of kilometers. As a first step, this thesis explores a simple stochastic differential equation model of water mass balance for PWV and assesses accuracy, robustness, and sensitivity of the stochastic model. A 1000-day simulation allows for the determination of the best-fitting 25-day period as compared to data from the TWP-ICE field campaign conducted out of Darwin, Australia in early 2006. The observed data and this portion of the simulation had a correlation coefficient of 0.6513 and followed similar statistics and low-resolution temporal trends. Building on the point model foundation, a similar algorithm was applied to the National Center for Atmospheric Research (NCAR)'s existing single-column model as a test-of-concept for eventual inclusion in a general circulation model. The stochastic scheme was designed to be coupled with the deterministic single-column simulation by modifying results of the existing convective scheme (Zhang-McFarlane) and was able to produce a 20-second resolution time series that effectively simulated observed PWV, as measured by correlation coefficient (0.5510), fractal dimension (1.9), statistics, and visual examination of temporal trends. Results indicate that simulation of a highly volatile time series of observed PWV is certainly achievable and has potential to improve prediction capabilities in climate modeling. Further, this study demonstrates the feasibility of adding a mathematics- and statistics-based stochastic scheme to an existing deterministic parameterization to simulate observed fractal behavior.

Habitat connectivity and in-stream vegetation control temporal variability of benthic invertebrate communities.

PubMed

Huttunen, K-L; Mykrä, H; Oksanen, J; Astorga, A; Paavola, R; Muotka, T

2017-05-03

One of the key challenges to understanding patterns of β diversity is to disentangle deterministic patterns from stochastic ones. Stochastic processes may mask the influence of deterministic factors on community dynamics, hindering identification of the mechanisms causing variation in community composition. We studied temporal β diversity (among-year dissimilarity) of macroinvertebrate communities in near-pristine boreal streams across 14 years. To assess whether the observed β diversity deviates from that expected by chance, and to identify processes (deterministic vs. stochastic) through which different explanatory factors affect community variability, we used a null model approach. We observed that at the majority of sites temporal β diversity was low indicating high community stability. When stochastic variation was unaccounted for, connectivity was the only variable explaining temporal β diversity, with weakly connected sites exhibiting higher community variability through time. After accounting for stochastic effects, connectivity lost importance, suggesting that it was related to temporal β diversity via random colonization processes. Instead, β diversity was best explained by in-stream vegetation, community variability decreasing with increasing bryophyte cover. These results highlight the potential of stochastic factors to dampen the influence of deterministic processes, affecting our ability to understand and predict changes in biological communities through time.

Deterministic generation of remote entanglement with active quantum feedback

DOE PAGES

Martin, Leigh; Motzoi, Felix; Li, Hanhan; ...

2015-12-10

We develop and study protocols for deterministic remote entanglement generation using quantum feedback, without relying on an entangling Hamiltonian. In order to formulate the most effective experimentally feasible protocol, we introduce the notion of average-sense locally optimal feedback protocols, which do not require real-time quantum state estimation, a difficult component of real-time quantum feedback control. We use this notion of optimality to construct two protocols that can deterministically create maximal entanglement: a semiclassical feedback protocol for low-efficiency measurements and a quantum feedback protocol for high-efficiency measurements. The latter reduces to direct feedback in the continuous-time limit, whose dynamics can bemore » modeled by a Wiseman-Milburn feedback master equation, which yields an analytic solution in the limit of unit measurement efficiency. Our formalism can smoothly interpolate between continuous-time and discrete-time descriptions of feedback dynamics and we exploit this feature to derive a superior hybrid protocol for arbitrary nonunit measurement efficiency that switches between quantum and semiclassical protocols. Lastly, we show using simulations incorporating experimental imperfections that deterministic entanglement of remote superconducting qubits may be achieved with current technology using the continuous-time feedback protocol alone.« less

Application of deterministic deconvolution of ground-penetrating radar data in a study of carbonate strata

USGS Publications Warehouse

Xia, J.; Franseen, E.K.; Miller, R.D.; Weis, T.V.

2004-01-01

We successfully applied deterministic deconvolution to real ground-penetrating radar (GPR) data by using the source wavelet that was generated in and transmitted through air as the operator. The GPR data were collected with 400-MHz antennas on a bench adjacent to a cleanly exposed quarry face. The quarry site is characterized by horizontally bedded carbonate strata with shale partings. In order to provide groundtruth for this deconvolution approach, 23 conductive rods were drilled into the quarry face at key locations. The steel rods provided critical information for: (1) correlation between reflections on GPR data and geologic features exposed in the quarry face, (2) GPR resolution limits, (3) accuracy of velocities calculated from common midpoint data and (4) identifying any multiples. Comparing the results of deconvolved data with non-deconvolved data demonstrates the effectiveness of deterministic deconvolution in low dielectric-loss media for increased accuracy of velocity models (improved at least 10-15% in our study after deterministic deconvolution), increased vertical and horizontal resolution of specific geologic features and more accurate representation of geologic features as confirmed from detailed study of the adjacent quarry wall. ?? 2004 Elsevier B.V. All rights reserved.

Assessing sequential data assimilation techniques for integrating GRACE data into a hydrological model

NASA Astrophysics Data System (ADS)

Khaki, M.; Hoteit, I.; Kuhn, M.; Awange, J.; Forootan, E.; van Dijk, A. I. J. M.; Schumacher, M.; Pattiaratchi, C.

2017-09-01

The time-variable terrestrial water storage (TWS) products from the Gravity Recovery And Climate Experiment (GRACE) have been increasingly used in recent years to improve the simulation of hydrological models by applying data assimilation techniques. In this study, for the first time, we assess the performance of the most popular data assimilation sequential techniques for integrating GRACE TWS into the World-Wide Water Resources Assessment (W3RA) model. We implement and test stochastic and deterministic ensemble-based Kalman filters (EnKF), as well as Particle filters (PF) using two different resampling approaches of Multinomial Resampling and Systematic Resampling. These choices provide various opportunities for weighting observations and model simulations during the assimilation and also accounting for error distributions. Particularly, the deterministic EnKF is tested to avoid perturbing observations before assimilation (that is the case in an ordinary EnKF). Gaussian-based random updates in the EnKF approaches likely do not fully represent the statistical properties of the model simulations and TWS observations. Therefore, the fully non-Gaussian PF is also applied to estimate more realistic updates. Monthly GRACE TWS are assimilated into W3RA covering the entire Australia. To evaluate the filters performances and analyze their impact on model simulations, their estimates are validated by independent in-situ measurements. Our results indicate that all implemented filters improve the estimation of water storage simulations of W3RA. The best results are obtained using two versions of deterministic EnKF, i.e. the Square Root Analysis (SQRA) scheme and the Ensemble Square Root Filter (EnSRF), respectively, improving the model groundwater estimations errors by 34% and 31% compared to a model run without assimilation. Applying the PF along with Systematic Resampling successfully decreases the model estimation error by 23%.

Relation Between the Cell Volume and the Cell Cycle Dynamics in Mammalian cell

NASA Astrophysics Data System (ADS)

Magno, A. C. G.; Oliveira, I. L.; Hauck, J. V. S.

2016-08-01

The main goal of this work is to add and analyze an equation that represents the volume in a dynamical model of the mammalian cell cycle proposed by Gérard and Goldbeter (2011) [1]. The cell division occurs when the cyclinB/Cdkl complex is totally degraded (Tyson and Novak, 2011)[2] and it reaches a minimum value. At this point, the cell is divided into two newborn daughter cells and each one will contain the half of the cytoplasmic content of the mother cell. The equations of our base model are only valid if the cell volume, where the reactions occur, is constant. Whether the cell volume is not constant, that is, the rate of change of its volume with respect to time is explicitly taken into account in the mathematical model, then the equations of the original model are no longer valid. Therefore, every equations were modified from the mass conservation principle for considering a volume that changes with time. Through this approach, the cell volume affects all model variables. Two different dynamic simulation methods were accomplished: deterministic and stochastic. In the stochastic simulation, the volume affects every model's parameters which have molar unit, whereas in the deterministic one, it is incorporated into the differential equations. In deterministic simulation, the biochemical species may be in concentration units, while in stochastic simulation such species must be converted to number of molecules which are directly proportional to the cell volume. In an effort to understand the influence of the new equation a stability analysis was performed. This elucidates how the growth factor impacts the stability of the model's limit cycles. In conclusion, a more precise model, in comparison to the base model, was created for the cell cycle as it now takes into consideration the cell volume variation

Observing the tabarru' rate in a family takaful

NASA Astrophysics Data System (ADS)

Ismail, Hamizun bin

2013-04-01

Takaful system has a built-in mechanism to counter any over-pricing policies of the insurance companies because whatever may be the premium charged, the surplus would normally go back to the participants in proportion to their contributions. In contrast to a conventional insurance company, insurance surplus is not supposed to be a source of return for a takaful company. Any surplus that is a result of overpricing or over-charging is required to be returned back to takaful participants. Similarly, in case of under-pricing, policyholders may be asked to meet any deficit or negative difference between the policyholders' contribution and the actual claims, benefits and compensation. The objective of this study is to measure the efficacy of a family takaful contract through a simple actuarial model based on deterministic survival assumption. In addition, a linear tabarru' rate is introduced. The results show that the linear assumption on the tabarru' rate has an advantage over the flat rate as far as the risk of the prospective loss is concerned.

Regular and Chaotic Quantum Dynamics of Two-Level Atoms in a Selfconsistent Radiation Field

NASA Technical Reports Server (NTRS)

Konkov, L. E.; Prants, S. V.

1996-01-01

Dynamics of two-level atoms interacting with their own radiation field in a single-mode high-quality resonator is considered. The dynamical system consists of two second-order differential equations, one for the atomic SU(2) dynamical-group parameter and another for the field strength. With the help of the maximal Lyapunov exponent for this set, we numerically investigate transitions from regularity to deterministic quantum chaos in such a simple model. Increasing the collective coupling constant b is identical with 8(pi)N(sub 0)(d(exp 2))/hw, we observed for initially unexcited atoms a usual sharp transition to chaos at b(sub c) approx. equal to 1. If we take the dimensionless individual Rabi frequency a = Omega/2w as a control parameter, then a sequence of order-to-chaos transitions has been observed starting with the critical value a(sub c) approx. equal to 0.25 at the same initial conditions.

Statics and Dynamics of Selfish Interactions in Distributed Service Systems

PubMed Central

Altarelli, Fabrizio; Braunstein, Alfredo; Dall’Asta, Luca

2015-01-01

We study a class of games which models the competition among agents to access some service provided by distributed service units and which exhibits congestion and frustration phenomena when service units have limited capacity. We propose a technique, based on the cavity method of statistical physics, to characterize the full spectrum of Nash equilibria of the game. The analysis reveals a large variety of equilibria, with very different statistical properties. Natural selfish dynamics, such as best-response, usually tend to large-utility equilibria, even though those of smaller utility are exponentially more numerous. Interestingly, the latter actually can be reached by selecting the initial conditions of the best-response dynamics close to the saturation limit of the service unit capacities. We also study a more realistic stochastic variant of the game by means of a simple and effective approximation of the average over the random parameters, showing that the properties of the average-case Nash equilibria are qualitatively similar to the deterministic ones. PMID:26177449

Probabilistic sensitivity analysis incorporating the bootstrap: an example comparing treatments for the eradication of Helicobacter pylori.

PubMed

Pasta, D J; Taylor, J L; Henning, J M

1999-01-01

Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.

The Stochastic Parcel Model: A deterministic parameterization of stochastically entraining convection

DOE PAGES

Romps, David M.

2016-03-01

Convective entrainment is a process that is poorly represented in existing convective parameterizations. By many estimates, convective entrainment is the leading source of error in global climate models. As a potential remedy, an Eulerian implementation of the Stochastic Parcel Model (SPM) is presented here as a convective parameterization that treats entrainment in a physically realistic and computationally efficient way. Drawing on evidence that convecting clouds comprise air parcels subject to Poisson-process entrainment events, the SPM calculates the deterministic limit of an infinite number of such parcels. For computational efficiency, the SPM groups parcels at each height by their purity, whichmore » is a measure of their total entrainment up to that height. This reduces the calculation of convective fluxes to a sequence of matrix multiplications. The SPM is implemented in a single-column model and compared with a large-eddy simulation of deep convection.« less

Spatial scaling patterns and functional redundancies in a changing boreal lake landscape

USGS Publications Warehouse

Angeler, David G.; Allen, Craig R.; Uden, Daniel R.; Johnson, Richard K.

2015-01-01

Global transformations extend beyond local habitats; therefore, larger-scale approaches are needed to assess community-level responses and resilience to unfolding environmental changes. Using longterm data (1996–2011), we evaluated spatial patterns and functional redundancies in the littoral invertebrate communities of 85 Swedish lakes, with the objective of assessing their potential resilience to environmental change at regional scales (that is, spatial resilience). Multivariate spatial modeling was used to differentiate groups of invertebrate species exhibiting spatial patterns in composition and abundance (that is, deterministic species) from those lacking spatial patterns (that is, stochastic species). We then determined the functional feeding attributes of the deterministic and stochastic invertebrate species, to infer resilience. Between one and three distinct spatial patterns in invertebrate composition and abundance were identified in approximately one-third of the species; the remainder were stochastic. We observed substantial differences in metrics between deterministic and stochastic species. Functional richness and diversity decreased over time in the deterministic group, suggesting a loss of resilience in regional invertebrate communities. However, taxon richness and redundancy increased monotonically in the stochastic group, indicating the capacity of regional invertebrate communities to adapt to change. Our results suggest that a refined picture of spatial resilience emerges if patterns of both the deterministic and stochastic species are accounted for. Spatially extensive monitoring may help increase our mechanistic understanding of community-level responses and resilience to regional environmental change, insights that are critical for developing management and conservation agendas in this current period of rapid environmental transformation.

Production scheduling and rescheduling with genetic algorithms.

PubMed

Bierwirth, C; Mattfeld, D C

1999-01-01

A general model for job shop scheduling is described which applies to static, dynamic and non-deterministic production environments. Next, a Genetic Algorithm is presented which solves the job shop scheduling problem. This algorithm is tested in a dynamic environment under different workload situations. Thereby, a highly efficient decoding procedure is proposed which strongly improves the quality of schedules. Finally, this technique is tested for scheduling and rescheduling in a non-deterministic environment. It is shown by experiment that conventional methods of production control are clearly outperformed at reasonable run-time costs.

Langevin approach to a chemical wave front: Selection of the propagation velocity in the presence of internal noise

NASA Astrophysics Data System (ADS)

Lemarchand, A.; Lesne, A.; Mareschal, M.

1995-05-01

The reaction-diffusion equation associated with the Fisher chemical model A+B-->2A admits wave-front solutions by replacing an unstable stationary state with a stable one. The deterministic analysis concludes that their propagation velocity is not prescribed by the dynamics. For a large class of initial conditions the velocity which is spontaneously selected is equal to the minimum allowed velocity vmin, as predicted by the marginal stability criterion. In order to test the relevance of this deterministic description we investigate the macroscopic consequences, on the velocity and the width of the front, of the intrinsic stochasticity due to the underlying microscopic dynamics. We solve numerically the Langevin equations, deduced analytically from the master equation within a system size expansion procedure. We show that the mean profile associated with the stochastic solution propagates faster than the deterministic solution at a velocity up to 25% greater than vmin.

Optimal design for robust control of uncertain flexible joint manipulators: a fuzzy dynamical system approach

NASA Astrophysics Data System (ADS)

Han, Jiang; Chen, Ye-Hwa; Zhao, Xiaomin; Dong, Fangfang

2018-04-01

A novel fuzzy dynamical system approach to the control design of flexible joint manipulators with mismatched uncertainty is proposed. Uncertainties of the system are assumed to lie within prescribed fuzzy sets. The desired system performance includes a deterministic phase and a fuzzy phase. First, by creatively implanting a fictitious control, a robust control scheme is constructed to render the system uniformly bounded and uniformly ultimately bounded. Both the manipulator modelling and control scheme are deterministic and not IF-THEN heuristic rules-based. Next, a fuzzy-based performance index is proposed. An optimal design problem for a control design parameter is formulated as a constrained optimisation problem. The global solution to this problem can be obtained from solving two quartic equations. The fuzzy dynamical system approach is systematic and is able to assure the deterministic performance as well as to minimise the fuzzy performance index.

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

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

Biondo, Elliott D.; Wilson, Paul P. H.

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

DOE PAGES

Biondo, Elliott D.; Wilson, Paul P. H.

2017-05-08

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Some Notes on Neutron Up-Scattering and the Doppler-Broadening of High-Z Scattering Resonances

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

Parsons, Donald Kent

When neutrons are scattered by target nuclei at elevated temperatures, it is entirely possible that the neutron will actually gain energy (i.e., up-scatter) from the interaction. This phenomenon is in addition to the more usual case of the neutron losing energy (i.e., down-scatter). Furthermore, the motion of the target nuclei can also cause extended neutron down-scattering, i.e., the neutrons can and do scatter to energies lower than predicted by the simple asymptotic models. In recent years, more attention has been given to temperature-dependent scattering cross sections for materials in neutron multiplying systems. This has led to the inclusion of neutronmore » up-scatter in deterministic codes like Partisn and to free gas scattering models for material temperature effects in Monte Carlo codes like MCNP and cross section processing codes like NJOY. The free gas scattering models have the effect of Doppler Broadening the scattering cross section output spectra in energy and angle. The current state of Doppler-Broadening numerical techniques used at Los Alamos for scattering resonances will be reviewed, and suggestions will be made for further developments. The focus will be on the free gas scattering models currently in use and the development of new models to include high-Z resonance scattering effects. These models change the neutron up-scattering behavior.« less

Supporting Fisheries Management by Means of Complex Models: Can We Point out Isles of Robustness in a Sea of Uncertainty?

PubMed Central

Gasche, Loïc; Mahévas, Stéphanie; Marchal, Paul

2013-01-01

Ecosystems are usually complex, nonlinear and strongly influenced by poorly known environmental variables. Among these systems, marine ecosystems have high uncertainties: marine populations in general are known to exhibit large levels of natural variability and the intensity of fishing efforts can change rapidly. These uncertainties are a source of risks that threaten the sustainability of both fish populations and fishing fleets targeting them. Appropriate management measures have to be found in order to reduce these risks and decrease sensitivity to uncertainties. Methods have been developed within decision theory that aim at allowing decision making under severe uncertainty. One of these methods is the information-gap decision theory. The info-gap method has started to permeate ecological modelling, with recent applications to conservation. However, these practical applications have so far been restricted to simple models with analytical solutions. Here we implement a deterministic approach based on decision theory in a complex model of the Eastern English Channel. Using the ISIS-Fish modelling platform, we model populations of sole and plaice in this area. We test a wide range of values for ecosystem, fleet and management parameters. From these simulations, we identify management rules controlling fish harvesting that allow reaching management goals recommended by ICES (International Council for the Exploration of the Sea) working groups while providing the highest robustness to uncertainties on ecosystem parameters. PMID:24204873

Supporting fisheries management by means of complex models: can we point out isles of robustness in a sea of uncertainty?

PubMed

Gasche, Loïc; Mahévas, Stéphanie; Marchal, Paul

2013-01-01

Ecosystems are usually complex, nonlinear and strongly influenced by poorly known environmental variables. Among these systems, marine ecosystems have high uncertainties: marine populations in general are known to exhibit large levels of natural variability and the intensity of fishing efforts can change rapidly. These uncertainties are a source of risks that threaten the sustainability of both fish populations and fishing fleets targeting them. Appropriate management measures have to be found in order to reduce these risks and decrease sensitivity to uncertainties. Methods have been developed within decision theory that aim at allowing decision making under severe uncertainty. One of these methods is the information-gap decision theory. The info-gap method has started to permeate ecological modelling, with recent applications to conservation. However, these practical applications have so far been restricted to simple models with analytical solutions. Here we implement a deterministic approach based on decision theory in a complex model of the Eastern English Channel. Using the ISIS-Fish modelling platform, we model populations of sole and plaice in this area. We test a wide range of values for ecosystem, fleet and management parameters. From these simulations, we identify management rules controlling fish harvesting that allow reaching management goals recommended by ICES (International Council for the Exploration of the Sea) working groups while providing the highest robustness to uncertainties on ecosystem parameters.

Using cellular automata to simulate forest fire propagation in Portugal

NASA Astrophysics Data System (ADS)

Freire, Joana; daCamara, Carlos

2017-04-01

Wildfires in the Mediterranean region have severe damaging effects mainly due to large fire events [1, 2]. When restricting to Portugal, wildfires have burned over 1:4 million ha in the last decade. Considering the increasing tendency in the extent and severity of wildfires [1, 2], the availability of modeling tools of fire episodes is of crucial importance. Two main types of mathematical models are generally available, namely deterministic and stochastic models. Deterministic models attempt a description of fires, fuel and atmosphere as multiphase continua prescribing mass, momentum and energy conservation, which typically leads to systems of coupled PDEs to be solved numerically on a grid. Simpler descriptions, such as FARSITE, neglect the interaction with atmosphere and propagate the fire front using wave techniques. One of the most important stochastic models are Cellular Automata (CA), in which space is discretized into cells, and physical quantities take on a finite set of values at each cell. The cells evolve in discrete time according to a set of transition rules, and the states of the neighboring cells. In the present work, we implement and then improve a simple and fast CA model designed to operationally simulate wildfires in Portugal. The reference CA model chosen [3] has the advantage of having been applied successfully in other Mediterranean ecosystems, namely to historical fires in Greece. The model is defined on a square grid with propagation to 8 nearest and next-nearest neighbors, where each cell is characterized by 4 possible discrete states, corresponding to burning, not-yet burned, fuel-free and completely burned cells, with 4 possible rules of evolution which take into account fuel properties, meteorological conditions, and topography. As a CA model, it offers the possibility to run a very high number of simulations in order to verify and apply the model, and is easily modified by implementing additional variables and different rules for the evolution of the fire spread. We present and discuss the application of the CA model to the "Tavira wildfire" in which approximately 24,800ha were burned. The event took place in summer 2012, between July 18 and 21, and spread in the Tavira and São Brás de Alportel municipalities of Algarve, a province in the southern coast of Portugal. [1] DaCamara et. al. (2014), International Journal of Wildland Fire 23. [2] Amraoui et. al. (2013), Forest Ecology and Management 294. [3] Alexandridis et. al. (2008), Applied Mathematics and Computation 204.

ASSESSMENT OF TWO PHYSICALLY BASED WATERSHED MODELS BASED ON THEIR PERFORMANCES OF SIMULATING SEDIMENT MOVEMENT OVER SMALL WATERSHEDS

EPA Science Inventory

Abstract: Two physically based and deterministic models, CASC2-D and KINEROS are evaluated and compared for their performances on modeling sediment movement on a small agricultural watershed over several events. Each model has different conceptualization of a watershed. CASC...

Identifiability Of Systems With Modeling Errors

NASA Technical Reports Server (NTRS)

Hadaegh, Yadolah " fred" ; Bekey, George A.

1988-01-01

Advances in theory of modeling errors reported. Recent paper on errors in mathematical models of deterministic linear or weakly nonlinear systems. Extends theoretical work described in NPO-16661 and NPO-16785. Presents concrete way of accounting for difference in structure between mathematical model and physical process or system that it represents.

PARADIGM USING JOINT DETERMINISTIC GRID MODELING AND SUB-GRID VARIABILITY STOCHASTIC DESCRIPTION AS A TEMPLATE FOR MODEL EVALUATION

EPA Science Inventory

The goal of achieving verisimilitude of air quality simulations to observations is problematic. Chemical transport models such as the Community Multi-Scale Air Quality (CMAQ) modeling system produce volume averages of pollutant concentration fields. When grid sizes are such tha...

Understanding Rasch Measurement: Rasch Models Overview.

ERIC Educational Resources Information Center

Wright, Benjamin D.; Mok, Magdalena

2000-01-01

Presents an overview of Rasch measurement models that begins with a conceptualization of continuous experiences often captured as discrete observations. Discusses the mathematical properties of the Rasch family of models that allow the transformation of discrete deterministic counts into continuous probabilistic abstractions. Also discusses six of…

Adequacy assessment of composite generation and transmission systems incorporating wind energy conversion systems

NASA Astrophysics Data System (ADS)

Gao, Yi

The development and utilization of wind energy for satisfying electrical demand has received considerable attention in recent years due to its tremendous environmental, social and economic benefits, together with public support and government incentives. Electric power generation from wind energy behaves quite differently from that of conventional sources. The fundamentally different operating characteristics of wind energy facilities therefore affect power system reliability in a different manner than those of conventional systems. The reliability impact of such a highly variable energy source is an important aspect that must be assessed when the wind power penetration is significant. The focus of the research described in this thesis is on the utilization of state sampling Monte Carlo simulation in wind integrated bulk electric system reliability analysis and the application of these concepts in system planning and decision making. Load forecast uncertainty is an important factor in long range planning and system development. This thesis describes two approximate approaches developed to reduce the number of steps in a load duration curve which includes load forecast uncertainty, and to provide reasonably accurate generating and bulk system reliability index predictions. The developed approaches are illustrated by application to two composite test systems. A method of generating correlated random numbers with uniform distributions and a specified correlation coefficient in the state sampling method is proposed and used to conduct adequacy assessment in generating systems and in bulk electric systems containing correlated wind farms in this thesis. The studies described show that it is possible to use the state sampling Monte Carlo simulation technique to quantitatively assess the reliability implications associated with adding wind power to a composite generation and transmission system including the effects of multiple correlated wind sites. This is an important development as it permits correlated wind farms to be incorporated in large practical system studies without requiring excessive increases in computer solution time. The procedures described in this thesis for creating monthly and seasonal wind farm models should prove useful in situations where time period models are required to incorporate scheduled maintenance of generation and transmission facilities. There is growing interest in combining deterministic considerations with probabilistic assessment in order to evaluate the quantitative system risk and conduct bulk power system planning. A relatively new approach that incorporates deterministic and probabilistic considerations in a single risk assessment framework has been designated as the joint deterministic-probabilistic approach. The research work described in this thesis illustrates that the joint deterministic-probabilistic approach can be effectively used to integrate wind power in bulk electric system planning. The studies described in this thesis show that the application of the joint deterministic-probabilistic method provides more stringent results for a system with wind power than the traditional deterministic N-1 method because the joint deterministic-probabilistic technique is driven by the deterministic N-1 criterion with an added probabilistic perspective which recognizes the power output characteristics of a wind turbine generator.

Assessing the impact of land use change on hydrology by ensemble modeling (LUCHEM) III: Scenario analysis

USGS Publications Warehouse

Huisman, J.A.; Breuer, L.; Bormann, H.; Bronstert, A.; Croke, B.F.W.; Frede, H.-G.; Graff, T.; Hubrechts, L.; Jakeman, A.J.; Kite, G.; Lanini, J.; Leavesley, G.; Lettenmaier, D.P.; Lindstrom, G.; Seibert, J.; Sivapalan, M.; Viney, N.R.; Willems, P.

2009-01-01

An ensemble of 10 hydrological models was applied to the same set of land use change scenarios. There was general agreement about the direction of changes in the mean annual discharge and 90% discharge percentile predicted by the ensemble members, although a considerable range in the magnitude of predictions for the scenarios and catchments under consideration was obvious. Differences in the magnitude of the increase were attributed to the different mean annual actual evapotranspiration rates for each land use type. The ensemble of model runs was further analyzed with deterministic and probabilistic ensemble methods. The deterministic ensemble method based on a trimmed mean resulted in a single somewhat more reliable scenario prediction. The probabilistic reliability ensemble averaging (REA) method allowed a quantification of the model structure uncertainty in the scenario predictions. It was concluded that the use of a model ensemble has greatly increased our confidence in the reliability of the model predictions. ?? 2008 Elsevier Ltd.

A Simple Label Switching Algorithm for Semisupervised Structural SVMs.

PubMed

Balamurugan, P; Shevade, Shirish; Sundararajan, S

2015-10-01

In structured output learning, obtaining labeled data for real-world applications is usually costly, while unlabeled examples are available in abundance. Semisupervised structured classification deals with a small number of labeled examples and a large number of unlabeled structured data. In this work, we consider semisupervised structural support vector machines with domain constraints. The optimization problem, which in general is not convex, contains the loss terms associated with the labeled and unlabeled examples, along with the domain constraints. We propose a simple optimization approach that alternates between solving a supervised learning problem and a constraint matching problem. Solving the constraint matching problem is difficult for structured prediction, and we propose an efficient and effective label switching method to solve it. The alternating optimization is carried out within a deterministic annealing framework, which helps in effective constraint matching and avoiding poor local minima, which are not very useful. The algorithm is simple and easy to implement. Further, it is suitable for any structured output learning problem where exact inference is available. Experiments on benchmark sequence labeling data sets and a natural language parsing data set show that the proposed approach, though simple, achieves comparable generalization performance.

Towards an Australian ensemble streamflow forecasting system for flood prediction and water management

NASA Astrophysics Data System (ADS)

Bennett, J.; David, R. E.; Wang, Q.; Li, M.; Shrestha, D. L.

2016-12-01

Flood forecasting in Australia has historically relied on deterministic forecasting models run only when floods are imminent, with considerable forecaster input and interpretation. These now co-existed with a continually available 7-day streamflow forecasting service (also deterministic) aimed at operational water management applications such as environmental flow releases. The 7-day service is not optimised for flood prediction. We describe progress on developing a system for ensemble streamflow forecasting that is suitable for both flood prediction and water management applications. Precipitation uncertainty is handled through post-processing of Numerical Weather Prediction (NWP) output with a Bayesian rainfall post-processor (RPP). The RPP corrects biases, downscales NWP output, and produces reliable ensemble spread. Ensemble precipitation forecasts are used to force a semi-distributed conceptual rainfall-runoff model. Uncertainty in precipitation forecasts is insufficient to reliably describe streamflow forecast uncertainty, particularly at shorter lead-times. We characterise hydrological prediction uncertainty separately with a 4-stage error model. The error model relies on data transformation to ensure residuals are homoscedastic and symmetrically distributed. To ensure streamflow forecasts are accurate and reliable, the residuals are modelled using a mixture-Gaussian distribution with distinct parameters for the rising and falling limbs of the forecast hydrograph. In a case study of the Murray River in south-eastern Australia, we show ensemble predictions of floods generally have lower errors than deterministic forecasting methods. We also discuss some of the challenges in operationalising short-term ensemble streamflow forecasts in Australia, including meeting the needs for accurate predictions across all flow ranges and comparing forecasts generated by event and continuous hydrological models.

A stochastic flow-capturing model to optimize the location of fast-charging stations with uncertain electric vehicle flows

DOE PAGES

Wu, Fei; Sioshansi, Ramteen

2017-05-04

Here, we develop a model to optimize the location of public fast charging stations for electric vehicles (EVs). A difficulty in planning the placement of charging stations is uncertainty in where EV charging demands appear. For this reason, we use a stochastic flow-capturing location model (SFCLM). A sample-average approximation method and an averaged two-replication procedure are used to solve the problem and estimate the solution quality. We demonstrate the use of the SFCLM using a Central-Ohio based case study. We find that most of the stations built are concentrated around the urban core of the region. As the number ofmore » stations built increases, some appear on the outskirts of the region to provide an extended charging network. We find that the sets of optimal charging station locations as a function of the number of stations built are approximately nested. We demonstrate the benefits of the charging-station network in terms of how many EVs are able to complete their daily trips by charging midday—six public charging stations allow at least 60% of EVs that would otherwise not be able to complete their daily tours without the stations to do so. We finally compare the SFCLM to a deterministic model, in which EV flows are set equal to their expected values. We show that if a limited number of charging stations are to be built, the SFCLM outperforms the deterministic model. As the number of stations to be built increases, the SFCLM and deterministic model select very similar station locations.« less

Deterministic chaotic dynamics of Raba River flow (Polish Carpathian Mountains)

NASA Astrophysics Data System (ADS)

Kędra, Mariola

2014-02-01

Is the underlying dynamics of river flow random or deterministic? If it is deterministic, is it deterministic chaotic? This issue is still controversial. The application of several independent methods, techniques and tools for studying daily river flow data gives consistent, reliable and clear-cut results to the question. The outcomes point out that the investigated discharge dynamics is not random but deterministic. Moreover, the results completely confirm the nonlinear deterministic chaotic nature of the studied process. The research was conducted on daily discharge from two selected gauging stations of the mountain river in southern Poland, the Raba River.

Comparison of two optimization algorithms for fuzzy finite element model updating for damage detection in a wind turbine blade

NASA Astrophysics Data System (ADS)

Turnbull, Heather; Omenzetter, Piotr

2018-03-01

vDifficulties associated with current health monitoring and inspection practices combined with harsh, often remote, operational environments of wind turbines highlight the requirement for a non-destructive evaluation system capable of remotely monitoring the current structural state of turbine blades. This research adopted a physics based structural health monitoring methodology through calibration of a finite element model using inverse techniques. A 2.36m blade from a 5kW turbine was used as an experimental specimen, with operational modal analysis techniques utilised to realize the modal properties of the system. Modelling the experimental responses as fuzzy numbers using the sub-level technique, uncertainty in the response parameters was propagated back through the model and into the updating parameters. Initially, experimental responses of the blade were obtained, with a numerical model of the blade created and updated. Deterministic updating was carried out through formulation and minimisation of a deterministic objective function using both firefly algorithm and virus optimisation algorithm. Uncertainty in experimental responses were modelled using triangular membership functions, allowing membership functions of updating parameters (Young's modulus and shear modulus) to be obtained. Firefly algorithm and virus optimisation algorithm were again utilised, however, this time in the solution of fuzzy objective functions. This enabled uncertainty associated with updating parameters to be quantified. Varying damage location and severity was simulated experimentally through addition of small masses to the structure intended to cause a structural alteration. A damaged model was created, modelling four variable magnitude nonstructural masses at predefined points and updated to provide a deterministic damage prediction and information in relation to the parameters uncertainty via fuzzy updating.

A model of gene expression based on random dynamical systems reveals modularity properties of gene regulatory networks.

PubMed

Antoneli, Fernando; Ferreira, Renata C; Briones, Marcelo R S

2016-06-01

Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network given the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily large networks by coupling together simple basic pieces, thus revealing the modularity of regulatory networks; (ii) the assumptions about the stochastic processes used in the modeling are fairly general, in the sense that the only requirement is stationarity; (iii) there is a well developed mathematical theory, which is a blend of smooth dynamical systems theory, ergodic theory and stochastic analysis that allows one to extract relevant dynamical and statistical information without solving the system; (iv) one may obtain the classical rate equations form the corresponding stochastic version by averaging the dynamic random variables (small noise limit). It is important to emphasize that unlike the deterministic case, where coupling two equations is a trivial matter, coupling two RDS is non-trivial, specially in our case, where the coupling is performed between a state variable of one gene and the switching stochastic process of another gene and, hence, it is not a priori true that the resulting coupled system will satisfy the definition of a random dynamical system. We shall provide the necessary arguments that ensure that our coupling prescription does indeed furnish a coupled regulatory network of random dynamical systems. Finally, the fact that classical rate equations are the small noise limit of our stochastic model ensures that any validation or prediction made on the basis of the classical theory is also a validation or prediction of our model. We illustrate our framework with some simple examples of single-gene system and network motifs. Copyright © 2016 Elsevier Inc. All rights reserved.

Broken flow symmetry explains the dynamics of small particles in deterministic lateral displacement arrays.

PubMed

Kim, Sung-Cheol; Wunsch, Benjamin H; Hu, Huan; Smith, Joshua T; Austin, Robert H; Stolovitzky, Gustavo

2017-06-27

Deterministic lateral displacement (DLD) is a technique for size fractionation of particles in continuous flow that has shown great potential for biological applications. Several theoretical models have been proposed, but experimental evidence has demonstrated that a rich class of intermediate migration behavior exists, which is not predicted. We present a unified theoretical framework to infer the path of particles in the whole array on the basis of trajectories in a unit cell. This framework explains many of the unexpected particle trajectories reported and can be used to design arrays for even nanoscale particle fractionation. We performed experiments that verify these predictions and used our model to develop a condenser array that achieves full particle separation with a single fluidic input.

Developing Stochastic Models as Inputs for High-Frequency Ground Motion Simulations

NASA Astrophysics Data System (ADS)

Savran, William Harvey

High-frequency ( 10 Hz) deterministic ground motion simulations are challenged by our understanding of the small-scale structure of the earth's crust and the rupture process during an earthquake. We will likely never obtain deterministic models that can accurately describe these processes down to the meter scale length required for broadband wave propagation. Instead, we can attempt to explain the behavior, in a statistical sense, by including stochastic models defined by correlations observed in the natural earth and through physics based simulations of the earthquake rupture process. Toward this goal, we develop stochastic models to address both of the primary considerations for deterministic ground motion simulations: namely, the description of the material properties in the crust, and broadband earthquake source descriptions. Using borehole sonic log data recorded in Los Angeles basin, we estimate the spatial correlation structure of the small-scale fluctuations in P-wave velocities by determining the best-fitting parameters of a von Karman correlation function. We find that Hurst exponents, nu, between 0.0-0.2, vertical correlation lengths, az, of 15-150m, an standard deviation, sigma of about 5% characterize the variability in the borehole data. Usin these parameters, we generated a stochastic model of velocity and density perturbations and combined with leading seismic velocity models to perform a validation exercise for the 2008, Chino Hills, CA using heterogeneous media. We find that models of velocity and density perturbations can have significant effects on the wavefield at frequencies as low as 0.3 Hz, with ensemble median values of various ground motion metrics varying up to +/-50%, at certain stations, compared to those computed solely from the CVM. Finally, we develop a kinematic rupture generator based on dynamic rupture simulations on geometrically complex faults. We analyze 100 dynamic rupture simulations on strike-slip faults ranging from Mw 6.4-7.2. We find that our dynamic simulations follow empirical scaling relationships for inter-plate strike-slip events, and provide source spectra comparable with an o -2 model. Our rupture generator reproduces GMPE medians and intra-event standard deviations spectral accelerations for an ensemble of 10 Hz fully-deterministic ground motion simulations, as compared to NGA West2 GMPE relationships up to 0.2 seconds.

Stochastic and deterministic causes of streamer branching in liquid dielectrics

NASA Astrophysics Data System (ADS)

Jadidian, Jouya; Zahn, Markus; Lavesson, Nils; Widlund, Ola; Borg, Karl

2013-08-01

Streamer branching in liquid dielectrics is driven by stochastic and deterministic factors. The presence of stochastic causes of streamer branching such as inhomogeneities inherited from noisy initial states, impurities, or charge carrier density fluctuations is inevitable in any dielectric. A fully three-dimensional streamer model presented in this paper indicates that deterministic origins of branching are intrinsic attributes of streamers, which in some cases make the branching inevitable depending on shape and velocity of the volume charge at the streamer frontier. Specifically, any given inhomogeneous perturbation can result in streamer branching if the volume charge layer at the original streamer head is relatively thin and slow enough. Furthermore, discrete nature of electrons at the leading edge of an ionization front always guarantees the existence of a non-zero inhomogeneous perturbation ahead of the streamer head propagating even in perfectly homogeneous dielectric. Based on the modeling results for streamers propagating in a liquid dielectric, a gauge on the streamer head geometry is introduced that determines whether the branching occurs under particular inhomogeneous circumstances. Estimated number, diameter, and velocity of the born branches agree qualitatively with experimental images of the streamer branching.

Evidence for determinism in species diversification and contingency in phenotypic evolution during adaptive radiation.

PubMed

Burbrink, Frank T; Chen, Xin; Myers, Edward A; Brandley, Matthew C; Pyron, R Alexander

2012-12-07

Adaptive radiation (AR) theory predicts that groups sharing the same source of ecological opportunity (EO) will experience deterministic species diversification and morphological evolution. Thus, deterministic ecological and morphological evolution should be correlated with deterministic patterns in the tempo and mode of speciation for groups in similar habitats and time periods. We test this hypothesis using well-sampled phylogenies of four squamate groups that colonized the New World (NW) in the Late Oligocene. We use both standard and coalescent models to assess species diversification, as well as likelihood models to examine morphological evolution. All squamate groups show similar early pulses of speciation, as well as diversity-dependent ecological limits on clade size at a continental scale. In contrast, processes of morphological evolution are not easily predictable and do not show similar pulses of early and rapid change. Patterns of morphological and species diversification thus appear uncoupled across these groups. This indicates that the processes that drive diversification and disparification are not mechanistically linked, even among similar groups of taxa experiencing the same sources of EO. It also suggests that processes of phenotypic diversification cannot be predicted solely from the existence of an AR or knowledge of the process of diversification.

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.

Evidence for determinism in species diversification and contingency in phenotypic evolution during adaptive radiation

PubMed Central

Burbrink, Frank T.; Chen, Xin; Myers, Edward A.; Brandley, Matthew C.; Pyron, R. Alexander

2012-01-01

Adaptive radiation (AR) theory predicts that groups sharing the same source of ecological opportunity (EO) will experience deterministic species diversification and morphological evolution. Thus, deterministic ecological and morphological evolution should be correlated with deterministic patterns in the tempo and mode of speciation for groups in similar habitats and time periods. We test this hypothesis using well-sampled phylogenies of four squamate groups that colonized the New World (NW) in the Late Oligocene. We use both standard and coalescent models to assess species diversification, as well as likelihood models to examine morphological evolution. All squamate groups show similar early pulses of speciation, as well as diversity-dependent ecological limits on clade size at a continental scale. In contrast, processes of morphological evolution are not easily predictable and do not show similar pulses of early and rapid change. Patterns of morphological and species diversification thus appear uncoupled across these groups. This indicates that the processes that drive diversification and disparification are not mechanistically linked, even among similar groups of taxa experiencing the same sources of EO. It also suggests that processes of phenotypic diversification cannot be predicted solely from the existence of an AR or knowledge of the process of diversification. PMID:23034709

Robust Observation Detection for Single Object Tracking: Deterministic and Probabilistic Patch-Based Approaches

PubMed Central

Zulkifley, Mohd Asyraf; Rawlinson, David; Moran, Bill

2012-01-01

In video analytics, robust observation detection is very important as the content of the videos varies a lot, especially for tracking implementation. Contrary to the image processing field, the problems of blurring, moderate deformation, low illumination surroundings, illumination change and homogenous texture are normally encountered in video analytics. Patch-Based Observation Detection (PBOD) is developed to improve detection robustness to complex scenes by fusing both feature- and template-based recognition methods. While we believe that feature-based detectors are more distinctive, however, for finding the matching between the frames are best achieved by a collection of points as in template-based detectors. Two methods of PBOD—the deterministic and probabilistic approaches—have been tested to find the best mode of detection. Both algorithms start by building comparison vectors at each detected points of interest. The vectors are matched to build candidate patches based on their respective coordination. For the deterministic method, patch matching is done in 2-level test where threshold-based position and size smoothing are applied to the patch with the highest correlation value. For the second approach, patch matching is done probabilistically by modelling the histograms of the patches by Poisson distributions for both RGB and HSV colour models. Then, maximum likelihood is applied for position smoothing while a Bayesian approach is applied for size smoothing. The result showed that probabilistic PBOD outperforms the deterministic approach with average distance error of 10.03% compared with 21.03%. This algorithm is best implemented as a complement to other simpler detection methods due to heavy processing requirement. PMID:23202226

Matrix Population Model for Estimating Effects from Time-Varying Aquatic Exposures: Technical Documentation

EPA Science Inventory

The Office of Pesticide Programs models daily aquatic pesticide exposure values for 30 years in its risk assessments. However, only a fraction of that information is typically used in these assessments. The population model employed herein is a deterministic, density-dependent pe...

Gulf of Mexico dissolved oxygen model (GoMDOM) research and quality assurance project plan

EPA Science Inventory

An integrated high resolution mathematical modeling framework is being developed that will link hydrodynamic, atmospheric, and water quality models for the northern Gulf of Mexico. This Research and Quality Assurance Project Plan primarily focuses on the deterministic Gulf of Me...

Dynamical Stochastic Processes of Returns in Financial Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Soo Yong; Lim, Gyuchang; Zhou, Junyuan; Yoon, Seung-Min

2006-03-01

We show how the evolution of probability distribution functions of the returns from the tick data of the Korean treasury bond futures (KTB) and the S&P 500 stock index can be described by means of the Fokker-Planck equation. We derive the Fokker- Planck equation from the estimated Kramers-Moyal coefficients estimated directly from the empirical data. By analyzing the statistics of the returns, we present the quantitative deterministic and random influences on both financial time series, for which we can give a simple physical interpretation. Finally, we remark that the diffusion coefficient should be significantly considered to make a portfolio.

Towards a Quantum Game of Life

NASA Astrophysics Data System (ADS)

Flitney, Adrian P.; Abbott, Derek

Cellular automata provide a means of obtaining complex behaviour from a simple array of cells and a deterministic transition function. They supply a method of computation that dispenses with the need for manipulation of individual cells and they are computationally universal. Classical cellular automata have proved of great interest to computer scientists but the construction of quantum cellular automata pose particular difficulties. We present a version of John Conway's famous two-dimensional classical cellular automata Life that has some quantum-like features, including interference effects. Some basic structures in the new automata are given and comparisons are made with Conway's game.

Cluster structures influenced by interaction with a surface.

PubMed

Witt, Christopher; Dieterich, Johannes M; Hartke, Bernd

2018-05-30

Clusters on surfaces are vitally important for nanotechnological applications. Clearly, cluster-surface interactions heavily influence the preferred cluster structures, compared to clusters in vacuum. Nevertheless, systematic explorations and an in-depth understanding of these interactions and how they determine the cluster structures are still lacking. Here we present an extension of our well-established non-deterministic global optimization package OGOLEM from isolated clusters to clusters on surfaces. Applying this approach to intentionally simple Lennard-Jones test systems, we produce a first systematic exploration that relates changes in cluster-surface interactions to resulting changes in adsorbed cluster structures.

Non-linear stochastic growth rates and redshift space distortions

DOE PAGES

Jennings, Elise; Jennings, David

2015-04-09

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

On the precision of quasi steady state assumptions in stochastic dynamics

NASA Astrophysics Data System (ADS)

Agarwal, Animesh; Adams, Rhys; Castellani, Gastone C.; Shouval, Harel Z.

2012-07-01

Many biochemical networks have complex multidimensional dynamics and there is a long history of methods that have been used for dimensionality reduction for such reaction networks. Usually a deterministic mass action approach is used; however, in small volumes, there are significant fluctuations from the mean which the mass action approach cannot capture. In such cases stochastic simulation methods should be used. In this paper, we evaluate the applicability of one such dimensionality reduction method, the quasi-steady state approximation (QSSA) [L. Menten and M. Michaelis, "Die kinetik der invertinwirkung," Biochem. Z 49, 333369 (1913)] for dimensionality reduction in case of stochastic dynamics. First, the applicability of QSSA approach is evaluated for a canonical system of enzyme reactions. Application of QSSA to such a reaction system in a deterministic setting leads to Michaelis-Menten reduced kinetics which can be used to derive the equilibrium concentrations of the reaction species. In the case of stochastic simulations, however, the steady state is characterized by fluctuations around the mean equilibrium concentration. Our analysis shows that a QSSA based approach for dimensionality reduction captures well the mean of the distribution as obtained from a full dimensional simulation but fails to accurately capture the distribution around that mean. Moreover, the QSSA approximation is not unique. We have then extended the analysis to a simple bistable biochemical network model proposed to account for the stability of synaptic efficacies; the substrate of learning and memory [J. E. Lisman, "A mechanism of memory storage insensitive to molecular turnover: A bistable autophosphorylating kinase," Proc. Natl. Acad. Sci. U.S.A. 82, 3055-3057 (1985)], 10.1073/pnas.82.9.3055. Our analysis shows that a QSSA based dimensionality reduction method results in errors as big as two orders of magnitude in predicting the residence times in the two stable states.

A semi-Lagrangian transport method for kinetic problems with application to dense-to-dilute polydisperse reacting spray flows

NASA Astrophysics Data System (ADS)

Doisneau, François; Arienti, Marco; Oefelein, Joseph C.

2017-01-01

For sprays, as described by a kinetic disperse phase model strongly coupled to the Navier-Stokes equations, the resolution strategy is constrained by accuracy objectives, robustness needs, and the computing architecture. In order to leverage the good properties of the Eulerian formalism, we introduce a deterministic particle-based numerical method to solve transport in physical space, which is simple to adapt to the many types of closures and moment systems. The method is inspired by the semi-Lagrangian schemes, developed for Gas Dynamics. We show how semi-Lagrangian formulations are relevant for a disperse phase far from equilibrium and where the particle-particle coupling barely influences the transport; i.e., when particle pressure is negligible. The particle behavior is indeed close to free streaming. The new method uses the assumption of parcel transport and avoids to compute fluxes and their limiters, which makes it robust. It is a deterministic resolution method so that it does not require efforts on statistical convergence, noise control, or post-processing. All couplings are done among data under the form of Eulerian fields, which allows one to use efficient algorithms and to anticipate the computational load. This makes the method both accurate and efficient in the context of parallel computing. After a complete verification of the new transport method on various academic test cases, we demonstrate the overall strategy's ability to solve a strongly-coupled liquid jet with fine spatial resolution and we apply it to the case of high-fidelity Large Eddy Simulation of a dense spray flow. A fuel spray is simulated after atomization at Diesel engine combustion chamber conditions. The large, parallel, strongly coupled computation proves the efficiency of the method for dense, polydisperse, reacting spray flows.

A semi-Lagrangian transport method for kinetic problems with application to dense-to-dilute polydisperse reacting spray flows

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

Doisneau, François, E-mail: fdoisne@sandia.gov; Arienti, Marco, E-mail: marient@sandia.gov; Oefelein, Joseph C., E-mail: oefelei@sandia.gov

For sprays, as described by a kinetic disperse phase model strongly coupled to the Navier–Stokes equations, the resolution strategy is constrained by accuracy objectives, robustness needs, and the computing architecture. In order to leverage the good properties of the Eulerian formalism, we introduce a deterministic particle-based numerical method to solve transport in physical space, which is simple to adapt to the many types of closures and moment systems. The method is inspired by the semi-Lagrangian schemes, developed for Gas Dynamics. We show how semi-Lagrangian formulations are relevant for a disperse phase far from equilibrium and where the particle–particle coupling barelymore » influences the transport; i.e., when particle pressure is negligible. The particle behavior is indeed close to free streaming. The new method uses the assumption of parcel transport and avoids to compute fluxes and their limiters, which makes it robust. It is a deterministic resolution method so that it does not require efforts on statistical convergence, noise control, or post-processing. All couplings are done among data under the form of Eulerian fields, which allows one to use efficient algorithms and to anticipate the computational load. This makes the method both accurate and efficient in the context of parallel computing. After a complete verification of the new transport method on various academic test cases, we demonstrate the overall strategy's ability to solve a strongly-coupled liquid jet with fine spatial resolution and we apply it to the case of high-fidelity Large Eddy Simulation of a dense spray flow. A fuel spray is simulated after atomization at Diesel engine combustion chamber conditions. The large, parallel, strongly coupled computation proves the efficiency of the method for dense, polydisperse, reacting spray flows.« less

On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series

NASA Astrophysics Data System (ADS)

Gottwald, Georg A.; Wormell, J. P.; Wouters, Jeroen

2016-09-01

Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model of the observations, based on results for central limit theorems for deterministic dynamical systems, and used to detect linear response breakdown. We apply the method to discrete maps which do not obey linear response and show that the successful detection of breakdown depends on the length of the time series, the magnitude of the perturbation and on the choice of the observable. We find that in order to reliably reject the assumption of linear response for typical observables sufficiently large data sets are needed. Even for simple systems such as the logistic map, one needs of the order of 106 observations to reliably detect the breakdown with a confidence level of 95 %; if less observations are available one may be falsely led to conclude that linear response theory is valid. The amount of data required is larger the smaller the applied perturbation. For judiciously chosen observables the necessary amount of data can be drastically reduced, but requires detailed a priori knowledge about the invariant measure which is typically not available for complex dynamical systems. Furthermore we explore the use of the fluctuation-dissipation theorem (FDT) in cases with limited data length or coarse-graining of observations. The FDT, if applied naively to a system without linear response, is shown to be very sensitive to the details of the sampling method, resulting in erroneous predictions of the response.

Incorporating uncertainty into mercury-offset decisions with a probabilistic network for National Pollutant Discharge Elimination System permit holders: an interim report

USGS Publications Warehouse

Wood, Alexander

2004-01-01

This interim report describes an alternative approach for evaluating the efficacy of using mercury (Hg) offsets to improve water quality. Hg-offset programs may allow dischargers facing higher-pollution control costs to meet their regulatory obligations by making more cost effective pollutant-reduction decisions. Efficient Hg management requires methods to translate that science and economics into a regulatory decision framework. This report documents the work in progress by the U.S. Geological Surveys Western Geographic Science Center in collaboration with Stanford University toward developing this decision framework to help managers, regulators, and other stakeholders decide whether offsets can cost effectively meet the Hg total maximum daily load (TMDL) requirements in the Sacramento River watershed. Two key approaches being considered are: (1) a probabilistic approach that explicitly incorporates scientific uncertainty, cost information, and value judgments; and (2) a quantitative approach that captures uncertainty in testing the feasibility of Hg offsets. Current fate and transport-process models commonly attempt to predict chemical transformations and transport pathways deterministically. However, the physical, chemical, and biologic processes controlling the fate and transport of Hg in aquatic environments are complex and poorly understood. Deterministic models of Hg environmental behavior contain large uncertainties, reflecting this lack of understanding. The uncertainty in these underlying physical processes may produce similarly large uncertainties in the decisionmaking process. However, decisions about control strategies are still being made despite the large uncertainties in current Hg loadings, the relations between total Hg (HgT) loading and methylmercury (MeHg) formation, and the relations between control efforts and Hg content in fish. The research presented here focuses on an alternative analytical approach to the current use of safety factors and deterministic methods for Hg TMDL decision support, one that is fully compatible with an adaptive management approach. This alternative approach uses empirical data and informed judgment to provide a scientific and technical basis for helping National Pollutant Discharge Elimination System (NPDES) permit holders make management decisions. An Hg-offset system would be an option if a wastewater-treatment plant could not achieve NPDES permit requirements for HgT reduction. We develop a probabilistic decision-analytical model consisting of three submodels for HgT loading, MeHg, and cost mitigation within a Bayesian network that integrates information of varying rigor and detail into a simple model of a complex system. Hg processes are identified and quantified by using a combination of historical data, statistical models, and expert judgment. Such an integrated approach to uncertainty analysis allows easy updating of prediction and inference when observations of model variables are made. We demonstrate our approach with data from the Cache Creek watershed (a subbasin of the Sacramento River watershed). The empirical models used to generate the needed probability distributions are based on the same empirical models currently being used by the Central Valley Regional Water Quality Control Cache Creek Hg TMDL working group. The significant difference is that input uncertainty and error are explicitly included in the model and propagated throughout its algorithms. This work demonstrates how to integrate uncertainty into the complex and highly uncertain Hg TMDL decisionmaking process. The various sources of uncertainty are propagated as decision risk that allows decisionmakers to simultaneously consider uncertainties in remediation/implementation costs while attempting to meet environmental/ecologic targets. We must note that this research is on going. As more data are collected, the HgT and cost-mitigation submodels are updated and the uncer

Stochastic Partial Differential Equation Solver for Hydroacoustic Modeling: Improvements to Paracousti Sound Propagation Solver

NASA Astrophysics Data System (ADS)

Preston, L. A.

2017-12-01

Marine hydrokinetic (MHK) devices offer a clean, renewable alternative energy source for the future. Responsible utilization of MHK devices, however, requires that the effects of acoustic noise produced by these devices on marine life and marine-related human activities be well understood. Paracousti is a 3-D full waveform acoustic modeling suite that can accurately propagate MHK noise signals in the complex bathymetry found in the near-shore to open ocean environment and considers real properties of the seabed, water column, and air-surface interface. However, this is a deterministic simulation that assumes the environment and source are exactly known. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected noise levels within the marine environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. One method is to use Monte Carlo (MC) techniques where simulation results from a large number of deterministic solutions are aggregated to provide statistical properties of the output signal. However, MC methods can be computationally prohibitive since they can require tens of thousands or more simulations to build up an accurate representation of those statistical properties. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a small fraction of the computational cost of MC. We are developing a SPDE solver for the 3-D acoustic wave propagation problem called Paracousti-UQ to help regulators and operators assess the statistical properties of environmental noise produced by MHK devices. In this presentation, we present the SPDE method and compare statistical distributions of simulated acoustic signals in simple models to MC simulations to show the accuracy and efficiency of the SPDE method. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia LLC, a wholly owned subsidiary of Honeywell International Inc. for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

Impacts of snow cover fraction data assimilation on modeled energy and moisture budgets

NASA Astrophysics Data System (ADS)

Arsenault, Kristi R.; Houser, Paul R.; De Lannoy, Gabriëlle J. M.; Dirmeyer, Paul A.

2013-07-01

Two data assimilation (DA) methods, a simple rule-based direct insertion (DI) approach and a one-dimensional ensemble Kalman filter (EnKF) method, are evaluated by assimilating snow cover fraction observations into the Community Land surface Model. The ensemble perturbation needed for the EnKF resulted in negative snowpack biases. Therefore, a correction is made to the ensemble bias using an approach that constrains the ensemble forecasts with a single unperturbed deterministic LSM run. This is shown to improve the final snow state analyses. The EnKF method produces slightly better results in higher elevation locations, whereas results indicate that the DI method has a performance advantage in lower elevation regions. In addition, the two DA methods are evaluated in terms of their overall impacts on the other land surface state variables (e.g., soil moisture) and fluxes (e.g., latent heat flux). The EnKF method is shown to have less impact overall than the DI method and causes less distortion of the hydrological budget. However, the land surface model adjusts more slowly to the smaller EnKF increments, which leads to smaller but slightly more persistent moisture budget errors than found with the DI updates. The DI method can remove almost instantly much of the modeled snowpack, but this also allows the model system to quickly revert to hydrological balance for nonsnowpack conditions.

Insights into the variability of nucleated amyloid polymerization by a minimalistic model of stochastic protein assembly

NASA Astrophysics Data System (ADS)

Eugène, Sarah; Xue, Wei-Feng; Robert, Philippe; Doumic, Marie

2016-05-01

Self-assembly of proteins into amyloid aggregates is an important biological phenomenon associated with human diseases such as Alzheimer's disease. Amyloid fibrils also have potential applications in nano-engineering of biomaterials. The kinetics of amyloid assembly show an exponential growth phase preceded by a lag phase, variable in duration as seen in bulk experiments and experiments that mimic the small volumes of cells. Here, to investigate the origins and the properties of the observed variability in the lag phase of amyloid assembly currently not accounted for by deterministic nucleation dependent mechanisms, we formulate a new stochastic minimal model that is capable of describing the characteristics of amyloid growth curves despite its simplicity. We then solve the stochastic differential equations of our model and give mathematical proof of a central limit theorem for the sample growth trajectories of the nucleated aggregation process. These results give an asymptotic description for our simple model, from which closed form analytical results capable of describing and predicting the variability of nucleated amyloid assembly were derived. We also demonstrate the application of our results to inform experiments in a conceptually friendly and clear fashion. Our model offers a new perspective and paves the way for a new and efficient approach on extracting vital information regarding the key initial events of amyloid formation.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

Low-frequency fluctuations in vertical cavity lasers: Experiments versus Lang-Kobayashi dynamics

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

Torcini, Alessandro; Istituto Nazionale di Fisica Nucleare, Sezione di Firenze, via Sansone 1, 50019 Sesto Fiorentino; Barland, Stephane

2006-12-15

The limits of applicability of the Lang-Kobayashi (LK) model for a semiconductor laser with optical feedback are analyzed. The model equations, equipped with realistic values of the parameters, are investigated below the solitary laser threshold where low-frequency fluctuations (LFF's) are usually observed. The numerical findings are compared with experimental data obtained for the selected polarization mode from a vertical cavity surface emitting laser (VCSEL) subject to polarization selective external feedback. The comparison reveals the bounds within which the dynamics of the LK model can be considered as realistic. In particular, it clearly demonstrates that the deterministic LK model, for realisticmore » values of the linewidth enhancement factor {alpha}, reproduces the LFF's only as a transient dynamics towards one of the stationary modes with maximal gain. A reasonable reproduction of real data from VCSEL's can be obtained only by considering the noisy LK or alternatively deterministic LK model for extremely high {alpha} values.« less