Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics.

PubMed

Erban, Radek

2016-02-01

Molecular dynamics (MD) simulations of ions (K + , Na + , Ca 2+ and Cl - ) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parametrized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

Accelerating deep neural network training with inconsistent stochastic gradient descent.

PubMed

Wang, Linnan; Yang, Yi; Min, Renqiang; Chakradhar, Srimat

2017-09-01

Stochastic Gradient Descent (SGD) updates Convolutional Neural Network (CNN) with a noisy gradient computed from a random batch, and each batch evenly updates the network once in an epoch. This model applies the same training effort to each batch, but it overlooks the fact that the gradient variance, induced by Sampling Bias and Intrinsic Image Difference, renders different training dynamics on batches. In this paper, we develop a new training strategy for SGD, referred to as Inconsistent Stochastic Gradient Descent (ISGD) to address this problem. The core concept of ISGD is the inconsistent training, which dynamically adjusts the training effort w.r.t the loss. ISGD models the training as a stochastic process that gradually reduces down the mean of batch's loss, and it utilizes a dynamic upper control limit to identify a large loss batch on the fly. ISGD stays on the identified batch to accelerate the training with additional gradient updates, and it also has a constraint to penalize drastic parameter changes. ISGD is straightforward, computationally efficient and without requiring auxiliary memories. A series of empirical evaluations on real world datasets and networks demonstrate the promising performance of inconsistent training. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

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

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

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

SOLAR INTERACTING PROTONS VERSUS INTERPLANETARY PROTONS IN THE CORE PLUS HALO MODEL OF DIFFUSIVE SHOCK ACCELERATION AND STOCHASTIC RE-ACCELERATION

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

Kocharov, L.; Laitinen, T.; Vainio, R.

2015-06-10

With the first observations of solar γ-rays from the decay of pions, the relationship of protons producing ground level enhancements (GLEs) on the Earth to those of similar energies producing the γ-rays on the Sun has been debated. These two populations may be either independent and simply coincident in large flares, or they may be, in fact, the same population stemming from a single accelerating agent and jointly distributed at the Sun and also in space. Assuming the latter, we model a scenario in which particles are accelerated near the Sun in a shock wave with a fraction transported backmore » to the solar surface to radiate, while the remainder is detected at Earth in the form of a GLE. Interplanetary ions versus ions interacting at the Sun are studied for a spherical shock wave propagating in a radial magnetic field through a highly turbulent radial ray (the acceleration core) and surrounding weakly turbulent sector in which the accelerated particles can propagate toward or away from the Sun. The model presented here accounts for both the first-order Fermi acceleration at the shock front and the second-order, stochastic re-acceleration by the turbulence enhanced behind the shock. We find that the re-acceleration is important in generating the γ-radiation and we also find that up to 10% of the particle population can find its way to the Sun as compared to particles escaping to the interplanetary space.« less

Stochastic Models of Polymer Systems

DTIC Science & Technology

2016-01-01

SECURITY CLASSIFICATION OF: The stochastic gradient decent algorithm is the now the "algorithm of choice" for very large machine learning problems...information about the behavior of the algorithm. At the same time, we were also able to formulate various acceleration techniques in precise math terms... gradient decent, REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR/MONITOR’S ACRONYM(S) ARO 8. PERFORMING

Precise orbit determination for NASA's earth observing system using GPS (Global Positioning System)

NASA Technical Reports Server (NTRS)

Williams, B. G.

1988-01-01

An application of a precision orbit determination technique for NASA's Earth Observing System (EOS) using the Global Positioning System (GPS) is described. This technique allows the geometric information from measurements of GPS carrier phase and P-code pseudo-range to be exploited while minimizing requirements for precision dynamical modeling. The method combines geometric and dynamic information to determine the spacecraft trajectory; the weight on the dynamic information is controlled by adjusting fictitious spacecraft accelerations in three dimensions which are treated as first order exponentially time correlated stochastic processes. By varying the time correlation and uncertainty of the stochastic accelerations, the technique can range from purely geometric to purely dynamic. Performance estimates for this technique as applied to the orbit geometry planned for the EOS platforms indicate that decimeter accuracies for EOS orbit position may be obtainable. The sensitivity of the predicted orbit uncertainties to model errors for station locations, nongravitational platform accelerations, and Earth gravity is also presented.

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

AESS: Accelerated Exact Stochastic Simulation

NASA Astrophysics Data System (ADS)

Jenkins, David D.; Peterson, Gregory D.

2011-12-01

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

A hierarchical exact accelerated stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Orendorff, David; Mjolsness, Eric

2012-12-01

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

Effects of fuel cetane number on the structure of diesel spray combustion: An accelerated Eulerian stochastic fields method

NASA Astrophysics Data System (ADS)

Jangi, Mehdi; Lucchini, Tommaso; Gong, Cheng; Bai, Xue-Song

2015-09-01

An Eulerian stochastic fields (ESF) method accelerated with the chemistry coordinate mapping (CCM) approach for modelling spray combustion is formulated, and applied to model diesel combustion in a constant volume vessel. In ESF-CCM, the thermodynamic states of the discretised stochastic fields are mapped into a low-dimensional phase space. Integration of the chemical stiff ODEs is performed in the phase space and the results are mapped back to the physical domain. After validating the ESF-CCM, the method is used to investigate the effects of fuel cetane number on the structure of diesel spray combustion. It is shown that, depending of the fuel cetane number, liftoff length is varied, which can lead to a change in combustion mode from classical diesel spray combustion to fuel-lean premixed burned combustion. Spray combustion with a shorter liftoff length exhibits the characteristics of the classical conceptual diesel combustion model proposed by Dec in 1997 (http://dx.doi.org/10.4271/970873), whereas in a case with a lower cetane number the liftoff length is much larger and the spray combustion probably occurs in a fuel-lean-premixed mode of combustion. Nevertheless, the transport budget at the liftoff location shows that stabilisation at all cetane numbers is governed primarily by the auto-ignition process.

First assembly times and equilibration in stochastic coagulation-fragmentation

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

D’Orsogna, Maria R.; Department of Mathematics, CSUN, Los Angeles, California 91330-8313; Lei, Qi

2015-07-07

We develop a fully stochastic theory for coagulation and fragmentation (CF) in a finite system with a maximum cluster size constraint. The process is modeled using a high-dimensional master equation for the probabilities of cluster configurations. For certain realizations of total mass and maximum cluster sizes, we find exact analytical results for the expected equilibrium cluster distributions. If coagulation is fast relative to fragmentation and if the total system mass is indivisible by the mass of the largest allowed cluster, we find a mean cluster-size distribution that is strikingly broader than that predicted by the corresponding mass-action equations. Combinations ofmore » total mass and maximum cluster size under which equilibration is accelerated, eluding late-stage coarsening, are also delineated. Finally, we compute the mean time it takes particles to first assemble into a maximum-sized cluster. Through careful state-space enumeration, the scaling of mean assembly times is derived for all combinations of total mass and maximum cluster size. We find that CF accelerates assembly relative to monomer kinetic only in special cases. All of our results hold in the infinite system limit and can be only derived from a high-dimensional discrete stochastic model, highlighting how classical mass-action models of self-assembly can fail.« less

Solving the problem of negative populations in approximate accelerated stochastic simulations using the representative reaction approach.

PubMed

Kadam, Shantanu; Vanka, Kumar

2013-02-15

Methods based on the stochastic formulation of chemical kinetics have the potential to accurately reproduce the dynamical behavior of various biochemical systems of interest. However, the computational expense makes them impractical for the study of real systems. Attempts to render these methods practical have led to the development of accelerated methods, where the reaction numbers are modeled by Poisson random numbers. However, for certain systems, such methods give rise to physically unrealistic negative numbers for species populations. The methods which make use of binomial variables, in place of Poisson random numbers, have since become popular, and have been partially successful in addressing this problem. In this manuscript, the development of two new computational methods, based on the representative reaction approach (RRA), has been discussed. The new methods endeavor to solve the problem of negative numbers, by making use of tools like the stochastic simulation algorithm and the binomial method, in conjunction with the RRA. It is found that these newly developed methods perform better than other binomial methods used for stochastic simulations, in resolving the problem of negative populations. Copyright © 2012 Wiley Periodicals, Inc.

Time-dependent Electron Acceleration in Blazar Transients: X-Ray Time Lags and Spectral Formation

NASA Astrophysics Data System (ADS)

Lewis, Tiffany R.; Becker, Peter A.; Finke, Justin D.

2016-06-01

Electromagnetic radiation from blazar jets often displays strong variability, extending from radio to γ-ray frequencies. In a few cases, this variability has been characterized using Fourier time lags, such as those detected in the X-rays from Mrk 421 using BeppoSAX. The lack of a theoretical framework to interpret the data has motivated us to develop a new model for the formation of the X-ray spectrum and the time lags in blazar jets based on a transport equation including terms describing stochastic Fermi acceleration, synchrotron losses, shock acceleration, adiabatic expansion, and spatial diffusion. We derive the exact solution for the Fourier transform of the electron distribution and use it to compute the Fourier transform of the synchrotron radiation spectrum and the associated X-ray time lags. The same theoretical framework is also used to compute the peak flare X-ray spectrum, assuming that a steady-state electron distribution is achieved during the peak of the flare. The model parameters are constrained by comparing the theoretical predictions with the observational data for Mrk 421. The resulting integrated model yields, for the first time, a complete first-principles physical explanation for both the formation of the observed time lags and the shape of the peak flare X-ray spectrum. It also yields direct estimates of the strength of the shock and the stochastic magnetohydrodynamical wave acceleration components in the Mrk 421 jet.

Spatially inhomogeneous acceleration of electrons in solar flares

NASA Astrophysics Data System (ADS)

Stackhouse, Duncan J.; Kontar, Eduard P.

2018-04-01

The imaging spectroscopy capabilities of the Reuven Ramaty high energy solar spectroscopic imager (RHESSI) enable the examination of the accelerated electron distribution throughout a solar flare region. In particular, it has been revealed that the energisation of these particles takes place over a region of finite size, sometimes resolved by RHESSI observations. In this paper, we present, for the first time, a spatially distributed acceleration model and investigate the role of inhomogeneous acceleration on the observed X-ray emission properties. We have modelled transport explicitly examining scatter-free and diffusive transport within the acceleration region and compare with the analytic leaky-box solution. The results show the importance of including this spatial variation when modelling electron acceleration in solar flares. The presence of an inhomogeneous, extended acceleration region produces a spectral index that is, in most cases, different from the simple leaky-box prediction. In particular, it results in a generally softer spectral index than predicted by the leaky-box solution, for both scatter-free and diffusive transport, and thus should be taken into account when modelling stochastic acceleration in solar flares.

Introduction to Particle Acceleration in the Cosmos

NASA Technical Reports Server (NTRS)

Gallagher, D. L.; Horwitz, J. L.; Perez, J.; Quenby, J.

2005-01-01

Accelerated charged particles have been used on Earth since 1930 to explore the very essence of matter, for industrial applications, and for medical treatments. Throughout the universe nature employs a dizzying array of acceleration processes to produce particles spanning twenty orders of magnitude in energy range, while shaping our cosmic environment. Here, we introduce and review the basic physical processes causing particle acceleration, in astrophysical plasmas from geospace to the outer reaches of the cosmos. These processes are chiefly divided into four categories: adiabatic and other forms of non-stochastic acceleration, magnetic energy storage and stochastic acceleration, shock acceleration, and plasma wave and turbulent acceleration. The purpose of this introduction is to set the stage and context for the individual papers comprising this monograph.

Application of stochastic automata networks for creation of continuous time Markov chain models of voltage gating of gap junction channels.

PubMed

Snipas, Mindaugas; Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Paulauskas, Nerijus; Bukauskas, Feliksas F

2015-01-01

The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ~20 times.

Stochastic Particle Acceleration in Impulsive Solar Flares

NASA Technical Reports Server (NTRS)

Miller, James A.

2001-01-01

The acceleration of a huge number of electrons and ions to relativistic energies over timescales ranging from several seconds to several tens of seconds is the fundamental problem in high-energy solar physics. The cascading turbulence model we have developed has been shown previously (e.g., Miller 2000; Miller & Roberts 1995; Miner, LaRosa, & Moore 1996) to account for all the bulk features (such as acceleration timescales, fluxes, total number of energetic particles, and maximum energies) of electron and proton acceleration in impulsive solar flares. While the simulation of this acceleration process is involved, the essential idea of the model is quite simple, and consists of just a few parts: 1. During the primary flare energy release phase, we assume that low-amplitude MHD Alfven and fast mode waves are excited at long wavelengths, say comparable to the size of the event (although the results are actually insensitive to this initial wavelength). While an assumption, this appears reasonable in light of the likely highly turbulent nature of the flare. 2. These waves then cascade in a Kolmogorov-like fashion to smaller wavelengths (e.g., Verma et al. 1996), forming a power-law spectral density in wavenumber space through the inertial range. 3. When the mean wavenumber of the fast mode waves has increased sufficiently, the transit-time acceleration rate (Miller 1997) for superAlfvenic electrons can overcome Coulomb energy losses, and these electrons are accelerated out of the thermal distribution and to relativistic energies (Miller et al. 1996). As the Alfven waves cascade to higher wavenumbers, they can cyclotron resonate with progressively lower energy protons. Eventually, they will resonate with protons in the tail of the thermal distribution, which will then be accelerated to relativistic energies as well (Miller & Roberts 1995). Hence, both ions and electrons are stochastically accelerated, albeit by different mechanisms and different waves. 4. When the protons become superAlfvenic (above about 1 MeV/nucleon), they too can suffer transit-time acceleration by the fast mode waves and will receive an extra acceleration "kick." The basic overall objective of this 1 year effort was to construct a spatially-dependent version of this acceleration model and this has been realized.

Particle Acceleration in Active Galactic Nuclei

NASA Technical Reports Server (NTRS)

Miller, James A.

1997-01-01

The high efficiency of energy generation inferred from radio observations of quasars and X-ray observations of Seyfert active galactic nuclei (AGNs) is apparently achieved only by the gravitational conversion of the rest mass energy of accreting matter onto supermassive black holes. Evidence for the acceleration of particles to high energies by a central engine is also inferred from observations of apparent superluminal motion in flat spectrum, core-dominated radio sources. This phenomenon is widely attributed to the ejection of relativistic bulk plasma from the nuclei of active galaxies, and accounts for the existence of large scale radio jets and lobes at large distances from the central regions of radio galaxies. Reports of radio jets and superluminal motion from galactic black hole candidate X-ray sources indicate that similar processes are operating in these sources. Observations of luminous, rapidly variable high-energy radiation from active galactic nuclei (AGNs) with the Compton Gamma Ray Observatory show directly that particles are accelerated to high energies in a compact environment. The mechanisms which transform the gravitational potential energy of the infalling matter into nonthermal particle energy in galactic black hole candidates and AGNs are not conclusively identified, although several have been proposed. These include direct acceleration by static electric fields (resulting from, for example, magnetic reconnection), shock acceleration, and energy extraction from the rotational energy of Kerr black holes. The dominant acceleration mechanism(s) operating in the black hole environment can only be determined, of course, by a comparison of model predictions with observations. The purpose of the work proposed for this grant was to investigate stochastic particle acceleration through resonant interactions with plasma waves that populate the magnetosphere surrounding an accreting black hole. Stochastic acceleration has been successfully applied to the problem of ion and electron energization in solar flares, and is capable of accounting for a wide range of both neutral and charged particle emissions. It is also a component in diffusive shock acceleration, since pitch-angle scattering (which is necessary for multiple shock crossings) is accompanied by diffusion in momentum space, which in turn yields a net systematic energy gain; however, stochastic energization will dominate the first-order shock process only in certain parameter regimes. Although stochastic acceleration has been applied to particle energization in the lobes of radio galaxies, its application to the central regions of AGNs has only recently been considered, but not in detail. We proposed to systematically investigate the plasma processes responsible for stochastic particle acceleration in black hole magnetospheres along with the energy-loss processes which impede particle energization. To this end we calculated acceleration rates and escape time scales for protons and electrons resonating with Alfven waves, and for electrons resonating with whistlers. Assuming either a Kolmogorov or Kraichnan wave spectrum, accretion at the Eddington limit, magnetic field strengths near equipartition, and turbulence energy densities approx. 10% of the total magnetic field energy density, we find that Alfven waves accelerate protons to Lorentz factors approx, equals 10(exp 4) - 10(exp 6) before they escape from the system. Acceleration of electrons by fast mode and whistler waves can produce a nonthermal population of relativistic electrons whose maximum energy is determined by a competition with radiation losses.

An efficient hybrid method for stochastic reaction-diffusion biochemical systems with delay

NASA Astrophysics Data System (ADS)

Sayyidmousavi, Alireza; Ilie, Silvana

2017-12-01

Many chemical reactions, such as gene transcription and translation in living cells, need a certain time to finish once they are initiated. Simulating stochastic models of reaction-diffusion systems with delay can be computationally expensive. In the present paper, a novel hybrid algorithm is proposed to accelerate the stochastic simulation of delayed reaction-diffusion systems. The delayed reactions may be of consuming or non-consuming delay type. The algorithm is designed for moderately stiff systems in which the events can be partitioned into slow and fast subsets according to their propensities. The proposed algorithm is applied to three benchmark problems and the results are compared with those of the delayed Inhomogeneous Stochastic Simulation Algorithm. The numerical results show that the new hybrid algorithm achieves considerable speed-up in the run time and very good accuracy.

The acceleration of particles at propagating interplanetary shocks

NASA Astrophysics Data System (ADS)

Prinsloo, P. L.; Strauss, R. D. T.

2017-12-01

Enhancements of charged energetic particles are often observed at Earth following the eruption of coronal mass ejections (CMEs) on the Sun. These enhancements are thought to arise from the acceleration of those particles at interplanetary shocks forming ahead of CMEs, propagating into the heliosphere. In this study, we model the acceleration of these energetic particles by solving a set of stochastic differential equations formulated to describe their transport and including the effects of diffusive shock acceleration. The study focuses on how acceleration at halo-CME-driven shocks alter the energy spectra of non-thermal particles, while illustrating how this acceleration process depends on various shock and transport parameters. We finally attempt to establish the relative contributions of different seed populations of energetic particles in the inner heliosphere to observed intensities during selected acceleration events.

Exact nonstationary responses of rectangular thin plate on Pasternak foundation excited by stochastic moving loads

NASA Astrophysics Data System (ADS)

Chen, Guohai; Meng, Zeng; Yang, Dixiong

2018-01-01

This paper develops an efficient method termed as PE-PIM to address the exact nonstationary responses of pavement structure, which is modeled as a rectangular thin plate resting on bi-parametric Pasternak elastic foundation subjected to stochastic moving loads with constant acceleration. Firstly, analytical power spectral density (PSD) functions of random responses for thin plate are derived by integrating pseudo excitation method (PEM) with Duhamel's integral. Based on PEM, the new equivalent von Mises stress (NEVMS) is proposed, whose PSD function contains all cross-PSD functions between stress components. Then, the PE-PIM that combines the PEM with precise integration method (PIM) is presented to achieve efficiently stochastic responses of the plate by replacing Duhamel's integral with the PIM. Moreover, the semi-analytical Monte Carlo simulation is employed to verify the computational results of the developed PE-PIM. Finally, numerical examples demonstrate the high accuracy and efficiency of PE-PIM for nonstationary random vibration analysis. The effects of velocity and acceleration of moving load, boundary conditions of the plate and foundation stiffness on the deflection and NEVMS responses are scrutinized.

TIME-DEPENDENT ELECTRON ACCELERATION IN BLAZAR TRANSIENTS: X-RAY TIME LAGS AND SPECTRAL FORMATION

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

Lewis, Tiffany R.; Becker, Peter A.; Finke, Justin D., E-mail: pbecker@gmu.edu, E-mail: tlewis13@gmu.edu, E-mail: justin.finke@nrl.navy.mil

2016-06-20

Electromagnetic radiation from blazar jets often displays strong variability, extending from radio to γ -ray frequencies. In a few cases, this variability has been characterized using Fourier time lags, such as those detected in the X-rays from Mrk 421 using Beppo SAX. The lack of a theoretical framework to interpret the data has motivated us to develop a new model for the formation of the X-ray spectrum and the time lags in blazar jets based on a transport equation including terms describing stochastic Fermi acceleration, synchrotron losses, shock acceleration, adiabatic expansion, and spatial diffusion. We derive the exact solution formore » the Fourier transform of the electron distribution and use it to compute the Fourier transform of the synchrotron radiation spectrum and the associated X-ray time lags. The same theoretical framework is also used to compute the peak flare X-ray spectrum, assuming that a steady-state electron distribution is achieved during the peak of the flare. The model parameters are constrained by comparing the theoretical predictions with the observational data for Mrk 421. The resulting integrated model yields, for the first time, a complete first-principles physical explanation for both the formation of the observed time lags and the shape of the peak flare X-ray spectrum. It also yields direct estimates of the strength of the shock and the stochastic magnetohydrodynamical wave acceleration components in the Mrk 421 jet.« less

Three-dimensional stochastic modeling of radiation belts in adiabatic invariant coordinates

NASA Astrophysics Data System (ADS)

Zheng, Liheng; Chan, Anthony A.; Albert, Jay M.; Elkington, Scot R.; Koller, Josef; Horne, Richard B.; Glauert, Sarah A.; Meredith, Nigel P.

2014-09-01

A 3-D model for solving the radiation belt diffusion equation in adiabatic invariant coordinates has been developed and tested. The model, named Radbelt Electron Model, obtains a probabilistic solution by solving a set of Itô stochastic differential equations that are mathematically equivalent to the diffusion equation. This method is capable of solving diffusion equations with a full 3-D diffusion tensor, including the radial-local cross diffusion components. The correct form of the boundary condition at equatorial pitch angle α0=90° is also derived. The model is applied to a simulation of the October 2002 storm event. At α0 near 90°, our results are quantitatively consistent with GPS observations of phase space density (PSD) increases, suggesting dominance of radial diffusion; at smaller α0, the observed PSD increases are overestimated by the model, possibly due to the α0-independent radial diffusion coefficients, or to insufficient electron loss in the model, or both. Statistical analysis of the stochastic processes provides further insights into the diffusion processes, showing distinctive electron source distributions with and without local acceleration.

Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

PubMed Central

Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Bukauskas, Feliksas F.

2015-01-01

The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times. PMID:25705700

An extended stochastic method for seismic hazard estimation

NASA Astrophysics Data System (ADS)

Abd el-aal, A. K.; El-Eraki, M. A.; Mostafa, S. I.

2015-12-01

In this contribution, we developed an extended stochastic technique for seismic hazard assessment purposes. This technique depends on the hypothesis of stochastic technique of Boore (2003) "Simulation of ground motion using the stochastic method. Appl. Geophy. 160:635-676". The essential characteristics of extended stochastic technique are to obtain and simulate ground motion in order to minimize future earthquake consequences. The first step of this technique is defining the seismic sources which mostly affect the study area. Then, the maximum expected magnitude is defined for each of these seismic sources. It is followed by estimating the ground motion using an empirical attenuation relationship. Finally, the site amplification is implemented in calculating the peak ground acceleration (PGA) at each site of interest. We tested and applied this developed technique at Cairo, Suez, Port Said, Ismailia, Zagazig and Damietta cities to predict the ground motion. Also, it is applied at Cairo, Zagazig and Damietta cities to estimate the maximum peak ground acceleration at actual soil conditions. In addition, 0.5, 1, 5, 10 and 20 % damping median response spectra are estimated using the extended stochastic simulation technique. The calculated highest acceleration values at bedrock conditions are found at Suez city with a value of 44 cm s-2. However, these acceleration values decrease towards the north of the study area to reach 14.1 cm s-2 at Damietta city. This comes in agreement with the results of previous studies of seismic hazards in northern Egypt and is found to be comparable. This work can be used for seismic risk mitigation and earthquake engineering purposes.

Modeling Blazar Spectra by Solving an Electron Transport Equation

NASA Astrophysics Data System (ADS)

Lewis, Tiffany; Finke, Justin; Becker, Peter A.

2018-01-01

Blazars are luminous active galaxies across the entire electromagnetic spectrum, but the spectral formation mechanisms, especially the particle acceleration, in these sources are not well understood. We develop a new theoretical model for simulating blazar spectra using a self-consistent electron number distribution. Specifically, we solve the particle transport equation considering shock acceleration, adiabatic expansion, stochastic acceleration due to MHD waves, Bohm diffusive particle escape, synchrotron radiation, and Compton radiation, where we implement the full Compton cross-section for seed photons from the accretion disk, the dust torus, and 26 individual broad lines. We used a modified Runge-Kutta method to solve the 2nd order equation, including development of a new mathematical method for normalizing stiff steady-state ordinary differential equations. We show that our self-consistent, transport-based blazar model can qualitatively fit the IR through Fermi g-ray data for 3C 279, with a single-zone, leptonic configuration. We use the solution for the electron distribution to calculate multi-wavelength SED spectra for 3C 279. We calculate the particle and magnetic field energy densities, which suggest that the emitting region is not always in equipartition (a common assumption), but sometimes matter dominated. The stratified broad line region (based on ratios in quasar reverberation mapping, and thus adding no free parameters) improves our estimate of the location of the emitting region, increasing it by ~5x. Our model provides a novel view into the physics at play in blazar jets, especially the relative strength of the shock and stochastic acceleration, where our model is well suited to distinguish between these processes, and we find that the latter tends to dominate.

Wave-optics modeling of the optical-transport line for passive optical stochastic cooling

NASA Astrophysics Data System (ADS)

Andorf, M. B.; Lebedev, V. A.; Piot, P.; Ruan, J.

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream "pickup" undulator to the downstream "kicker" undulator. In this paper, we present simulation results using wave-optics calculation carried out with the SYNCHROTRON RADIATION WORKSHOP (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrable Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.

A Simple "Boxed Molecular Kinetics" Approach To Accelerate Rare Events in the Stochastic Kinetic Master Equation.

PubMed

Shannon, Robin; Glowacki, David R

2018-02-15

The chemical master equation is a powerful theoretical tool for analyzing the kinetics of complex multiwell potential energy surfaces in a wide range of different domains of chemical kinetics spanning combustion, atmospheric chemistry, gas-surface chemistry, solution phase chemistry, and biochemistry. There are two well-established methodologies for solving the chemical master equation: a stochastic "kinetic Monte Carlo" approach and a matrix-based approach. In principle, the results yielded by both approaches are identical; the decision of which approach is better suited to a particular study depends on the details of the specific system under investigation. In this Article, we present a rigorous method for accelerating stochastic approaches by several orders of magnitude, along with a method for unbiasing the accelerated results to recover the "true" value. The approach we take in this paper is inspired by the so-called "boxed molecular dynamics" (BXD) method, which has previously only been applied to accelerate rare events in molecular dynamics simulations. Here we extend BXD to design a simple algorithmic strategy for accelerating rare events in stochastic kinetic simulations. Tests on a number of systems show that the results obtained using the BXD rare event strategy are in good agreement with unbiased results. To carry out these tests, we have implemented a kinetic Monte Carlo approach in MESMER, which is a cross-platform, open-source, and freely available master equation solver.

A constant stress-drop model for producing broadband synthetic seismograms: Comparison with the next generation attenuation relations

USGS Publications Warehouse

Frankel, A.

2009-01-01

Broadband (0.1-20 Hz) synthetic seismograms for finite-fault sources were produced for a model where stress drop is constant with seismic moment to see if they can match the magnitude dependence and distance decay of response spectral amplitudes found in the Next Generation Attenuation (NGA) relations recently developed from strong-motion data of crustal earthquakes in tectonically active regions. The broadband synthetics were constructed for earthquakes of M 5.5, 6.5, and 7.5 by combining deterministic synthetics for plane-layered models at low frequencies with stochastic synthetics at high frequencies. The stochastic portion used a source model where the Brune stress drop of 100 bars is constant with seismic moment. The deterministic synthetics were calculated using an average slip velocity, and hence, dynamic stress drop, on the fault that is uniform with magnitude. One novel aspect of this procedure is that the transition frequency between the deterministic and stochastic portions varied with magnitude, so that the transition frequency is inversely related to the rise time of slip on the fault. The spectral accelerations at 0.2, 1.0, and 3.0 sec periods from the synthetics generally agreed with those from the set of NGA relations for M 5.5-7.5 for distances of 2-100 km. At distances of 100-200 km some of the NGA relations for 0.2 sec spectral acceleration were substantially larger than the values of the synthetics for M 7.5 and M 6.5 earthquakes because these relations do not have a term accounting for Q. At 3 and 5 sec periods, the synthetics for M 7.5 earthquakes generally had larger spectral accelerations than the NGA relations, although there was large scatter in the results from the synthetics. The synthetics showed a sag in response spectra at close-in distances for M 5.5 between 0.3 and 0.7 sec that is not predicted from the NGA relations.

Stochastic Analysis and Design of Heterogeneous Microstructural Materials System

NASA Astrophysics Data System (ADS)

Xu, Hongyi

Advanced materials system refers to new materials that are comprised of multiple traditional constituents but complex microstructure morphologies, which lead to superior properties over the conventional materials. To accelerate the development of new advanced materials system, the objective of this dissertation is to develop a computational design framework and the associated techniques for design automation of microstructure materials systems, with an emphasis on addressing the uncertainties associated with the heterogeneity of microstructural materials. Five key research tasks are identified: design representation, design evaluation, design synthesis, material informatics and uncertainty quantification. Design representation of microstructure includes statistical characterization and stochastic reconstruction. This dissertation develops a new descriptor-based methodology, which characterizes 2D microstructures using descriptors of composition, dispersion and geometry. Statistics of 3D descriptors are predicted based on 2D information to enable 2D-to-3D reconstruction. An efficient sequential reconstruction algorithm is developed to reconstruct statistically equivalent random 3D digital microstructures. In design evaluation, a stochastic decomposition and reassembly strategy is developed to deal with the high computational costs and uncertainties induced by material heterogeneity. The properties of Representative Volume Elements (RVE) are predicted by stochastically reassembling SVE elements with stochastic properties into a coarse representation of the RVE. In design synthesis, a new descriptor-based design framework is developed, which integrates computational methods of microstructure characterization and reconstruction, sensitivity analysis, Design of Experiments (DOE), metamodeling and optimization the enable parametric optimization of the microstructure for achieving the desired material properties. Material informatics is studied to efficiently reduce the dimension of microstructure design space. This dissertation develops a machine learning-based methodology to identify the key microstructure descriptors that highly impact properties of interest. In uncertainty quantification, a comparative study on data-driven random process models is conducted to provide guidance for choosing the most accurate model in statistical uncertainty quantification. Two new goodness-of-fit metrics are developed to provide quantitative measurements of random process models' accuracy. The benefits of the proposed methods are demonstrated by the example of designing the microstructure of polymer nanocomposites. This dissertation provides material-generic, intelligent modeling/design methodologies and techniques to accelerate the process of analyzing and designing new microstructural materials system.

A General Accelerated Degradation Model Based on the Wiener Process.

PubMed

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

2016-12-06

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

A General Accelerated Degradation Model Based on the Wiener Process

PubMed Central

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

2016-01-01

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

Accelerated simulation of stochastic particle removal processes in particle-resolved aerosol models

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

Curtis, J.H.; Michelotti, M.D.; Riemer, N.

2016-10-01

Stochastic particle-resolved methods have proven useful for simulating multi-dimensional systems such as composition-resolved aerosol size distributions. While particle-resolved methods have substantial benefits for highly detailed simulations, these techniques suffer from high computational cost, motivating efforts to improve their algorithmic efficiency. Here we formulate an algorithm for accelerating particle removal processes by aggregating particles of similar size into bins. We present the Binned Algorithm for particle removal processes and analyze its performance with application to the atmospherically relevant process of aerosol dry deposition. We show that the Binned Algorithm can dramatically improve the efficiency of particle removals, particularly for low removalmore » rates, and that computational cost is reduced without introducing additional error. In simulations of aerosol particle removal by dry deposition in atmospherically relevant conditions, we demonstrate about 50-times increase in algorithm efficiency.« less

Stochastic Particle Acceleration in the Hot Spots of FRII Radio Galaxies

NASA Astrophysics Data System (ADS)

Liu, Siming; Fan, Z.; Wang, J.; Fryer, C. L.; Li, H.

2007-12-01

Chandra, XMM-Newton, and HST observations of FRII radio galaxies, in combination with traditional radio studies, have advanced our understanding of the nature of jets, hot spots, and lobes significantly. The observed radio to optical emission has been attributed to the synchrotron processes. The X-ray emission can be produced through synchrotron, synchrotron self-Comptonization, and inverse Comptonization of the CMB or other background photos. Phenomenologically modelings of the observed broadband spectra have led to good constraints on the magnetic field and electron distribution. However, the matter and energy contents of the relativistic outflows driven by the central black holes, which power these sources, are still not well-constrained, and we also lack an understanding of the physical processes that determine the energy partition between the electrons and the magnetic field, the low energy cutoff of the electron spectrum, and the electron acceleration rate in these strongly magnetized relativistic plasmas. In the context of stochastic particle acceleration, we propose a model for the hot spots of radio galaxies and show how it may help us to address the above issues. This work was funded in part under the auspices of the US Department of Energy, and supported by its contract W-7405-ENG-36 to Los Alamos National Laboratory.

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

Modeling a Single SEP Event from Multiple Vantage Points Using the iPATH Model

NASA Astrophysics Data System (ADS)

Hu, Junxiang; Li, Gang; Fu, Shuai; Zank, Gary; Ao, Xianzhi

2018-02-01

Using the recently extended 2D improved Particle Acceleration and Transport in the Heliosphere (iPATH) model, we model an example gradual solar energetic particle event as observed at multiple locations. Protons and ions that are energized via the diffusive shock acceleration mechanism are followed at a 2D coronal mass ejection-driven shock where the shock geometry varies across the shock front. The subsequent transport of energetic particles, including cross-field diffusion, is modeled by a Monte Carlo code that is based on a stochastic differential equation method. Time intensity profiles and particle spectra at multiple locations and different radial distances, separated in longitudes, are presented. The results shown here are relevant to the upcoming Parker Solar Probe mission.

Accelerating the Gillespie Exact Stochastic Simulation Algorithm using hybrid parallel execution on graphics processing units.

PubMed

Komarov, Ivan; D'Souza, Roshan M

2012-01-01

The Gillespie Stochastic Simulation Algorithm (GSSA) and its variants are cornerstone techniques to simulate reaction kinetics in situations where the concentration of the reactant is too low to allow deterministic techniques such as differential equations. The inherent limitations of the GSSA include the time required for executing a single run and the need for multiple runs for parameter sweep exercises due to the stochastic nature of the simulation. Even very efficient variants of GSSA are prohibitively expensive to compute and perform parameter sweeps. Here we present a novel variant of the exact GSSA that is amenable to acceleration by using graphics processing units (GPUs). We parallelize the execution of a single realization across threads in a warp (fine-grained parallelism). A warp is a collection of threads that are executed synchronously on a single multi-processor. Warps executing in parallel on different multi-processors (coarse-grained parallelism) simultaneously generate multiple trajectories. Novel data-structures and algorithms reduce memory traffic, which is the bottleneck in computing the GSSA. Our benchmarks show an 8×-120× performance gain over various state-of-the-art serial algorithms when simulating different types of models.

The effect of stochastic re-acceleration on the energy spectrum of shock-accelerated protons

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

Afanasiev, Alexandr; Vainio, Rami; Kocharov, Leon

2014-07-20

The energy spectra of particles in gradual solar energetic particle (SEP) events do not always have a power-law form attributed to the diffusive shock acceleration mechanism. In particular, the observed spectra in major SEP events can take the form of a broken (double) power law. In this paper, we study the effect of a process that can modify the power-law spectral form produced by the diffusive shock acceleration: the stochastic re-acceleration of energetic protons by enhanced Alfvénic turbulence in the downstream region of a shock wave. There are arguments suggesting that this process can be important when the shock propagatesmore » in the corona. We consider a coronal magnetic loop traversed by a shock and perform Monte Carlo simulations of interactions of shock-accelerated protons with Alfvén waves in the loop. The wave-particle interactions are treated self-consistently, so the finiteness of the available turbulent energy is taken into account. The initial energy spectrum of particles is taken to be a power law. The simulations reveal that the stochastic re-acceleration leads either to the formation of a spectrum that is described in a wide energy range by a power law (although the resulting power-law index is different from the initial one) or to a broken power-law spectrum. The resulting spectral form is determined by the ratio of the energy density of shock-accelerated protons to the wave energy density in the shock's downstream region.« less

Study on Effects of the Stochastic Delay Probability for 1d CA Model of Traffic Flow

NASA Astrophysics Data System (ADS)

Xue, Yu; Chen, Yan-Hong; Kong, Ling-Jiang

Considering the effects of different factors on the stochastic delay probability, the delay probability has been classified into three cases. The first case corresponding to the brake state has a large delay probability if the anticipant velocity is larger than the gap between the successive cars. The second one corresponding to the following-the-leader rule has intermediate delay probability if the anticipant velocity is equal to the gap. Finally, the third case is the acceleration, which has minimum delay probability. The fundamental diagram obtained by numerical simulation shows the different properties compared to that by the NaSch model, in which there exist two different regions, corresponding to the coexistence state, and jamming state respectively.

Interpretation of scrape-off layer profile evolution and first-wall ion flux statistics on JET using a stochastic framework based on fillamentary motion

NASA Astrophysics Data System (ADS)

Walkden, N. R.; Wynn, A.; Militello, F.; Lipschultz, B.; Matthews, G.; Guillemaut, C.; Harrison, J.; Moulton, D.; Contributors, JET

2017-08-01

This paper presents the use of a novel modelling technique based around intermittent transport due to filament motion, to interpret experimental profile and fluctuation data in the scrape-off layer (SOL) of JET during the onset and evolution of a density profile shoulder. A baseline case is established, prior to shoulder formation, and the stochastic model is shown to be capable of simultaneously matching the time averaged profile measurement as well as the PDF shape and autocorrelation function from the ion-saturation current time series at the outer wall. Aspects of the stochastic model are then varied with the aim of producing a profile shoulder with statistical measurements consistent with experiment. This is achieved through a strong localised reduction in the density sink acting on the filaments within the model. The required reduction of the density sink occurs over a highly localised region with the timescale of the density sink increased by a factor of 25. This alone is found to be insufficient to model the expansion and flattening of the shoulder region as the density increases, which requires additional changes within the stochastic model. An example is found which includes both a reduction in the density sink and filament acceleration and provides a consistent match to the experimental data as the shoulder expands, though the uniqueness of this solution can not be guaranteed. Within the context of the stochastic model, this implies that the localised reduction in the density sink can trigger shoulder formation, but additional physics is required to explain the subsequent evolution of the profile.

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

NASA Technical Reports Server (NTRS)

Goad, Clyde C.; Chadwell, C. David

1993-01-01

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

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.

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

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

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, School of Mathematical Science, MOELSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Shu, Ruiwen, E-mail: rshu2@math.wisc.edu

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operatormore » that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.« less

Stochastic Ion Heating by the Lower-Hybrid Waves

NASA Technical Reports Server (NTRS)

Khazanov, G.; Tel'nikhin, A.; Krotov, A.

2011-01-01

The resonance lower-hybrid wave-ion interaction is described by a group (differentiable map) of transformations of phase space of the system. All solutions to the map belong to a strange attractor, and chaotic motion of the attractor manifests itself in a number of macroscopic effects, such as the energy spectrum and particle heating. The applicability of the model to the problem of ion heating by waves at the front of collisionless shock as well as ion acceleration by a spectrum of waves is discussed. Keywords: plasma; ion-cyclotron heating; shocks; beat-wave accelerator.

Wave-Optics Modeling of the Optical-Transport Line for Passive Optical Stochastic Cooling

DOE PAGES

Andorf, M. B.; Lebedev, V. A.; Piot, P.; ...

2018-03-01

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream “pickup” undulator to the downstream “kicker” undulator. In this paper, we present simulation results using wave-optics calculation carried out with the Synchrotron Radiation Workshop (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrablemore » Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.« less

The isolation limits of stochastic vibration

NASA Technical Reports Server (NTRS)

Knopse, C. R.; Allaire, P. E.

1993-01-01

The vibration isolation problem is formulated as a 1D kinematic problem. The geometry of the stochastic wall trajectories arising from the stroke constraint is defined in terms of their significant extrema. An optimal control solution for the minimum acceleration return path determines a lower bound on platform mean square acceleration. This bound is expressed in terms of the probability density function on the significant maxima and the conditional fourth moment of the first passage time inverse. The first of these is found analytically while the second is found using a Monte Carlo simulation. The rms acceleration lower bound as a function of available space is then determined through numerical quadrature.

Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

NASA Astrophysics Data System (ADS)

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

2014-10-01

We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concrete biological models.

The Effects of Wave Escape on Fast Magnetosonic Wave Turbulence in Solar Flares

NASA Technical Reports Server (NTRS)

Pongkitiwanichakul, Peera; Chandran, Benjamin D. G.; Karpen, Judith T.; DeVore, C. Richard

2012-01-01

One of the leading models for electron acceleration in solar flares is stochastic acceleration by weakly turbulent fast magnetosonic waves ("fast waves"). In this model, large-scale flows triggered by magnetic reconnection excite large-wavelength fast waves, and fast-wave energy then cascades from large wavelengths to small wavelengths. Electron acceleration by large-wavelength fast-waves is weak, and so the model relies on the small-wavelength waves produced by the turbulent cascade. In order for the model to work, the energy cascade time for large-wavelength fast waves must be shorter than the time required for the waves to propagate out of the solar-flare acceleration region. To investigate the effects of wave escape, we solve the wave kinetic equation for fast waves in weak turbulence theory, supplemented with a homogeneous wave-loss term.We find that the amplitude of large-wavelength fast waves must exceed a minimum threshold in order for a significant fraction of the wave energy to cascade to small wavelengths before the waves leave the acceleration region.We evaluate this threshold as a function of the dominant wavelength of the fast waves that are initially excited by reconnection outflows.

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks

PubMed Central

Arampatzis, Georgios; Katsoulakis, Markos A.; Pantazis, Yannis

2015-01-01

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in “sloppy” systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the number of the sensitive parameters. PMID:26161544

Model of Reconnection of Weakly Stochastic Magnetic Field and its Implications

NASA Astrophysics Data System (ADS)

Lazarian, A.; Vishniac, E. T.

2009-08-01

We discuss the model of magnetic field reconnection in the presence of turbulence introduced by us ten years ago. The model does not require any plasma effects to be involved in order to make the reconnection fast. In fact, it shows that the degree of magnetic field stochasticity controls the reconnection. The turbulence in the model is assumed to be sub-Alfvénic, with the magnetic field only slightly perturbed. This ensures that the reconnection happens in generic astrophysical environments and the model does not appeal to any unphysical concepts, similar to the turbulent magnetic diffusivity concept, which is employed in the kinematic magnetic dynamo. The interest to that model has recently increased due to successful numerical testings of the model predictions. In view of this, we discuss implications of the model, including the first-order Fermi acceleration of cosmic rays, that the model naturally entails, bursts of reconnection, that can be associated with Solar flares, as well as, removal of magnetic flux during star-formation.

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

NASA Astrophysics Data System (ADS)

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

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

Fokker-Planck Equations of Stochastic Acceleration: A Study of Numerical Methods

NASA Astrophysics Data System (ADS)

Park, Brian T.; Petrosian, Vahe

1996-03-01

Stochastic wave-particle acceleration may be responsible for producing suprathermal particles in many astrophysical situations. The process can be described as a diffusion process through the Fokker-Planck equation. If the acceleration region is homogeneous and the scattering mean free path is much smaller than both the energy change mean free path and the size of the acceleration region, then the Fokker-Planck equation reduces to a simple form involving only the time and energy variables. in an earlier paper (Park & Petrosian 1995, hereafter Paper 1), we studied the analytic properties of the Fokker-Planck equation and found analytic solutions for some simple cases. In this paper, we study the numerical methods which must be used to solve more general forms of the equation. Two classes of numerical methods are finite difference methods and Monte Carlo simulations. We examine six finite difference methods, three fully implicit and three semi-implicit, and a stochastic simulation method which uses the exact correspondence between the Fokker-Planck equation and the it5 stochastic differential equation. As discussed in Paper I, Fokker-Planck equations derived under the above approximations are singular, causing problems with boundary conditions and numerical overflow and underflow. We evaluate each method using three sample equations to test its stability, accuracy, efficiency, and robustness for both time-dependent and steady state solutions. We conclude that the most robust finite difference method is the fully implicit Chang-Cooper method, with minor extensions to account for the escape and injection terms. Other methods suffer from stability and accuracy problems when dealing with some Fokker-Planck equations. The stochastic simulation method, although simple to implement, is susceptible to Poisson noise when insufficient test particles are used and is computationally very expensive compared to the finite difference method.

Lagrangian acceleration statistics in a turbulent channel flow

NASA Astrophysics Data System (ADS)

Stelzenmuller, Nickolas; Polanco, Juan Ignacio; Vignal, Laure; Vinkovic, Ivana; Mordant, Nicolas

2017-05-01

Lagrangian acceleration statistics in a fully developed turbulent channel flow at Reτ=1440 are investigated, based on tracer particle tracking in experiments and direct numerical simulations. The evolution with wall distance of the Lagrangian velocity and acceleration time scales is analyzed. Dependency between acceleration components in the near-wall region is described using cross-correlations and joint probability density functions. The strong streamwise coherent vortices typical of wall-bounded turbulent flows are shown to have a significant impact on the dynamics. This results in a strong anisotropy at small scales in the near-wall region that remains present in most of the channel. Such statistical properties may be used as constraints in building advanced Lagrangian stochastic models to predict the dispersion and mixing of chemical components for combustion or environmental studies.

GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

NASA Astrophysics Data System (ADS)

Spiechowicz, J.; Kostur, M.; Machura, L.

2015-06-01

This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.

Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

PubMed

Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

2018-06-21

The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

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

DTIC Science & Technology

2016-10-17

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

Simultaneous Modeling of Gradual SEP Events at the Earth and the Mars

NASA Astrophysics Data System (ADS)

Hu, J.; Li, G.

2017-12-01

Solar Energetic Particles (SEP) event is the number one space hazard for spacecraft instruments and astronauts' safety. Recent studies have shown that both longitudinal and radial extent of SEP events can be very significant. In this work, we use the improved Particle Acceleration and Transport in the Heliosphere (iPATH) model to simulate gradual SEP events that have impacts upon both the Earth and the Mars. We follow the propagation of a 2D CME-driven shock. Particles are accelerated at the shock via the diffusive shock acceleration (DSA) mechanism. Transport of the escaped particles to the Earth and the Mars is then followed using a backward stochastic differential equation method. Perpendicular diffusion is considered in both the DSA and the transport process. Model results such as time intensity profile and energetic particle spectrum at the two locations are compared to understand the spatial extent of an SEP event. Observational data at the Earth and the Mars are also studied to validate the model.

Stochastic acceleration of electrons. I - Effects of collisions in solar flares

NASA Technical Reports Server (NTRS)

Hamilton, Russell J.; Petrosian, Vahe

1992-01-01

Stochastic acceleration of thermal electrons to nonrelativistic energies is studied under solar flare conditions. We show that, in turbulent regions, electron-whistler wave interactions can result in the acceleration of electrons in times comparable to or shorter than the Coulomb collision time. The kinetic equation describing the evolution of the electron energy distribution including stochastic acceleration by whistlers and energy loss via Coulomb interactions is solved for an initial thermal electron energy spectrum. In general, the shape of the resulting electron distributions are characterized by the energy E(c) where systematic energy gain by turbulence equals energy loss due to Coulomb collisions. For energies less than E(c), the spectra are steep (quasi-thermal) whereas above E(c), the spectra are power laws. We find that hard X-ray spectra computed using the electron distributions obtained from our numerical simulations are able to explain the complex spectral shapes and variations observed in impulsive hard X-ray bursts. In particular, we show that the gradual steepening observed by Lin et al. (1981) could be due to a systematic increase in the density of the plasma (due to evaporation) and the increasing importance of collisions instead of the appearance of a superhot thermal component.

Anomalous Transport of High Energy Cosmic Rays in Galactic Superbubbles

NASA Technical Reports Server (NTRS)

Barghouty, Nasser F.

2014-01-01

High-energy cosmic rays may exhibit anomalous transport as they traverse and are accelerated by a collection of supernovae explosions in a galactic superbubble. Signatures of this anomalous transport can show up in the particles' evolution and their spectra. In a continuous-time-random- walk (CTRW) model assuming standard diffusive shock acceleration theory (DSA) for each shock encounter, and where the superbubble (an OB stars association) is idealized as a heterogeneous region of particle sources and sinks, acceleration and transport in the superbubble can be shown to be sub-diffusive. While the sub-diffusive transport can be attributed to the stochastic nature of the acceleration time according to DSA theory, the spectral break appears to be an artifact of transport in a finite medium. These CTRW simulations point to a new and intriguing phenomenon associated with the statistical nature of collective acceleration of high energy cosmic rays in galactic superbubbles.

Fluid Physics in a Fluctuating Acceleration Environment

NASA Technical Reports Server (NTRS)

Drolet, Francois; Vinals, Jorge

1999-01-01

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

An Analysis of Polynomial Chaos Approximations for Modeling Single-Fluid-Phase Flow in Porous Medium Systems

PubMed Central

Rupert, C.P.; Miller, C.T.

2008-01-01

We examine a variety of polynomial-chaos-motivated approximations to a stochastic form of a steady state groundwater flow model. We consider approaches for truncating the infinite dimensional problem and producing decoupled systems. We discuss conditions under which such decoupling is possible and show that to generalize the known decoupling by numerical cubature, it would be necessary to find new multivariate cubature rules. Finally, we use the acceleration of Monte Carlo to compare the quality of polynomial models obtained for all approaches and find that in general the methods considered are more efficient than Monte Carlo for the relatively small domains considered in this work. A curse of dimensionality in the series expansion of the log-normal stochastic random field used to represent hydraulic conductivity provides a significant impediment to efficient approximations for large domains for all methods considered in this work, other than the Monte Carlo method. PMID:18836519

Modeling Particle Acceleration and Transport at a 2-D CME-Driven Shock

NASA Astrophysics Data System (ADS)

Hu, Junxiang; Li, Gang; Ao, Xianzhi; Zank, Gary P.; Verkhoglyadova, Olga

2017-11-01

We extend our earlier Particle Acceleration and Transport in the Heliosphere (PATH) model to study particle acceleration and transport at a coronal mass ejection (CME)-driven shock. We model the propagation of a CME-driven shock in the ecliptic plane using the ZEUS-3D code from 20 solar radii to 2 AU. As in the previous PATH model, the initiation of the CME-driven shock is simplified and modeled as a disturbance at the inner boundary. Different from the earlier PATH model, the disturbance is now longitudinally dependent. Particles are accelerated at the 2-D shock via the diffusive shock acceleration mechanism. The acceleration depends on both the parallel and perpendicular diffusion coefficients κ|| and κ⊥ and is therefore shock-obliquity dependent. Following the procedure used in Li, Shalchi, et al. (k href="#jgra53857-bib-0045"/>), we obtain the particle injection energy, the maximum energy, and the accelerated particle spectra at the shock front. Once accelerated, particles diffuse and convect in the shock complex. The diffusion and convection of these particles are treated using a refined 2-D shell model in an approach similar to Zank et al. (k href="#jgra53857-bib-0089"/>). When particles escape from the shock, they propagate along and across the interplanetary magnetic field. The propagation is modeled using a focused transport equation with the addition of perpendicular diffusion. We solve the transport equation using a backward stochastic differential equation method where adiabatic cooling, focusing, pitch angle scattering, and cross-field diffusion effects are all included. Time intensity profiles and instantaneous particle spectra as well as particle pitch angle distributions are shown for two example CME shocks.

Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

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

Thanh, Vo Hong, E-mail: vo@cosbi.eu; Priami, Corrado, E-mail: priami@cosbi.eu; Department of Mathematics, University of Trento

2014-10-07

We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concretemore » biological models.« less

Study of non-thermal photon production under different scenarios in solar flares. 2: The Compton inverse and Bremsstrahlung models and fittings

NASA Technical Reports Server (NTRS)

Perez-Peraza, J.; Alvarez, M.; Laville, A.; Gallegos, A.

1985-01-01

Energy spectra of photons emitted from Bremsstrahlung (BR) of energetic electrons with matter, is obtained from the deconvolution of the electron energy spectra. It can be inferred that the scenario for the production of X-rays and gamma rays in solar flares may vary from event to event. However, it is possible in many cases to associated low energy events to impulsive acceleration, and the high energy phase of some events to stochastic acceleration. In both cases, flare particles seem to be strongly modulated by local energy losses. Electric field acceleration, associated to neutral current sheets is a suitable candidate for impulsive acceleration. Finally, that the predominant radiation process of this radiation is the inverse Compton effect due to the local flare photon field.

Classical and quantum localization and delocalization in the Fermi accelerator, kicked rotor and two-sided kicked rotor models

NASA Astrophysics Data System (ADS)

Zaslavsky, M.

1996-06-01

The phenomena of dynamical localization, both classical and quantum, are studied in the Fermi accelerator model. The model consists of two vertical oscillating walls and a ball bouncing between them. The classical localization boundary is calculated in the case of ``sinusoidal velocity transfer'' [A. J. Lichtenberg and M. A. Lieberman, Regular and Stochastic Motion (Springer-Verlag, Berlin, 1983)] on the basis of the analysis of resonances. In the case of the ``sawtooth'' wall velocity we show that the quantum localization is determined by the analytical properties of the canonical transformations to the action and angle coordinates of the unperturbed Hamiltonian, while the existence of the classical localization is determined by the number of continuous derivatives of the distance between the walls with respect to time.

Stochastic Acceleration of Ions Driven by Pc1 Wave Packets

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Sibeck, D. G.; Tel'nikhin, A. A.; Kronberg, T. K.

2015-01-01

The stochastic motion of protons and He(sup +) ions driven by Pc1 wave packets is studied in the context of resonant particle heating. Resonant ion cyclotron heating typically occurs when wave powers exceed 10(exp -4) nT sq/Hz. Gyroresonance breaks the first adiabatic invariant and energizes keV ions. Cherenkov resonances with the electrostatic component of wave packets can also accelerate ions. The main effect of this interaction is to accelerate thermal protons to the local Alfven speed. The dependencies of observable quantities on the wave power and plasma parameters are determined, and estimates for the heating extent and rate of particle heating in these wave-particle interactions are shown to be in reasonable agreement with known empirical data.

Fluid Physics Under a Stochastic Acceleration Field

NASA Technical Reports Server (NTRS)

Vinals, Jorge

2001-01-01

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

Stochastic acceleration of electrons from multiple uncorrelated plasma waves

NASA Astrophysics Data System (ADS)

Gee, David; Michel, Pierre; Wurtele, Jonathan

2017-10-01

One-dimensional theory puts a strict limit on the maximum energy attainable by an electron trapped and accelerated by an electron plasma wave (EPW). However, experimental measurements of hot electron distributions accelerated by stimulated Raman scattering (SRS) in ICF experiments typically show a thermal distribution with temperatures of the order of the kinetic energy of the resonant EPW's (Thot mvp2 , where vp is the phase velocity of the EPW's driven by SRS) and no clear cutoff at high energies. In this project, we are investigating conditions under which electrons can be stochastically accelerated by multiple uncorrelated EPW's, such as those generated by incoherent laser speckles in large laser spots like the ones used on NIF ( mm-size), and reproduce distributions similar to those observed in experiments. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract No. DE-AC52-07NA27344.

An accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems using gradient-based diffusion and tau-leaping.

PubMed

Koh, Wonryull; Blackwell, Kim T

2011-04-21

Stochastic simulation of reaction-diffusion systems enables the investigation of stochastic events arising from the small numbers and heterogeneous distribution of molecular species in biological cells. Stochastic variations in intracellular microdomains and in diffusional gradients play a significant part in the spatiotemporal activity and behavior of cells. Although an exact stochastic simulation that simulates every individual reaction and diffusion event gives a most accurate trajectory of the system's state over time, it can be too slow for many practical applications. We present an accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems designed to improve the speed of simulation by reducing the number of time-steps required to complete a simulation run. This method is unique in that it employs two strategies that have not been incorporated in existing spatial stochastic simulation algorithms. First, diffusive transfers between neighboring subvolumes are based on concentration gradients. This treatment necessitates sampling of only the net or observed diffusion events from higher to lower concentration gradients rather than sampling all diffusion events regardless of local concentration gradients. Second, we extend the non-negative Poisson tau-leaping method that was originally developed for speeding up nonspatial or homogeneous stochastic simulation algorithms. This method calculates each leap time in a unified step for both reaction and diffusion processes while satisfying the leap condition that the propensities do not change appreciably during the leap and ensuring that leaping does not cause molecular populations to become negative. Numerical results are presented that illustrate the improvement in simulation speed achieved by incorporating these two new strategies.

Statistical characteristics of mechanical heart valve cavitation in accelerated testing.

PubMed

Wu, Changfu; Hwang, Ned H C; Lin, Yu-Kweng M

2004-07-01

Cavitation damage has been observed on mechanical heart valves (MHVs) undergoing accelerated testing. Cavitation itself can be modeled as a stochastic process, as it varies from beat to beat of the testing machine. This in-vitro study was undertaken to investigate the statistical characteristics of MHV cavitation. A 25-mm St. Jude Medical bileaflet MHV (SJM 25) was tested in an accelerated tester at various pulse rates, ranging from 300 to 1,000 bpm, with stepwise increments of 100 bpm. A miniature pressure transducer was placed near a leaflet tip on the inflow side of the valve, to monitor regional transient pressure fluctuations at instants of valve closure. The pressure trace associated with each beat was passed through a 70 kHz high-pass digital filter to extract the high-frequency oscillation (HFO) components resulting from the collapse of cavitation bubbles. Three intensity-related measures were calculated for each HFO burst: its time span; its local root-mean-square (LRMS) value; and the area enveloped by the absolute value of the HFO pressure trace and the time axis, referred to as cavitation impulse. These were treated as stochastic processes, of which the first-order probability density functions (PDFs) were estimated for each test rate. Both the LRMS value and cavitation impulse were log-normal distributed, and the time span was normal distributed. These distribution laws were consistent at different test rates. The present investigation was directed at understanding MHV cavitation as a stochastic process. The results provide a basis for establishing further the statistical relationship between cavitation intensity and time-evolving cavitation damage on MHV surfaces. These data are required to assess and compare the performance of MHVs of different designs.

Mass entrainment and turbulence-driven acceleration of ultra-high energy cosmic rays in Centaurus A

NASA Astrophysics Data System (ADS)

Wykes, Sarka; Croston, Judith H.; Hardcastle, Martin J.; Eilek, Jean A.; Biermann, Peter L.; Achterberg, Abraham; Bray, Justin D.; Lazarian, Alex; Haverkorn, Marijke; Protheroe, Ray J.; Bromberg, Omer

2013-10-01

Observations of the FR I radio galaxy Centaurus A in radio, X-ray, and gamma-ray bands provide evidence for lepton acceleration up to several TeV and clues about hadron acceleration to tens of EeV. Synthesising the available observational constraints on the physical conditions and particle content in the jets, inner lobes and giant lobes of Centaurus A, we aim to evaluate its feasibility as an ultra-high-energy cosmic-ray source. We apply several methods of determining jet power and affirm the consistency of various power estimates of ~1 × 1043 erg s-1. Employing scaling relations based on previous results for 3C 31, we estimate particle number densities in the jets, encompassing available radio through X-ray observations. Our model is compatible with the jets ingesting ~3 × 1021 g s-1 of matter via external entrainment from hot gas and ~7 × 1022 g s-1 via internal entrainment from jet-contained stars. This leads to an imbalance between the internal lobe pressure available from radiating particles and magnetic field, and our derived external pressure. Based on knowledge of the external environments of other FR I sources, we estimate the thermal pressure in the giant lobes as 1.5 × 10-12 dyn cm-2, from which we deduce a lower limit to the temperature of ~1.6 × 108 K. Using dynamical and buoyancy arguments, we infer ~440-645 Myr and ~560 Myr as the sound-crossing and buoyancy ages of the giant lobes respectively, inconsistent with their spectral ages. We re-investigate the feasibility of particle acceleration via stochastic processes in the lobes, placing new constraints on the energetics and on turbulent input to the lobes. The same "very hot" temperatures that allow self-consistency between the entrainment calculations and the missing pressure also allow stochastic UHECR acceleration models to work.

Optimum Damping in a Non-Linear Base Isolation System

NASA Astrophysics Data System (ADS)

Jangid, R. S.

1996-02-01

Optimum isolation damping for minimum acceleration of a base-isolated structure subjected to earthquake ground excitation is investigated. The stochastic model of the El-Centro1940 earthquake, which preserves the non-stationary evolution of amplitude and frequency content of ground motion, is used as an earthquake excitation. The base isolated structure consists of a linear flexible shear type multi-storey building supported on a base isolation system. The resilient-friction base isolator (R-FBI) is considered as an isolation system. The non-stationary stochastic response of the system is obtained by the time dependent equivalent linearization technique as the force-deformation of the R-FBI system is non-linear. The optimum damping of the R-FBI system is obtained under important parametric variations; i.e., the coefficient of friction of the R-FBI system, the period and damping of the superstructure; the effective period of base isolation. The criterion selected for optimality is the minimization of the top floor root mean square (r.m.s.) acceleration. It is shown that the above parameters have significant effects on optimum isolation damping.

Discrete and broadband electron acceleration in Jupiter's powerful aurora.

PubMed

Mauk, B H; Haggerty, D K; Paranicas, C; Clark, G; Kollmann, P; Rymer, A M; Bolton, S J; Levin, S M; Adriani, A; Allegrini, F; Bagenal, F; Bonfond, B; Connerney, J E P; Gladstone, G R; Kurth, W S; McComas, D J; Valek, P

2017-09-06

The most intense auroral emissions from Earth's polar regions, called discrete for their sharply defined spatial configurations, are generated by a process involving coherent acceleration of electrons by slowly evolving, powerful electric fields directed along the magnetic field lines that connect Earth's space environment to its polar regions. In contrast, Earth's less intense auroras are generally caused by wave scattering of magnetically trapped populations of hot electrons (in the case of diffuse aurora) or by the turbulent or stochastic downward acceleration of electrons along magnetic field lines by waves during transitory periods (in the case of broadband or Alfvénic aurora). Jupiter's relatively steady main aurora has a power density that is so much larger than Earth's that it has been taken for granted that it must be generated primarily by the discrete auroral process. However, preliminary in situ measurements of Jupiter's auroral regions yielded no evidence of such a process. Here we report observations of distinct, high-energy, downward, discrete electron acceleration in Jupiter's auroral polar regions. We also infer upward magnetic-field-aligned electric potentials of up to 400 kiloelectronvolts, an order of magnitude larger than the largest potentials observed at Earth. Despite the magnitude of these upward electric potentials and the expectations from observations at Earth, the downward energy flux from discrete acceleration is less at Jupiter than that caused by broadband or stochastic processes, with broadband and stochastic characteristics that are substantially different from those at Earth.

Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

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

Kevrekidis, Ioannis

2017-03-22

The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating themore » scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).« less

Particle acceleration in solar flares

NASA Technical Reports Server (NTRS)

Ramaty, R.; Forman, M. A.

1987-01-01

The most direct signatures of particle acceleration in flares are energetic particles detected in interplanetary space and in the Earth atmosphere, and gamma rays, neutrons, hard X-rays, and radio emissions produced by the energetic particles in the solar atmosphere. The stochastic and shock acceleration theories in flares are reviewed and the implications of observations on particle energy spectra, particle confinement and escape, multiple acceleration phases, particle anistropies, and solar atmospheric abundances are discussed.

Viruses Roll the Dice: The Stochastic Behavior of Viral Genome Molecules Accelerates Viral Adaptation at the Cell and Tissue Levels

PubMed Central

Miyashita, Shuhei; Ishibashi, Kazuhiro; Kishino, Hirohisa; Ishikawa, Masayuki

2015-01-01

Recent studies on evolutionarily distant viral groups have shown that the number of viral genomes that establish cell infection after cell-to-cell transmission is unexpectedly small (1–20 genomes). This aspect of viral infection appears to be important for the adaptation and survival of viruses. To clarify how the number of viral genomes that establish cell infection is determined, we developed a simulation model of cell infection for tomato mosaic virus (ToMV), a positive-strand RNA virus. The model showed that stochastic processes that govern the replication or degradation of individual genomes result in the infection by a small number of genomes, while a large number of infectious genomes are introduced in the cell. It also predicted two interesting characteristics regarding cell infection patterns: stochastic variation among cells in the number of viral genomes that establish infection and stochastic inequality in the accumulation of their progenies in each cell. Both characteristics were validated experimentally by inoculating tobacco cells with a library of nucleotide sequence–tagged ToMV and analyzing the viral genomes that accumulated in each cell using a high-throughput sequencer. An additional simulation model revealed that these two characteristics enhance selection during tissue infection. The cell infection model also predicted a mechanism that enhances selection at the cellular level: a small difference in the replication abilities of coinfected variants results in a large difference in individual accumulation via the multiple-round formation of the replication complex (i.e., the replication machinery). Importantly, this predicted effect was observed in vivo. The cell infection model was robust to changes in the parameter values, suggesting that other viruses could adopt similar adaptation mechanisms. Taken together, these data reveal a comprehensive picture of viral infection processes including replication, cell-to-cell transmission, and evolution, which are based on the stochastic behavior of the viral genome molecules in each cell. PMID:25781391

Stochastic optimal preview control of a vehicle suspension

NASA Astrophysics Data System (ADS)

Marzbanrad, Javad; Ahmadi, Goodarz; Zohoor, Hassan; Hojjat, Yousef

2004-08-01

Stochastic optimal control of a vehicle suspension on a random road is studied. The road roughness height is modelled as a filtered white noise stochastic process and a four-degree-of-freedom half-car model is used in the analysis. It is assumed that a sensor is mounted in the front bumper that measures the road irregularity at some distances in the front of the vehicle. Two other sensors also measure relative velocities of the vehicle body with respect to the unsprung masses in the vehicle suspension spaces. All measurements are assumed to be conducted in a noisy environment. The state variables of the vehicle system are estimated using a method similar to the Kalman filter. The suspension system is optimized by minimizing the performance index containing the mean-square values of body accelerations (including effects of heave and pitch), tire deflections and front and rear suspension rattle spaces. The effect of delay between front and rear wheels is included in the analysis. For stochastic active control with and without preview, the suspension performance and the power demand are evaluated and compared with those of the passive system. The results show that the inclusion of time delay between the front and rear axles and the preview information measured by the sensor mounted on the vehicle improves all aspects of the suspension performance, while reducing the energy consumption.

Enhancement of epidemic spread by noise and stochastic resonance in spatial network models with viral dynamics.

PubMed

Tuckwell, H C; Toubiana, L; Vibert, J F

2000-05-01

We extend a previous dynamical viral network model to include stochastic effects. The dynamical equations for the viral and immune effector densities within a host population of size n are bilinear, and the noise is white, additive, and Gaussian. The individuals are connected with an n x n transmission matrix, with terms which decay exponentially with distance. In a single individual, for the range of noise parameters considered, it is found that increasing the amplitude of the noise tends to decrease the maximum mean virion level, and slightly accelerate its attainment. Two different spatial dynamical models are employed to ascertain the effects of environmental stochasticity on viral spread. In the first model transmission is unrestricted and there is no threshold within individuals. This model has the advantage that it can be analyzed using a Fokker-Planck approach. The noise is found both to synchronize and uniformize the trajectories of the viral levels across the population of infected individuals, and thus to promote the epidemic spread of the virus. Quantitative measures of the speed of spread and overall amplitude of the epidemic are obtained as functions of the noise and virulence parameters. The mean amplitude increases steadily without threshold effects for a fixed value of the virulence as the noise amplitude sigma is increased, and there is no evidence of a stochastic resonance. However, the speed of transmission, both with respect to its mean and variance, undergoes rapid increases as sigma changes by relatively small amounts. In the second, more realistic, model, there is a threshold for infection and an upper limit to the transmission rate. There may be no spread of infection at all in the absence of noise. With increasing noise level and a low threshold, the mean maximum virion level grows quickly and shows a broad-based stochastic resonance effect. When the threshold within individuals is increased, the mean population virion level increases only slowly as sigma increases, until a critical value is reached at which the mean infection level suddenly increases. Similar results are obtained when the parameters of the model are also randomized across the population. We conclude with a discussion and a description of a diffusion approximation for a model in which stochasticity arises through random contacts rather than fluctuation in ambient virion levels.

Integration of altimetric lake levels and GRACE gravimetry over Africa: Inferences for terrestrial water storage change 2003-2011

NASA Astrophysics Data System (ADS)

Moore, P.; Williams, S. D. P.

2014-12-01

Terrestrial water storage (TWS) change for 2003-2011 is estimated over Africa from GRACE gravimetric data. The signatures from change in water of the major lakes are removed by utilizing kernel functions with lake heights recovered from retracked ENVISAT satellite altimetry. In addition, the contribution of gravimetric change due to soil moisture and biomass is removed from the total GRACE signal by utilizing the GLDAS land surface model. The residual TWS time series, namely groundwater and the surface waters in rivers, wetlands, and small lakes, are investigated for trends and the seasonal cycle using linear regression. Typically, such analyses assume that the data are temporally uncorrelated but this has been shown to lead to erroneous inferences in related studies concerning the linear rate and acceleration. In this study, we utilize autocorrelation and investigate the appropriate stochastic model. The results show the proper distribution of TWS change and identify the spatial distribution of significant rates and accelerations. The effect of surface water in the major lakes is shown to contribute significantly to the trend and seasonal variation in TWS in the lake basin. Lake Volta, a managed reservoir in Ghana, is seen to have a contribution to the linear trend that is a factor of three greater than that of Lake Victoria despite having a surface area one-eighth of that of Lake Victoria. Analysis also shows the confidence levels of the deterministic trend and acceleration identifying areas where the signatures are most likely due to a physical deterministic cause and not simply stochastic variations.

Exceedance statistics of accelerations resulting from thruster firings on the Apollo-Soyuz mission

NASA Technical Reports Server (NTRS)

Fichtl, G. H.; Holland, R. L.

1981-01-01

Spacecraft acceleration resulting from firings of vernier control system thrusters is an important consideration in the design, planning, execution and post-flight analysis of laboratory experiments in space. In particular, scientists and technologists involved with the development of experiments to be performed in space in many instances required statistical information on the magnitude and rate of occurrence of spacecraft accelerations. Typically, these accelerations are stochastic in nature, so that it is useful to characterize these accelerations in statistical terms. Statistics of spacecraft accelerations are summarized.

Statistical Bayesian method for reliability evaluation based on ADT data

NASA Astrophysics Data System (ADS)

Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong

2018-05-01

Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.

Modeling strong‐motion recordings of the 2010 Mw 8.8 Maule, Chile, earthquake with high stress‐drop subevents and background slip

USGS Publications Warehouse

Frankel, Arthur

2017-01-01

Strong‐motion recordings of the Mw 8.8 Maule earthquake were modeled using a compound rupture model consisting of (1) a background slip distribution with large correlation lengths, relatively low slip velocity, and long peak rise time of slip of about 10 s and (2) high stress‐drop subevents (asperities) on the deeper portion of the rupture with moment magnitudes 7.9–8.2, high slip velocity, and rise times of slip of about 2 s. In this model, the high‐frequency energy is not produced in the same location as the peak coseismic slip, but is generated in the deeper part of the rupture zone. Using synthetic seismograms generated for a plane‐layered velocity model, I find that the high stress‐drop subevents explain the observed Fourier spectral amplitude from about 0.1 to 1.0 Hz. Broadband synthetics (0–10 Hz) were calculated by combining deterministic synthetics derived from the background slip and asperities (≤1  Hz) with stochastic synthetics generated only at the asperities (≥1  Hz). The broadband synthetics produced response spectral accelerations with low bias compared to the data, for periods of 0.1–10 s. A subevent stress drop of 200–350 bars for the high‐frequency stochastic synthetics was found to bracket the observed spectral accelerations at frequencies greater than 1 Hz. For most of the stations, the synthetics had durations of the Arias intensity similar to the observed records.

Levitating soliton of the Bose–Einstein condensate

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

Vysotina, N. V.; Rosanov, N. N., E-mail: nnrosanov@mail.ru

We have proposed a mechanical model that corresponds to the Newton equation for describing the dynamics of an oscillon, viz., a soliton-like cluster of the Bose–Einstein condensate (with atomic attraction) placed above an oscillating atomic mirror in a uniform gravitational field. The model describes the stochastic Fermi acceleration and periodic, quasi-periodic, and chaotic motion of the oscillon center, as well as hysteresis phenomena in the case of a slow variation of mirror oscillation frequency, which are in good agreement with the results obtained using the Gross–Pitaevskii equation.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

DOE PAGES

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

2017-03-24

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

IMPULSIVE PHASE CORONAL HARD X-RAY SOURCES IN AN X3.9 CLASS SOLAR FLARE

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

Chen Qingrong; Petrosian, Vahe, E-mail: qrchen@gmail.com, E-mail: vahep@stanford.edu

2012-03-20

We present the analysis of a pair of unusually energetic coronal hard X-ray (HXR) sources detected by the Reuven Ramaty High Energy Solar Spectroscopic Imager during the impulsive phase of an X3.9 class solar flare on 2003 November 3, which simultaneously shows two intense footpoint (FP) sources. A distinct loop top (LT) coronal source is detected up to {approx}150 keV and a second (upper) coronal source up to {approx}80 keV. These photon energies, which were not fully investigated in earlier analysis of this flare, are much higher than commonly observed in coronal sources and pose grave modeling challenges. The LTmore » source in general appears higher in altitude with increasing energy and exhibits a more limited motion compared to the expansion of the thermal loop. The high-energy LT source shows an impulsive time profile and its nonthermal power-law spectrum exhibits soft-hard-soft evolution during the impulsive phase, similar to the FP sources. The upper coronal source exhibits an opposite spatial gradient and a similar spectral slope compared to the LT source. These properties are consistent with the model of stochastic acceleration of electrons by plasma waves or turbulence. However, the LT and FP spectral index difference (varying from {approx}0 to 1) is much smaller than commonly measured and than that expected from a simple stochastic acceleration model. Additional confinement or trapping mechanisms of high-energy electrons in the corona are required. Comprehensive modeling including both kinetic effects and the macroscopic flare structure may shed light on this behavior. These results highlight the importance of imaging spectroscopic observations of the LT and FP sources up to high energies in understanding electron acceleration in solar flares. Finally, we show that the electrons producing the upper coronal HXR source may very likely be responsible for the type III radio bursts at the decimetric/metric wavelength observed during the impulsive phase of this flare.« less

Combining Diffusive Shock Acceleration with Acceleration by Contracting and Reconnecting Small-scale Flux Ropes at Heliospheric Shocks

NASA Astrophysics Data System (ADS)

le Roux, J. A.; Zank, G. P.; Webb, G. M.; Khabarova, O. V.

2016-08-01

Computational and observational evidence is accruing that heliospheric shocks, as emitters of vorticity, can produce downstream magnetic flux ropes and filaments. This led Zank et al. to investigate a new paradigm whereby energetic particle acceleration near shocks is a combination of diffusive shock acceleration (DSA) with downstream acceleration by many small-scale contracting and reconnecting (merging) flux ropes. Using a model where flux-rope acceleration involves a first-order Fermi mechanism due to the mean compression of numerous contracting flux ropes, Zank et al. provide theoretical support for observations that power-law spectra of energetic particles downstream of heliospheric shocks can be harder than predicted by DSA theory and that energetic particle intensities should peak behind shocks instead of at shocks as predicted by DSA theory. In this paper, a more extended formalism of kinetic transport theory developed by le Roux et al. is used to further explore this paradigm. We describe how second-order Fermi acceleration, related to the variance in the electromagnetic fields produced by downstream small-scale flux-rope dynamics, modifies the standard DSA model. The results show that (I) this approach can qualitatively reproduce observations of particle intensities peaking behind the shock, thus providing further support for the new paradigm, and (II) stochastic acceleration by compressible flux ropes tends to be more efficient than incompressible flux ropes behind shocks in modifying the DSA spectrum of energetic particles.

COMBINING DIFFUSIVE SHOCK ACCELERATION WITH ACCELERATION BY CONTRACTING AND RECONNECTING SMALL-SCALE FLUX ROPES AT HELIOSPHERIC SHOCKS

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

Le Roux, J. A.; Zank, G. P.; Webb, G. M.

2016-08-10

Computational and observational evidence is accruing that heliospheric shocks, as emitters of vorticity, can produce downstream magnetic flux ropes and filaments. This led Zank et al. to investigate a new paradigm whereby energetic particle acceleration near shocks is a combination of diffusive shock acceleration (DSA) with downstream acceleration by many small-scale contracting and reconnecting (merging) flux ropes. Using a model where flux-rope acceleration involves a first-order Fermi mechanism due to the mean compression of numerous contracting flux ropes, Zank et al. provide theoretical support for observations that power-law spectra of energetic particles downstream of heliospheric shocks can be harder thanmore » predicted by DSA theory and that energetic particle intensities should peak behind shocks instead of at shocks as predicted by DSA theory. In this paper, a more extended formalism of kinetic transport theory developed by le Roux et al. is used to further explore this paradigm. We describe how second-order Fermi acceleration, related to the variance in the electromagnetic fields produced by downstream small-scale flux-rope dynamics, modifies the standard DSA model. The results show that (i) this approach can qualitatively reproduce observations of particle intensities peaking behind the shock, thus providing further support for the new paradigm, and (ii) stochastic acceleration by compressible flux ropes tends to be more efficient than incompressible flux ropes behind shocks in modifying the DSA spectrum of energetic particles.« less

Is the acceleration of anomalous cosmic rays affected by the geometry of the termination shock?

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

Senanayake, U. K.; Florinski, V., E-mail: uks0001@uah.edu, E-mail: vaf0001@uah.edu

2013-12-01

Historically, anomalous cosmic rays (ACRs) were thought to be accelerated at the solar-wind termination shock (TS) by the diffusive shock acceleration process. When Voyager 1 crossed the TS in 2004, the measured ACR spectra did not match the theoretical prediction of a continuous power law, and the source of the high-energy ACRs was not observed. When the Voyager 2 crossed the TS in 2007, it produced similar results. Several possible explanations have since appeared in the literature, but we follow the suggestion that ACRs are still accelerated at the shock, only away from the Voyager crossing points. To investigate thismore » hypothesis closer, we study ACR acceleration using a three-dimensional, non-spherical model of the heliosphere that is axisymmetric with respect to the interstellar flow direction. We then compare the results with those obtained for a spherical TS. A semi-analytic model of the plasma and magnetic field backgrounds is developed to permit an investigation over a wide range of parameters under controlled conditions. The model is applied to helium ACRs, whose phase-space trajectories are stochastically integrated backward in time until a pre-specified, low-energy boundary, taken to be 0.5 MeV n{sup –1} (the so-called injection energy), is reached. Our results show that ACR acceleration is quite efficient on the heliotail-facing part of the TS. For small values of the perpendicular diffusion coefficient, our model yields a positive intensity gradient between the TS and about midway through the heliosheath, in agreement with the Voyager observations.« less

Exceedance statistics of accelerations resulting from thruster firings on the Apollo-Soyuz mission

NASA Technical Reports Server (NTRS)

Fichtl, G. H.; Holland, R. L.

1983-01-01

Spacecraft acceleration resulting from firings of vernier control system thrusters is an important consideration in the design, planning, execution and post-flight analysis of laboratory experiments in space. In particular, scientists and technologists involved with the development of experiments to be performed in space in many instances required statistical information on the magnitude and rate of occurrence of spacecraft accelerations. Typically, these accelerations are stochastic in nature, so that it is useful to characterize these accelerations in statistical terms. Statistics of spacecraft accelerations are summarized. Previously announced in STAR as N82-12127

Modelling Solar Energetic Particle Propagation in Realistic Heliospheric Solar Wind Conditions Using a Combined MHD and Stochastic Differential Equation Approach

NASA Astrophysics Data System (ADS)

Wijsen, N.; Poedts, S.; Pomoell, J.

2017-12-01

Solar energetic particles (SEPs) are high energy particles originating from solar eruptive events. These particles can be energised at solar flare sites during magnetic reconnection events, or in shock waves propagating in front of coronal mass ejections (CMEs). These CME-driven shocks are in particular believed to act as powerful accelerators of charged particles throughout their propagation in the solar corona. After escaping from their acceleration site, SEPs propagate through the heliosphere and may eventually reach our planet where they can disrupt the microelectronics on satellites in orbit and endanger astronauts among other effects. Therefore it is of vital importance to understand and thereby build models capable of predicting the characteristics of SEP events. The propagation of SEPs in the heliosphere can be described by the time-dependent focused transport equation. This five-dimensional parabolic partial differential equation can be solved using e.g., a finite difference method or by integrating a set of corresponding first order stochastic differential equations. In this work we take the latter approach to model SEP events under different solar wind and scattering conditions. The background solar wind in which the energetic particles propagate is computed using a magnetohydrodynamic model. This allows us to study the influence of different realistic heliospheric configurations on SEP transport. In particular, in this study we focus on exploring the influence of high speed solar wind streams originating from coronal holes that are located close to the eruption source region on the resulting particle characteristics at Earth. Finally, we discuss our upcoming efforts towards integrating our particle propagation model with time-dependent heliospheric MHD space weather modelling.

Plasma Radiation and Acceleration Effectiveness of CME-driven Shocks

NASA Astrophysics Data System (ADS)

Gopalswamy, N.; Schmidt, J. M.

2008-05-01

CME-driven shocks are effective radio radiation generators and accelerators for Solar Energetic Particles (SEPs). We present simulated 3 D time-dependent radio maps of second order plasma radiation generated by CME- driven shocks. The CME with its shock is simulated with the 3 D BATS-R-US CME model developed at the University of Michigan. The radiation is simulated using a kinetic plasma model that includes shock drift acceleration of electrons and stochastic growth theory of Langmuir waves. We find that in a realistic 3 D environment of magnetic field and solar wind outflow of the Sun the CME-driven shock shows a detailed spatial structure of the density, which is responsible for the fine structure of type II radio bursts. We also show realistic 3 D reconstructions of the magnetic cloud field of the CME, which is accelerated outward by magnetic buoyancy forces in the diverging magnetic field of the Sun. The CME-driven shock is reconstructed by tomography using the maximum jump in the gradient of the entropy. In the vicinity of the shock we determine the Alfven speed of the plasma. This speed profile controls how steep the shock can grow and how stable the shock remains while propagating away from the Sun. Only a steep shock can provide for an effective particle acceleration.

Plasma radiation and acceleration effectiveness of CME-driven shocks

NASA Astrophysics Data System (ADS)

Schmidt, Joachim

CME-driven shocks are effective radio radiation generators and accelerators for Solar Energetic Particles (SEPs). We present simulated 3 D time-dependent radio maps of second order plasma radiation generated by CME-driven shocks. The CME with its shock is simulated with the 3 D BATS-R-US CME model developed at the University of Michigan. The radiation is simulated using a kinetic plasma model that includes shock drift acceleration of electrons and stochastic growth theory of Langmuir waves. We find that in a realistic 3 D environment of magnetic field and solar wind outflow of the Sun the CME-driven shock shows a detailed spatial structure of the density, which is responsible for the fine structure of type II radio bursts. We also show realistic 3 D reconstructions of the magnetic cloud field of the CME, which is accelerated outward by magnetic buoyancy forces in the diverging magnetic field of the Sun. The CME-driven shock is reconstructed by tomography using the maximum jump in the gradient of the entropy. In the vicinity of the shock we determine the Alfven speed of the plasma. This speed profile controls how steep the shock can grow and how stable the shock remains while propagating away from the Sun. Only a steep shock can provide for an effective particle acceleration.

Influence of the feedback loops in the trp operon of B. subtilis on the system dynamic response and noise amplitude.

PubMed

Zamora-Chimal, Criseida; Santillán, Moisés; Rodríguez-González, Jesús

2012-10-07

In this paper we introduce a mathematical model for the tryptophan operon regulatory pathway in Bacillus subtilis. This model considers the transcription-attenuation, and the enzyme-inhibition regulatory mechanisms. Special attention is paid to the estimation of all the model parameters from reported experimental data. With the aid of this model we investigate, from a mathematical-modeling point of view, whether the existing multiplicity of regulatory feedback loops is advantageous in some sense, regarding the dynamic response and the biochemical noise in the system. The tryptophan operon dynamic behavior is studied by means of deterministic numeric simulations, while the biochemical noise is analyzed with the aid of stochastic simulations. The model feasibility is tested comparing its stochastic and deterministic results with experimental reports. Our results for the wildtype and for a couple of mutant bacterial strains suggest that the enzyme-inhibition feedback loop, dynamically accelerates the operon response, and plays a major role in the reduction of biochemical noise. Also, the transcription-attenuation feedback loop makes the trp operon sensitive to changes in the endogenous tryptophan level, and increases the amplitude of the biochemical noise. Copyright © 2012 Elsevier Ltd. All rights reserved.

Evidence for the Stochastic Acceleration of Secondary Antiprotons by Supernova Remnants

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

Cholis, Ilias; Hooper, Dan; Linden, Tim

2017-01-16

The antiproton-to-proton ratio in the cosmic-ray spectrum is a sensitive probe of new physics. Using recent measurements of the cosmic-ray antiproton and proton fluxes in the energy range of 1-1000 GeV, we study the contribution to themore » $$\\bar{p}/p$$ ratio from secondary antiprotons that are produced and subsequently accelerated within individual supernova remnants. We consider several well-motivated models for cosmic-ray propagation in the interstellar medium and marginalize our results over the uncertainties related to the antiproton production cross section and the time-, charge-, and energy-dependent effects of solar modulation. We find that the increase in the $$\\bar{p}/p$$ ratio observed at rigidities above $$\\sim$$ 100 GV cannot be accounted for within the context of conventional cosmic-ray propagation models, but is consistent with scenarios in which cosmic-ray antiprotons are produced and subsequently accelerated by shocks within a given supernova remnant. In light of this, the acceleration of secondary cosmic rays in supernova remnants is predicted to substantially contribute to the cosmic-ray positron spectrum, accounting for a significant fraction of the observed positron excess.« less

Long Duration Gamma-Ray Flares & Solar Energetic Particles — Is there a Connection?

NASA Astrophysics Data System (ADS)

de Nolfo, G. A.; Boezio, M.; Bruno, A.; Christian, E. R.; Martucci, M.; Mergè, M.; Munini, R.; Ricci, M.; Ryan, J. M.; Share, G.; Stochaj, S.

2017-12-01

Little is known still about the origin of the high-energy and sustained emission from Long Duration Gamma-Ray Flares (LDGRFs), identified with Compton Gamma-Ray Observatory (CGRO), the Solar Maximum Mission (SMM), and now Fermi. Though Fermi/LAT has identified dozens of flares with LDGRF emission, the nature of this emission has been a challenge to explain both due to the extreme energies and long durations. The highest energy emission has generally been attributed to pion production from the interaction of high-energy protons with the ambient matter, suggesting that particle acceleration occurs over large volumes extending high in the corona, either from stochastic acceleration within large coronal loops or from back precipitation from CME-driven shocks. It is possible to test these models by making direct comparisons between the accelerated ion population at the flare derived from the observations of Fermi/LAT with PAMELA measurements of solar energetic particles in the energy range corresponding to the pion-related emission observed with Fermi. For nearly a dozen SEP events, we compare the two populations (SEPs in space and the interacting population at the Sun) and discuss the implications in terms of particle acceleration and transport models.

Accelerating numerical solution of stochastic differential equations with CUDA

NASA Astrophysics Data System (ADS)

Januszewski, M.; Kostur, M.

2010-01-01

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the CUDA programming environment. We address general aspects of numerical programming on stream processors and illustrate them by two examples: the noisy phase dynamics in a Josephson junction and the noisy Kuramoto model. In presented cases the measured speedup can be as high as 675× compared to a typical CPU, which corresponds to several billion integration steps per second. This means that calculations which took weeks can now be completed in less than one hour. This brings stochastic simulation to a completely new level, opening for research a whole new range of problems which can now be solved interactively. Program summaryProgram title: SDE Catalogue identifier: AEFG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Gnu GPL v3 No. of lines in distributed program, including test data, etc.: 978 No. of bytes in distributed program, including test data, etc.: 5905 Distribution format: tar.gz Programming language: CUDA C Computer: any system with a CUDA-compatible GPU Operating system: Linux RAM: 64 MB of GPU memory Classification: 4.3 External routines: The program requires the NVIDIA CUDA Toolkit Version 2.0 or newer and the GNU Scientific Library v1.0 or newer. Optionally gnuplot is recommended for quick visualization of the results. Nature of problem: Direct numerical integration of stochastic differential equations is a computationally intensive problem, due to the necessity of calculating multiple independent realizations of the system. We exploit the inherent parallelism of this problem and perform the calculations on GPUs using the CUDA programming environment. The GPU's ability to execute hundreds of threads simultaneously makes it possible to speed up the computation by over two orders of magnitude, compared to a typical modern CPU. Solution method: The stochastic Runge-Kutta method of the second order is applied to integrate the equation of motion. Ensemble-averaged quantities of interest are obtained through averaging over multiple independent realizations of the system. Unusual features: The numerical solution of the stochastic differential equations in question is performed on a GPU using the CUDA environment. Running time: < 1 minute

A Hitch-hiker's Guide to Stochastic Differential Equations. Solution Methods for Energetic Particle Transport in Space Physics and Astrophysics

NASA Astrophysics Data System (ADS)

Strauss, R. Du Toit; Effenberger, Frederic

2017-10-01

In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the literature and at the same time introduce key principles of the SDE approach via "toy models". Using these examples, we hope to provide an easy way for newcomers to the field to use such methods in their own research. Aspects covered are the solar modulation of cosmic rays, diffusive shock acceleration, galactic cosmic ray propagation and solar energetic particle transport. We believe that the SDE method, due to its simplicity and computational efficiency on modern computer architectures, will be of significant relevance in energetic particle studies in the years to come.

Mean First Passage Time and Stochastic Resonance in a Transcriptional Regulatory System with Non-Gaussian Noise

NASA Astrophysics Data System (ADS)

Kang, Yan-Mei; Chen, Xi; Lin, Xu-Dong; Tan, Ning

The mean first passage time (MFPT) in a phenomenological gene transcriptional regulatory model with non-Gaussian noise is analytically investigated based on the singular perturbation technique. The effect of the non-Gaussian noise on the phenomenon of stochastic resonance (SR) is then disclosed based on a new combination of adiabatic elimination and linear response approximation. Compared with the results in the Gaussian noise case, it is found that bounded non-Gaussian noise inhibits the transition between different concentrations of protein, while heavy-tailed non-Gaussian noise accelerates the transition. It is also found that the optimal noise intensity for SR in the heavy-tailed noise case is smaller, while the optimal noise intensity in the bounded noise case is larger. These observations can be explained by the heavy-tailed noise easing random transitions.

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

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

Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basismore » approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.« less

Stochastic YORP On Real Asteroid Shapes

NASA Astrophysics Data System (ADS)

McMahon, Jay W.

2015-05-01

Since its theoretical foundation and subsequent observational verification, the YORP effect has been understood to be a fundamental process that controls the evolution of small asteroids in the inner solar system. In particular, the coupling of the YORP and Yarkovsky effects are hypothesized to be largely responsible for the transport of asteroids from the main belt to the inner solar system populations. Furthermore, the YORP effect is thought to lead to rotational fission of small asteroids, which leads to the creation of multiple asteroid systems, contact binary asteroids, and asteroid pairs. However recent studies have called into question the ability of YORP to produce these results. In particular, the high sensitivity of the YORP coefficients to variations in the shape of an asteroid, combined with the possibility of a changing shape due to YORP accelerated spin rates can combine to create a stochastic YORP coefficient which can arrest or change the evolution of a small asteroid's spin state. In this talk, initial results are presented from new simulations which comprehensively model the stochastic YORP process. Shape change is governed by the surface slopes on radar based asteroid shape models, where the highest slope regions change first. The investigation of the modification of YORP coefficients and subsequent spin state evolution as a result of this dynamically influenced shape change is presented and discussed.

Lagrangian velocity and acceleration correlations of large inertial particles in a closed turbulent flow

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

Machicoane, Nathanaël; Volk, Romain

We investigate the response of large inertial particle to turbulent fluctuations in an inhomogeneous and anisotropic flow. We conduct a Lagrangian study using particles both heavier and lighter than the surrounding fluid, and whose diameters are comparable to the flow integral scale. Both velocity and acceleration correlation functions are analyzed to compute the Lagrangian integral time and the acceleration time scale of such particles. The knowledge of how size and density affect these time scales is crucial in understanding particle dynamics and may permit stochastic process modelization using two-time models (for instance, Sawford’s). As particles are tracked over long timesmore » in the quasi-totality of a closed flow, the mean flow influences their behaviour and also biases the velocity time statistics, in particular the velocity correlation functions. By using a method that allows for the computation of turbulent velocity trajectories, we can obtain unbiased Lagrangian integral time. This is particularly useful in accessing the scale separation for such particles and to comparing it to the case of fluid particles in a similar configuration.« less

Stochastic Modeling and Analysis of Multiple Nonlinear Accelerated Degradation Processes through Information Fusion

PubMed Central

Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao

2016-01-01

Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product’s performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner’s ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters. PMID:27509499

Stochastic Modeling and Analysis of Multiple Nonlinear Accelerated Degradation Processes through Information Fusion.

PubMed

Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao

2016-08-06

Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product's performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner's ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters.

Algorithmic-Reducibility = Renormalization-Group Fixed-Points; ``Noise''-Induced Phase-Transitions (NITs) to Accelerate Algorithmics (``NIT-Picking'') Replacing CRUTCHES!!!: Gauss Modular/Clock-Arithmetic Congruences = Signal X Noise PRODUCTS..

NASA Astrophysics Data System (ADS)

Siegel, J.; Siegel, Edward Carl-Ludwig

2011-03-01

Cook-Levin computational-"complexity"(C-C) algorithmic-equivalence reduction-theorem reducibility equivalence to renormalization-(semi)-group phase-transitions critical-phenomena statistical-physics universality-classes fixed-points, is exploited with Gauss modular/clock-arithmetic/model congruences = signal X noise PRODUCT reinterpretation. Siegel-Baez FUZZYICS=CATEGORYICS(SON of ``TRIZ''): Category-Semantics(C-S) tabular list-format truth-table matrix analytics predicts and implements "noise"-induced phase-transitions (NITs) to accelerate versus to decelerate Harel [Algorithmics(1987)]-Sipser[Intro. Theory Computation(1997) algorithmic C-C: "NIT-picking" to optimize optimization-problems optimally(OOPO). Versus iso-"noise" power-spectrum quantitative-only amplitude/magnitude-only variation stochastic-resonance, this "NIT-picking" is "noise" power-spectrum QUALitative-type variation via quantitative critical-exponents variation. Computer-"science" algorithmic C-C models: Turing-machine, finite-state-models/automata, are identified as early-days once-workable but NOW ONLY LIMITING CRUTCHES IMPEDING latter-days new-insights!!!

Lévy-Student distributions for halos in accelerator beams.

PubMed

Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio; Illuminati, Fabrizio

2005-12-01

We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of stochastic mechanics (SM) which produces time reversal invariant diffusion processes. This leads to a linearized theory summarized in a Schrödinger-like (SL) equation. The space charge effects have been introduced in recent papers by coupling this S-L equation with the Maxwell equations. We analyze the space-charge effects to understand how the dynamics produces the actual beam distributions, and in particular we show how the stationary, self-consistent solutions are related to the (external and space-charge) potentials both when we suppose that the external field is harmonic (constant focusing), and when we a priori prescribe the shape of the stationary solution. We then proceed to discuss a few other ideas by introducing generalized Student distributions, namely, non-Gaussian, Lévy infinitely divisible (but not stable) distributions. We will discuss this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) SM model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Lévy process whose increments are Student distributed. We show that in the case (a) the longer tails of the power decay of the Student laws and in the case (b) the discontinuities of the Lévy-Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams.

Levy-Student distributions for halos in accelerator beams

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

Cufaro Petroni, Nicola; De Martino, Salvatore; De Siena, Silvio

2005-12-15

We describe the transverse beam distribution in particle accelerators within the controlled, stochastic dynamical scheme of stochastic mechanics (SM) which produces time reversal invariant diffusion processes. This leads to a linearized theory summarized in a Schroedinger-like (SL) equation. The space charge effects have been introduced in recent papers by coupling this S-L equation with the Maxwell equations. We analyze the space-charge effects to understand how the dynamics produces the actual beam distributions, and in particular we show how the stationary, self-consistent solutions are related to the (external and space-charge) potentials both when we suppose that the external field is harmonicmore » (constant focusing), and when we a priori prescribe the shape of the stationary solution. We then proceed to discuss a few other ideas by introducing generalized Student distributions, namely, non-Gaussian, Levy infinitely divisible (but not stable) distributions. We will discuss this idea from two different standpoints: (a) first by supposing that the stationary distribution of our (Wiener powered) SM model is a Student distribution; (b) by supposing that our model is based on a (non-Gaussian) Levy process whose increments are Student distributed. We show that in the case (a) the longer tails of the power decay of the Student laws and in the case (b) the discontinuities of the Levy-Student process can well account for the rare escape of particles from the beam core, and hence for the formation of a halo in intense beams.« less

Site-percolation threshold of carbon nanotube fibers-Fast inspection of percolation with Markov stochastic theory

NASA Astrophysics Data System (ADS)

Xu, Fangbo; Xu, Zhiping; Yakobson, Boris I.

2014-08-01

We present a site-percolation model based on a modified FCC lattice, as well as an efficient algorithm of inspecting percolation which takes advantage of the Markov stochastic theory, in order to study the percolation threshold of carbon nanotube (CNT) fibers. Our Markov-chain based algorithm carries out the inspection of percolation by performing repeated sparse matrix-vector multiplications, which allows parallelized computation to accelerate the inspection for a given configuration. With this approach, we determine that the site-percolation transition of CNT fibers occurs at pc=0.1533±0.0013, and analyze the dependence of the effective percolation threshold (corresponding to 0.5 percolation probability) on the length and the aspect ratio of a CNT fiber on a finite-size-scaling basis. We also discuss the aspect ratio dependence of percolation probability with various values of p (not restricted to pc).

Uncertainty quantification in operational modal analysis with stochastic subspace identification: Validation and applications

NASA Astrophysics Data System (ADS)

Reynders, Edwin; Maes, Kristof; Lombaert, Geert; De Roeck, Guido

2016-01-01

Identified modal characteristics are often used as a basis for the calibration and validation of dynamic structural models, for structural control, for structural health monitoring, etc. It is therefore important to know their accuracy. In this article, a method for estimating the (co)variance of modal characteristics that are identified with the stochastic subspace identification method is validated for two civil engineering structures. The first structure is a damaged prestressed concrete bridge for which acceleration and dynamic strain data were measured in 36 different setups. The second structure is a mid-rise building for which acceleration data were measured in 10 different setups. There is a good quantitative agreement between the predicted levels of uncertainty and the observed variability of the eigenfrequencies and damping ratios between the different setups. The method can therefore be used with confidence for quantifying the uncertainty of the identified modal characteristics, also when some or all of them are estimated from a single batch of vibration data. Furthermore, the method is seen to yield valuable insight in the variability of the estimation accuracy from mode to mode and from setup to setup: the more informative a setup is regarding an estimated modal characteristic, the smaller is the estimated variance.

Alcoholism Detection by Data Augmentation and Convolutional Neural Network with Stochastic Pooling.

PubMed

Wang, Shui-Hua; Lv, Yi-Ding; Sui, Yuxiu; Liu, Shuai; Wang, Su-Jing; Zhang, Yu-Dong

2017-11-17

Alcohol use disorder (AUD) is an important brain disease. It alters the brain structure. Recently, scholars tend to use computer vision based techniques to detect AUD. We collected 235 subjects, 114 alcoholic and 121 non-alcoholic. Among the 235 image, 100 images were used as training set, and data augmentation method was used. The rest 135 images were used as test set. Further, we chose the latest powerful technique-convolutional neural network (CNN) based on convolutional layer, rectified linear unit layer, pooling layer, fully connected layer, and softmax layer. We also compared three different pooling techniques: max pooling, average pooling, and stochastic pooling. The results showed that our method achieved a sensitivity of 96.88%, a specificity of 97.18%, and an accuracy of 97.04%. Our method was better than three state-of-the-art approaches. Besides, stochastic pooling performed better than other max pooling and average pooling. We validated CNN with five convolution layers and two fully connected layers performed the best. The GPU yielded a 149× acceleration in training and a 166× acceleration in test, compared to CPU.

Stochastic first passage time accelerated with CUDA

NASA Astrophysics Data System (ADS)

Pierro, Vincenzo; Troiano, Luigi; Mejuto, Elena; Filatrella, Giovanni

2018-05-01

The numerical integration of stochastic trajectories to estimate the time to pass a threshold is an interesting physical quantity, for instance in Josephson junctions and atomic force microscopy, where the full trajectory is not accessible. We propose an algorithm suitable for efficient implementation on graphical processing unit in CUDA environment. The proposed approach for well balanced loads achieves almost perfect scaling with the number of available threads and processors, and allows an acceleration of about 400× with a GPU GTX980 respect to standard multicore CPU. This method allows with off the shell GPU to challenge problems that are otherwise prohibitive, as thermal activation in slowly tilted potentials. In particular, we demonstrate that it is possible to simulate the switching currents distributions of Josephson junctions in the timescale of actual experiments.

Gamma-ray emission and electron acceleration in solar flares

NASA Technical Reports Server (NTRS)

Petrosian, Vahe; Mctiernan, James M.; Marschhauser, Holger

1994-01-01

Recent observations have extended the spectra of the impulsive phase of flares to the GeV range. Such high-energy photons can be produced either by electron bremsstrahlung or by decay of pions produced by accelerated protons. In this paper we investigate the effects of processes which become important at high energies. We examine the effects of synchrotron losses during the transport of electrons as they travel from the acceleration region in the corona to the gamma-ray emission sites deep in the chromosphere and photosphere, and the effects of scattering and absorption of gamma rays on their way from the photosphere to space instruments. These results are compared with the spectra from so-called electron-dominated flares, observed by GRS on the Solar Maximum Mission, which show negligible or no detectable contribution from accelerated protons. The spectra of these flares show a distinct steepening at energies below 100 keV and a rapid falloff at energies above 50 MeV. Following our earlier results based on lower energy gamma-ray flare emission we have modeled these spectra. We show that neither the radiative transfer effects, which are expected to become important at higher energies, nor the transport effects (Coulomb collisions, synchrotron losses, or magnetic field convergence) can explain such sharp spectral deviations from a simple power law. These spectral deviations from a power law are therefore attributed to the acceleration process. In a stochastic acceleration model the low-energy steepening can be attributed to Coulomb collision and the rapid high-energy steepening can result from synchrotron losses during the acceleration process.

Electron heating and acceleration during magnetic reconnection

NASA Astrophysics Data System (ADS)

Dahlin, Joel

2017-10-01

Magnetic reconnection is thought to be an important driver of energetic particles in a variety of astrophysical phenomena such as solar flares and magnetospheric storms. However, the observed fraction of energy imparted to a nonthermal component can vary widely in different regimes. We use kinetic particle-in-cell (PIC) simulations to demonstrate the important role of the non-reversing (guide) field in controlling the efficiency of electron acceleration in collisionless reconnection. In reconnection where the guide field is smaller than the reconnecting component, the dominant electron accelerator is a Fermi-type mechanism that preferentially energizes the most energetic particles. In strong guide field reconnection, the field-line contraction that drives the Fermi mechanism becomes weak. Instead, parallel electric fields are primarily responsible for driving electron heating but are ineffective in driving the energetic component of the spectrum. Three-dimensional simulations reveal that the stochastic magnetic field that develops during 3D guide field reconnection plays a vital role in particle acceleration and transport. The reconnection outflows that drive Fermi acceleration also expel accelerating particles from energization regions. In 2D reconnection, electrons are trapped in island cores and acceleration ceases, whereas in 3D the stochastic magnetic field enables energetic electrons to leak out of islands and freely sample regions of energy release. A finite guide field is required to break initial 2D symmetry and facilitate escape from island structures. We show that reconnection with a guide field comparable to the reconnecting field generates the greatest number of energetic electrons, a regime where both (a) the Fermi mechanism is an efficient driver and (b) energetic electrons may freely access acceleration sites. These results have important implications for electron acceleration in solar flares and reconnection-driven dissipation in turbulence.

Stochastic models for inferring genetic regulation from microarray gene expression data.

PubMed

Tian, Tianhai

2010-03-01

Microarray expression profiles are inherently noisy and many different sources of variation exist in microarray experiments. It is still a significant challenge to develop stochastic models to realize noise in microarray expression profiles, which has profound influence on the reverse engineering of genetic regulation. Using the target genes of the tumour suppressor gene p53 as the test problem, we developed stochastic differential equation models and established the relationship between the noise strength of stochastic models and parameters of an error model for describing the distribution of the microarray measurements. Numerical results indicate that the simulated variance from stochastic models with a stochastic degradation process can be represented by a monomial in terms of the hybridization intensity and the order of the monomial depends on the type of stochastic process. The developed stochastic models with multiple stochastic processes generated simulations whose variance is consistent with the prediction of the error model. This work also established a general method to develop stochastic models from experimental information. 2009 Elsevier Ireland Ltd. All rights reserved.

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, F. Landis

1997-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Cook-Levin Theorem Algorithmic-Reducibility/Completeness = Wilson Renormalization-(Semi)-Group Fixed-Points; ``Noise''-Induced Phase-Transitions (NITs) to Accelerate Algorithmics (``NIT-Picking'') REPLACING CRUTCHES!!!: Models: Turing-machine, finite-state-models, finite-automata

NASA Astrophysics Data System (ADS)

Young, Frederic; Siegel, Edward

Cook-Levin theorem theorem algorithmic computational-complexity(C-C) algorithmic-equivalence reducibility/completeness equivalence to renormalization-(semi)-group phase-transitions critical-phenomena statistical-physics universality-classes fixed-points, is exploited via Siegel FUZZYICS =CATEGORYICS = ANALOGYICS =PRAGMATYICS/CATEGORY-SEMANTICS ONTOLOGY COGNITION ANALYTICS-Aristotle ``square-of-opposition'' tabular list-format truth-table matrix analytics predicts and implements ''noise''-induced phase-transitions (NITs) to accelerate versus to decelerate Harel [Algorithmics (1987)]-Sipser[Intro.Thy. Computation(`97)] algorithmic C-C: ''NIT-picking''(!!!), to optimize optimization-problems optimally(OOPO). Versus iso-''noise'' power-spectrum quantitative-only amplitude/magnitude-only variation stochastic-resonance, ''NIT-picking'' is ''noise'' power-spectrum QUALitative-type variation via quantitative critical-exponents variation. Computer-''science''/SEANCE algorithmic C-C models: Turing-machine, finite-state-models, finite-automata,..., discrete-maths graph-theory equivalence to physics Feynman-diagrams are identified as early-days once-workable valid but limiting IMPEDING CRUTCHES(!!!), ONLY IMPEDE latter-days new-insights!!!

Chaotic ion motion in magnetosonic plasma waves

NASA Technical Reports Server (NTRS)

Varvoglis, H.

1984-01-01

The motion of test ions in a magnetosonic plasma wave is considered, and the 'stochasticity threshold' of the wave's amplitude for the onset of chaotic motion is estimated. It is shown that for wave amplitudes above the stochasticity threshold, the evolution of an ion distribution can be described by a diffusion equation with a diffusion coefficient D approximately equal to 1/v. Possible applications of this process to ion acceleration in flares and ion beam thermalization are discussed.

Modeling the effects of small turbulent scales on the drag force for particles below and above the Kolmogorov scale

NASA Astrophysics Data System (ADS)

Gorokhovski, Mikhael; Zamansky, Rémi

2018-03-01

Consistently with observations from recent experiments and DNS, we focus on the effects of strong velocity increments at small spatial scales for the simulation of the drag force on particles in high Reynolds number flows. In this paper, we decompose the instantaneous particle acceleration in its systematic and residual parts. The first part is given by the steady-drag force obtained from the large-scale energy-containing motions, explicitly resolved by the simulation, while the second denotes the random contribution due to small unresolved turbulent scales. This is in contrast with standard drag models in which the turbulent microstructures advected by the large-scale eddies are deemed to be filtered by the particle inertia. In our paper, the residual term is introduced as the particle acceleration conditionally averaged on the instantaneous dissipation rate along the particle path. The latter is modeled from a log-normal stochastic process with locally defined parameters obtained from the resolved field. The residual term is supplemented by an orientation model which is given by a random walk on the unit sphere. We propose specific models for particles with diameter smaller and larger size than the Kolmogorov scale. In the case of the small particles, the model is assessed by comparison with direct numerical simulation (DNS). Results showed that by introducing this modeling, the particle acceleration statistics from DNS is predicted fairly well, in contrast with the standard LES approach. For the particles bigger than the Kolmogorov scale, we propose a fluctuating particle response time, based on an eddy viscosity estimated at the particle scale. This model gives stretched tails of the particle acceleration distribution and dependence of its variance consistent with experiments.

Electron heating in the laser and static electric and magnetic fields

NASA Astrophysics Data System (ADS)

Zhang, Yanzeng; Krasheninnikov, S. I.

2018-01-01

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

A theory of bimodal acceleration of pick up ions by compression solar wind turbulence under pressure balance

DOE PAGES

Zhang, Ming; Schlickeiser, Reinhard

2012-08-22

Recently, it was demonstrated that stochastic acceleration of particles going through a series of compressive plasma waves can be efficient and fast. It could be too fast so that the pressure built up by the accelerated particles may in turn modify the amplitude of waves to prevent the particles from having an exploding pressure. We call this condition pressure balance. In this paper, we take into account the fact that active acceleration of particles only occupies a limited volume of space due to a possible intermittent nature of plasma waves or turbulence. We also develop a bimodal acceleration theory thatmore » treats the populations of particles in the active and inactive acceleration regions separately and allows the two populations to exchange particles efficiently. We show that the system automatically produces a solution of v -5 steady state distribution for the accelerated particles, under the requirement of the pressure balance condition. It is found that the v -5 distribution is more robust and easier to achieve with a small volume of intense particle acceleration. These properties explain why the v -5 distribution is commonly observed in space. We apply our model to pickup ion propagation and acceleration throughout the entire heliosphere. These results can reproduce various observations in some great detail. We also found that this mechanism could be responsible for producing anomalous cosmic rays deep in the heliosheath.« less

Final Technical Report: Mathematical Foundations for Uncertainty Quantification in Materials Design

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

Plechac, Petr; Vlachos, Dionisios G.

We developed path-wise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of non-equilibrium extended molecular systems. The combination of these novel methodologies provided the first methods in the literature which are capable to handle UQ questions for stochastic complex systems with some or all of the following features: (a) multi-scale stochastic models such as (bio)chemical reaction networks, with a very large number of parameters, (b) spatially distributed systems such as Kinetic Monte Carlo or Langevin Dynamics, (c) non-equilibrium processes typically associated with coupled physico-chemical mechanisms, driven boundary conditions, hybrid micro-macro systems,more » etc. A particular computational challenge arises in simulations of multi-scale reaction networks and molecular systems. Mathematical techniques were applied to in silico prediction of novel materials with emphasis on the effect of microstructure on model uncertainty quantification (UQ). We outline acceleration methods to make calculations of real chemistry feasible followed by two complementary tasks on structure optimization and microstructure-induced UQ.« less

Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations

DOE PAGES

Toth, Alex; Ellis, J. Austin; Evans, Tom; ...

2017-10-26

Here, we analyze the convergence of Anderson acceleration when the fixed point map is corrupted with errors. We also consider uniformly bounded errors and stochastic errors with infinite tails. We prove local improvement results which describe the performance of the iteration up to the point where the accuracy of the function evaluation causes the iteration to stagnate. We illustrate the results with examples from neutronics.

Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations

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

Toth, Alex; Ellis, J. Austin; Evans, Tom

Here, we analyze the convergence of Anderson acceleration when the fixed point map is corrupted with errors. We also consider uniformly bounded errors and stochastic errors with infinite tails. We prove local improvement results which describe the performance of the iteration up to the point where the accuracy of the function evaluation causes the iteration to stagnate. We illustrate the results with examples from neutronics.

Site correction of stochastic simulation in southwestern Taiwan

NASA Astrophysics Data System (ADS)

Lun Huang, Cong; Wen, Kuo Liang; Huang, Jyun Yan

2014-05-01

Peak ground acceleration (PGA) of a disastrous earthquake, is concerned both in civil engineering and seismology study. Presently, the ground motion prediction equation is widely used for PGA estimation study by engineers. However, the local site effect is another important factor participates in strong motion prediction. For example, in 1985 the Mexico City, 400km far from the epicenter, suffered massive damage due to the seismic wave amplification from the local alluvial layers. (Anderson et al., 1986) In past studies, the use of stochastic method had been done and showed well performance on the simulation of ground-motion at rock site (Beresnev and Atkinson, 1998a ; Roumelioti and Beresnev, 2003). In this study, the site correction was conducted by the empirical transfer function compared with the rock site response from stochastic point-source (Boore, 2005) and finite-fault (Boore, 2009) methods. The error between the simulated and observed Fourier spectrum and PGA are calculated. Further we compared the estimated PGA to the result calculated from ground motion prediction equation. The earthquake data used in this study is recorded by Taiwan Strong Motion Instrumentation Program (TSMIP) from 1991 to 2012; the study area is located at south-western Taiwan. The empirical transfer function was generated by calculating the spectrum ratio between alluvial site and rock site (Borcheret, 1970). Due to the lack of reference rock site station in this area, the rock site ground motion was generated through stochastic point-source model instead. Several target events were then chosen for stochastic point-source simulating to the halfspace. Then, the empirical transfer function for each station was multiplied to the simulated halfspace response. Finally, we focused on two target events: the 1999 Chi-Chi earthquake (Mw=7.6) and the 2010 Jiashian earthquake (Mw=6.4). Considering the large event may contain with complex rupture mechanism, the asperity and delay time for each sub-fault is to be concerned. Both the stochastic point-source and the finite-fault model were used to check the result of our correction.

Magnetic Materials Characterization and Modeling for the Enhanced Design of Magnetic Shielding of Cryomodules in Particle Accelerators

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

Sah, Sanjay

Particle accelerators produce beams of high-energy particles, which are used for both fundamental and applied scientific research and are critical to the development of accelerator driven sub-critical reactor systems. An effective magnetic shield is very important to achieve higher quality factor (Qo) of the cryomodule of a particle accelerator. The allowed value of field inside the cavity due to all external fields (particularly the Earth’s magnetic field) is ~15 mG or less. The goal of this PhD dissertation is to comprehensively study the magnetic properties of commonly used magnetic shielding materials at both cryogenic and room temperatures. This knowledge canmore » be used for the enhanced design of magnetic shields of cryomodes (CM) in particle accelerators. To this end, we first studied the temperature dependent magnetization behavior (M-H curves) of Amumetal and A4K under different annealing and deformation conditions. This characterized the effect of stress or deformation induced during the manufacturing processes and subsequent restoration of high permeability with appropriate heat treatment. Next, an energy based stochastic model for temperature dependent anhysteretic magnetization behavior of ferromagnetic materials was proposed and benchmarked against experimental data. We show that this model is able to simulate and explain the magnetic behavior of as rolled, deformed and annealed amumetal and A4K over a large range of temperatures. The experimental results for permeability are then used in a finite element model (FEM) in COMSOL to evaluate the shielding effectiveness of multiple shield designs at room temperature as well as cryogenic temperature. This work could serve as a guideline for future design, development and fabrication of magnetic shields of CMs.« less

The Time Dependent Propensity Function for Acceleration of Spatial Stochastic Simulation of Reaction-Diffusion Systems

PubMed Central

Wu, Sheng; Li, Hong; Petzold, Linda R.

2015-01-01

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy. PMID:26609185

Combined Modeling of Acceleration, Transport, and Hydrodynamic Response in Solar Flares. 1; The Numerical Model

NASA Technical Reports Server (NTRS)

Liu, Wei; Petrosian, Vahe; Mariska, John T.

2009-01-01

Acceleration and transport of high-energy particles and fluid dynamics of atmospheric plasma are interrelated aspects of solar flares, but for convenience and simplicity they were artificially separated in the past. We present here self consistently combined Fokker-Planck modeling of particles and hydrodynamic simulation of flare plasma. Energetic electrons are modeled with the Stanford unified code of acceleration, transport, and radiation, while plasma is modeled with the Naval Research Laboratory flux tube code. We calculated the collisional heating rate directly from the particle transport code, which is more accurate than those in previous studies based on approximate analytical solutions. We repeated the simulation of Mariska et al. with an injection of power law, downward-beamed electrons using the new heating rate. For this case, a -10% difference was found from their old result. We also used a more realistic spectrum of injected electrons provided by the stochastic acceleration model, which has a smooth transition from a quasi-thermal background at low energies to a non thermal tail at high energies. The inclusion of low-energy electrons results in relatively more heating in the corona (versus chromosphere) and thus a larger downward heat conduction flux. The interplay of electron heating, conduction, and radiative loss leads to stronger chromospheric evaporation than obtained in previous studies, which had a deficit in low-energy electrons due to an arbitrarily assumed low-energy cutoff. The energy and spatial distributions of energetic electrons and bremsstrahlung photons bear signatures of the changing density distribution caused by chromospheric evaporation. In particular, the density jump at the evaporation front gives rise to enhanced emission, which, in principle, can be imaged by X-ray telescopes. This model can be applied to investigate a variety of high-energy processes in solar, space, and astrophysical plasmas.

Efficient coarse simulation of a growing avascular tumor

PubMed Central

Kavousanakis, Michail E.; Liu, Ping; Boudouvis, Andreas G.; Lowengrub, John; Kevrekidis, Ioannis G.

2013-01-01

The subject of this work is the development and implementation of algorithms which accelerate the simulation of early stage tumor growth models. Among the different computational approaches used for the simulation of tumor progression, discrete stochastic models (e.g., cellular automata) have been widely used to describe processes occurring at the cell and subcell scales (e.g., cell-cell interactions and signaling processes). To describe macroscopic characteristics (e.g., morphology) of growing tumors, large numbers of interacting cells must be simulated. However, the high computational demands of stochastic models make the simulation of large-scale systems impractical. Alternatively, continuum models, which can describe behavior at the tumor scale, often rely on phenomenological assumptions in place of rigorous upscaling of microscopic models. This limits their predictive power. In this work, we circumvent the derivation of closed macroscopic equations for the growing cancer cell populations; instead, we construct, based on the so-called “equation-free” framework, a computational superstructure, which wraps around the individual-based cell-level simulator and accelerates the computations required for the study of the long-time behavior of systems involving many interacting cells. The microscopic model, e.g., a cellular automaton, which simulates the evolution of cancer cell populations, is executed for relatively short time intervals, at the end of which coarse-scale information is obtained. These coarse variables evolve on slower time scales than each individual cell in the population, enabling the application of forward projection schemes, which extrapolate their values at later times. This technique is referred to as coarse projective integration. Increasing the ratio of projection times to microscopic simulator execution times enhances the computational savings. Crucial accuracy issues arising for growing tumors with radial symmetry are addressed by applying the coarse projective integration scheme in a cotraveling (cogrowing) frame. As a proof of principle, we demonstrate that the application of this scheme yields highly accurate solutions, while preserving the computational savings of coarse projective integration. PMID:22587128

Stochastic finite-fault simulation of ground motion from the August 11, 2012, M w 6.4 Ahar earthquake, northwestern Iran

NASA Astrophysics Data System (ADS)

Heidari, Reza

2016-04-01

In this study, the 11 August 2012 M w 6.4 Ahar earthquake is investigated using the ground motion simulation based on the stochastic finite-fault model. The earthquake occurred in northwestern Iran and causing extensive damage in the city of Ahar and surrounding areas. A network consisting of 58 acceleration stations recorded the earthquake within 8-217 km of the epicenter. Strong ground motion records from six significant well-recorded stations close to the epicenter have been simulated. These stations are installed in areas which experienced significant structural damage and humanity loss during the earthquake. The simulation is carried out using the dynamic corner frequency model of rupture propagation by extended fault simulation program (EXSIM). For this purpose, the propagation features of shear-wave including {Q}_s value, kappa value {k}_0 , and soil amplification coefficients at each site are required. The kappa values are obtained from the slope of smoothed amplitude of Fourier spectra of acceleration at higher frequencies. The determined kappa values for vertical and horizontal components are 0.02 and 0.05 s, respectively. Furthermore, an anelastic attenuation parameter is derived from energy decay of a seismic wave by using continuous wavelet transform (CWT) for each station. The average frequency-dependent relation estimated for the region is Q=(122± 38){f}^{(1.40± 0.16)}. Moreover, the horizontal to vertical spectral ratio H/V is applied to estimate the site effects at stations. Spectral analysis of the data indicates that the best match between the observed and simulated spectra occurs for an average stress drop of 70 bars. Finally, the simulated and observed results are compared with pseudo acceleration spectra and peak ground motions. The comparison of time series spectra shows good agreement between the observed and the simulated waveforms at frequencies of engineering interest.

The abundances of hydrogen, helium, oxygen, and iron accelerated in large solar particle events

NASA Technical Reports Server (NTRS)

Mazur, J. E.; Mason, G. M.; Klecker, B.; Mcguire, R. E.

1993-01-01

Energy spectra measured in 10 large flares with the University of Maryland/Max-Planck-Institut sensors on ISEE I and Goddard Space Flight Center sensors on IMP 8 allowed us to determine the average H, He, O, and Fe abundances as functions of energy in the range of about 0.3-80 MeV/nucleon. Model fits to the spectra of individual events using the predictions of a steady state stochastic acceleration model with rigidity-dependent diffusion provided a means of interpolating small portions of the energy spectra not measured with the instrumentation. Particles with larger mass-to-charge ratios were relatively less abundant at higher energies in the flare-averaged composition. The Fe/O enhancement at low SEP energies was less than the Fe/O ratios observed in He-3-rich flares. Unlike the SEP composition averaged above 5 MeV/nucleon, the average SEP abundances above 0.3 MeV/nucleon were similar to the average solar wind.

Lattice design of the integrable optics test accelerator and optical stochastic cooling experiment at Fermilab

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

Kafka, Gene

2015-05-01

The Integrable Optics Test Accelerator (IOTA) storage ring at Fermilab will serve as the backbone for a broad spectrum of Advanced Accelerator R&D (AARD) experiments, and as such, must be designed with signi cant exibility in mind, but without compromising cost e ciency. The nonlinear experiments at IOTA will include: achievement of a large nonlinear tune shift/spread without degradation of dynamic aperture; suppression of strong lattice resonances; study of stability of nonlinear systems to perturbations; and studies of di erent variants of nonlinear magnet design. The ring optics control has challenging requirements that reach or exceed the present state ofmore » the art. The development of a complete self-consistent design of the IOTA ring optics, meeting the demands of all planned AARD experiments, is presented. Of particular interest are the precise control for nonlinear integrable optics experiments and the transverse-to-longitudinal coupling and phase stability for the Optical Stochastic Cooling Experiment (OSC). Since the beam time-of- ight must be tightly controlled in the OSC section, studies of second order corrections in this section are presented.« less

Lattice design of the integrable optics test accelerator and optical stochastic cooling experiment at Fermilab

NASA Astrophysics Data System (ADS)

Kafka, Gene

The Integrable Optics Test Accelerator (IOTA) storage ring at Fermilab will serve as the backbone for a broad spectrum of Advanced Accelerator R&D (AARD) experiments, and as such, must be designed with significant flexibility in mind, but without compromising cost efficiency. The nonlinear experiments at IOTA will include: achievement of a large nonlinear tune shift/spread without degradation of dynamic aperture; suppression of strong lattice resonances; study of stability of nonlinear systems to perturbations; and studies of different variants of nonlinear magnet design. The ring optics control has challenging requirements that reach or exceed the present state of the art. The development of a complete self-consistent design of the IOTA ring optics, meeting the demands of all planned AARD experiments, is presented. Of particular interest are the precise control for nonlinear integrable optics experiments and the transverse-to-longitudinal coupling and phase stability for the Optical Stochastic Cooling Experiment (OSC). Since the beam time-of-flight must be tightly controlled in the OSC section, studies of second order corrections in this section are presented.

Stochastic shock response spectrum decomposition method based on probabilistic definitions of temporal peak acceleration, spectral energy, and phase lag distributions of mechanical impact pyrotechnic shock test data

NASA Astrophysics Data System (ADS)

Hwang, James Ho-Jin; Duran, Adam

2016-08-01

Most of the times pyrotechnic shock design and test requirements for space systems are provided in Shock Response Spectrum (SRS) without the input time history. Since the SRS does not describe the input or the environment, a decomposition method is used to obtain the source time history. The main objective of this paper is to develop a decomposition method producing input time histories that can satisfy the SRS requirement based on the pyrotechnic shock test data measured from a mechanical impact test apparatus. At the heart of this decomposition method is the statistical representation of the pyrotechnic shock test data measured from the MIT Lincoln Laboratory (LL) designed Universal Pyrotechnic Shock Simulator (UPSS). Each pyrotechnic shock test data measured at the interface of a test unit has been analyzed to produce the temporal peak acceleration, Root Mean Square (RMS) acceleration, and the phase lag at each band center frequency. Maximum SRS of each filtered time history has been calculated to produce a relationship between the input and the response. Two new definitions are proposed as a result. The Peak Ratio (PR) is defined as the ratio between the maximum SRS and the temporal peak acceleration at each band center frequency. The ratio between the maximum SRS and the RMS acceleration is defined as the Energy Ratio (ER) at each band center frequency. Phase lag is estimated based on the time delay between the temporal peak acceleration at each band center frequency and the peak acceleration at the lowest band center frequency. This stochastic process has been applied to more than one hundred pyrotechnic shock test data to produce probabilistic definitions of the PR, ER, and the phase lag. The SRS is decomposed at each band center frequency using damped sinusoids with the PR and the decays obtained by matching the ER of the damped sinusoids to the ER of the test data. The final step in this stochastic SRS decomposition process is the Monte Carlo (MC) simulation. The MC simulation identifies combinations of the PR and decays that can meet the SRS requirement at each band center frequency. Decomposed input time histories are produced by summing the converged damped sinusoids with the MC simulation of the phase lag distribution.

Synergy of Stochastic and Systematic Energization of Plasmas during Turbulent Reconnection

NASA Astrophysics Data System (ADS)

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz

2018-01-01

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

An improved limit on the charge of antihydrogen from stochastic acceleration.

PubMed

Ahmadi, M; Baquero-Ruiz, M; Bertsche, W; Butler, E; Capra, A; Carruth, C; Cesar, C L; Charlton, M; Charman, A E; Eriksson, S; Evans, L T; Evetts, N; Fajans, J; Friesen, T; Fujiwara, M C; Gill, D R; Gutierrez, A; Hangst, J S; Hardy, W N; Hayden, M E; Isaac, C A; Ishida, A; Jones, S A; Jonsell, S; Kurchaninov, L; Madsen, N; Maxwell, D; McKenna, J T K; Menary, S; Michan, J M; Momose, T; Munich, J J; Nolan, P; Olchanski, K; Olin, A; Povilus, A; Pusa, P; Rasmussen, C Ø; Robicheaux, F; Sacramento, R L; Sameed, M; Sarid, E; Silveira, D M; So, C; Tharp, T D; Thompson, R I; van der Werf, D P; Wurtele, J S; Zhmoginov, A I

2016-01-21

Antimatter continues to intrigue physicists because of its apparent absence in the observable Universe. Current theory requires that matter and antimatter appeared in equal quantities after the Big Bang, but the Standard Model of particle physics offers no quantitative explanation for the apparent disappearance of half the Universe. It has recently become possible to study trapped atoms of antihydrogen to search for possible, as yet unobserved, differences in the physical behaviour of matter and antimatter. Here we consider the charge neutrality of the antihydrogen atom. By applying stochastic acceleration to trapped antihydrogen atoms, we determine an experimental bound on the antihydrogen charge, Qe, of |Q| < 0.71 parts per billion (one standard deviation), in which e is the elementary charge. This bound is a factor of 20 less than that determined from the best previous measurement of the antihydrogen charge. The electrical charge of atoms and molecules of normal matter is known to be no greater than about 10(-21)e for a diverse range of species including H2, He and SF6. Charge-parity-time symmetry and quantum anomaly cancellation demand that the charge of antihydrogen be similarly small. Thus, our measurement constitutes an improved limit and a test of fundamental aspects of the Standard Model. If we assume charge superposition and use the best measured value of the antiproton charge, then we can place a new limit on the positron charge anomaly (the relative difference between the positron and elementary charge) of about one part per billion (one standard deviation), a 25-fold reduction compared to the current best measurement.

On the Impact of a Quadratic Acceleration Term in the Analysis of Position Time Series

NASA Astrophysics Data System (ADS)

Bogusz, Janusz; Klos, Anna; Bos, Machiel Simon; Hunegnaw, Addisu; Teferle, Felix Norman

2016-04-01

The analysis of Global Navigation Satellite System (GNSS) position time series generally assumes that each of the coordinate component series is described by the sum of a linear rate (velocity) and various periodic terms. The residuals, the deviations between the fitted model and the observations, are then a measure of the epoch-to-epoch scatter and have been used for the analysis of the stochastic character (noise) of the time series. Often the parameters of interest in GNSS position time series are the velocities and their associated uncertainties, which have to be determined with the highest reliability. It is clear that not all GNSS position time series follow this simple linear behaviour. Therefore, we have added an acceleration term in the form of a quadratic polynomial function to the model in order to better describe the non-linear motion in the position time series. This non-linear motion could be a response to purely geophysical processes, for example, elastic rebound of the Earth's crust due to ice mass loss in Greenland, artefacts due to deficiencies in bias mitigation models, for example, of the GNSS satellite and receiver antenna phase centres, or any combination thereof. In this study we have simulated 20 time series with different stochastic characteristics such as white, flicker or random walk noise of length of 23 years. The noise amplitude was assumed at 1 mm/y-/4. Then, we added the deterministic part consisting of a linear trend of 20 mm/y (that represents the averaged horizontal velocity) and accelerations ranging from minus 0.6 to plus 0.6 mm/y2. For all these data we estimated the noise parameters with Maximum Likelihood Estimation (MLE) using the Hector software package without taken into account the non-linear term. In this way we set the benchmark to then investigate how the noise properties and velocity uncertainty may be affected by any un-modelled, non-linear term. The velocities and their uncertainties versus the accelerations for different types of noise are determined. Furthermore, we have selected 40 globally distributed stations that have a clear non-linear behaviour from two different International GNSS Service (IGS) analysis centers: JPL (Jet Propulsion Laboratory) and BLT (British Isles continuous GNSS Facility and University of Luxembourg Tide Gauge Benchmark Monitoring (TIGA) Analysis Center). We obtained maximum accelerations of -1.8±1.2 mm2/y and -4.5±3.3 mm2/y for the horizontal and vertical components, respectively. The noise analysis tests have shown that the addition of the non-linear term has significantly whitened the power spectra of the position time series, i.e. shifted the spectral index from flicker towards white noise.

Beyond the growth rate of cosmic structure: Testing modified gravity models with an extra degree of freedom

NASA Astrophysics Data System (ADS)

Burrage, Clare; Parkinson, David; Seery, David

2017-08-01

In "modified" gravity the observed acceleration of the universe is explained by changing the gravitational force law or the number of degrees of freedom in the gravitational sector. Both possibilities can be tested by measurements of cosmological structure formation. In this paper we elaborate the details of such tests using the Galileon model as a case study. We pay attention to the possibility that each new degree of freedom may have stochastically independent initial conditions, generating different types of potential well in the early universe and breaking complete correlation between density and velocity power spectra. This "stochastic bias" can confuse schemes to parametrize the predictions of modified gravity models, such as the use of the growth parameter f alone. Using data from the WiggleZ Dark Energy Survey we show that it will be possible to obtain constraints using information about the cosmological-scale force law embedded in the multipole power spectra of redshift-space distortions. As an example, we obtain an upper limit on the strength of the conformal coupling to matter in the cubic Galileon model, giving |1 /M |≲200 /MP . This allows the fifth-force to be stronger than gravity, but is consistent with zero coupling.

Effects of laser-polarization and wiggler magnetic fields on electron acceleration in laser-cluster interaction

NASA Astrophysics Data System (ADS)

Singh Ghotra, Harjit; Kant, Niti

2018-06-01

We examine the electron dynamics during laser-cluster interaction. In addition to the electrostatic field of an individual cluster and laser field, we consider an external transverse wiggler magnetic field, which plays a pivotal role in enhancing the electron acceleration. Single-particle simulation has been presented with a short pulse linearly polarized as well as circularly polarized laser pulses for electron acceleration in a cluster. The persisting Coulomb field allows the electron to absorb energy from the laser field. The stochastically heated electron finds a weak electric field at the edge of the cluster from where it is ejected. The wiggler magnetic field connects the regions of the stochastically heated, ejected electron from the cluster and high energy gain by the electron from the laser field outside the cluster. This increases the field strength and hence supports the electron to meet the phase of the laser field for enhanced acceleration. A long duration resonance appears with an optimized magnetic wiggler field of about 3.4 kG. Hence, the relativistic energy gain by the electron is enhanced up to a few 100 MeV with an intense short pulse laser with an intensity of about 1019 W cm‑2 in the presence of a wiggler magnetic field.

Disordered cellular automaton traffic flow model: phase separated state, density waves and self organized criticality

NASA Astrophysics Data System (ADS)

Fourrate, K.; Loulidi, M.

2006-01-01

We suggest a disordered traffic flow model that captures many features of traffic flow. It is an extension of the Nagel-Schreckenberg (NaSch) stochastic cellular automata for single line vehicular traffic model. It incorporates random acceleration and deceleration terms that may be greater than one unit. Our model leads under its intrinsic dynamics, for high values of braking probability pr, to a constant flow at intermediate densities without introducing any spatial inhomogeneities. For a system of fast drivers pr→0, the model exhibits a density wave behavior that was observed in car following models with optimal velocity. The gap of the disordered model we present exhibits, for high values of pr and random deceleration, at a critical density, a power law distribution which is a hall mark of a self organized criticality phenomena.

New “Tau-Leap” Strategy for Accelerated Stochastic Simulation

PubMed Central

2015-01-01

The “Tau-Leap” strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev’s inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev’s inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. (J. Chem. Phys.2006, 124, 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys.2004, 121, 10356; Chatterjee et al. J. Chem. Phys.2005, 122, 024112; Peng et al. J. Chem. Phys.2007, 126, 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys.2001, 115, 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance. PMID:25620846

New "Tau-Leap" Strategy for Accelerated Stochastic Simulation.

PubMed

Ramkrishna, Doraiswami; Shu, Che-Chi; Tran, Vu

2014-12-10

The "Tau-Leap" strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev's inequality for random variables as it provides a rigorous probabilistic basis for a measured τ-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the τ-leap criterion while the use of Chebyshev's inequality leads to a specified degree of certainty with which the τ-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the τ-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. ( J. Chem. Phys. 2006 , 124 , 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys. 2004 , 121 , 10356; Chatterjee et al. J. Chem. Phys. 2005 , 122 , 024112; Peng et al. J. Chem. Phys. 2007 , 126 , 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys. 2001 , 115 , 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance.

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, Landis

1998-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

PIPS-SBB: A Parallel Distributed-Memory Branch-and-Bound Algorithm for Stochastic Mixed-Integer Programs

DOE PAGES

Munguia, Lluis-Miquel; Oxberry, Geoffrey; Rajan, Deepak

2016-05-01

Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve furthermore » as more functionality is added in the future.« less

A New Global Multi-fluid MHD Model of the Solar Corona

NASA Astrophysics Data System (ADS)

van der Holst, B.; Chandran, B. D. G.; Alterman, B. L.; Kasper, J. C.; Toth, G.

2017-12-01

We present a multi-fluid generalization of the AWSoM model, a global magnetohydrodynamic (MHD) solar corona model with low-frequency Alfven wave turbulence (van der Holst et al., 2014). This new extended model includes electron and multi-ion temperatures and velocities (protons and alpha particles). The coronal heating and acceleration is addressed via outward propagating low-frequency Alfven waves that are partially reflected by Alfven speed gradients. The nonlinear interaction of these counter-propagating waves results in turbulent energy cascade. To apportion the wave dissipation to the electron and ion temperatures, we employ the results of the theories of linear wave damping and nonlinear stochastic heating as described by Chandran et al. (2011, 2013). This heat partitioning results in a more than mass proportional heating among ions.

Decentralized System Identification Using Stochastic Subspace Identification for Wireless Sensor Networks

PubMed Central

Cho, Soojin; Park, Jong-Woong; Sim, Sung-Han

2015-01-01

Wireless sensor networks (WSNs) facilitate a new paradigm to structural identification and monitoring for civil infrastructure. Conventional structural monitoring systems based on wired sensors and centralized data acquisition systems are costly for installation as well as maintenance. WSNs have emerged as a technology that can overcome such difficulties, making deployment of a dense array of sensors on large civil structures both feasible and economical. However, as opposed to wired sensor networks in which centralized data acquisition and processing is common practice, WSNs require decentralized computing algorithms to reduce data transmission due to the limitation associated with wireless communication. In this paper, the stochastic subspace identification (SSI) technique is selected for system identification, and SSI-based decentralized system identification (SDSI) is proposed to be implemented in a WSN composed of Imote2 wireless sensors that measure acceleration. The SDSI is tightly scheduled in the hierarchical WSN, and its performance is experimentally verified in a laboratory test using a 5-story shear building model. PMID:25856325

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.

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

Bartolac, S; Letourneau, D; University of Toronto, Toronto, Ontario

Purpose: Application of process control theory in quality assurance programs promises to allow earlier identification of problems and potentially better quality in delivery than traditional paradigms based primarily on tolerances and action levels. The purpose of this project was to characterize underlying seasonal variations in linear accelerator output that can be used to improve performance or trigger preemptive maintenance. Methods: Review of runtime plots of daily (6 MV) output data acquired using in house ion chamber based devices over three years and for fifteen linear accelerators of varying make and model were evaluated. Shifts in output due to known interventionsmore » with the machines were subtracted from the data to model an uncorrected scenario for each linear accelerator. Observable linear trends were also removed from the data prior to evaluation of periodic variations. Results: Runtime plots of output revealed sinusoidal, seasonal variations that were consistent across all units, irrespective of manufacturer, model or age of machine. The average amplitude of the variation was on the order of 1%. Peak and minimum variations were found to correspond to early April and September, respectively. Approximately 48% of output adjustments made over the period examined were potentially avoidable if baseline levels had corresponded to the mean output, rather than to points near a peak or valley. Linear trends were observed for three of the fifteen units, with annual increases in output ranging from 2–3%. Conclusion: Characterization of cyclical seasonal trends allows for better separation of potentially innate accelerator behaviour from other behaviours (e.g. linear trends) that may be better described as true out of control states (i.e. non-stochastic deviations from otherwise expected behavior) and could indicate service requirements. Results also pointed to an optimal setpoint for accelerators such that output of machines is maintained within set tolerances and interventions are required less frequently.« less

Accelerating Pseudo-Random Number Generator for MCNP on GPU

NASA Astrophysics Data System (ADS)

Gong, Chunye; Liu, Jie; Chi, Lihua; Hu, Qingfeng; Deng, Li; Gong, Zhenghu

2010-09-01

Pseudo-random number generators (PRNG) are intensively used in many stochastic algorithms in particle simulations, artificial neural networks and other scientific computation. The PRNG in Monte Carlo N-Particle Transport Code (MCNP) requires long period, high quality, flexible jump and fast enough. In this paper, we implement such a PRNG for MCNP on NVIDIA's GTX200 Graphics Processor Units (GPU) using CUDA programming model. Results shows that 3.80 to 8.10 times speedup are achieved compared with 4 to 6 cores CPUs and more than 679.18 million double precision random numbers can be generated per second on GPU.

Optoelectronic analogs of self-programming neural nets - Architecture and methodologies for implementing fast stochastic learning by simulated annealing

NASA Technical Reports Server (NTRS)

Farhat, Nabil H.

1987-01-01

Self-organization and learning is a distinctive feature of neural nets and processors that sets them apart from conventional approaches to signal processing. It leads to self-programmability which alleviates the problem of programming complexity in artificial neural nets. In this paper architectures for partitioning an optoelectronic analog of a neural net into distinct layers with prescribed interconnectivity pattern to enable stochastic learning by simulated annealing in the context of a Boltzmann machine are presented. Stochastic learning is of interest because of its relevance to the role of noise in biological neural nets. Practical considerations and methodologies for appreciably accelerating stochastic learning in such a multilayered net are described. These include the use of parallel optical computing of the global energy of the net, the use of fast nonvolatile programmable spatial light modulators to realize fast plasticity, optical generation of random number arrays, and an adaptive noisy thresholding scheme that also makes stochastic learning more biologically plausible. The findings reported predict optoelectronic chips that can be used in the realization of optical learning machines.

Light Optics for Optical Stochastic Cooling

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

Andorf, Matthew; Lebedev, Valeri; Piot, Philippe

2016-06-01

In Optical Stochastic Cooling (OSC) radiation generated by a particle in a "pickup" undulator is amplified and transported to a downstream "kicker" undulator where it interacts with the same particle which radiated it. Fermilab plans to carry out both passive (no optical amplifier) and active (optical amplifier) tests of OSC at the Integrable Optics Test Accelerator (IOTA) currently in construction*. The performace of the optical system is analyzed with simulations in Synchrotron Radiation Workshop (SRW) accounting for the specific temporal and spectral properties of undulator radiation and being augmented to include dispersion of lens material.

Geometric integration for particle accelerators

NASA Astrophysics Data System (ADS)

Forest, Étienne

2006-05-01

This paper is a very personal view of the field of geometric integration in accelerator physics—a field where often work of the highest quality is buried in lost technical notes or even not published; one has only to think of Simon van der Meer Nobel prize work on stochastic cooling—unpublished in any refereed journal. So I reconstructed the relevant history of geometrical integration in accelerator physics as much as I could by talking to collaborators and using my own understanding of the field. The reader should not be too surprised if this account is somewhere between history, science and perhaps even fiction.

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

PROBING DYNAMICS OF ELECTRON ACCELERATION WITH RADIO AND X-RAY SPECTROSCOPY, IMAGING, AND TIMING IN THE 2002 APRIL 11 SOLAR FLARE

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

Fleishman, Gregory D.; Nita, Gelu M.; Gary, Dale E.

Based on detailed analysis of radio and X-ray observations of a flare on 2002 April 11 augmented by realistic three-dimensional modeling, we have identified a radio emission component produced directly at the flare acceleration region. This acceleration region radio component has distinctly different (1) spectrum, (2) light curves, (3) spatial location, and, thus, (4) physical parameters from those of the separately identified trapped or precipitating electron components. To derive evolution of physical parameters of the radio sources we apply forward fitting of the radio spectrum time sequence with the gyrosynchrotron source function with five to six free parameters. At themore » stage when the contribution from the acceleration region dominates the radio spectrum, the X-ray- and radio-derived electron energy spectral indices agree well with each other. During this time the maximum energy of the accelerated electron spectrum displays a monotonic increase with time from {approx}300 keV to {approx}2 MeV over roughly one minute duration indicative of an acceleration process in the form of growth of the power-law tail; the fast electron residence time in the acceleration region is about 2-4 s, which is much longer than the time of flight and so requires a strong diffusion mode there to inhibit free-streaming propagation. The acceleration region has a relatively strong magnetic field, B {approx} 120 G, and a low thermal density, n{sub e} {approx}< 2 Multiplication-Sign 10{sup 9} cm{sup -3}. These acceleration region properties are consistent with a stochastic acceleration mechanism.« less

Temporal acceleration of spatially distributed kinetic Monte Carlo simulations

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

Chatterjee, Abhijit; Vlachos, Dionisios G.

The computational intensity of kinetic Monte Carlo (KMC) simulation is a major impediment in simulating large length and time scales. In recent work, an approximate method for KMC simulation of spatially uniform systems, termed the binomial {tau}-leap method, was introduced [A. Chatterjee, D.G. Vlachos, M.A. Katsoulakis, Binomial distribution based {tau}-leap accelerated stochastic simulation, J. Chem. Phys. 122 (2005) 024112], where molecular bundles instead of individual processes are executed over coarse-grained time increments. This temporal coarse-graining can lead to significant computational savings but its generalization to spatially lattice KMC simulation has not been realized yet. Here we extend the binomial {tau}-leapmore » method to lattice KMC simulations by combining it with spatially adaptive coarse-graining. Absolute stability and computational speed-up analyses for spatial systems along with simulations provide insights into the conditions where accuracy and substantial acceleration of the new spatio-temporal coarse-graining method are ensured. Model systems demonstrate that the r-time increment criterion of Chatterjee et al. obeys the absolute stability limit for values of r up to near 1.« less

Accelerated rescaling of single Monte Carlo simulation runs with the Graphics Processing Unit (GPU).

PubMed

Yang, Owen; Choi, Bernard

2013-01-01

To interpret fiber-based and camera-based measurements of remitted light from biological tissues, researchers typically use analytical models, such as the diffusion approximation to light transport theory, or stochastic models, such as Monte Carlo modeling. To achieve rapid (ideally real-time) measurement of tissue optical properties, especially in clinical situations, there is a critical need to accelerate Monte Carlo simulation runs. In this manuscript, we report on our approach using the Graphics Processing Unit (GPU) to accelerate rescaling of single Monte Carlo runs to calculate rapidly diffuse reflectance values for different sets of tissue optical properties. We selected MATLAB to enable non-specialists in C and CUDA-based programming to use the generated open-source code. We developed a software package with four abstraction layers. To calculate a set of diffuse reflectance values from a simulated tissue with homogeneous optical properties, our rescaling GPU-based approach achieves a reduction in computation time of several orders of magnitude as compared to other GPU-based approaches. Specifically, our GPU-based approach generated a diffuse reflectance value in 0.08ms. The transfer time from CPU to GPU memory currently is a limiting factor with GPU-based calculations. However, for calculation of multiple diffuse reflectance values, our GPU-based approach still can lead to processing that is ~3400 times faster than other GPU-based approaches.

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.

Metastability for discontinuous dynamical systems under Lévy noise: Case study on Amazonian Vegetation.

PubMed

Serdukova, Larissa; Zheng, Yayun; Duan, Jinqiao; Kurths, Jürgen

2017-08-24

For the tipping elements in the Earth's climate system, the most important issue to address is how stable is the desirable state against random perturbations. Extreme biotic and climatic events pose severe hazards to tropical rainforests. Their local effects are extremely stochastic and difficult to measure. Moreover, the direction and intensity of the response of forest trees to such perturbations are unknown, especially given the lack of efficient dynamical vegetation models to evaluate forest tree cover changes over time. In this study, we consider randomness in the mathematical modelling of forest trees by incorporating uncertainty through a stochastic differential equation. According to field-based evidence, the interactions between fires and droughts are a more direct mechanism that may describe sudden forest degradation in the south-eastern Amazon. In modeling the Amazonian vegetation system, we include symmetric α-stable Lévy perturbations. We report results of stability analysis of the metastable fertile forest state. We conclude that even a very slight threat to the forest state stability represents L´evy noise with large jumps of low intensity, that can be interpreted as a fire occurring in a non-drought year. During years of severe drought, high-intensity fires significantly accelerate the transition between a forest and savanna state.

Stochastic transport models for mixing in variable-density turbulence

NASA Astrophysics Data System (ADS)

Bakosi, J.; Ristorcelli, J. R.

2011-11-01

In variable-density (VD) turbulent mixing, where very-different- density materials coexist, the density fluctuations can be an order of magnitude larger than their mean. Density fluctuations are non-negligible in the inertia terms of the Navier-Stokes equation which has both quadratic and cubic nonlinearities. Very different mixing rates of different materials give rise to large differential accelerations and some fundamentally new physics that is not seen in constant-density turbulence. In VD flows material mixing is active in a sense far stronger than that applied in the Boussinesq approximation of buoyantly-driven flows: the mass fraction fluctuations are coupled to each other and to the fluid momentum. Statistical modeling of VD mixing requires accounting for basic constraints that are not important in the small-density-fluctuation passive-scalar-mixing approximation: the unit-sum of mass fractions, bounded sample space, and the highly skewed nature of the probability densities become essential. We derive a transport equation for the joint probability of mass fractions, equivalent to a system of stochastic differential equations, that is consistent with VD mixing in multi-component turbulence and consistently reduces to passive scalar mixing in constant-density flows.

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

Stochastic Analysis and Forecasts of the Patterns of Speed, Acceleration, and Levels of Material Stock Accumulation in Society.

PubMed

Fishman, Tomer; Schandl, Heinz; Tanikawa, Hiroki

2016-04-05

The recent acceleration of urbanization and industrialization of many parts of the developing world, most notably in Asia, has resulted in a fast-increasing demand for and accumulation of construction materials in society. Despite the importance of physical stocks in society, the empirical assessment of total material stock of buildings and infrastructure and reasons for its growth have been underexplored in the sustainability literature. We propose an innovative approach for explaining material stock dynamics in society and create a country typology for stock accumulation trajectories using the ARIMA (Autoregressive Integrated Moving Average) methodology, a stochastic approach commonly used in business studies and economics to inspect and forecast time series. This enables us to create scenarios for future demand and accumulation of building materials in society, including uncertainty estimates. We find that the so-far overlooked aspect of acceleration trends of material stock accumulation holds the key to explaining material stock growth, and that despite tremendous variability in country characteristics, stock accumulation is limited to only four archetypal growth patterns. The ability of nations to change their pattern will be a determining factor for global sustainability.

Recent Advances in Understanding Particle Acceleration Processes in Solar Flares

NASA Astrophysics Data System (ADS)

Zharkova, V. V.; Arzner, K.; Benz, A. O.; Browning, P.; Dauphin, C.; Emslie, A. G.; Fletcher, L.; Kontar, E. P.; Mann, G.; Onofri, M.; Petrosian, V.; Turkmani, R.; Vilmer, N.; Vlahos, L.

2011-09-01

We review basic theoretical concepts in particle acceleration, with particular emphasis on processes likely to occur in regions of magnetic reconnection. Several new developments are discussed, including detailed studies of reconnection in three-dimensional magnetic field configurations (e.g., current sheets, collapsing traps, separatrix regions) and stochastic acceleration in a turbulent environment. Fluid, test-particle, and particle-in-cell approaches are used and results compared. While these studies show considerable promise in accounting for the various observational manifestations of solar flares, they are limited by a number of factors, mostly relating to available computational power. Not the least of these issues is the need to explicitly incorporate the electrodynamic feedback of the accelerated particles themselves on the environment in which they are accelerated. A brief prognosis for future advancement is offered.

SENSITIVITY OF STRUCTURAL RESPONSE TO GROUND MOTION SOURCE AND SITE PARAMETERS.

USGS Publications Warehouse

Safak, Erdal; Brebbia, C.A.; Cakmak, A.S.; Abdel Ghaffar, A.M.

1985-01-01

Designing structures to withstand earthquakes requires an accurate estimation of the expected ground motion. While engineers use the peak ground acceleration (PGA) to model the strong ground motion, seismologists use physical characteristics of the source and the rupture mechanism, such as fault length, stress drop, shear wave velocity, seismic moment, distance, and attenuation. This study presents a method for calculating response spectra from seismological models using random vibration theory. It then investigates the effect of various source and site parameters on peak response. Calculations are based on a nonstationary stochastic ground motion model, which can incorporate all the parameters both in frequency and time domains. The estimation of the peak response accounts for the effects of the non-stationarity, bandwidth and peak correlations of the response.

Regional-specific Stochastic Simulation of Spatially-distributed Ground-motion Time Histories using Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Huang, D.; Wang, G.

2014-12-01

Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.

Non-stochastic reprogramming from a privileged somatic cell state

PubMed Central

Guo, Shangqin; Zi, Xiaoyuan; Schulz, Vincent P.; Cheng, Jijun; Zhong, Mei; Koochaki, Sebastian H.J.; Megyola, Cynthia M.; Pan, Xinghua; Heydari, Kartoosh; Weissman, Sherman M.; Gallagher, Patrick G.; Krause, Diane S.; Fan, Rong; Lu, Jun

2014-01-01

SUMMARY Reprogramming somatic cells to induced pluripotency by Yamanaka factors is usually slow and inefficient, and is thought to be a stochastic process. We identified a privileged somatic cell state, from which acquisition of pluripotency could occur in a non-stochastic manner. Subsets of murine hematopoietic progenitors are privileged, whose progeny cells predominantly adopt the pluripotent fate with activation of endogenous Oct4 locus after 4–5 divisions in reprogramming conditions. Privileged cells display an ultrafast cell cycle of ~8 hours. In fibroblasts, a subpopulation cycling at a similar ultrafast speed is observed after 6 days of factor expression, and is increased by p53-knockdown. This ultrafast-cycling population accounts for >99% of the bulk reprogramming activity in wildtype or p53-knockdown fibroblasts. Our data demonstrate that the stochastic nature of reprogramming can be overcome in a privileged somatic cell state, and suggest that cell cycle acceleration toward a critical threshold is an important bottleneck for reprogramming. PMID:24486105

Mode identification using stochastic hybrid models with applications to conflict detection and resolution

NASA Astrophysics Data System (ADS)

Naseri Kouzehgarani, Asal

2009-12-01

Most models of aircraft trajectories are non-linear and stochastic in nature; and their internal parameters are often poorly defined. The ability to model, simulate and analyze realistic air traffic management conflict detection scenarios in a scalable, composable, multi-aircraft fashion is an extremely difficult endeavor. Accurate techniques for aircraft mode detection are critical in order to enable the precise projection of aircraft conflicts, and for the enactment of altitude separation resolution strategies. Conflict detection is an inherently probabilistic endeavor; our ability to detect conflicts in a timely and accurate manner over a fixed time horizon is traded off against the increased human workload created by false alarms---that is, situations that would not develop into an actual conflict, or would resolve naturally in the appropriate time horizon-thereby introducing a measure of probabilistic uncertainty in any decision aid fashioned to assist air traffic controllers. The interaction of the continuous dynamics of the aircraft, used for prediction purposes, with the discrete conflict detection logic gives rise to the hybrid nature of the overall system. The introduction of the probabilistic element, common to decision alerting and aiding devices, places the conflict detection and resolution problem in the domain of probabilistic hybrid phenomena. A hidden Markov model (HMM) has two stochastic components: a finite-state Markov chain and a finite set of output probability distributions. In other words an unobservable stochastic process (hidden) that can only be observed through another set of stochastic processes that generate the sequence of observations. The problem of self separation in distributed air traffic management reduces to the ability of aircraft to communicate state information to neighboring aircraft, as well as model the evolution of aircraft trajectories between communications, in the presence of probabilistic uncertain dynamics as well as partially observable and uncertain data. We introduce the Hybrid Hidden Markov Modeling (HHMM) formalism to enable the prediction of the stochastic aircraft states (and thus, potential conflicts), by combining elements of the probabilistic timed input output automaton and the partially observable Markov decision process frameworks, along with the novel addition of a Markovian scheduler to remove the non-deterministic elements arising from the enabling of several actions simultaneously. Comparisons of aircraft in level, climbing/descending and turning flight are performed, and unknown flight track data is evaluated probabilistically against the tuned model in order to assess the effectiveness of the model in detecting the switch between multiple flight modes for a given aircraft. This also allows for the generation of probabilistic distribution over the execution traces of the hybrid hidden Markov model, which then enables the prediction of the states of aircraft based on partially observable and uncertain data. Based on the composition properties of the HHMM, we study a decentralized air traffic system where aircraft are moving along streams and can perform cruise, accelerate, climb and turn maneuvers. We develop a common decentralized policy for conflict avoidance with spatially distributed agents (aircraft in the sky) and assure its safety properties via correctness proofs.

On Using Surrogates with Genetic Programming.

PubMed

Hildebrandt, Torsten; Branke, Jürgen

2015-01-01

One way to accelerate evolutionary algorithms with expensive fitness evaluations is to combine them with surrogate models. Surrogate models are efficiently computable approximations of the fitness function, derived by means of statistical or machine learning techniques from samples of fully evaluated solutions. But these models usually require a numerical representation, and therefore cannot be used with the tree representation of genetic programming (GP). In this paper, we present a new way to use surrogate models with GP. Rather than using the genotype directly as input to the surrogate model, we propose using a phenotypic characterization. This phenotypic characterization can be computed efficiently and allows us to define approximate measures of equivalence and similarity. Using a stochastic, dynamic job shop scenario as an example of simulation-based GP with an expensive fitness evaluation, we show how these ideas can be used to construct surrogate models and improve the convergence speed and solution quality of GP.

Stochastic Lanchester Air-to-Air Campaign Model: Model Description and Users Guides

DTIC Science & Technology

2009-01-01

STOCHASTIC LANCHESTER AIR-TO-AIR CAMPAIGN MODEL MODEL DESCRIPTION AND USERS GUIDES—2009 REPORT PA702T1 Rober t V. Hemm Jr. Dav id A . Lee...LMI © 2009. ALL RIGHTS RESERVED. Stochastic Lanchester Air-to-Air Campaign Model: Model Description and Users Guides—2009 PA702T1/JANUARY...2009 Executive Summary This report documents the latest version of the Stochastic Lanchester Air-to-Air Campaign Model (SLAACM), developed by LMI for

Generalized Accelerated Failure Time Spatial Frailty Model for Arbitrarily Censored Data

PubMed Central

Zhou, Haiming; Hanson, Timothy; Zhang, Jiajia

2017-01-01

Flexible incorporation of both geographical patterning and risk effects in cancer survival models is becoming increasingly important, due in part to the recent availability of large cancer registries. Most spatial survival models stochastically order survival curves from different subpopulations. However, it is common for survival curves from two subpopulations to cross in epidemiological cancer studies and thus interpretable standard survival models can not be used without some modification. Common fixes are the inclusion of time-varying regression effects in the proportional hazards model or fully non-parametric modeling, either of which destroys any easy interpretability from the fitted model. To address this issue, we develop a generalized accelerated failure time model which allows stratification on continuous or categorical covariates, as well as providing per-variable tests for whether stratification is necessary via novel approximate Bayes factors. The model is interpretable in terms of how median survival changes and is able to capture crossing survival curves in the presence of spatial correlation. A detailed Markov chain Monte Carlo algorithm is presented for posterior inference and a freely available function frailtyGAFT is provided to fit the model in the R package spBayesSurv. We apply our approach to a subset of the prostate cancer data gathered for Louisiana by the Surveillance, Epidemiology, and End Results program of the National Cancer Institute. PMID:26993982

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

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

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?'

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

The interplay of seasonality, the system’s nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

Particle Acceleration and Heating Processes at the Dayside Magnetopause

NASA Astrophysics Data System (ADS)

Berchem, J.; Lapenta, G.; Richard, R. L.; El-Alaoui, M.; Walker, R. J.; Schriver, D.

2017-12-01

It is well established that electrons and ions are accelerated and heated during magnetic reconnection at the dayside magnetopause. However, a detailed description of the actual physical mechanisms driving these processes and where they are operating is still incomplete. Many basic mechanisms are known to accelerate particles, including resonant wave-particle interactions as well as stochastic, Fermi, and betatron acceleration. In addition, acceleration and heating processes can occur over different scales. We have carried out kinetic simulations to investigate the mechanisms by which electrons and ions are accelerated and heated at the dayside magnetopause. The simulation model uses the results of global magnetohydrodynamic (MHD) simulations to set the initial state and the evolving boundary conditions of fully kinetic implicit particle-in-cell (iPic3D) simulations for different solar wind and interplanetary magnetic field conditions. This approach allows us to include large domains both in space and energy. In particular, some of these regional simulations include both the magnetopause and bow shock in the kinetic domain, encompassing range of particle energies from a few eV in the solar wind to keV in the magnetospheric boundary layer. We analyze the results of the iPic3D simulations by discussing wave spectra and particle velocity distribution functions observed in the different regions of the simulation domain, as well as using large-scale kinetic (LSK) computations to follow particles' time histories. We discuss the relevance of our results by comparing them with local observations by the MMS spacecraft.

Agent based reasoning for the non-linear stochastic models of long-range memory

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.

COMBINED MODELING OF ACCELERATION, TRANSPORT, AND HYDRODYNAMIC RESPONSE IN SOLAR FLARES. I. THE NUMERICAL MODEL

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

Liu Wei; Petrosian, Vahe; Mariska, John T.

2009-09-10

Acceleration and transport of high-energy particles and fluid dynamics of atmospheric plasma are interrelated aspects of solar flares, but for convenience and simplicity they were artificially separated in the past. We present here self-consistently combined Fokker-Planck modeling of particles and hydrodynamic simulation of flare plasma. Energetic electrons are modeled with the Stanford unified code of acceleration, transport, and radiation, while plasma is modeled with the Naval Research Laboratory flux tube code. We calculated the collisional heating rate directly from the particle transport code, which is more accurate than those in previous studies based on approximate analytical solutions. We repeated themore » simulation of Mariska et al. with an injection of power law, downward-beamed electrons using the new heating rate. For this case, a {approx}10% difference was found from their old result. We also used a more realistic spectrum of injected electrons provided by the stochastic acceleration model, which has a smooth transition from a quasi-thermal background at low energies to a nonthermal tail at high energies. The inclusion of low-energy electrons results in relatively more heating in the corona (versus chromosphere) and thus a larger downward heat conduction flux. The interplay of electron heating, conduction, and radiative loss leads to stronger chromospheric evaporation than obtained in previous studies, which had a deficit in low-energy electrons due to an arbitrarily assumed low-energy cutoff. The energy and spatial distributions of energetic electrons and bremsstrahlung photons bear signatures of the changing density distribution caused by chromospheric evaporation. In particular, the density jump at the evaporation front gives rise to enhanced emission, which, in principle, can be imaged by X-ray telescopes. This model can be applied to investigate a variety of high-energy processes in solar, space, and astrophysical plasmas.« less

Topics in High-Energy Astrophysics: X-ray Time Lags and Gamma-ray Flares

NASA Astrophysics Data System (ADS)

Kroon, John J.

2016-03-01

The Universe is host to a wide variety of high-energy processes that convert gravitational potential energy or rest-mass energy into non-thermal radiation such as bremsstrahlung and synchrotron. Prevailing models of X-ray emission from accreting Black Hole Binaries (BHBs) struggle to simultaneously fit the quiescent X-ray spectrum and the transients which result in the phenomenon known as X-ray time lags. And similarly, classical models of diffusive shock acceleration in pulsar wind nebulae fail to explain the extreme particle acceleration in very short timescales as is inferred from recent gamma-ray flares from the Crab nebula. In this dissertation, I develop new exact analytic models to shed light on these intriguing processes. I take a fresh look at the formation of X-ray time lags in compact sources using a new mathematical approach in which I obtain the exact Green's function solution. The resulting Green's function allows one to explore a variety of injection scenarios, including both monochromatic and broadband (bremsstrahlung) seed photon injection. I obtain the exact solution for the dependence of the time lags on the Fourier frequency, for both homogeneous and inhomogeneous clouds. The model can successfully reproduce both the observed time lags and the quiescent X-ray spectrum using a single set of coronal parameters. I show that the implied coronal radii in the new model are significantly smaller than those obtained in the Monte Carlo simulations, hence greatly reducing the coronal heating problem. Recent bright gamma-ray flares from the Crab nebula observed by AGILE and Fermi reaching GeV energies and lasting several days challenge the contemporary model for particle acceleration in pulsar wind nebulae, specifically the diffusive shock acceleration model. Simulations indicate electron/positron pairs in the Crab nebula pulsar wind must be accelerated up to PeV energies in the presence of ambient magnetic fields with strength B ~100 microG. No comprehensive model has been presented that simultaneously and self-consistently explains the energetic and temporal properties of the observed flares. In this component of my dissertation research, I revisit the problem based on an analytical approach using a transport equation that includes terms describing electrostatic acceleration, stochastic wave-particle acceleration, synchrotron losses, and particle escape. I obtain an exact solution and use it to compute the resulting gamma-ray synchrotron spectrum. I find that the spectra of all the Fermi-LAT flares from the Crab nebula can be reproduced with this model using magnetic fields that are in agreement with multi-wavelength observations.

Persistence and extinction of a stochastic single-species model under regime switching in a polluted environment II.

PubMed

Liu, Meng; Wang, Ke

2010-12-07

This is a continuation of our paper [Liu, M., Wang, K., 2010. Persistence and extinction of a stochastic single-species model under regime switching in a polluted environment, J. Theor. Biol. 264, 934-944]. Taking both white noise and colored noise into account, a stochastic single-species model under regime switching in a polluted environment is studied. Sufficient conditions for extinction, stochastic nonpersistence in the mean, stochastic weak persistence and stochastic permanence are established. The threshold between stochastic weak persistence and extinction is obtained. The results show that a different type of noise has a different effect on the survival results. Copyright © 2010 Elsevier Ltd. All rights reserved.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

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

Modelling the cancer growth process by Stochastic Differential Equations with the effect of Chondroitin Sulfate (CS) as anticancer therapeutics

NASA Astrophysics Data System (ADS)

Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina

2017-09-01

A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.

The stochastic dynamics of intermittent porescale particle motion

NASA Astrophysics Data System (ADS)

Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

2017-04-01

Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

Particle transport and stochastic acceleration in the giant lobes of Centaurus A

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

O'Sullivan, Stephen

2011-09-22

The conditions within the giant lobes of Centaurus A are reviewed in light of recent radio and {gamma}-ray observations. Data from WMAP and ground-based telescopes in conjunction with measurements from Fermi-LAT constrain the characteristic field strength and the maximum electron energy. The implications for the transport of energetic particles are discussed in terms of residence times and cooling times within the lobes. Acceleration of electrons and UHECR via the second order Fermi mechanism is discussed.

Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2017-03-01

In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.

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.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

Improved ensemble-mean forecasting of ENSO events by a zero-mean stochastic error model of an intermediate coupled model

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

How to design a reliable ensemble prediction strategy with considering the major uncertainties of a forecasting system is a crucial issue for performing an ensemble forecast. In this study, a new stochastic perturbation technique is developed to improve the prediction skills of El Niño-Southern Oscillation (ENSO) through using an intermediate coupled model. We first estimate and analyze the model uncertainties from the ensemble Kalman filter analysis results through assimilating the observed sea surface temperatures. Then, based on the pre-analyzed properties of model errors, we develop a zero-mean stochastic model-error model to characterize the model uncertainties mainly induced by the missed physical processes of the original model (e.g., stochastic atmospheric forcing, extra-tropical effects, Indian Ocean Dipole). Finally, we perturb each member of an ensemble forecast at each step by the developed stochastic model-error model during the 12-month forecasting process, and add the zero-mean perturbations into the physical fields to mimic the presence of missing processes and high-frequency stochastic noises. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr hindcast experiments, which are initialized from the same initial conditions and differentiated by whether they consider the stochastic perturbations. The comparison results show that the stochastic perturbations have a significant effect on improving the ensemble-mean prediction skills during the entire 12-month forecasting process. This improvement occurs mainly because the nonlinear terms in the model can form a positive ensemble-mean from a series of zero-mean perturbations, which reduces the forecasting biases and then corrects the forecast through this nonlinear heating mechanism.

Stochastic coalescence in finite systems: an algorithm for the numerical solution of the multivariate master equation.

NASA Astrophysics Data System (ADS)

Alfonso, Lester; Zamora, Jose; Cruz, Pedro

2015-04-01

The stochastic approach to coagulation considers the coalescence process going in a system of a finite number of particles enclosed in a finite volume. Within this approach, the full description of the system can be obtained from the solution of the multivariate master equation, which models the evolution of the probability distribution of the state vector for the number of particles of a given mass. Unfortunately, due to its complexity, only limited results were obtained for certain type of kernels and monodisperse initial conditions. In this work, a novel numerical algorithm for the solution of the multivariate master equation for stochastic coalescence that works for any type of kernels and initial conditions is introduced. The performance of the method was checked by comparing the numerically calculated particle mass spectrum with analytical solutions obtained for the constant and sum kernels, with an excellent correspondence between the analytical and numerical solutions. In order to increase the speedup of the algorithm, software parallelization techniques with OpenMP standard were used, along with an implementation in order to take advantage of new accelerator technologies. Simulations results show an important speedup of the parallelized algorithms. This study was funded by a grant from Consejo Nacional de Ciencia y Tecnologia de Mexico SEP-CONACYT CB-131879. The authors also thanks LUFAC® Computacion SA de CV for CPU time and all the support provided.

Anisotropic Stochastic Vortex Structure Method for Simulating Particle Collision in Turbulent Shear Flows

NASA Astrophysics Data System (ADS)

Dizaji, Farzad; Marshall, Jeffrey; Grant, John; Jin, Xing

2017-11-01

Accounting for the effect of subgrid-scale turbulence on interacting particles remains a challenge when using Reynolds-Averaged Navier Stokes (RANS) or Large Eddy Simulation (LES) approaches for simulation of turbulent particulate flows. The standard stochastic Lagrangian method for introducing turbulence into particulate flow computations is not effective when the particles interact via collisions, contact electrification, etc., since this method is not intended to accurately model relative motion between particles. We have recently developed the stochastic vortex structure (SVS) method and demonstrated its use for accurate simulation of particle collision in homogeneous turbulence; the current work presents an extension of the SVS method to turbulent shear flows. The SVS method simulates subgrid-scale turbulence using a set of randomly-positioned, finite-length vortices to generate a synthetic fluctuating velocity field. It has been shown to accurately reproduce the turbulence inertial-range spectrum and the probability density functions for the velocity and acceleration fields. In order to extend SVS to turbulent shear flows, a new inversion method has been developed to orient the vortices in order to generate a specified Reynolds stress field. The extended SVS method is validated in the present study with comparison to direct numerical simulations for a planar turbulent jet flow. This research was supported by the U.S. National Science Foundation under Grant CBET-1332472.

Effects of stochastic sodium channels on extracellular excitation of myelinated nerve fibers.

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

The effects of the stochastic gating properties of sodium channels on the extracellular excitation properties of mammalian nerve fibers was determined by computer simulation. To reduce computation time, a hybrid multicompartment cable model including five central nodes of Ranvier containing stochastic sodium channels and 16 flanking nodes containing detenninistic membrane dynamics was developed. The excitation properties of the hybrid cable model were comparable with those of a full stochastic cable model including 21 nodes of Ranvier containing stochastic sodium channels, indicating the validity of the hybrid cable model. The hybrid cable model was used to investigate whether or not the excitation properties of extracellularly activated fibers were influenced by the stochastic gating of sodium channels, including spike latencies, strength-duration (SD), current-distance (IX), and recruitment properties. The stochastic properties of the sodium channels in the hybrid cable model had the greatest impact when considering the temporal dynamics of nerve fibers, i.e., a large variability in latencies, while they did not influence the SD, IX, or recruitment properties as compared with those of the conventional deterministic cable model. These findings suggest that inclusion of stochastic nodes is not important for model-based design of stimulus waveforms for activation of motor nerve fibers. However, in cases where temporal fine structure is important, for example in sensory neural prostheses in the auditory and visual systems, the stochastic properties of the sodium channels may play a key role in the design of stimulus waveforms.

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

Garg, Abhishek; Mohanram, Kartik; Di Cara, Alessandro; De Micheli, Giovanni; Xenarios, Ioannis

2009-06-15

Understanding gene regulation in biological processes and modeling the robustness of underlying regulatory networks is an important problem that is currently being addressed by computational systems biologists. Lately, there has been a renewed interest in Boolean modeling techniques for gene regulatory networks (GRNs). However, due to their deterministic nature, it is often difficult to identify whether these modeling approaches are robust to the addition of stochastic noise that is widespread in gene regulatory processes. Stochasticity in Boolean models of GRNs has been addressed relatively sparingly in the past, mainly by flipping the expression of genes between different expression levels with a predefined probability. This stochasticity in nodes (SIN) model leads to over representation of noise in GRNs and hence non-correspondence with biological observations. In this article, we introduce the stochasticity in functions (SIF) model for simulating stochasticity in Boolean models of GRNs. By providing biological motivation behind the use of the SIF model and applying it to the T-helper and T-cell activation networks, we show that the SIF model provides more biologically robust results than the existing SIN model of stochasticity in GRNs. Algorithms are made available under our Boolean modeling toolbox, GenYsis. The software binaries can be downloaded from http://si2.epfl.ch/ approximately garg/genysis.html.

Analysis of a novel stochastic SIRS epidemic model with two different saturated incidence rates

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

This paper presents a stochastic SIRS epidemic model with two different nonlinear incidence rates and double epidemic asymmetrical hypothesis, and we devote to develop a mathematical method to obtain the threshold of the stochastic epidemic model. We firstly investigate the boundness and extinction of the stochastic system. Furthermore, we use Ito's formula, the comparison theorem and some new inequalities techniques of stochastic differential systems to discuss persistence in mean of two diseases on three cases. The results indicate that stochastic fluctuations can suppress the disease outbreak. Finally, numerical simulations about different noise disturbance coefficients are carried out to illustrate the obtained theoretical results.

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

SHEDS-Pesticides (Stochastic Human Exposure and Dose Simulation Model for Pesticides) is a physically-based stochastic model developed to quantify exposure and dose of humans to multimedia, multipathway pollutants. Probabilistic inputs are combined in physical/mechanistic algorit...

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction

DTIC Science & Technology

2016-02-25

Approximation of Quantum Stochastic Differential Equations for Input-Output Model Reduction We have completed a short program of theoretical research...on dimensional reduction and approximation of models based on quantum stochastic differential equations. Our primary results lie in the area of...2211 quantum probability, quantum stochastic differential equations REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 10. SPONSOR

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Dynamics of a stochastic multi-strain SIS epidemic model driven by Lévy noise

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

A stochastic multi-strain SIS epidemic model is formulated by introducing Lévy noise into the disease transmission rate of each strain. First, we prove that the stochastic model admits a unique global positive solution, and, by the comparison theorem, we show that the solution remains within a positively invariant set almost surely. Next we investigate stochastic stability of the disease-free equilibrium, including stability in probability and pth moment asymptotic stability. Then sufficient conditions for persistence in the mean of the disease are established. Finally, based on an Euler scheme for Lévy-driven stochastic differential equations, numerical simulations for a stochastic two-strain model are carried out to verify the theoretical results. Moreover, numerical comparison results of the stochastic two-strain model and the deterministic version are also given. Lévy noise can cause the two strains to become extinct almost surely, even though there is a dominant strain that persists in the deterministic model. It can be concluded that the introduction of Lévy noise reduces the disease extinction threshold, which indicates that Lévy noise may suppress the disease outbreak.

Stochastic dynamics of melt ponds and sea ice-albedo climate feedback

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

Evolution of melt ponds on the Arctic sea surface is a complicated stochastic process. We suggest a low-order model with ice-albedo feedback which describes stochastic dynamics of melt ponds geometrical characteristics. The model is a stochastic dynamical system model of energy balance in the climate system. We describe the equilibria in this model. We conclude the transition in fractal dimension of melt ponds affects the shape of the sea ice albedo curve.

Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

NSWC-PCD has made considerable improvements to their pedestrian flow modeling . In addition to the linear paths, the 2011 version now includes...using stochastic paths. 2.2 Linear Paths vs. Stochastic Paths 2.2.1 Linear Paths and Direct Maximum Pd Calculation Modeling pedestrian traffic flow...as a stochastic process begins with the linear path model . Let the detec- tion area be R x C voxels. This creates C 2 total linear paths, path(Cs

GPS-Based Reduced Dynamic Orbit Determination Using Accelerometer Data

NASA Technical Reports Server (NTRS)

VanHelleputte, Tom; Visser, Pieter

2007-01-01

Currently two gravity field satellite missions, CHAMP and GRACE, are equipped with high sensitivity electrostatic accelerometers, measuring the non-conservative forces acting on the spacecraft in three orthogonal directions. During the gravity field recovery these measurements help to separate gravitational and non-gravitational contributions in the observed orbit perturbations. For precise orbit determination purposes all these missions have a dual-frequency GPS receiver on board. The reduced dynamic technique combines the dense and accurate GPS observations with physical models of the forces acting on the spacecraft, complemented by empirical accelerations, which are stochastic parameters adjusted in the orbit determination process. When the spacecraft carries an accelerometer, these measured accelerations can be used to replace the models of the non-conservative forces, such as air drag and solar radiation pressure. This approach is implemented in a batch least-squares estimator of the GPS High Precision Orbit Determination Software Tools (GHOST), developed at DLR/GSOC and DEOS. It is extensively tested with data of the CHAMP and GRACE satellites. As accelerometer observations typically can be affected by an unknown scale factor and bias in each measurement direction, they require calibration during processing. Therefore the estimated state vector is augmented with six parameters: a scale and bias factor for the three axes. In order to converge efficiently to a good solution, reasonable a priori values for the bias factor are necessary. These are calculated by combining the mean value of the accelerometer observations with the mean value of the non-conservative force models and empirical accelerations, estimated when using these models. When replacing the non-conservative force models with accelerometer observations and still estimating empirical accelerations, a good orbit precision is achieved. 100 days of GRACE B data processing results in a mean orbit fit of a few centimeters with respect to high-quality JPL reference orbits. This shows a slightly better consistency compared to the case when using force models. A purely dynamic orbit, without estimating empirical accelerations thus only adjusting six state parameters and the bias and scale factors, gives an orbit fit for the GRACE B test case below the decimeter level. The in orbit calibrated accelerometer observations can be used to validate the modelled accelerations and estimated empirical accelerations computed with the GHOST tools. In along track direction they show the best resemblance, with a mean correlation coefficient of 93% for the same period. In radial and normal direction the correlation is smaller. During days of high solar activity the benefit of using accelerometer observations is clearly visible. The observations during these days show fluctuations which the modelled and empirical accelerations can not follow.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

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.

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.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

Wang, S.; Chen, M.; Cao, Y.

2017-07-01

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms, the hybrid method, which combines an ordinary differential equation (ODE) system with a stochastic chemically reacting system, shows its unique advantages in the modeling and simulation of biochemical systems. The efficiency of hybrid method is usually limited by reactions in the stochastic subsystem, which are modeled and simulated using Gillespie's framework and frequently interrupt the integration of the ODE subsystem. In this paper we develop an efficient implementation approach for the hybrid method coupled with traditional ODE solvers. We also compare the efficiency of hybrid methods with three widely used ODE solvers RADAU5, DASSL, and DLSODAR. Numerical experiments with three biochemical models are presented. A detailed discussion is presented for the performances of three ODE solvers.

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

Rising relative fluctuation as a warning indicator of discontinuous transitions in symbiotic metapopulations

NASA Astrophysics Data System (ADS)

Lumi, Neeme; Laas, Katrin; Mankin, Romi

2015-11-01

The long-time limit behavior of the stochastic Lotka-Volterra model of a symbiotic metapopulation subjected to generalized Verhulst self-regulation is considered. The influence of a time-variable environment on the carrying capacities of subpopulations is modeled as a periodic deterministic part and a symmetric dichotomous noise. Relying on the mean-field approach it is established that at certain parameter regimes the mean field (average subpopulations size) exhibits hysteresis in respect to the noise correlation time, manifested in the appearance of colored-noise-induced discontinuous transitions. Especially, it is shown that the relative fluctuation of the subpopulation sizes exhibits accelerated increase prior to abrupt transitions of the metapopulation state. Moreover, in certain cases the autocorrelation function of the population sizes demonstrates anticorrelation at some values of the lag time.

Study on individual stochastic model of GNSS observations for precise kinematic applications

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

Tuning Spatial Profiles of Selection Pressure to Modulate the Evolution of Drug Resistance

NASA Astrophysics Data System (ADS)

De Jong, Maxwell G.; Wood, Kevin B.

2018-06-01

Spatial heterogeneity plays an important role in the evolution of drug resistance. While recent studies have indicated that spatial gradients of selection pressure can accelerate resistance evolution, much less is known about evolution in more complex spatial profiles. Here we use a stochastic toy model of drug resistance to investigate how different spatial profiles of selection pressure impact the time to fixation of a resistant allele. Using mean first passage time calculations, we show that spatial heterogeneity accelerates resistance evolution when the rate of spatial migration is sufficiently large relative to mutation but slows fixation for small migration rates. Interestingly, there exists an intermediate regime—characterized by comparable rates of migration and mutation—in which the rate of fixation can be either accelerated or decelerated depending on the spatial profile, even when spatially averaged selection pressure remains constant. Finally, we demonstrate that optimal tuning of the spatial profile can dramatically slow the spread and fixation of resistant subpopulations, even in the absence of a fitness cost for resistance. Our results may lay the groundwork for optimized, spatially resolved drug dosing strategies for mitigating the effects of drug resistance.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Some Stochastic-Duel Models of Combat.

DTIC Science & Technology

1983-03-01

AD-R127 879 SOME STOCHASTIC- DUEL MODELS OF CONBAT(U) NAVAL - / POSTGRADUATE SCHOOL MONTEREY CA J S CHOE MAR 83 UNCLASSiIED FC1/Ehhh1; F/ 12/ ,iE...SCHOOL Monterey, California DTIC ELECTE :MAY 10 1983 "T !H ES IS SOME STOCHASTIC- DUEL MODELS OF COMBAT by Jum Soo Choe March 1983 Thesis Advisor: J. G...TYPE OF RETORT a PERIOD COVIOCe Master’s Thesis Some Stochastic- Duel Models of Combat March 1983 S. PERFORINGi *no. 44POOi umet 7. AUTHORW.) a

Stochastic particle acceleration at shocks in the presence of braided magnetic fields.

NASA Astrophysics Data System (ADS)

Kirk, J. G.; Duffy, P.; Gallant, Y. A.

1996-10-01

The theory of diffusive acceleration of energetic particles at shock fronts assumes charged particles undergo spatial diffusion in a uniform magnetic field. If, however, the magnetic field is not uniform, but has a stochastic or braided structure, the transport of charged particles across the average direction of the field is more complicated. Assuming quasi-linear behaviour of the field lines, the particles undergo sub-diffusion on short time scales. We derive the propagator for such motion, which differs from the Gaussian form relevant for diffusion, and apply it to a configuration with a plane shock front whose normal is perpendicular to the average field direction. Expressions are given for the acceleration time as a function of the diffusion coefficient of the wandering magnetic field lines and the spatial diffusion coefficient of the charged particles parallel to the local field. In addition we calculate the spatial dependence of the particle density in both the upstream and downstream plasmas. In contrast to the diffusive case, the density of particles at the shock front is lower than it is far downstream. This is a consequence of the partial trapping of particles by structures in the magnetic field. As a result, the spectrum of accelerated particles is a power-law in momentum which is steeper than in the diffusive case. For a phase-space density f{prop.to}p^-s^, we find s=s_diff_[1+1/(2ρ_c_)], where ρ_c_ is the compression ratio of the shock front and s_diff_ is the standard result of diffusive acceleration: s_diff_=3ρ_c_/(ρ_c_-1). A strong shock in a monatomic ideal gas yields a spectrum of s=4.5. In the case of electrons, this corresponds to a radio synchrotron spectral index of α=0.75.

Development of a Single-Pass Amplifier for an Optical Stochastic Cooling Proof-of-Principle Experiment at Fermilab's IOTA Facility

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

Andorf, M. B.; Lebedev, V. A.; Piot, P.

2015-06-01

Optical stochastic cooling (OSC) is a method of beam cooling which is expected to provide cooling rates orders of magnitude larger than ordinary stochastic cooling. Light from an undulator (the pickup) is amplified and fed back onto the particle beam via another undulator (the kicker). Fermilab is currently exploring a possible proof-of-principle experiment of the OSC at the integrable-optics test accelerator (IOTA) ring. To implement effective OSC a good correction of phase distortions in the entire band of the optical amplifier is required. In this contribution we present progress in experimental characterization of phase distortions associated to a Titanium Sapphiremore » crystal laser-gain medium (a possible candidate gain medium for the OSC experiment to be performed at IOTA). We also discuss a possible option for a mid-IR amplifier« less

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

Andorf, M. B.; Lebedev, V. A.; Piot, P.

Optical stochastic cooling (OSC) is expected to enable fast cooling of dense particle beams. Transition from microwave to optical frequencies enables an achievement of stochastic cooling rates which are orders of magnitude higher than ones achievable with the classical microwave based stochastic cooling systems. A subsystemcritical to the OSC scheme is the focusing optics used to image radiation from the upstream “pickup” undulator to the downstream “kicker” undulator. In this paper, we present simulation results using wave-optics calculation carried out with the Synchrotron Radiation Workshop (SRW). Our simulations are performed in support to a proof-of-principle experiment planned at the Integrablemore » Optics Test Accelerator (IOTA) at Fermilab. The calculations provide an estimate of the energy kick received by a 100-MeV electron as it propagates in the kicker undulator and interacts with the electromagnetic pulse it radiated at an earlier time while traveling through the pickup undulator.« less

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

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

Marzouk, Youssef

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesianmore » inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.« less

A spatial stochastic programming model for timber and core area management under risk of stand-replacing fire

Treesearch

Dung Tuan Nguyen

2012-01-01

Forest harvest scheduling has been modeled using deterministic and stochastic programming models. Past models seldom address explicit spatial forest management concerns under the influence of natural disturbances. In this research study, we employ multistage full recourse stochastic programming models to explore the challenges and advantages of building spatial...

A spatial stochastic programming model for timber and core area management under risk of fires

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

Previous stochastic models in harvest scheduling seldom address explicit spatial management concerns under the influence of natural disturbances. We employ multistage stochastic programming models to explore the challenges and advantages of building spatial optimization models that account for the influences of random stand-replacing fires. Our exploratory test models...

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

DOE PAGES

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

2017-03-05

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

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

On the Acceleration and Anisotropy of Ions Within Magnetotail Dipolarizing Flux Bundles

NASA Astrophysics Data System (ADS)

Zhou, Xu-Zhi; Runov, Andrei; Angelopoulos, Vassilis; Artemyev, Anton V.; Birn, Joachim

2018-01-01

Dipolarizing flux bundles (DFBs), earthward propagating structures with enhanced northward magnetic field Bz, are usually believed to carry a distinctly different plasma population from that in the ambient magnetotail plasma sheet. The ion distribution functions within the DFB, however, have been recently found to be largely controlled by the ion adiabaticity parameter κ in the ambient plasma sheet outside the DFB. According to these observations, the ambient κ values of 2-3 usually correspond to a strong perpendicular anisotropy of suprathermal ions within the DFB, whereas for lower κ values the DFB ions become more isotropic. Here we utilize a simple, test particle model to explore the nature of the anisotropy and its dependence on the ambient κ values. We find that the anisotropy originates from successive ion reflections and reentries to the DFB, during which the ions are consecutively accelerated in the perpendicular direction by the DFB-associated electric field. This consecutive acceleration may be interrupted, however, when magnetic field lines are highly curved in the ambient plasma sheet. In this case, the ion trajectories become stochastic outside the DFB, which makes the reflected ions less likely to return to the DFB for another cycle of acceleration; as a consequence, the perpendicular ion anisotropy does not appear. Given that the DFB ions are a free energy source for instabilities when they are injected toward Earth, our simple model (that reproduces most observational features on the anisotropic DFB ion distributions) may shed new lights on the coupling process between magnetotail and inner magnetosphere.

SIMULATION OF ENERGETIC PARTICLE TRANSPORT AND ACCELERATION AT SHOCK WAVES IN A FOCUSED TRANSPORT MODEL: IMPLICATIONS FOR MIXED SOLAR PARTICLE EVENTS

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

Kartavykh, Y. Y.; Dröge, W.; Gedalin, M.

2016-03-20

We use numerical solutions of the focused transport equation obtained by an implicit stochastic differential equation scheme to study the evolution of the pitch-angle dependent distribution function of protons in the vicinity of shock waves. For a planar stationary parallel shock, the effects of anisotropic distribution functions, pitch-angle dependent spatial diffusion, and first-order Fermi acceleration at the shock are examined, including the timescales on which the energy spectrum approaches the predictions of diffusive shock acceleration theory. We then consider the case that a flare-accelerated population of ions is released close to the Sun simultaneously with a traveling interplanetary shock formore » which we assume a simplified geometry. We investigate the consequences of adiabatic focusing in the diverging magnetic field on the particle transport at the shock, and of the competing effects of acceleration at the shock and adiabatic energy losses in the expanding solar wind. We analyze the resulting intensities, anisotropies, and energy spectra as a function of time and find that our simulations can naturally reproduce the morphologies of so-called mixed particle events in which sometimes the prompt and sometimes the shock component is more prominent, by assuming parameter values which are typically observed for scattering mean free paths of ions in the inner heliosphere and energy spectra of the flare particles which are injected simultaneously with the release of the shock.« 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

Systems Engineering Metrics: Organizational Complexity and Product Quality Modeling

NASA Technical Reports Server (NTRS)

Mog, Robert A.

1997-01-01

Innovative organizational complexity and product quality models applicable to performance metrics for NASA-MSFC's Systems Analysis and Integration Laboratory (SAIL) missions and objectives are presented. An intensive research effort focuses on the synergistic combination of stochastic process modeling, nodal and spatial decomposition techniques, organizational and computational complexity, systems science and metrics, chaos, and proprietary statistical tools for accelerated risk assessment. This is followed by the development of a preliminary model, which is uniquely applicable and robust for quantitative purposes. Exercise of the preliminary model using a generic system hierarchy and the AXAF-I architectural hierarchy is provided. The Kendall test for positive dependence provides an initial verification and validation of the model. Finally, the research and development of the innovation is revisited, prior to peer review. This research and development effort results in near-term, measurable SAIL organizational and product quality methodologies, enhanced organizational risk assessment and evolutionary modeling results, and 91 improved statistical quantification of SAIL productivity interests.

Non-variable TeV emission from the extended jet of a blazar in the stochastic acceleration scenario: the case of the hard TeV emission of 1ES 1101-232

NASA Astrophysics Data System (ADS)

Yan, Dahai; Zeng, Houdun; Zhang, Li

2012-08-01

The detections of X-ray emission from the kiloparsec-scale jets of blazars and radio galaxies could imply the existence of high-energy electrons in these extended jets, and these electrons could produce high-energy emission through the inverse Compton (IC) process. In this paper, we study the non-variable hard TeV emission from a blazar. The multiband emission consists of two components: (i) the traditional synchrotron self-Compton (SSC) emission from the inner jet; (ii) the emission produced via SSC and IC scattering of cosmic microwave background (CMB) photons (IC/CMB) and extragalactic background light (EBL) photons by relativistic electrons in the extended jet under the stochastic acceleration scenario. Such a model is applied to 1ES 1101-232. The results indicate the following. (i) The non-variable hard TeV emission of 1ES 1101-232, which is dominated by IC/CMB emission from the extended jet, can be reproduced well by using three characteristic values of the Doppler factor (δD = 5, 10 and 15) for the TeV-emitting region in the extended jet. (ii) In the cases of δD = 15 and 10, the physical parameters can achieve equipartition (or quasi-equipartition) between the relativistic electrons and the magnetic field. In contrast, the physical parameters largely deviate from equipartition for the case of δD = 5. Therefore, we conclude that the TeV emission region of 1ES 1101-232 in the extended jet should be moderately or highly beamed.

Stochastic ground-motion simulations for the 2016 Kumamoto, Japan, earthquake

NASA Astrophysics Data System (ADS)

Zhang, Long; Chen, Guangqi; Wu, Yanqiang; Jiang, Han

2016-11-01

On April 15, 2016, Kumamoto, Japan, was struck by a large earthquake sequence, leading to severe casualty and building damage. The stochastic finite-fault method based on a dynamic corner frequency has been applied to perform ground-motion simulations for the 2016 Kumamoto earthquake. There are 53 high-quality KiK-net stations available in the Kyushu region, and we employed records from all stations to determine region-specific source, path and site parameters. The calculated S-wave attenuation for the Kyushu region beneath the volcanic and non-volcanic areas can be expressed in the form of Q s = (85.5 ± 1.5) f 0.68±0.01 and Q s = (120 ± 5) f 0.64±0.05, respectively. The effects of lateral S-wave velocity and attenuation heterogeneities on the ground-motion simulations were investigated. Site amplifications were estimated using the corrected cross-spectral ratios technique. Zero-distance kappa filter was obtained to be the value of 0.0514 ± 0.0055 s, using the spectral decay method. The stress drop of the mainshock based on the USGS slip model was estimated optimally to have a value of 64 bars. Our finite-fault model with optimized parameters was validated through the good agreement of observations and simulations at all stations. The attenuation characteristics of the simulated peak ground accelerations were also successfully captured by the ground-motion prediction equations. Finally, the ground motions at two destructively damaged regions, Kumamoto Castle and Minami Aso village, were simulated. We conclude that the stochastic finite-fault method with well-determined parameters can reproduce the ground-motion characteristics of the 2016 Kumamoto earthquake in both the time and frequency domains. This work is necessary for seismic hazard assessment and mitigation.[Figure not available: see fulltext.

Persistence and extinction of a stochastic single-specie model under regime switching in a polluted environment.

PubMed

Liu, Meng; Wang, Ke

2010-06-07

A new single-species model disturbed by both white noise and colored noise in a polluted environment is developed and analyzed. Sufficient criteria for extinction, stochastic nonpersistence in the mean, stochastic weak persistence in the mean, stochastic strong persistence in the mean and stochastic permanence of the species are established. The threshold between stochastic weak persistence in the mean and extinction is obtained. The results show that both white and colored environmental noises have sufficient effect to the survival results. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Model selection for integrated pest management with stochasticity.

PubMed

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

Impact of orbit modeling on DORIS station position and Earth rotation estimates

NASA Astrophysics Data System (ADS)

Štěpánek, Petr; Rodriguez-Solano, Carlos Javier; Hugentobler, Urs; Filler, Vratislav

2014-04-01

The high precision of estimated station coordinates and Earth rotation parameters (ERP) obtained from satellite geodetic techniques is based on the precise determination of the satellite orbit. This paper focuses on the analysis of the impact of different orbit parameterizations on the accuracy of station coordinates and the ERPs derived from DORIS observations. In a series of experiments the DORIS data from the complete year 2011 were processed with different orbit model settings. First, the impact of precise modeling of the non-conservative forces on geodetic parameters was compared with results obtained with an empirical-stochastic modeling approach. Second, the temporal spacing of drag scaling parameters was tested. Third, the impact of estimating once-per-revolution harmonic accelerations in cross-track direction was analyzed. And fourth, two different approaches for solar radiation pressure (SRP) handling were compared, namely adjusting SRP scaling parameter or fixing it on pre-defined values. Our analyses confirm that the empirical-stochastic orbit modeling approach, which does not require satellite attitude information and macro models, results for most of the monitored station parameters in comparable accuracy as the dynamical model that employs precise non-conservative force modeling. However, the dynamical orbit model leads to a reduction of the RMS values for the estimated rotation pole coordinates by 17% for x-pole and 12% for y-pole. The experiments show that adjusting atmospheric drag scaling parameters each 30 min is appropriate for DORIS solutions. Moreover, it was shown that the adjustment of cross-track once-per-revolution empirical parameter increases the RMS of the estimated Earth rotation pole coordinates. With recent data it was however not possible to confirm the previously known high annual variation in the estimated geocenter z-translation series as well as its mitigation by fixing the SRP parameters on pre-defined values.

Analysis of novel stochastic switched SILI epidemic models with continuous and impulsive control

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

In this paper, we establish two new stochastic switched epidemic models with continuous and impulsive control. The stochastic perturbations are considered for the natural death rate in each equation of the models. Firstly, a stochastic switched SILI model with continuous control schemes is investigated. By using Lyapunov-Razumikhin method, the sufficient conditions for extinction in mean are established. Our result shows that the disease could be die out theoretically if threshold value R is less than one, regardless of whether the disease-free solutions of the corresponding subsystems are stable or unstable. Then, a stochastic switched SILI model with continuous control schemes and pulse vaccination is studied. The threshold value R is derived. The global attractivity of the model is also obtained. At last, numerical simulations are carried out to support our results.

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.

From Complex to Simple: Interdisciplinary Stochastic Models

ERIC Educational Resources Information Center

Mazilu, D. A.; Zamora, G.; Mazilu, I.

2012-01-01

We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions…

One-Week Module on Stochastic Groundwater Modeling

ERIC Educational Resources Information Center

Mays, David C.

2010-01-01

This article describes a one-week introduction to stochastic groundwater modeling, intended for the end of a first course on groundwater hydrology, or the beginning of a second course on stochastic hydrogeology or groundwater modeling. The motivation for this work is to strengthen groundwater education, which has been identified among the factors…

Application of pulsed multi-ion irradiations in radiation damage research: A stochastic cluster dynamics simulation study

NASA Astrophysics Data System (ADS)

Hoang, Tuan L.; Nazarov, Roman; Kang, Changwoo; Fan, Jiangyuan

2018-07-01

Under the multi-ion irradiation conditions present in accelerated material-testing facilities or fission/fusion nuclear reactors, the combined effects of atomic displacements with radiation products may induce complex synergies in the structural materials. However, limited access to multi-ion irradiation facilities and the lack of computational models capable of simulating the evolution of complex defects and their synergies make it difficult to understand the actual physical processes taking place in the materials under these extreme conditions. In this paper, we propose the application of pulsed single/dual-beam irradiation as replacements for the expensive steady triple-beam irradiation to study radiation damages in materials under multi-ion irradiation.

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

Sun, Yongzheng, E-mail: yzsung@gmail.com; Li, Wang; Zhao, Donghua

In this paper, we propose a new consensus model in which the interactions among agents stochastically switch between attraction and repulsion. Such a positive-and-negative mechanism is described by the white-noise-based coupling. Analytic criteria for the consensus and non-consensus in terms of the eigenvalues of the noise intensity matrix are derived, which provide a better understanding of the constructive roles of random interactions. Specifically, we discover a positive role of noise coupling that noise can accelerate the emergence of consensus. We find that the converging speed of the multi-agent network depends on the square of the second smallest eigenvalue of itsmore » graph Laplacian. The influence of network topologies on the consensus time is also investigated.« less

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.

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

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

DOE PAGES

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

2015-05-19

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

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to the social sciences, yet they are notoriously difficult to simulate and calibrate to observational data. Here we use ideas from statistical physics and machine learning to provide a solution to the inverse problem of learning a stochastic reaction-diffusion process from data. Our solution relies on a non-trivial connection between stochastic reaction-diffusion processes and spatio-temporal Cox processes, a well-studied class of models from computational statistics. This connection leads to an efficient and flexible algorithm for parameter inference and model selection. Our approach shows excellent accuracy on numeric and real data examples from systems biology and epidemiology. Our work provides both insights into spatio-temporal stochastic systems, and a practical solution to a long-standing problem in computational modelling.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-06-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

A novel model for the chaotic dynamics of superdiffusion

NASA Astrophysics Data System (ADS)

Cushman, J. H.; Park, M.; O'Malley, D.

2009-04-01

Previously we've shown that by modeling the convective velocity in a turbulent flow field as Brownian, one obtains Richardson super diffusion where the expected distance between pairs of particles scales with time cubed. By proving generalized central limit type theorems it's possible to show that modeling the velocity or the acceleration as α-stable Levy gives rise to more general scaling laws that can easily explain other super diffusive regimes. The problem with this latter approach is that the mean square displacement of a particle is infinite. Here we provide an alternate approach that gives a power law mean square displacement of any desired order. We do so by constructing compressed and stretched extensions to Brownian motion. The finite size Lyapunov exponent, the underlying stochastic differential equation and its corresponding Fokker-Planck equations are derived. The fractal dimension of these processes turns out to be the same as that of classical Brownian motion.

Recovery from nonlinear creep provides a window into physics of polymer glasses

NASA Astrophysics Data System (ADS)

Caruthers, James; Medvedev, Grigori

Creep under constant applied stress is one of the most basic mechanical experiments, where it exhibits extremely rich relaxation behavior for polymer glasses. As many as five distinct stages of nonlinear creep are observed, where the rate of creep dramatically slows down, accelerates and then slows down again. Modeling efforts to-date has primarily focused on predicting the intricacies of the nonlinear creep curve. We argue that as much attention should be paid to the creep recovery response, when the stress is removed. The experimental creep recovery curve is smooth, where the rate of recovery is initially quite rapid and then progressively decreases. In contrast, the majority of the traditional constitutive models predict recovery curves that are much too abrupt. A recently developed stochastic constitutive model that takes into account the dynamic heterogeneity of glasses produces a smooth creep recovery response that is consistent with experiment.

Operation and reactivity measurements of an accelerator driven subcritical TRIGA reactor

NASA Astrophysics Data System (ADS)

O'Kelly, David Sean

Experiments were performed at the Nuclear Engineering Teaching Laboratory (NETL) in 2005 and 2006 in which a 20 MeV linear electron accelerator operating as a photoneutron source was coupled to the TRIGA (Training, Research, Isotope production, General Atomics) Mark II research reactor at the University of Texas at Austin (UT) to simulate the operation and characteristics of a full-scale accelerator driven subcritical system (ADSS). The experimental program provided a relatively low-cost substitute for the higher power and complexity of internationally proposed systems utilizing proton accelerators and spallation neutron sources for an advanced ADSS that may be used for the burning of high-level radioactive waste. Various instrumentation methods that permitted ADSS neutron flux monitoring in high gamma radiation fields were successfully explored and the data was used to evaluate the Stochastic Pulsed Feynman method for reactivity monitoring.

FERMI BUBBLE γ-RAYS AS A RESULT OF DIFFUSIVE INJECTION OF GALACTIC COSMIC RAYS

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

Thoudam, Satyendra, E-mail: s.thoudam@astro.ru.nl

2013-11-20

Recently, the Fermi Space Telescope discovered two large γ-ray emission regions, the so-called Fermi bubbles, that extend up to ∼50° above and below the Galactic center (GC). The γ-ray emission from the bubbles is found to follow a hard spectrum with no significant spatial variation in intensity and spectral shape. The origin of the emission is still not clearly understood. Suggested explanations include the injection of cosmic-ray (CR) nuclei from the GC by high-speed Galactic winds, electron acceleration by multiple shocks, and stochastic electron acceleration inside the bubbles. In this Letter, it is proposed that the γ-rays may be themore » result of diffusive injection of Galactic CR protons during their propagation through the Galaxy. Considering that the bubbles are slowly expanding, and CRs undergo much slower diffusion inside the bubbles than in the average Galaxy and at the same time suffer losses due to adiabatic expansion and inelastic collisions with the bubble plasma, this model can explain the observed intensity profile, the emission spectrum and the measured luminosity without invoking any additional particle production processes, unlike other existing models.« less

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.

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

PubMed

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

2015-10-15

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

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

2015-01-01

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

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Dawson, A.; Palmer, T.

2017-12-01

Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

Cell survival fraction estimation based on the probability densities of domain and cell nucleus specific energies using improved microdosimetric kinetic models.

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

Estimation of the survival fractions of cells irradiated with various particles over a wide linear energy transfer (LET) range is of great importance in the treatment planning of charged-particle therapy. Two computational models were developed for estimating survival fractions based on the concept of the microdosimetric kinetic model. They were designated as the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models. The former model takes into account the stochastic natures of both domain and cell nucleus specific energies, whereas the latter model represents the stochastic nature of domain specific energy by its approximated mean value and variance to reduce the computational time. The probability densities of the domain and cell nucleus specific energies are the fundamental quantities for expressing survival fractions in these models. These densities are calculated using the microdosimetric and LET-estimator functions implemented in the Particle and Heavy Ion Transport code System (PHITS) in combination with the convolution or database method. Both the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models can reproduce the measured survival fractions for high-LET and high-dose irradiations, whereas a previously proposed microdosimetric kinetic model predicts lower values for these fractions, mainly due to intrinsic ignorance of the stochastic nature of cell nucleus specific energies in the calculation. The models we developed should contribute to a better understanding of the mechanism of cell inactivation, as well as improve the accuracy of treatment planning of charged-particle therapy.

Using Stochastic Approximation Techniques to Efficiently Construct Confidence Intervals for Heritability.

PubMed

Schweiger, Regev; Fisher, Eyal; Rahmani, Elior; Shenhav, Liat; Rosset, Saharon; Halperin, Eran

2018-06-22

Estimation of heritability is an important task in genetics. The use of linear mixed models (LMMs) to determine narrow-sense single-nucleotide polymorphism (SNP)-heritability and related quantities has received much recent attention, due of its ability to account for variants with small effect sizes. Typically, heritability estimation under LMMs uses the restricted maximum likelihood (REML) approach. The common way to report the uncertainty in REML estimation uses standard errors (SEs), which rely on asymptotic properties. However, these assumptions are often violated because of the bounded parameter space, statistical dependencies, and limited sample size, leading to biased estimates and inflated or deflated confidence intervals (CIs). In addition, for larger data sets (e.g., tens of thousands of individuals), the construction of SEs itself may require considerable time, as it requires expensive matrix inversions and multiplications. Here, we present FIESTA (Fast confidence IntErvals using STochastic Approximation), a method for constructing accurate CIs. FIESTA is based on parametric bootstrap sampling, and, therefore, avoids unjustified assumptions on the distribution of the heritability estimator. FIESTA uses stochastic approximation techniques, which accelerate the construction of CIs by several orders of magnitude, compared with previous approaches as well as to the analytical approximation used by SEs. FIESTA builds accurate CIs rapidly, for example, requiring only several seconds for data sets of tens of thousands of individuals, making FIESTA a very fast solution to the problem of building accurate CIs for heritability for all data set sizes.

Ion acceleration and heating by kinetic Alfvén waves associated with magnetic reconnection

NASA Astrophysics Data System (ADS)

Liang, Ji; Lin, Yu; Johnson, Jay R.; Wang, Zheng-Xiong; Wang, Xueyi

2017-10-01

Our previous study on the generation and signatures of kinetic Alfvén waves (KAWs) associated with magnetic reconnection in a current sheet revealed that KAWs are a common feature during reconnection [Liang et al. J. Geophys. Res.: Space Phys. 121, 6526 (2016)]. In this paper, ion acceleration and heating by the KAWs generated during magnetic reconnection are investigated with a three-dimensional (3-D) hybrid model. It is found that in the outflow region, a fraction of inflow ions are accelerated by the KAWs generated in the leading bulge region of reconnection, and their parallel velocities gradually increase up to slightly super-Alfvénic. As a result of wave-particle interactions, an accelerated ion beam forms in the direction of the anti-parallel magnetic field, in addition to the core ion population, leading to the development of non-Maxwellian velocity distributions, which include a trapped population with parallel velocities consistent with the wave speed. The ions are heated in both parallel and perpendicular directions. In the parallel direction, the heating results from nonlinear Landau resonance of trapped ions. In the perpendicular direction, however, evidence of stochastic heating by the KAWs is found during the acceleration stage, with an increase of magnetic moment μ. The coherence in the perpendicular ion temperature T⊥ and the perpendicular electric and magnetic fields of KAWs also provides evidence for perpendicular heating by KAWs. The parallel and perpendicular heating of the accelerated beam occur simultaneously, leading to the development of temperature anisotropy with T⊥>T∥ . The heating rate agrees with the damping rate of the KAWs, and the heating is dominated by the accelerated ion beam. In the later stage, with the increase of the fraction of the accelerated ions, interaction between the accelerated beam and the core population also contributes to the ion heating, ultimately leading to overlap of the beams and an overall anisotropy with T∥>T⊥ .

Ion acceleration and heating by kinetic Alfvén waves associated with magnetic reconnection

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

Liang, Ji; Lin, Yu; Johnson, Jay R.

In a previous study on the generation and signatures of kinetic Alfv en waves (KAWs) associated with magnetic reconnection in a current sheet revealed that KAWs are a common feature during reconnection [Liang et al. J. Geophys. Res.: Space Phys. 121, 6526 (2016)]. In this paper, ion acceleration and heating by the KAWs generated during magnetic reconnection are investigated with a three-dimensional (3-D) hybrid model. It is found that in the outflow region, a fraction of inflow ions are accelerated by the KAWs generated in the leading bulge region of reconnection, and their parallel velocities gradually increase up to slightly super-Alfv enic. As a result of waveparticle interactions, an accelerated ion beam forms in the direction of the anti-parallel magnetic field, in addition to the core ion population, leading to the development of non-Maxwellian velocity distributions, which include a trapped population with parallel velocities consistent with the wave speed. We then heat ions in both parallel and perpendicular directions. In the parallel direction, the heating results from nonlinear Landau resonance of trapped ions. In the perpendicular direction, however, evidence of stochastic heating by the KAWs is found during the acceleration stage, with an increase of magnetic moment μ. The coherence in the T more » $$\\perp$$ ion temperature and the perpendicular electric and magnetic fields of KAWs also provides evidence for perpendicular heating by KAWs. The parallel and perpendicular heating of the accelerated beam occur simultaneously, leading to the development of temperature anisotropy with the perpendicular temperature T $$\\perp$$>T $$\\parallel$$ temperature. The heating rate agrees with the damping rate of the KAWs, and the heating is dominated by the accelerated ion beam. In the later stage, with the increase of the fraction of the accelerated ions, interaction between the accelerated beam and the core population also contributes to the ion heating, ultimately leading to overlap of the beams and an overall anisotropy with T $$\\perp$$>T $$\\parallel$$.« less

Ion acceleration and heating by kinetic Alfvén waves associated with magnetic reconnection

DOE PAGES

Liang, Ji; Lin, Yu; Johnson, Jay R.; ...

2017-09-19

In a previous study on the generation and signatures of kinetic Alfv en waves (KAWs) associated with magnetic reconnection in a current sheet revealed that KAWs are a common feature during reconnection [Liang et al. J. Geophys. Res.: Space Phys. 121, 6526 (2016)]. In this paper, ion acceleration and heating by the KAWs generated during magnetic reconnection are investigated with a three-dimensional (3-D) hybrid model. It is found that in the outflow region, a fraction of inflow ions are accelerated by the KAWs generated in the leading bulge region of reconnection, and their parallel velocities gradually increase up to slightly super-Alfv enic. As a result of waveparticle interactions, an accelerated ion beam forms in the direction of the anti-parallel magnetic field, in addition to the core ion population, leading to the development of non-Maxwellian velocity distributions, which include a trapped population with parallel velocities consistent with the wave speed. We then heat ions in both parallel and perpendicular directions. In the parallel direction, the heating results from nonlinear Landau resonance of trapped ions. In the perpendicular direction, however, evidence of stochastic heating by the KAWs is found during the acceleration stage, with an increase of magnetic moment μ. The coherence in the T more » $$\\perp$$ ion temperature and the perpendicular electric and magnetic fields of KAWs also provides evidence for perpendicular heating by KAWs. The parallel and perpendicular heating of the accelerated beam occur simultaneously, leading to the development of temperature anisotropy with the perpendicular temperature T $$\\perp$$>T $$\\parallel$$ temperature. The heating rate agrees with the damping rate of the KAWs, and the heating is dominated by the accelerated ion beam. In the later stage, with the increase of the fraction of the accelerated ions, interaction between the accelerated beam and the core population also contributes to the ion heating, ultimately leading to overlap of the beams and an overall anisotropy with T $$\\perp$$>T $$\\parallel$$.« less

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

Cooper, Fenwick; Andrejczuk, Miroslaw; Juricke, Stephan; Zanna, Laure; Palmer, Tim

2015-04-01

Over seasonal time scales, our aim is to compare the relative impact of ocean initial condition and model uncertainty, upon the ocean forecast skill and reliability. Over seasonal timescales we compare four oceanic stochastic parameterisation schemes applied in a 1x1 degree ocean model (NEMO) with a fully coupled T159 atmosphere (ECMWF IFS). The relative impacts upon the ocean of the resulting eddy induced activity, wind forcing and typical initial condition perturbations are quantified. Following the historical success of stochastic parameterisation in the atmosphere, two of the parameterisations tested were multiplicitave in nature: A stochastic variation of the Gent-McWilliams scheme and a stochastic diffusion scheme. We also consider a surface flux parameterisation (similar to that introduced by Williams, 2012), and stochastic perturbation of the equation of state (similar to that introduced by Brankart, 2013). The amplitude of the stochastic term in the Williams (2012) scheme was set to the physically reasonable amplitude considered in that paper. The amplitude of the stochastic term in each of the other schemes was increased to the limits of model stability. As expected, variability was increased. Up to 1 month after initialisation, ensemble spread induced by stochastic parameterisation is greater than that induced by the atmosphere, whilst being smaller than the initial condition perturbations currently used at ECMWF. After 1 month, the wind forcing becomes the dominant source of model ocean variability, even at depth.

Validation of the Poisson Stochastic Radiative Transfer Model

NASA Technical Reports Server (NTRS)

Zhuravleva, Tatiana; Marshak, Alexander

2004-01-01

A new approach to validation of the Poisson stochastic radiative transfer method is proposed. In contrast to other validations of stochastic models, the main parameter of the Poisson model responsible for cloud geometrical structure - cloud aspect ratio - is determined entirely by matching measurements and calculations of the direct solar radiation. If the measurements of the direct solar radiation is unavailable, it was shown that there is a range of the aspect ratios that allows the stochastic model to accurately approximate the average measurements of surface downward and cloud top upward fluxes. Realizations of the fractionally integrated cascade model are taken as a prototype of real measurements.

Analytical pricing formulas for hybrid variance swaps with regime-switching

NASA Astrophysics Data System (ADS)

Roslan, Teh Raihana Nazirah; Cao, Jiling; Zhang, Wenjun

2017-11-01

The problem of pricing discretely-sampled variance swaps under stochastic volatility, stochastic interest rate and regime-switching is being considered in this paper. An extension of the Heston stochastic volatility model structure is done by adding the Cox-Ingersoll-Ross (CIR) stochastic interest rate model. In addition, the parameters of the model are permitted to have transitions following a Markov chain process which is continuous and discoverable. This hybrid model can be used to illustrate certain macroeconomic conditions, for example the changing phases of business stages. The outcome of our regime-switching hybrid model is presented in terms of analytical pricing formulas for variance swaps.

Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

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

Xie, Fei; Huang, Yongxi

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

SPECTRAL EVOLUTION OF ANOMALOUS COSMIC RAYS AT VOYAGER 1 BEYOND THE TERMINATION SHOCK

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

Senanayake, U. K.; Florinski, V.; Cummings, A. C.

When the Voyager 1 spacecraft crossed the termination shock (TS) on 2004 December 16, the energy spectra of anomalous cosmic rays (ACRs) could not have been produced by steady-state diffusive shock acceleration. However, over the next few years, in the declining phase of the solar cycle, the spectra began to evolve into the expected power-law profile. Observations at the shock led to a broad range of alternative theories for ACR acceleration. In spite of that, in this work we show that the observations could be explained by assuming ACRs are accelerated at the TS. In this paper, we propose thatmore » the solar cycle had an important effect on the unrolling of the spectra in the heliosheath. To investigate the spectral evolution of ACRs, a magnetohydrodynamic background model with stationary solar-wind inner boundary conditions was used to model the transport of helium and oxygen ions. We used a backward-in-time stochastic integration technique where phase-space trajectories are integrated until the so-called “injection energy” is reached. Our simulation results were compared with Voyager 1 observations using three different diffusion models. It is shown that the spectral evolution of ACRs in the heliosheath at Voyager 1 could be explained by an increase in the source strength and an enhancement in diffusion as a result of a decrease of the turbulent correlation length in the declining phase of the solar cycle. At the same time, drift effects seem to have had a smaller effect on the evolution of the spectra.« less

A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles

NASA Astrophysics Data System (ADS)

Sornette, D.; Andersen, J. V.

Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic finite-time singularity formula transforms a Gaussian white noise into a rich time series possessing all the stylized facts of empirical prices, as well as accelerated speculative bubbles preceding crashes. We use the formula to invert the two years of price history prior to the recent crash on the Nasdaq (April 2000) and prior to the crash in the Hong Kong market associated with the Asian crisis in early 1994. These complex price dynamics are captured using only one exponent controlling the explosion, the variance and mean of the underlying random walk. This offers a new and powerful detection tool of speculative bubbles and herding behavior.

Intermittent search strategies

NASA Astrophysics Data System (ADS)

Bénichou, O.; Loverdo, C.; Moreau, M.; Voituriez, R.

2011-01-01

This review examines intermittent target search strategies, which combine phases of slow motion, allowing the searcher to detect the target, and phases of fast motion during which targets cannot be detected. It is first shown that intermittent search strategies are actually widely observed at various scales. At the macroscopic scale, this is, for example, the case of animals looking for food; at the microscopic scale, intermittent transport patterns are involved in a reaction pathway of DNA-binding proteins as well as in intracellular transport. Second, generic stochastic models are introduced, which show that intermittent strategies are efficient strategies that enable the minimization of search time. This suggests that the intrinsic efficiency of intermittent search strategies could justify their frequent observation in nature. Last, beyond these modeling aspects, it is proposed that intermittent strategies could also be used in a broader context to design and accelerate search processes.

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

The application of stochastic modelling for learning the behaviour of a multibody dynamics (MBD) models is investigated. Post-processing data from a simulation run are used to train the stochastic model that estimates the relationship between model inputs (suspension relative displacement and velocity) and the output (sum of suspension forces). The stochastic model can be used to reduce the computational burden of the MBD model by replacing a computationally expensive subsystem in the model (suspension subsystem). With minor changes, the stochastic modelling technique is able to learn the behaviour of a physical system and integrate its behaviour within MBD models. The technique is highly advantageous for MBD models where real-time simulations are necessary, or with models that have a large number of repeated substructures, e.g. modelling a train with a large number of railcars. The fact that the training data are acquired prior to the development of the stochastic model discards the conventional sampling plan strategies like Latin Hypercube sampling plans where simulations are performed using the inputs dictated by the sampling plan. Since the sampling plan greatly influences the overall accuracy and efficiency of the stochastic predictions, a sampling plan suitable for the process is developed where the most space-filling subset of the acquired data with ? number of sample points that best describes the dynamic behaviour of the system under study is selected as the training data.

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.

A chance-constrained stochastic approach to intermodal container routing problems.

PubMed

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

A stochastic SIS epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Cao, Boqiang; Shan, Meijing; Zhang, Qimin; Wang, Weiming

2017-11-01

In this paper, we investigate the basic features of an SIS type infectious disease model with varying population size and vaccinations in presence of environment noise. By applying the Markov semigroup theory, we propose a stochastic reproduction number R0s which can be seen as a threshold parameter to utilize in identifying the stochastic extinction and persistence: If R0s < 1, under some mild extra conditions, there exists a disease-free absorbing set for the stochastic epidemic model, which implies that disease dies out with probability one; while if R0s > 1, under some mild extra conditions, the SDE model has an endemic stationary distribution which results in the stochastic persistence of the infectious disease. The most interesting finding is that large environmental noise can suppress the outbreak of the disease.

Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

A problem of mathematical modeling of complex stochastic processes in macroeconomics is discussed. For the description of dynamics of income and capital stock, the well-known Kaldor model of business cycles is used as a basic example. The aim of the paper is to give an overview of the variety of stochastic phenomena which occur in Kaldor model forced by additive and parametric random noise. We study a generation of small- and large-amplitude stochastic oscillations, and their mixed-mode intermittency. To analyze these phenomena, we suggest a constructive approach combining the study of the peculiarities of deterministic phase portrait, and stochastic sensitivity of attractors. We show how parametric noise can stabilize the unstable equilibrium and transform dynamics of Kaldor system from order to chaos.

Limited variance control in statistical low thrust guidance analysis. [stochastic algorithm for SEP comet Encke flyby mission

NASA Technical Reports Server (NTRS)

Jacobson, R. A.

1975-01-01

Difficulties arise in guiding a solar electric propulsion spacecraft due to nongravitational accelerations caused by random fluctuations in the magnitude and direction of the thrust vector. These difficulties may be handled by using a low thrust guidance law based on the linear-quadratic-Gaussian problem of stochastic control theory with a minimum terminal miss performance criterion. Explicit constraints are imposed on the variances of the control parameters, and an algorithm based on the Hilbert space extension of a parameter optimization method is presented for calculation of gains in the guidance law. The terminal navigation of a 1980 flyby mission to the comet Encke is used as an example.

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

NASA Astrophysics Data System (ADS)

Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin

2017-01-01

Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

this paper, we introduce a formal analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to quantify the...Additional Key Words and Phrases: Proactive adaptation, Stochastic multiplayer games , Latency 1. INTRODUCTION When planning how to adapt, self-adaptive...contribution of this paper is twofold: (1) A novel analysis technique based on model checking of stochastic multiplayer games (SMGs) that enables us to

Exact and approximate stochastic simulation of intracellular calcium dynamics.

PubMed

Wieder, Nicolas; Fink, Rainer H A; Wegner, Frederic von

2011-01-01

In simulations of chemical systems, the main task is to find an exact or approximate solution of the chemical master equation (CME) that satisfies certain constraints with respect to computation time and accuracy. While Brownian motion simulations of single molecules are often too time consuming to represent the mesoscopic level, the classical Gillespie algorithm is a stochastically exact algorithm that provides satisfying results in the representation of calcium microdomains. Gillespie's algorithm can be approximated via the tau-leap method and the chemical Langevin equation (CLE). Both methods lead to a substantial acceleration in computation time and a relatively small decrease in accuracy. Elimination of the noise terms leads to the classical, deterministic reaction rate equations (RRE). For complex multiscale systems, hybrid simulations are increasingly proposed to combine the advantages of stochastic and deterministic algorithms. An often used exemplary cell type in this context are striated muscle cells (e.g., cardiac and skeletal muscle cells). The properties of these cells are well described and they express many common calcium-dependent signaling pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

In this paper, a new stochastic nonautonomous SIRI epidemic model is formulated. Given that the incidence rates of diseases may change with the environment, we propose a novel type of transmission function. The main aim of this paper is to obtain the thresholds of the stochastic SIRI epidemic model. To this end, we investigate the dynamics of the stochastic system and establish the conditions for extinction and persistence in mean of the disease by constructing some suitable Lyapunov functions and using stochastic analysis technique. Furthermore, we show that the stochastic system has at least one nontrivial positive periodic solution. Finally, numerical simulations are introduced to illustrate our results.

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Convergence analysis of surrogate-based methods for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Yan, Liang; Zhang, Yuan-Xiang

2017-12-01

The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Modeling the lake eutrophication stochastic ecosystem and the research of its stability.

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

In the reality, the lake system will be disturbed by stochastic factors including the external and internal factors. By adding the additive noise and the multiplicative noise to the right-hand sides of the model equation, the additive stochastic model and the multiplicative stochastic model are established respectively in order to reduce model errors induced by the absence of some physical processes. For both the two kinds of stochastic ecosystems, the authors studied the bifurcation characteristics with the FPK equation and the Lyapunov exponent method based on the Stratonovich-Khasminiskii stochastic average principle. Results show that, for the additive stochastic model, when control parameter (i.e., nutrient loading rate) falls into the interval [0.388644, 0.66003825], there exists bistability for the ecosystem and the additive noise intensities cannot make the bifurcation point drift. In the region of the bistability, the external stochastic disturbance which is one of the main triggers causing the lake eutrophication, may make the ecosystem unstable and induce a transition. When control parameter (nutrient loading rate) falls into the interval (0,  0.388644) and (0.66003825,  1.0), there only exists a stable equilibrium state and the additive noise intensity could not change it. For the multiplicative stochastic model, there exists more complex bifurcation performance and the multiplicative ecosystem will be broken by the multiplicative noise. Also, the multiplicative noise could reduce the extent of the bistable region, ultimately, the bistable region vanishes for sufficiently large noise. What's more, both the nutrient loading rate and the multiplicative noise will make the ecosystem have a regime shift. On the other hand, for the two kinds of stochastic ecosystems, the authors also discussed the evolution of the ecological variable in detail by using the Four-stage Runge-Kutta method of strong order γ=1.5. The numerical method was found to be capable of effectively explaining the regime shift theory and agreed with the realistic analyze. These conclusions also confirms the two paths for the system to move from one stable state to another proposed by Beisner et al. [3], which may help understand the occurrence mechanism related to the lake eutrophication from the view point of the stochastic model and mathematical analysis. Copyright © 2018 Elsevier Inc. All rights reserved.

A Hybrid Monte Carlo importance sampling of rare events in Turbulence and in Turbulent Models

NASA Astrophysics Data System (ADS)

Margazoglou, Georgios; Biferale, Luca; Grauer, Rainer; Jansen, Karl; Mesterhazy, David; Rosenow, Tillmann; Tripiccione, Raffaele

2017-11-01

Extreme and rare events is a challenging topic in the field of turbulence. Trying to investigate those instances through the use of traditional numerical tools turns to be a notorious task, as they fail to systematically sample the fluctuations around them. On the other hand, we propose that an importance sampling Monte Carlo method can selectively highlight extreme events in remote areas of the phase space and induce their occurrence. We present a brand new computational approach, based on the path integral formulation of stochastic dynamics, and employ an accelerated Hybrid Monte Carlo (HMC) algorithm for this purpose. Through the paradigm of stochastic one-dimensional Burgers' equation, subjected to a random noise that is white-in-time and power-law correlated in Fourier space, we will prove our concept and benchmark our results with standard CFD methods. Furthermore, we will present our first results of constrained sampling around saddle-point instanton configurations (optimal fluctuations). The research leading to these results has received funding from the EU Horizon 2020 research and innovation programme under Grant Agreement No. 642069, and from the EU Seventh Framework Programme (FP7/2007-2013) under ERC Grant Agreement No. 339032.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

Aim of this paper is proposing a stochastic model for vesicle release process, a part of neuro-spike communication. Hence, we study biological events occurring in this process and use microphysiological simulations to observe functionality of these events. Since the most important source of variability in vesicle release probability is opening of voltage dependent calcium channels (VDCCs) followed by influx of calcium ions through these channels, we propose a stochastic model for this event, while using a deterministic model for other variability sources. To capture the stochasticity of calcium influx to pre-synaptic neuron in our model, we study its statistics and find that it can be modeled by a distribution defined based on Normal and Logistic distributions.

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.

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

Chaston, C. C.; Bonnell, J. W.; Reeves, Geoffrey D.

We show how dispersive Alfvén waves observed in the inner magnetosphere during geomagnetic storms can extract O + ions from the topside ionosphere and accelerate these ions to energies exceeding 50 keV in the equatorial plane. This occurs through wave trapping, a variant of “shock” surfing, and stochastic ion acceleration. These processes in combination with the mirror force drive field-aligned beams of outflowing ionospheric ions into the equatorial plane that evolve to provide energetic O + distributions trapped near the equator. These waves also accelerate preexisting/injected ion populations on the same field lines. We show that the action of dispersivemore » Alfvén waves over several minutes may drive order of magnitude increases in O + ion pressure to make substantial contributions to magnetospheric ion energy density. These wave accelerated ions will enhance the ring current and play a role in the storm time evolution of the magnetosphere.« less

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

Stochastic versions of stability equations are developed in order to develop integrated models of transition and turbulence and to understand the effects of uncertain initial conditions on disturbance growth. Stochastic forms of the resonant triad equations, a high Reynolds number asymptotic theory, and the parabolized stability equations are developed.

Diverse Electron and Ion Acceleration Characteristics Observed Over Jupiter's Main Aurora

NASA Astrophysics Data System (ADS)

Mauk, B. H.; Haggerty, D. K.; Paranicas, C.; Clark, G.; Kollmann, P.; Rymer, A. M.; Peachey, J. M.; Bolton, S. J.; Levin, S. M.; Adriani, A.; Allegrini, F.; Bagenal, F.; Bonfond, B.; Connerney, J. E. P.; Ebert, R. W.; Gladstone, G. R.; Kurth, W. S.; McComas, D. J.; Ranquist, D.; Valek, P.

2018-02-01

Two new Juno-observed particle features of Jupiter's main aurora demonstrate substantial diversity of processes generating Jupiter's mysterious auroral emissions. It was previously speculated that sometimes-observed potential-driven aurora (up to 400 kV) can turn into broadband stochastic acceleration (dominating at Jupiter) by means of instability. Here direct evidence for such a process is revealed with a "mono-energetic" electron inverted-V rising in energy to 200 keV, transforming into a region of broadband acceleration with downward energy fluxes tripling to 3,000 mW/m2, and then transforming back into a mono-energetic structure ramping down from 200 keV. But a second feature of interest observed nearby is unlikely to have operated in the same way. Here a downward accelerated proton inverted-V, with inferred potentials to 300-400 kV, occurred simultaneously with downward accelerated broadband electrons with downward energy fluxes as high as any observed ( 3,000 mW/m2). This latter feature has no known precedent with Earth auroral observations.

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

This paper proposes a stochastic procedure for modeling consumer preferences via LOGIT analysis. First, a simple, non-technical exposition of the use of a stochastic approach in health care marketing is presented. Second, a study illustrating the application of the LOGIT model in assessing consumer preferences for hospitals is given. The paper concludes with several implications of the proposed approach.

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

and stochastic optimization models, in analysis of simulation output, and when instantiating probability models. We adopt a constrained maximum...particular, density estimation is needed for generation of input densities to simulation and stochastic optimization models, in analysis of simulation output...an essential step in simulation analysis and stochastic optimization is the generation of probability densities for input random variables; see for

The threshold of a stochastic avian-human influenza epidemic model with psychological effect

NASA Astrophysics Data System (ADS)

Zhang, Fengrong; Zhang, Xinhong

2018-02-01

In this paper, a stochastic avian-human influenza epidemic model with psychological effect in human population and saturation effect within avian population is investigated. This model describes the transmission of avian influenza among avian population and human population in random environments. For stochastic avian-only system, persistence in the mean and extinction of the infected avian population are studied. For the avian-human influenza epidemic system, sufficient conditions for the existence of an ergodic stationary distribution are obtained. Furthermore, a threshold of this stochastic model which determines the outcome of the disease is obtained. Finally, numerical simulations are given to support the theoretical results.

Coevolution Maintains Diversity in the Stochastic "Kill the Winner" Model

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

The "kill the winner" hypothesis is an attempt to address the problem of diversity in biology. It argues that host-specific predators control the population of each prey, preventing a winner from emerging and thus maintaining the coexistence of all species in the system. We develop a stochastic model for the kill the winner paradigm and show that the stable coexistence state of the deterministic kill the winner model is destroyed by demographic stochasticity, through a cascade of extinction events. We formulate an individual-level stochastic model in which predator-prey coevolution promotes the high diversity of the ecosystem by generating a persistent population flux of species.

Stochastic mixed-mode oscillations in a three-species predator-prey model

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

The devastating consequences of the 2004 Indian Ocean and 2011 Japan tsunamis have led to increased research into many different aspects of the tsunami phenomenon. In this entry, we review research related to the observed complexity and uncertainty associated with tsunami generation, propagation, and occurrence described and analyzed using a variety of stochastic methods. In each case, seismogenic tsunamis are primarily considered. Stochastic models are developed from the physical theories that govern tsunami evolution combined with empirical models fitted to seismic and tsunami observations, as well as tsunami catalogs. These stochastic methods are key to providing probabilistic forecasts and hazard assessments for tsunamis. The stochastic methods described here are similar to those described for earthquakes (Vere-Jones 2013) and volcanoes (Bebbington 2013) in this encyclopedia.

High-Energy Solar Energetic Particles & Long Duration Gamma-Ray Flares — Is there a Connection?

NASA Astrophysics Data System (ADS)

de Nolfo, G. A.; Boezio, M.; Bruno, A.; Christian, E. R.; Martucci, M.; Mergè, M.; Mocchiutti, E.; Munini, R.; Ricci, M.; Ryan, J. M.; Share, G. H.; Stochaj, S.

2016-12-01

Little is known about the origin of the high-energy and sustained emission from Long Duration Gamma-Ray Flares (LDGRFs), identified with Compton Gamma-Ray Observatory (CGRO), the Solar Maximum Mission (SMM), and now Fermi. Though Fermi/LAT has identified dozens of flares with LDGRF emission, the nature of this emission has been a challenge to explain both due to the extreme energies and long durations. The highest energy emission has generally been attributed to pion production from the interaction of high-energy protons with the ambient matter, suggesting that particle acceleration occurs over large volumes extending high in the corona, either from stochastic acceleration within large coronal loops or from back precipitation from CME-driven shocks. It is possible to test these models by making direct comparisons between the accelerated ion population at the flare derived from the observations of Fermi/LAT with PAMELA measurements of solar energetic particles in the energy range corresponding to the pion-related emission observed with Fermi. For nine SEP events, we compare the two populations (SEPs in space and the interacting population at the Sun) and discuss the implications in terms of the contending theories for LDGF emission. On behalf of the PAMELA Collaboration

Simulation of multivariate stationary stochastic processes using dimension-reduction representation methods

NASA Astrophysics Data System (ADS)

Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo

2018-03-01

In view of the Fourier-Stieltjes integral formula of multivariate stationary stochastic processes, a unified formulation accommodating spectral representation method (SRM) and proper orthogonal decomposition (POD) is deduced. By introducing random functions as constraints correlating the orthogonal random variables involved in the unified formulation, the dimension-reduction spectral representation method (DR-SRM) and the dimension-reduction proper orthogonal decomposition (DR-POD) are addressed. The proposed schemes are capable of representing the multivariate stationary stochastic process with a few elementary random variables, bypassing the challenges of high-dimensional random variables inherent in the conventional Monte Carlo methods. In order to accelerate the numerical simulation, the technique of Fast Fourier Transform (FFT) is integrated with the proposed schemes. For illustrative purposes, the simulation of horizontal wind velocity field along the deck of a large-span bridge is proceeded using the proposed methods containing 2 and 3 elementary random variables. Numerical simulation reveals the usefulness of the dimension-reduction representation methods.

Semi-stochastic full configuration interaction quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Holmes, Adam; Petruzielo, Frank; Khadilkar, Mihir; Changlani, Hitesh; Nightingale, M. P.; Umrigar, C. J.

2012-02-01

In the recently proposed full configuration interaction quantum Monte Carlo (FCIQMC) [1,2], the ground state is projected out stochastically, using a population of walkers each of which represents a basis state in the Hilbert space spanned by Slater determinants. The infamous fermion sign problem manifests itself in the fact that walkers of either sign can be spawned on a given determinant. We propose an improvement on this method in the form of a hybrid stochastic/deterministic technique, which we expect will improve the efficiency of the algorithm by ameliorating the sign problem. We test the method on atoms and molecules, e.g., carbon, carbon dimer, N2 molecule, and stretched N2. [4pt] [1] Fermion Monte Carlo without fixed nodes: a Game of Life, death and annihilation in Slater Determinant space. George Booth, Alex Thom, Ali Alavi. J Chem Phys 131, 050106, (2009).[0pt] [2] Survival of the fittest: Accelerating convergence in full configuration-interaction quantum Monte Carlo. Deidre Cleland, George Booth, and Ali Alavi. J Chem Phys 132, 041103 (2010).

Addressing model uncertainty through stochastic parameter perturbations within the High Resolution Rapid Refresh (HRRR) ensemble

NASA Astrophysics Data System (ADS)

Wolff, J.; Jankov, I.; Beck, J.; Carson, L.; Frimel, J.; Harrold, M.; Jiang, H.

2016-12-01

It is well known that global and regional numerical weather prediction ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system for addressing the deficiencies in ensemble modeling is the use of stochastic physics to represent model-related uncertainty. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), Stochastic Perturbation of Physics Tendencies (SPPT), or some combination of all three. The focus of this study is to assess the model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) when using stochastic approaches. For this purpose, the test utilized a single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model, with ensemble members produced by employing stochastic methods. Parameter perturbations were employed in the Rapid Update Cycle (RUC) land surface model and Mellor-Yamada-Nakanishi-Niino (MYNN) planetary boundary layer scheme. Results will be presented in terms of bias, error, spread, skill, accuracy, reliability, and sharpness using the Model Evaluation Tools (MET) verification package. Due to the high level of complexity of running a frequently updating (hourly), high spatial resolution (3 km), large domain (CONUS) ensemble system, extensive high performance computing (HPC) resources were needed to meet this objective. Supercomputing resources were provided through the National Center for Atmospheric Research (NCAR) Strategic Capability (NSC) project support, allowing for a more extensive set of tests over multiple seasons, consequently leading to more robust results. Through the use of these stochastic innovations and powerful supercomputing at NCAR, further insights and advancements in ensemble forecasting at convection-permitting scales will be possible.

Enceladus Plume Structure and Time Variability: Comparison of Cassini Observations

PubMed Central

Perry, Mark E.; Hansen, Candice J.; Waite, J. Hunter; Porco, Carolyn C.; Spencer, John R.; Howett, Carly J. A.

2017-01-01

Abstract During three low-altitude (99, 66, 66 km) flybys through the Enceladus plume in 2010 and 2011, Cassini's ion neutral mass spectrometer (INMS) made its first high spatial resolution measurements of the plume's gas density and distribution, detecting in situ the individual gas jets within the broad plume. Since those flybys, more detailed Imaging Science Subsystem (ISS) imaging observations of the plume's icy component have been reported, which constrain the locations and orientations of the numerous gas/grain jets. In the present study, we used these ISS imaging results, together with ultraviolet imaging spectrograph stellar and solar occultation measurements and modeling of the three-dimensional structure of the vapor cloud, to constrain the magnitudes, velocities, and time variability of the plume gas sources from the INMS data. Our results confirm a mixture of both low and high Mach gas emission from Enceladus' surface tiger stripes, with gas accelerated as fast as Mach 10 before escaping the surface. The vapor source fluxes and jet intensities/densities vary dramatically and stochastically, up to a factor 10, both spatially along the tiger stripes and over time between flyby observations. This complex spatial variability and dynamics may result from time-variable tidal stress fields interacting with subsurface fissure geometry and tortuosity beyond detectability, including changing gas pathways to the surface, and fluid flow and boiling in response evolving lithostatic stress conditions. The total plume gas source has 30% uncertainty depending on the contributions assumed for adiabatic and nonadiabatic gas expansion/acceleration to the high Mach emission. The overall vapor plume source rate exhibits stochastic time variability up to a factor ∼5 between observations, reflecting that found in the individual gas sources/jets. Key Words: Cassini at Saturn—Geysers—Enceladus—Gas dynamics—Icy satellites. Astrobiology 17, 926–940. PMID:28872900

Anisotropic Electron Tail Generation during Tearing Mode Magnetic Reconnection

NASA Astrophysics Data System (ADS)

Dubois, Ami

2017-10-01

Magnetic reconnection (MR) plays an important role in particle transport, energization, and acceleration in space, astrophysical, and laboratory plasmas. In the MST RFP, discrete MR events release large amounts of energy from the equilibrium magnetic field, a large fraction of which is transferred to the ions in a non-collisional process. Key features are anisotropic heating, mass and charge dependence, and energetic ion tail formation. Unlike the ions, the thermal electron temperature decreases at MR events, which is consistent with enhanced electron heat transport due to increased magnetic stochasticity. However, new high-speed x-ray spectrum measurements reveal transient formation of a non-Maxwellian energetic electron tail during MR. The energetic tail is characterized by a power-law, E-γ, with the spectral index (γ) decreasing from 4.2 to 2.2 at MR, and then increasing rapidly to 6.8 due to increased stochastic transport. The x-ray emission peaks in a radial view and is symmetric in the toroidal direction, indicating an anisotropic electron tail is generated. The toroidal symmetry of the electron tail implies runaway acceleration is not a dominant process, consistent with the net emf, ηJll, being smaller than the Dreicer field. Modeling of bremsstrahlung emission shows that a power-law electron tail distribution that is localized near the magnetic axis will yield strong perpendicular anisotropy, consistent with x-ray measurements in the radial and toroidal views. A strong correlation between high energy x-ray flux and tearing mode dynamics suggests a turbulent mechanism is active. This implies that the electron tail formation most likely results from a turbulent wave-particle interaction. This work is supported by the US DOE and NSF.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.

PubMed

Hu, Jingwen; Klinich, Kathleen D; Miller, Carl S; Rupp, Jonathan D; Nazmi, Giseli; Pearlman, Mark D; Schneider, Lawrence W

2011-03-01

Placental abruption is the most common cause of fetal deaths in motor-vehicle crashes, but studies on the mechanical properties of human placenta are rare. This study presents a new method of developing a stochastic visco-hyperelastic material model of human placenta tissue using a combination of uniaxial tensile testing, specimen-specific finite element (FE) modeling, and stochastic optimization techniques. In our previous study, uniaxial tensile tests of 21 placenta specimens have been performed using a strain rate of 12/s. In this study, additional uniaxial tensile tests were performed using strain rates of 1/s and 0.1/s on 25 placenta specimens. Response corridors for the three loading rates were developed based on the normalized data achieved by test reconstructions of each specimen using specimen-specific FE models. Material parameters of a visco-hyperelastic model and their associated standard deviations were tuned to match both the means and standard deviations of all three response corridors using a stochastic optimization method. The results show a very good agreement between the tested and simulated response corridors, indicating that stochastic analysis can improve estimation of variability in material model parameters. The proposed method can be applied to develop stochastic material models of other biological soft tissues.

Weak Galilean invariance as a selection principle for coarse-grained diffusive models.

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

How does the mathematical description of a system change in different reference frames? Galilei first addressed this fundamental question by formulating the famous principle of Galilean invariance. It prescribes that the equations of motion of closed systems remain the same in different inertial frames related by Galilean transformations, thus imposing strong constraints on the dynamical rules. However, real world systems are often described by coarse-grained models integrating complex internal and external interactions indistinguishably as friction and stochastic forces. Since Galilean invariance is then violated, there is seemingly no alternative principle to assess a priori the physical consistency of a given stochastic model in different inertial frames. Here, starting from the Kac-Zwanzig Hamiltonian model generating Brownian motion, we show how Galilean invariance is broken during the coarse-graining procedure when deriving stochastic equations. Our analysis leads to a set of rules characterizing systems in different inertial frames that have to be satisfied by general stochastic models, which we call "weak Galilean invariance." Several well-known stochastic processes are invariant in these terms, except the continuous-time random walk for which we derive the correct invariant description. Our results are particularly relevant for the modeling of biological systems, as they provide a theoretical principle to select physically consistent stochastic models before a validation against experimental data.

Dynamics of a stochastic HIV-1 infection model with logistic growth

NASA Astrophysics Data System (ADS)

Jiang, Daqing; Liu, Qun; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed; Xia, Peiyan

2017-03-01

This paper is concerned with a stochastic HIV-1 infection model with logistic growth. Firstly, by constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of ergodic stationary distribution of the solution to the HIV-1 infection model. Then we obtain sufficient conditions for extinction of the infection. The stationary distribution shows that the infection can become persistent in vivo.

Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for Detection System Design

DTIC Science & Technology

2013-11-01

STOCHASTIC RADIATIVE TRANSFER MODEL FOR CONTAMINATED ROUGH SURFACES: A...of law, no person shall be subject to any penalty for failing to comply with a collection of information if it does not display a currently valid ...COVERED (From - To) Jan 2013 - Sep 2013 4. TITLE AND SUBTITLE Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

Electron acceleration and radiation signatures in loop coronal transients

NASA Technical Reports Server (NTRS)

Vlahos, L.; Gergely, T. E.; Papadopoulos, K.

1982-01-01

It is proposed that in loop coronal transients an erupting loop moves away from the solar surface, with a velocity exceeding the local Alfven speed, pushing against the overlying magnetic fields and driving a shock in the front of the moving part of the loop. Lower hybrid waves are excited at the shock front and propagate radially toward the center of the loop with phase velocity along the magnetic field that exceeds the thermal velocity. The lower hybrid waves stochastically accelerate the tail of the electron distribution inside the loop. The manner in which the accelerated electrons are trapped in the moving loop are discussed, and their radiation signature is estimated. It is suggested that plasma radiation can explain the power observed in stationary and moving type IV bursts.

Evaluation of Stochastic Rainfall Models in Capturing Climate Variability for Future Drought and Flood Risk Assessment

NASA Astrophysics Data System (ADS)

Chowdhury, A. F. M. K.; Lockart, N.; Willgoose, G. R.; Kuczera, G. A.; Kiem, A.; Nadeeka, P. M.

2016-12-01

One of the key objectives of stochastic rainfall modelling is to capture the full variability of climate system for future drought and flood risk assessment. However, it is not clear how well these models can capture the future climate variability when they are calibrated to Global/Regional Climate Model data (GCM/RCM) as these datasets are usually available for very short future period/s (e.g. 20 years). This study has assessed the ability of two stochastic daily rainfall models to capture climate variability by calibrating them to a dynamically downscaled RCM dataset in an east Australian catchment for 1990-2010, 2020-2040, and 2060-2080 epochs. The two stochastic models are: (1) a hierarchical Markov Chain (MC) model, which we developed in a previous study and (2) a semi-parametric MC model developed by Mehrotra and Sharma (2007). Our hierarchical model uses stochastic parameters of MC and Gamma distribution, while the semi-parametric model uses a modified MC process with memory of past periods and kernel density estimation. This study has generated multiple realizations of rainfall series by using parameters of each model calibrated to the RCM dataset for each epoch. The generated rainfall series are used to generate synthetic streamflow by using a SimHyd hydrology model. Assessing the synthetic rainfall and streamflow series, this study has found that both stochastic models can incorporate a range of variability in rainfall as well as streamflow generation for both current and future periods. However, the hierarchical model tends to overestimate the multiyear variability of wet spell lengths (therefore, is less likely to simulate long periods of drought and flood), while the semi-parametric model tends to overestimate the mean annual rainfall depths and streamflow volumes (hence, simulated droughts are likely to be less severe). Sensitivity of these limitations of both stochastic models in terms of future drought and flood risk assessment will be discussed.

Testing of a Loop Heat Pipe Subjective to Variable Accelerations. Part 1; Start-up

NASA Technical Reports Server (NTRS)

Ku, Jentung; Rogers, Paul; Hoff, Craig

2000-01-01

The effect of accelerating forces on the performance of loop heat pipes (LHP) is of interest and importance to terrestrial and space applications. They are being considered for cooling of military combat vehicles and for spinning spacecraft. In order to investigate the effect of an accelerating force on LHP operation, a miniature LHP was installed on a spin table. Variable accelerating forces were imposed on the LHP by spinning the table at different angular speeds. Several patterns of accelerating forces were applied, i.e. continuous spin at different speeds and periodic spin at different speeds and frequencies. The resulting accelerations ranged from 1.17 g's to 4.7 g's. This paper presents the first part of the experimental study, i.e. the effects of a centrifugal force on the LHP start-up. Tests were conducted by varying the heat load to the evaporator, sink temperature, magnitude and frequency of centrifugal force, and LHP orientation relative to the direction of the accelerating force. The accelerating force seems to have little effect on the loop start-up in terms of temperature overshoot and superheat at boiling incipience. Changes in these parameters seem to be stochastic with or without centrifugal accelerating forces. The LHP started successfully in all tests.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using all three stochastic approaches to address model uncertainty. Results from the stochastic perturbation testing were compared to a baseline multi-physics control ensemble. For probabilistic forecast performance the Model Evaluation Tools (MET) verification package was used.

Partial ASL extensions for stochastic programming.

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

Gay, David

2010-03-31

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

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes.

PubMed

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes

NASA Astrophysics Data System (ADS)

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V.

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

Variational formulation for Black-Scholes equations in stochastic volatility models

NASA Astrophysics Data System (ADS)

Gyulov, Tihomir B.; Valkov, Radoslav L.

2012-11-01

In this note we prove existence and uniqueness of weak solutions to a boundary value problem arising from stochastic volatility models in financial mathematics. Our settings are variational in weighted Sobolev spaces. Nevertheless, as it will become apparent our variational formulation agrees well with the stochastic part of the problem.

Temperature variation effects on stochastic characteristics for low-cost MEMS-based inertial sensor error

NASA Astrophysics Data System (ADS)

El-Diasty, M.; El-Rabbany, A.; Pagiatakis, S.

2007-11-01

We examine the effect of varying the temperature points on MEMS inertial sensors' noise models using Allan variance and least-squares spectral analysis (LSSA). Allan variance is a method of representing root-mean-square random drift error as a function of averaging times. LSSA is an alternative to the classical Fourier methods and has been applied successfully by a number of researchers in the study of the noise characteristics of experimental series. Static data sets are collected at different temperature points using two MEMS-based IMUs, namely MotionPakII and Crossbow AHRS300CC. The performance of the two MEMS inertial sensors is predicted from the Allan variance estimation results at different temperature points and the LSSA is used to study the noise characteristics and define the sensors' stochastic model parameters. It is shown that the stochastic characteristics of MEMS-based inertial sensors can be identified using Allan variance estimation and LSSA and the sensors' stochastic model parameters are temperature dependent. Also, the Kaiser window FIR low-pass filter is used to investigate the effect of de-noising stage on the stochastic model. It is shown that the stochastic model is also dependent on the chosen cut-off frequency.

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

Stochasticity ubiquitously inevitably appears at all levels from molecular traits to multicellular, morphological traits. Intrinsic stochasticity in biochemical reactions underlies the typical intercellular distributions of chemical concentrations, e.g., morphogen gradients, which can give rise to stochastic morphogenesis. While the universal statistics and mechanisms underlying the stochasticity at the biochemical level have been widely analyzed, those at the morphological level have not. Such morphological stochasticity is found in foral organ numbers. Although the floral organ number is a hallmark of floral species, it can distribute stochastically even within an individual plant. The probability distribution of the floral organ number within a population is usually asymmetric, i.e., it is more likely to increase rather than decrease from the modal value, or vice versa. We combined field observations, statistical analysis, and mathematical modeling to study the developmental basis of the variation in floral organ numbers among 50 species mainly from Ranunculaceae and several other families from core eudicots. We compared six hypothetical mechanisms and found that a modified error function reproduced much of the asymmetric variation found in eudicot floral organ numbers. The error function is derived from mathematical modeling of floral organ positioning, and its parameters represent measurable distances in the floral bud morphologies. The model predicts two developmental sources of the organ-number distributions: stochastic shifts in the expression boundaries of homeotic genes and a semi-concentric (whorled-type) organ arrangement. Other models species- or organ-specifically reproduced different types of distributions that reflect different developmental processes. The organ-number variation could be an indicator of stochasticity in organ fate determination and organ positioning. PMID:25404932

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

In contemporary image and vision analysis, stochastic approaches demonstrate great flexibility in representing and modeling complex phenomena, while variational-PDE methods gain enormous computational advantages over Monte Carlo or other stochastic algorithms. In combination, the two can lead to much more powerful novel models and efficient algorithms. In the current work, we propose a stochastic-variational model for soft (or fuzzy) Mumford-Shah segmentation of mixture image patterns. Unlike the classical hard Mumford-Shah segmentation, the new model allows each pixel to belong to each image pattern with some probability. Soft segmentation could lead to hard segmentation, and hence is more general. The modeling procedure, mathematical analysis on the existence of optimal solutions, and computational implementation of the new model are explored in detail, and numerical examples of both synthetic and natural images are presented. PMID:23165059

Studying Resist Stochastics with the Multivariate Poisson Propagation Model

DOE PAGES

Naulleau, Patrick; Anderson, Christopher; Chao, Weilun; ...

2014-01-01

Progress in the ultimate performance of extreme ultraviolet resist has arguably decelerated in recent years suggesting an approach to stochastic limits both in photon counts and material parameters. Here we report on the performance of a variety of leading extreme ultraviolet resist both with and without chemical amplification. The measured performance is compared to stochastic modeling results using the Multivariate Poisson Propagation Model. The results show that the best materials are indeed nearing modeled performance limits.

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

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.

Charge-Induced Force Noise on Free-Falling Test Masses: Results from LISA Pathfinder

NASA Astrophysics Data System (ADS)

Armano, M.; Audley, H.; Auger, G.; Baird, J. T.; Binetruy, P.; Born, M.; Bortoluzzi, D.; Brandt, N.; Bursi, A.; Caleno, M.; Cavalleri, A.; Cesarini, A.; Cruise, M.; Danzmann, K.; de Deus Silva, M.; Diepholz, I.; Dolesi, R.; Dunbar, N.; Ferraioli, L.; Ferroni, V.; Fitzsimons, E. D.; Flatscher, R.; Freschi, M.; Gallegos, J.; García Marirrodriga, C.; Gerndt, R.; Gesa, L.; Gibert, F.; Giardini, D.; Giusteri, R.; Grimani, C.; Grzymisch, J.; Harrison, I.; Heinzel, G.; Hewitson, M.; Hollington, D.; Hueller, M.; Huesler, J.; Inchauspé, H.; Jennrich, O.; Jetzer, P.; Johlander, B.; Karnesis, N.; Kaune, B.; Killow, C. J.; Korsakova, N.; Lloro, I.; Liu, L.; López-Zaragoza, J. P.; Maarschalkerweerd, R.; Madden, S.; Mance, D.; Martín, V.; Martin-Polo, L.; Martino, J.; Martin-Porqueras, F.; Mateos, I.; McNamara, P. W.; Mendes, J.; Mendes, L.; Moroni, A.; Nofrarias, M.; Paczkowski, S.; Perreur-Lloyd, M.; Petiteau, A.; Pivato, P.; Plagnol, E.; Prat, P.; Ragnit, U.; Ramos-Castro, J.; Reiche, J.; Romera Perez, J. A.; Robertson, D. I.; Rozemeijer, H.; Rivas, F.; Russano, G.; Sarra, P.; Schleicher, A.; Slutsky, J.; Sopuerta, C.; Sumner, T. J.; Texier, D.; Thorpe, J. I.; Trenkel, C.; Vetrugno, D.; Vitale, S.; Wanner, G.; Ward, H.; Wass, P. J.; Wealthy, D.; Weber, W. J.; Wittchen, A.; Zanoni, C.; Ziegler, T.; Zweifel, P.; LISA Pathfinder Collaboration

2017-04-01

We report on electrostatic measurements made on board the European Space Agency mission LISA Pathfinder. Detailed measurements of the charge-induced electrostatic forces exerted on free-falling test masses (TMs) inside the capacitive gravitational reference sensor are the first made in a relevant environment for a space-based gravitational wave detector. Employing a combination of charge control and electric-field compensation, we show that the level of charge-induced acceleration noise on a single TM can be maintained at a level close to 1.0 fm s-2 Hz-1 /2 across the 0.1-100 mHz frequency band that is crucial to an observatory such as the Laser Interferometer Space Antenna (LISA). Using dedicated measurements that detect these effects in the differential acceleration between the two test masses, we resolve the stochastic nature of the TM charge buildup due to interplanetary cosmic rays and the TM charge-to-force coupling through stray electric fields in the sensor. All our measurements are in good agreement with predictions based on a relatively simple electrostatic model of the LISA Pathfinder instrument.

Charge-Induced Force Noise on Free-Falling Test Masses: Results from LISA Pathfinder.

PubMed

Armano, M; Audley, H; Auger, G; Baird, J T; Binetruy, P; Born, M; Bortoluzzi, D; Brandt, N; Bursi, A; Caleno, M; Cavalleri, A; Cesarini, A; Cruise, M; Danzmann, K; de Deus Silva, M; Diepholz, I; Dolesi, R; Dunbar, N; Ferraioli, L; Ferroni, V; Fitzsimons, E D; Flatscher, R; Freschi, M; Gallegos, J; García Marirrodriga, C; Gerndt, R; Gesa, L; Gibert, F; Giardini, D; Giusteri, R; Grimani, C; Grzymisch, J; Harrison, I; Heinzel, G; Hewitson, M; Hollington, D; Hueller, M; Huesler, J; Inchauspé, H; Jennrich, O; Jetzer, P; Johlander, B; Karnesis, N; Kaune, B; Killow, C J; Korsakova, N; Lloro, I; Liu, L; López-Zaragoza, J P; Maarschalkerweerd, R; Madden, S; Mance, D; Martín, V; Martin-Polo, L; Martino, J; Martin-Porqueras, F; Mateos, I; McNamara, P W; Mendes, J; Mendes, L; Moroni, A; Nofrarias, M; Paczkowski, S; Perreur-Lloyd, M; Petiteau, A; Pivato, P; Plagnol, E; Prat, P; Ragnit, U; Ramos-Castro, J; Reiche, J; Romera Perez, J A; Robertson, D I; Rozemeijer, H; Rivas, F; Russano, G; Sarra, P; Schleicher, A; Slutsky, J; Sopuerta, C; Sumner, T J; Texier, D; Thorpe, J I; Trenkel, C; Vetrugno, D; Vitale, S; Wanner, G; Ward, H; Wass, P J; Wealthy, D; Weber, W J; Wittchen, A; Zanoni, C; Ziegler, T; Zweifel, P

2017-04-28

We report on electrostatic measurements made on board the European Space Agency mission LISA Pathfinder. Detailed measurements of the charge-induced electrostatic forces exerted on free-falling test masses (TMs) inside the capacitive gravitational reference sensor are the first made in a relevant environment for a space-based gravitational wave detector. Employing a combination of charge control and electric-field compensation, we show that the level of charge-induced acceleration noise on a single TM can be maintained at a level close to 1.0  fm s^{-2} Hz^{-1/2} across the 0.1-100 mHz frequency band that is crucial to an observatory such as the Laser Interferometer Space Antenna (LISA). Using dedicated measurements that detect these effects in the differential acceleration between the two test masses, we resolve the stochastic nature of the TM charge buildup due to interplanetary cosmic rays and the TM charge-to-force coupling through stray electric fields in the sensor. All our measurements are in good agreement with predictions based on a relatively simple electrostatic model of the LISA Pathfinder instrument.

Phase-Space Transport of Stochastic Chaos in Population Dynamics of Virus Spread

NASA Astrophysics Data System (ADS)

Billings, Lora; Bollt, Erik M.; Schwartz, Ira B.

2002-06-01

A general way to classify stochastic chaos is presented and applied to population dynamics models. A stochastic dynamical theory is used to develop an algorithmic tool to measure the transport across basin boundaries and predict the most probable regions of transport created by noise. The results of this tool are illustrated on a model of virus spread in a large population, where transport regions reveal how noise completes the necessary manifold intersections for the creation of emerging stochastic chaos.

Charging power optimization for nonlinear vibration energy harvesting systems subjected to arbitrary, persistent base excitations

NASA Astrophysics Data System (ADS)

Dai, Quanqi; Harne, Ryan L.

2018-01-01

The vibrations of mechanical systems and structures are often a combination of periodic and random motions. Emerging interest to exploit nonlinearities in vibration energy harvesting systems for charging microelectronics may be challenged by such reality due to the potential to transition between favorable and unfavorable dynamic regimes for DC power delivery. Therefore, a need exists to devise an optimization method whereby charging power from nonlinear energy harvesters remains maximized when excitation conditions are neither purely harmonic nor purely random, which have been the attention of past research. This study meets the need by building from an analytical approach that characterizes the dynamic response of nonlinear energy harvesting platforms subjected to combined harmonic and stochastic base accelerations. Here, analytical expressions are formulated and validated to optimize charging power while the influences of the relative proportions of excitation types are concurrently assessed. It is found that about a 2 times deviation in optimal resistive loads can reduce the charging power by 20% when the system is more prominently driven by harmonic base accelerations, whereas a greater proportion of stochastic excitation results in a 11% reduction in power for the same resistance deviation. In addition, the results reveal that when the frequency of a predominantly harmonic excitation deviates by 50% from optimal conditions the charging power reduces by 70%, whereas the same frequency deviation for a more stochastically dominated excitation reduce total DC power by only 20%. These results underscore the need for maximizing direct current power delivery for nonlinear energy harvesting systems in practical operating environments.

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

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

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj

2016-04-01

In climate simulations, the impacts of the sub-grid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the sub-grid variability in a computationally inexpensive manner. This presentation shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition, by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a non-zero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference PD Williams, NJ Howe, JM Gregory, RS Smith, and MM Joshi (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, under revision.

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

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

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

Stochastic-field cavitation model

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

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

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

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

Arabagi, Veaceslav; Behkam, Bahareh; Cheung, Eugene; Sitti, Metin

2011-06-01

This work proposes a stochastic dynamic model of bacteria propelled spherical microbeads as potential swimming microrobotic bodies. Small numbers of S. marcescens bacteria are attached with their bodies to surfaces of spherical microbeads. Average-behavior stochastic models that are normally adopted when studying such biological systems are generally not effective for cases in which a small number of agents are interacting in a complex manner, hence a stochastic model is proposed to simulate the behavior of 8-41 bacteria assembled on a curved surface. Flexibility of the flagellar hook is studied via comparing simulated and experimental results for scenarios of increasing bead size and the number of attached bacteria on a bead. Although requiring more experimental data to yield an exact, certain flagellar hook stiffness value, the examined results favor a stiffer flagella. The stochastic model is intended to be used as a design and simulation tool for future potential targeted drug delivery and disease diagnosis applications of bacteria propelled microrobots.

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Stochastic 3D modeling of Ostwald ripening at ultra-high volume fractions of the coarsening phase

NASA Astrophysics Data System (ADS)

Spettl, A.; Wimmer, R.; Werz, T.; Heinze, M.; Odenbach, S.; Krill, C. E., III; Schmidt, V.

2015-09-01

We present a (dynamic) stochastic simulation model for 3D grain morphologies undergoing a grain coarsening phenomenon known as Ostwald ripening. For low volume fractions of the coarsening phase, the classical LSW theory predicts a power-law evolution of the mean particle size and convergence toward self-similarity of the particle size distribution; experiments suggest that this behavior holds also for high volume fractions. In the present work, we have analyzed 3D images that were recorded in situ over time in semisolid Al-Cu alloys manifesting ultra-high volume fractions of the coarsening (solid) phase. Using this information we developed a stochastic simulation model for the 3D morphology of the coarsening grains at arbitrary time steps. Our stochastic model is based on random Laguerre tessellations and is by definition self-similar—i.e. it depends only on the mean particle diameter, which in turn can be estimated at each point in time. For a given mean diameter, the stochastic model requires only three additional scalar parameters, which influence the distribution of particle sizes and their shapes. An evaluation shows that even with this minimal information the stochastic model yields an excellent representation of the statistical properties of the experimental data.

Inflow forecasting model construction with stochastic time series for coordinated dam operation

NASA Astrophysics Data System (ADS)

Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

2014-12-01

Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Influence of stochastic sea ice parametrization on climate and the role of atmosphere–sea ice–ocean interaction

PubMed Central

Juricke, Stephan; Jung, Thomas

2014-01-01

The influence of a stochastic sea ice strength parametrization on the mean climate is investigated in a coupled atmosphere–sea ice–ocean model. The results are compared with an uncoupled simulation with a prescribed atmosphere. It is found that the stochastic sea ice parametrization causes an effective weakening of the sea ice. In the uncoupled model this leads to an Arctic sea ice volume increase of about 10–20% after an accumulation period of approximately 20–30 years. In the coupled model, no such increase is found. Rather, the stochastic perturbations lead to a spatial redistribution of the Arctic sea ice thickness field. A mechanism involving a slightly negative atmospheric feedback is proposed that can explain the different responses in the coupled and uncoupled system. Changes in integrated Antarctic sea ice quantities caused by the stochastic parametrization are generally small, as memory is lost during the melting season because of an almost complete loss of sea ice. However, stochastic sea ice perturbations affect regional sea ice characteristics in the Southern Hemisphere, both in the uncoupled and coupled model. Remote impacts of the stochastic sea ice parametrization on the mean climate of non-polar regions were found to be small. PMID:24842027

Worst-error analysis of batch filter and sequential filter in navigation problems. [in spacecraft trajectory estimation

NASA Technical Reports Server (NTRS)

Nishimura, T.

1975-01-01

This paper proposes a worst-error analysis for dealing with problems of estimation of spacecraft trajectories in deep space missions. Navigation filters in use assume either constant or stochastic (Markov) models for their estimated parameters. When the actual behavior of these parameters does not follow the pattern of the assumed model, the filters sometimes result in very poor performance. To prepare for such pathological cases, the worst errors of both batch and sequential filters are investigated based on the incremental sensitivity studies of these filters. By finding critical switching instances of non-gravitational accelerations, intensive tracking can be carried out around those instances. Also the worst errors in the target plane provide a measure in assignment of the propellant budget for trajectory corrections. Thus the worst-error study presents useful information as well as practical criteria in establishing the maneuver and tracking strategy of spacecraft's missions.

Convergence Rates of Finite Difference Stochastic Approximation Algorithms

DTIC Science & Technology

2016-06-01

dfferences as gradient approximations. It is shown that the convergence of these algorithms can be accelerated by controlling the implementation of the...descent algorithm, under various updating schemes using finite dfferences as gradient approximations. It is shown that the convergence of these...the Kiefer-Wolfowitz algorithm and the mirror descent algorithm, under various updating schemes using finite differences as gradient approximations. It

Chemical event chain model of coupled genetic oscillators.

PubMed

Jörg, David J; Morelli, Luis G; Jülicher, Frank

2018-03-01

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.

Chemical event chain model of coupled genetic oscillators

NASA Astrophysics Data System (ADS)

Jörg, David J.; Morelli, Luis G.; Jülicher, Frank

2018-03-01

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their frequency, their quality factor, and their synchrony by the oscillator cross correlation. The steady state is determined by coupling and exhibits stochastic transitions between different modes. The interplay of stochasticity and nonlinearity leads to isolated regions in parameter space in which the coupled system works best as a biological pacemaker. Key features of the stochastic oscillations can be captured by an effective model for phase oscillators that are coupled by signals with distributed delays.

Doubly stochastic Poisson process models for precipitation at fine time-scales

NASA Astrophysics Data System (ADS)

Ramesh, Nadarajah I.; Onof, Christian; Xie, Dichao

2012-09-01

This paper considers a class of stochastic point process models, based on doubly stochastic Poisson processes, in the modelling of rainfall. We examine the application of this class of models, a neglected alternative to the widely-known Poisson cluster models, in the analysis of fine time-scale rainfall intensity. These models are mainly used to analyse tipping-bucket raingauge data from a single site but an extension to multiple sites is illustrated which reveals the potential of this class of models to study the temporal and spatial variability of precipitation at fine time-scales.

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

Majda, based on earlier theoretical work. 1. Dynamic Stochastic Superresolution of sparseley observed turbulent systems M. Branicki (Post doc...of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by...resolving subgridscale turbulence through Dynamic Stochastic Superresolution utilizing aliased grids is a potential breakthrough for practical online

Nontrivial periodic solution of a stochastic non-autonomous SISV epidemic model

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2016-11-01

In this paper, we consider a stochastic non-autonomous SISV epidemic model. For the non-autonomous periodic system, firstly, we get the threshold of the system which determines whether the epidemic occurs or not. Then in the case of persistence, we show that there exists at least one nontrivial positive periodic solution of the stochastic system.

Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

NASA Astrophysics Data System (ADS)

Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

2005-12-01

Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

Appropriate Domain Size for Groundwater Flow Modeling with a Discrete Fracture Network Model.

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

When a discrete fracture network (DFN) is constructed from statistical conceptualization, uncertainty in simulating the hydraulic characteristics of a fracture network can arise due to the domain size. In this study, the appropriate domain size, where less significant uncertainty in the stochastic DFN model is expected, was suggested for the Korea Atomic Energy Research Institute Underground Research Tunnel (KURT) site. The stochastic DFN model for the site was established, and the appropriate domain size was determined with the density of the percolating cluster and the percolation probability using the stochastically generated DFNs for various domain sizes. The applicability of the appropriate domain size to our study site was evaluated by comparing the statistical properties of stochastically generated fractures of varying domain sizes and estimating the uncertainty in the equivalent permeability of the generated DFNs. Our results show that the uncertainty of the stochastic DFN model is acceptable when the modeling domain is larger than the determined appropriate domain size, and the appropriate domain size concept is applicable to our study site. © 2016, National Ground Water Association.

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.

2018-02-01

A hydrological impact analysis concerns the study of the consequences of certain scenarios on one or more variables or fluxes in the hydrological cycle. In such an exercise, discharge is often considered, as floods originating from extremely high discharges often cause damage. Investigating the impact of extreme discharges generally requires long time series of precipitation and evapotranspiration to be used to force a rainfall-runoff model. However, such kinds of data may not be available and one should resort to stochastically generated time series, even though the impact of using such data on the overall discharge, and especially on the extreme discharge events, is not well studied. In this paper, stochastically generated rainfall and corresponding evapotranspiration time series, generated by means of vine copulas, are used to force a simple conceptual hydrological model. The results obtained are comparable to the modelled discharge using observed forcing data. Yet, uncertainties in the modelled discharge increase with an increasing number of stochastically generated time series used. Notwithstanding this finding, it can be concluded that using a coupled stochastic rainfall-evapotranspiration model has great potential for hydrological impact analysis.

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.

Influence of maneuverability on helicopter combat effectiveness

NASA Technical Reports Server (NTRS)

Falco, M.; Smith, R.

1982-01-01

A computational procedure employing a stochastic learning method in conjunction with dynamic simulation of helicopter flight and weapon system operation was used to derive helicopter maneuvering strategies. The derived strategies maximize either survival or kill probability and are in the form of a feedback control based upon threat visual or warning system cues. Maneuverability parameters implicit in the strategy development include maximum longitudinal acceleration and deceleration, maximum sustained and transient load factor turn rate at forward speed, and maximum pedal turn rate and lateral acceleration at hover. Results are presented in terms of probability of skill for all combat initial conditions for two threat categories.

Stochastic strong ground motion simulations for the intermediate-depth earthquakes of the south Aegean subduction zone

NASA Astrophysics Data System (ADS)

Kkallas, Harris; Papazachos, Konstantinos; Boore, David; Margaris, Vasilis

2015-04-01

We have employed the stochastic finite-fault modelling approach of Motazedian and Atkinson (2005), as described by Boore (2009), for the simulation of Fourier spectra of the Intermediate-depth earthquakes of the south Aegean subduction zone. The stochastic finite-fault method is a practical tool for simulating ground motions of future earthquakes which requires region-specific source, path and site characterizations as input model parameters. For this reason we have used data from both acceleration-sensor and broadband velocity-sensor instruments from intermediate-depth earthquakes with magnitude of M 4.5-6.7 that occurred in the south Aegean subduction zone. Source mechanisms for intermediate-depth events of north Aegean subduction zone are either collected from published information or are constrained using the main faulting types from Kkallas et al. (2013). The attenuation parameters for simulations were adopted from Skarladoudis et al. (2013) and are based on regression analysis of a response spectra database. The site amplification functions for each soil class were adopted from Klimis et al., (1999), while the kappa values were constrained from the analysis of the EGELADOS network data from Ventouzi et al., (2013). The investigation of stress-drop values was based on simulations performed with the EXSIM code for several ranges of stress drop values and by comparing the results with the available Fourier spectra of intermediate-depth earthquakes. Significant differences regarding the strong-motion duration, which is determined from Husid plots (Husid, 1969), have been identified between the for-arc and along-arc stations due to the effect of the low-velocity/low-Q mantle wedge on the seismic wave propagation. In order to estimate appropriate values for the duration of P-waves, we have automatically picked P-S durations on the available seismograms. For the S-wave durations we have used the part of the seismograms starting from the S-arrivals and ending at the 95%-energy limit of the Husid plots. After appropriate calibration of all parameters involved in the simulations we generated separate stochastic waveforms for both P- and S-waves, and produce the final synthetics by appropriate merging of the two stochastic waveforms. This work has been partly supported by the 3D-SEGMENTS project #1337 funded by EC European Social Fund and the Operational Programme "Education and Lifelong Learning" of the ARISTEIA-I call of the Greek Secretariat of Research and Technology.

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.

Stochastic modeling of experimental chaotic time series.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2007-01-26

Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.

Doubly stochastic Poisson processes in artificial neural learning.

PubMed

Card, H C

1998-01-01

This paper investigates neuron activation statistics in artificial neural networks employing stochastic arithmetic. It is shown that a doubly stochastic Poisson process is an appropriate model for the signals in these circuits.

Stochastic receding horizon control: application to an octopedal robot

NASA Astrophysics Data System (ADS)

Shah, Shridhar K.; Tanner, Herbert G.

2013-06-01

Miniature autonomous systems are being developed under ARL's Micro Autonomous Systems and Technology (MAST). These systems can only be fitted with a small-size processor, and their motion behavior is inherently uncertain due to manufacturing and platform-ground interactions. One way to capture this uncertainty is through a stochastic model. This paper deals with stochastic motion control design and implementation for MAST- specific eight-legged miniature crawling robots, which have been kinematically modeled as systems exhibiting the behavior of a Dubin's car with stochastic noise. The control design takes the form of stochastic receding horizon control, and is implemented on a Gumstix Overo Fire COM with 720 MHz processor and 512 MB RAM, weighing 5.5 g. The experimental results show the effectiveness of this control law for miniature autonomous systems perturbed by stochastic noise.

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.

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

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

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Xinping, E-mail: exping@126.com

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in eachmore » subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.« less

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

2018-06-01

In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

Simulating biological processes: stochastic physics from whole cells to colonies.

PubMed

Earnest, Tyler M; Cole, John A; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a 'minimal cell'. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

Simulating biological processes: stochastic physics from whole cells to colonies

NASA Astrophysics Data System (ADS)

Earnest, Tyler M.; Cole, John A.; Luthey-Schulten, Zaida

2018-05-01

The last few decades have revealed the living cell to be a crowded spatially heterogeneous space teeming with biomolecules whose concentrations and activities are governed by intrinsically random forces. It is from this randomness, however, that a vast array of precisely timed and intricately coordinated biological functions emerge that give rise to the complex forms and behaviors we see in the biosphere around us. This seemingly paradoxical nature of life has drawn the interest of an increasing number of physicists, and recent years have seen stochastic modeling grow into a major subdiscipline within biological physics. Here we review some of the major advances that have shaped our understanding of stochasticity in biology. We begin with some historical context, outlining a string of important experimental results that motivated the development of stochastic modeling. We then embark upon a fairly rigorous treatment of the simulation methods that are currently available for the treatment of stochastic biological models, with an eye toward comparing and contrasting their realms of applicability, and the care that must be taken when parameterizing them. Following that, we describe how stochasticity impacts several key biological functions, including transcription, translation, ribosome biogenesis, chromosome replication, and metabolism, before considering how the functions may be coupled into a comprehensive model of a ‘minimal cell’. Finally, we close with our expectation for the future of the field, focusing on how mesoscopic stochastic methods may be augmented with atomic-scale molecular modeling approaches in order to understand life across a range of length and time scales.

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

Transient ensemble dynamics in time-independent galactic potentials

NASA Astrophysics Data System (ADS)

Mahon, M. Elaine; Abernathy, Robert A.; Bradley, Brendan O.; Kandrup, Henry E.

1995-07-01

This paper summarizes a numerical investigation of the short-time, possibly transient, behaviour of ensembles of stochastic orbits evolving in fixed non-integrable potentials, with the aim of deriving insights into the structure and evolution of galaxies. The simulations involved three different two-dimensional potentials, quite different in appearance. However, despite these differences, ensembles in all three potentials exhibit similar behaviour. This suggests that the conclusions inferred from the simulations are robust, relying only on basic topological properties, e.g., the existence of KAM tori and cantori. Generic ensembles of initial conditions, corresponding to stochastic orbits, exhibit a rapid coarse-grained approach towards a near-invariant distribution on a time-scale <>t_H, although various irregularities associated with external and/or internal irregularities can drastically accelerate this process. A principal tool in the analysis is the notion of a local Liapounov exponent, which provides a statistical characterization of the overall instability of stochastic orbits over finite time intervals. In particular, there is a precise sense in which confined stochastic orbits are less unstable, with smaller local Liapounov exponents, than are unconfined stochastic orbits.

No tension between assembly models of super massive black hole binaries and pulsar observations.

PubMed

Middleton, Hannah; Chen, Siyuan; Del Pozzo, Walter; Sesana, Alberto; Vecchio, Alberto

2018-02-08

Pulsar timing arrays are presently the only means to search for the gravitational wave stochastic background from super massive black hole binary populations, considered to be within the grasp of current or near-future observations. The stringent upper limit from the Parkes Pulsar Timing Array has been interpreted as excluding (>90% confidence) the current paradigm of binary assembly through galaxy mergers and hardening via stellar interaction, suggesting evolution is accelerated or stalled. Using Bayesian hierarchical modelling we consider implications of this upper limit for a range of astrophysical scenarios, without invoking stalling, nor more exotic physical processes. All scenarios are fully consistent with the upper limit, but (weak) bounds on population parameters can be inferred. Recent upward revisions of the black hole-galaxy bulge mass relation are disfavoured at 1.6σ against lighter models. Once sensitivity improves by an order of magnitude, a non-detection will disfavour the most optimistic scenarios at 3.9σ.

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

PubMed

Zimmer, Christoph

2016-01-01

Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

Stochastic Parameterization: Toward a New View of Weather and Climate Models

DOE PAGES

Berner, Judith; Achatz, Ulrich; Batté, Lauriane; ...

2017-03-31

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

Stochastic Parameterization: Toward a New View of Weather and Climate Models

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

Bernese advances towards a global analysis of Lunar geodesy

NASA Astrophysics Data System (ADS)

Bertone, S.; Girardin, V.; Bourgoin, A.; Arnold, D.; Jaeggi, A.

2017-12-01

In this presentation we discuss our latest GRAIL-based lunar gravity fields generated with the Celestial Mechanics Approach using the planetary extension of the Bernese GNSS Software (BSW) developed at the Astronomical Institute of the University of Bern (AIUB).Based on one-way X band and two-way S-band Doppler data, we perform orbit determination by solving six initial orbital elements, dynamical parameters, and stochastic parameters in daily arcs using a least-squares adjustment. Significative improvements to our solutions come from the recent implementation of an accurate modeling of non-gravitational forces, including accelerations due to solar and planetary (albedo and IR) radiation pressure, based on the 28-plate macromodel to represent the GRAIL satellites. Also, as suggested in previous works, we deal with imperfections in the modeling of solar eclipses by both an accurate data screening at mid-latitudes and by taking into account solar panel voltage data in our processing. Empirical and pseudo-stochastic parameters are estimated on top of our dynamical modeling to absorb its deficiencies. We analyze the impact of different parametrizations using either pulses (i.e., instantaneous velocity changes) and piecewise constant accelerations (PCA) on our orbits.Based on these improved orbits, one- and two-way Doppler and KBRR data are then used together with an appropriate weighting for a combined orbit and gravity field determination process.We present our latest solutions of the lunar gravity field, based on the recent GRAIL GRGM900C gravity field (as validation of our modeling and parametrization) and on iterations from the SELENE SGM150J gravity field (to check the independence of our solution). We detail our procedure to gradually enlarge the parameter space while adding new data to our gravity field solution. In addition, we present our latest solution for the Moon tidal Love number k_2.Moreover, some important lunar geophysical parameters are best obtained by processing data from Lunar Laser Ranging (LLR) stations. We analyze the impact of a combined processing on the recovery of a set of parameters and we provide some preliminary results.Finally, we compare all of our results with the most recent solutions of the lunar gravity field and of other geodetic parameters released by other groups.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Plasma physics. Stochastic electron acceleration during spontaneous turbulent reconnection in a strong shock wave.

PubMed

Matsumoto, Y; Amano, T; Kato, T N; Hoshino, M

2015-02-27

Explosive phenomena such as supernova remnant shocks and solar flares have demonstrated evidence for the production of relativistic particles. Interest has therefore been renewed in collisionless shock waves and magnetic reconnection as a means to achieve such energies. Although ions can be energized during such phenomena, the relativistic energy of the electrons remains a puzzle for theory. We present supercomputer simulations showing that efficient electron energization can occur during turbulent magnetic reconnection arising from a strong collisionless shock. Upstream electrons undergo first-order Fermi acceleration by colliding with reconnection jets and magnetic islands, giving rise to a nonthermal relativistic population downstream. These results shed new light on magnetic reconnection as an agent of energy dissipation and particle acceleration in strong shock waves. Copyright © 2015, American Association for the Advancement of Science.

Stochastic models of the Social Security trust funds.

PubMed

Burdick, Clark; Manchester, Joyce

Each year in March, the Board of Trustees of the Social Security trust funds reports on the current and projected financial condition of the Social Security programs. Those programs, which pay monthly benefits to retired workers and their families, to the survivors of deceased workers, and to disabled workers and their families, are financed through the Old-Age, Survivors, and Disability Insurance (OASDI) Trust Funds. In their 2003 report, the Trustees present, for the first time, results from a stochastic model of the combined OASDI trust funds. Stochastic modeling is an important new tool for Social Security policy analysis and offers the promise of valuable new insights into the financial status of the OASDI trust funds and the effects of policy changes. The results presented in this article demonstrate that several stochastic models deliver broadly consistent results even though they use very different approaches and assumptions. However, they also show that the variation in trust fund outcomes differs as the approach and assumptions are varied. Which approach and assumptions are best suited for Social Security policy analysis remains an open question. Further research is needed before the promise of stochastic modeling is fully realized. For example, neither parameter uncertainty nor variability in ultimate assumption values is recognized explicitly in the analyses. Despite this caveat, stochastic modeling results are already shedding new light on the range and distribution of trust fund outcomes that might occur in the future.

Issues for Simulation of Galactic Cosmic Ray Exposures for Radiobiological Research at Ground-Based Accelerators

PubMed Central

Kim, Myung-Hee Y.; Rusek, Adam; Cucinotta, Francis A.

2015-01-01

For radiobiology research on the health risks of galactic cosmic rays (GCR) ground-based accelerators have been used with mono-energetic beams of single high charge, Z and energy, E (HZE) particles. In this paper, we consider the pros and cons of a GCR reference field at a particle accelerator. At the NASA Space Radiation Laboratory (NSRL), we have proposed a GCR simulator, which implements a new rapid switching mode and higher energy beam extraction to 1.5 GeV/u, in order to integrate multiple ions into a single simulation within hours or longer for chronic exposures. After considering the GCR environment and energy limitations of NSRL, we performed extensive simulation studies using the stochastic transport code, GERMcode (GCR Event Risk Model) to define a GCR reference field using 9 HZE particle beam–energy combinations each with a unique absorber thickness to provide fragmentation and 10 or more energies of proton and 4He beams. The reference field is shown to well represent the charge dependence of GCR dose in several energy bins behind shielding compared to a simulated GCR environment. However, a more significant challenge for space radiobiology research is to consider chronic GCR exposure of up to 3 years in relation to simulations with animal models of human risks. We discuss issues in approaches to map important biological time scales in experimental models using ground-based simulation, with extended exposure of up to a few weeks using chronic or fractionation exposures. A kinetics model of HZE particle hit probabilities suggests that experimental simulations of several weeks will be needed to avoid high fluence rate artifacts, which places limitations on the experiments to be performed. Ultimately risk estimates are limited by theoretical understanding, and focus on improving knowledge of mechanisms and development of experimental models to improve this understanding should remain the highest priority for space radiobiology research. PMID:26090339

Amerciamysis bahia Stochastic Matrix Population Model for Laboratory Populations

EPA Science Inventory

The population model described here is a stochastic, density-independent matrix model for integrating the effects of toxicants on survival and reproduction of the marine invertebrate, Americamysis bahia. The model was constructed using Microsoft® Excel 2003. The focus of the mode...

Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory

NASA Astrophysics Data System (ADS)

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

2017-08-01

The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.

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

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

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

Threshold for extinction and survival in stochastic tumor immune system

NASA Astrophysics Data System (ADS)

Li, Dongxi; Cheng, Fangjuan

2017-10-01

This paper mainly investigates the stochastic character of tumor growth and extinction in the presence of immune response of a host organism. Firstly, the mathematical model describing the interaction and competition between the tumor cells and immune system is established based on the Michaelis-Menten enzyme kinetics. Then, the threshold conditions for extinction, weak persistence and stochastic persistence of tumor cells are derived by the rigorous theoretical proofs. Finally, stochastic simulation are taken to substantiate and illustrate the conclusion we have derived. The modeling results will be beneficial to understand to concept of immunoediting, and develop the cancer immunotherapy. Besides, our simple theoretical model can help to obtain new insight into the complexity of tumor growth.

Digital hardware implementation of a stochastic two-dimensional neuron model.

PubMed

Grassia, F; Kohno, T; Levi, T

2016-11-01

This study explores the feasibility of stochastic neuron simulation in digital systems (FPGA), which realizes an implementation of a two-dimensional neuron model. The stochasticity is added by a source of current noise in the silicon neuron using an Ornstein-Uhlenbeck process. This approach uses digital computation to emulate individual neuron behavior using fixed point arithmetic operation. The neuron model's computations are performed in arithmetic pipelines. It was designed in VHDL language and simulated prior to mapping in the FPGA. The experimental results confirmed the validity of the developed stochastic FPGA implementation, which makes the implementation of the silicon neuron more biologically plausible for future hybrid experiments. Copyright © 2017 Elsevier Ltd. All rights reserved.

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

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

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

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.

GillesPy: A Python Package for Stochastic Model Building and Simulation.

PubMed

Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

2016-09-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

2017-01-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

Dynamics of a stochastic cell-to-cell HIV-1 model with distributed delay

NASA Astrophysics Data System (ADS)

Ji, Chunyan; Liu, Qun; Jiang, Daqing

2018-02-01

In this paper, we consider a stochastic cell-to-cell HIV-1 model with distributed delay. Firstly, we show that there is a global positive solution of this model before exploring its long-time behavior. Then sufficient conditions for extinction of the disease are established. Moreover, we obtain sufficient conditions for the existence of an ergodic stationary distribution of the model by constructing a suitable stochastic Lyapunov function. The stationary distribution implies that the disease is persistent in the mean. Finally, we provide some numerical examples to illustrate theoretical results.

RELATIVE DISTRIBUTIONS OF FLUENCES OF {sup 3}He AND {sup 4}He IN SOLAR ENERGETIC PARTICLES

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

Petrosian, Vahe; Jiang Yanwei; Liu Siming

2009-08-10

Solar energetic particles show a rich variety of spectra and relative abundances of many ionic species and their isotopes. A long-standing puzzle has been the extreme enrichments of {sup 3}He ions. The most extreme enrichments are observed in low-fluence, the so-called impulsive, events which are believed to be produced at the flare site in the solar corona with little scattering and acceleration during transport to the Earth. In such events, {sup 3}He ions show a characteristic concave curved spectra in a log-log plot. In two earlier papers of Liu et al., we showed how such extreme enrichments and spectra canmore » result in the model developed by Petrosian and Liu, where ions are accelerated stochastically by plasma waves or turbulence. In this paper, we address the relative distributions of the fluences of {sup 3}He and {sup 4}He ions presented by Ho et al., which show that while the distribution of {sup 4}He fluence (which we believe is a good measure of the flare strength) like many other extensive characteristics of solar flare is fairly broad, the {sup 3}He fluence is limited to a narrow range. These characteristics introduce a strong anticorrelation between the ratio of the fluences and the {sup 4}He fluence. One of the predictions of our model presented in the 2006 paper was the presence of steep variation of the fluence ratio with the level of turbulence or the rate of acceleration. We show here that this feature of the model can reproduce the observed distribution of the fluences with very few free parameters. The primary reason for the success of the model in both fronts is because fully ionized {sup 3}He ion, with its unique charge-to-mass ratio, can resonantly interact with plasma modes not accessible to {sup 4}He and be accelerated more readily than {sup 4}He. Essentially in most flares, all background {sup 3}He ions are accelerated to few MeV/nucleon range, while this happens for {sup 4}He ions only in very strong events. A much smaller fraction of {sup 4}He ions reach such energies in weaker events.« less

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.

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.

Study on the threshold of a stochastic SIR epidemic model and its extensions

NASA Astrophysics Data System (ADS)

Zhao, Dianli

2016-09-01

This paper provides a simple but effective method for estimating the threshold of a class of the stochastic epidemic models by use of the nonnegative semimartingale convergence theorem. Firstly, the threshold R0SIR is obtained for the stochastic SIR model with a saturated incidence rate, whose value is below 1 or above 1 will completely determine the disease to go extinct or prevail for any size of the white noise. Besides, when R0SIR > 1 , the system is proved to be convergent in time mean. Then, the threshold of the stochastic SIVS models with or without saturated incidence rate are also established by the same method. Comparing with the previously-known literatures, the related results are improved, and the method is simpler than before.

Studies of Particle Acceleration, Transport and Radiation in Impulsive Phase of Solar Flares

NASA Technical Reports Server (NTRS)

Petrosian, Vahe

2005-01-01

Solar activity and its most prominent aspect, the solar flares, have considerable influence on terrestrial and space weather. Solar flares also provide a suitable laboratory for the investigation of many plasma and high energy processes important in the magnetosphere of the Earth and many other space and astrophysical situations. Hence, progress in understanding of flares will have considerable scientific and societal impact. The primary goal of this grant is the understanding of two of the most important problems of solar flare physics, namely the determination of the energy release mechanism and how this energy accelerates particles. This is done through comparison of the observations with theoretical models, starting from observations and gradually proceeding to theoretically more complex situations as the lower foundations of our understanding are secured. It is generally agreed that the source of the flare energy is the annihilation of magnetic fields by the reconnection process. Exactly how this energy is released or how it is dissipated remains controversial. Moreover, the exact mechanism of the acceleration of the particles is still a matter of debate. Data from many spacecrafts and ground based instruments obtained over the past decades have given us some clues. Theoretical analyses of these data have led to the standard thick target model (STT) where most of the released energy goes into an (assumed) power law spectrum of accelerated particles, and where all the observed radiations are the consequence of the interaction of these particles with the flare plasma. However, some theoretical arguments, and more importantly some new observations, have led us to believe that the above picture is not complete. It appears that plasma turbulence plays a more prominent role than suspected previously, and that it is the most likely agent for accelerating particles. The model we have developed is based on production of a high level of plasma waves and turbulence in the reconnection region above a flare loop. This turbulence accelerates particles stochastically which radiate some of their energy in this region but carry most of their energy to the footpoints of the loop, where they lose all their energy and radiate bulk of the observed radiation as in the traditional thick target model. In the past we have worked on various aspects of this model. We have evaluated the interaction rates of the plasma waves with electrons and ions, developed theoretical frameworks for the acceleration, transport and radiative processes, and produced numerical codes for the investigation of these processes. The goal of this grant has been further development and testing of this new paradigm, with emphases on the relative acceleration of electrons and ions and on a comprehensive investigation of the turbulence generation, cascade, and damping processes. We review several pieces of important evidence that we have uncovered indicating the crucial roles of turbulence, in and we describe accomplishments during the past two years of this grant.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localized clusters, suggesting a simple mechanism for sympatric speciation. Here we study the role of demographic stochasticity in a model of competing organisms subject to assortative mating. We find that in models with sexual reproduction, noise can also lead to the formation of phenotypic clusters in parameter ranges where deterministic models would lead to a homogeneous distribution. In some cases, noise can have a sizable effect, rendering the deterministic modeling insufficient to understand the phenotypic distribution.

Driving ionospheric outflows and magnetospheric O + energy density with Alfvén waves

DOE PAGES

Chaston, C. C.; Bonnell, J. W.; Reeves, Geoffrey D.; ...

2016-05-11

We show how dispersive Alfvén waves observed in the inner magnetosphere during geomagnetic storms can extract O + ions from the topside ionosphere and accelerate these ions to energies exceeding 50 keV in the equatorial plane. This occurs through wave trapping, a variant of “shock” surfing, and stochastic ion acceleration. These processes in combination with the mirror force drive field-aligned beams of outflowing ionospheric ions into the equatorial plane that evolve to provide energetic O + distributions trapped near the equator. These waves also accelerate preexisting/injected ion populations on the same field lines. We show that the action of dispersivemore » Alfvén waves over several minutes may drive order of magnitude increases in O + ion pressure to make substantial contributions to magnetospheric ion energy density. These wave accelerated ions will enhance the ring current and play a role in the storm time evolution of the magnetosphere.« less

Gravitational waves from binary supermassive black holes missing in pulsar observations.

PubMed

Shannon, R M; Ravi, V; Lentati, L T; Lasky, P D; Hobbs, G; Kerr, M; Manchester, R N; Coles, W A; Levin, Y; Bailes, M; Bhat, N D R; Burke-Spolaor, S; Dai, S; Keith, M J; Osłowski, S; Reardon, D J; van Straten, W; Toomey, L; Wang, J-B; Wen, L; Wyithe, J S B; Zhu, X-J

2015-09-25

Gravitational waves are expected to be radiated by supermassive black hole binaries formed during galaxy mergers. A stochastic superposition of gravitational waves from all such binary systems would modulate the arrival times of pulses from radio pulsars. Using observations of millisecond pulsars obtained with the Parkes radio telescope, we constrained the characteristic amplitude of this background, A(c,yr), to be <1.0 × 10(-15) with 95% confidence. This limit excludes predicted ranges for A(c,yr) from current models with 91 to 99.7% probability. We conclude that binary evolution is either stalled or dramatically accelerated by galactic-center environments and that higher-cadence and shorter-wavelength observations would be more sensitive to gravitational waves. Copyright © 2015, American Association for the Advancement of Science.

Relativistic runaway ionization fronts.

PubMed

Luque, A

2014-01-31

We investigate the first example of self-consistent impact ionization fronts propagating at relativistic speeds and involving interacting, high-energy electrons. These fronts, which we name relativistic runaway ionization fronts, show remarkable features such as a bulk speed within less than one percent of the speed of light and the stochastic selection of high-energy electrons for further acceleration, which leads to a power-law distribution of particle energies. A simplified model explains this selection in terms of the overrun of Coulomb-scattered electrons. Appearing as the electromagnetic interaction between electrons saturates the exponential growth of a relativistic runaway electron avalanche, relativistic runaway ionization fronts may occur in conjunction with terrestrial gamma-ray flashes and thus explain recent observations of long, power-law tails in the terrestrial gamma-ray flash energy spectrum.

Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.

ERIC Educational Resources Information Center

Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.

1997-01-01

Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)

Stochastic analysis of future vehicle populations

DOT National Transportation Integrated Search

1979-05-01

The purpose of this study was to build a stochastic model of future vehicle populations. Such a model can be used to investigate the uncertainties inherent in Future Vehicle Populations. The model, which is called the Future Automobile Population Sto...

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

A kinetic theory for age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a BBGKY-like hierarchy. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution. NSF.

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

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

Treesearch

Mo Zhou; Joseph Buongiorno

2011-01-01

Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

Thermal aging of traditional and additively manufactured foams: analysis by time-temperature-superposition, constitutive, and finite-element models

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

Maiti, A.; Weisgraber, T. H.; Small, W.

Cellular solids or foams are a very important class of materials with diverse applications ranging from thermal insulation and shock absorbing support cushions, to light-weight structural and floatation components, and constitute crucial components in a large number of industries including automotive, aerospace, electronics, marine, biomedical, packaging, and defense. In many of these applications the foam material is subjected to long periods of continuous stress, which can, over time, lead to a permanent change in structure and a degradation in performance. In this report we summarize our modeling efforts to date on polysiloxane foam materials that form an important component inmore » our systems. Aging of the materials was characterized by two measured quantities, i.e., compression set and load retention. Results of accelerated aging experiments were analyzed by an automated time-temperaturesuperposition (TTS) approach, which creates a master curve that can be used for long-term predictions (over decades) under ambient conditions. When comparing such master curves for traditional (stochastic) foams with those for recently 3D-printed (i.e., additively manufactured, or AM) foams, it became clear that AM foams have superior aging behavior. To gain deeper understanding, we imaged the microstructure of both foams using X-ray computed tomography, and performed finite-element analysis of the mechanical response within these microstructures. This indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material.« less

On the selection of user-defined parameters in data-driven stochastic subspace identification

NASA Astrophysics Data System (ADS)

Priori, C.; De Angelis, M.; Betti, R.

2018-02-01

The paper focuses on the time domain output-only technique called Data-Driven Stochastic Subspace Identification (DD-SSI); in order to identify modal models (frequencies, damping ratios and mode shapes), the role of its user-defined parameters is studied, and rules to determine their minimum values are proposed. Such investigation is carried out using, first, the time histories of structural responses to stationary excitations, with a large number of samples, satisfying the hypothesis on the input imposed by DD-SSI. Then, the case of non-stationary seismic excitations with a reduced number of samples is considered. In this paper, partitions of the data matrix different from the one proposed in the SSI literature are investigated, together with the influence of different choices of the weighting matrices. The study is carried out considering two different applications: (1) data obtained from vibration tests on a scaled structure and (2) in-situ tests on a reinforced concrete building. Referring to the former, the identification of a steel frame structure tested on a shaking table is performed using its responses in terms of absolute accelerations to a stationary (white noise) base excitation and to non-stationary seismic excitations of low intensity. Black-box and modal models are identified in both cases and the results are compared with those from an input-output subspace technique. With regards to the latter, the identification of a complex hospital building is conducted using data obtained from ambient vibration tests.

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj

2017-04-01

In climate simulations, the impacts of the subgrid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the subgrid variability in a computationally inexpensive manner. This study shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a nonzero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference Williams PD, Howe NJ, Gregory JM, Smith RS, and Joshi MM (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, 29, 8763-8781. http://dx.doi.org/10.1175/JCLI-D-15-0746.1

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.

2007-01-01

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

Explosive X-point collapse in relativistic magnetically dominated plasma

NASA Astrophysics Data System (ADS)

Lyutikov, Maxim; Sironi, Lorenzo; Komissarov, Serguei S.; Porth, Oliver

2017-12-01

The extreme properties of the gamma-ray flares in the Crab nebula present a clear challenge to our ideas on the nature of particle acceleration in relativistic astrophysical plasma. It seems highly unlikely that standard mechanisms of stochastic type are at work here and hence the attention of theorists has switched to linear acceleration in magnetic reconnection events. In this series of papers, we attempt to develop a theory of explosive magnetic reconnection in highly magnetized relativistic plasma which can explain the extreme parameters of the Crab flares. In the first paper, we focus on the properties of the X-point collapse. Using analytical and numerical methods (fluid and particle-in-cell simulations) we extend Syrovatsky's classical model of such collapse to the relativistic regime. We find that the collapse can lead to the reconnection rate approaching the speed of light on macroscopic scales. During the collapse, the plasma particles are accelerated by charge-starved electric fields, which can reach (and even exceed) values of the local magnetic field. The explosive stage of reconnection produces non-thermal power-law tails with slopes that depend on the average magnetization . For sufficiently high magnetizations and vanishing guide field, the non-thermal particle spectrum consists of two components: a low-energy population with soft spectrum that dominates the number census; and a high-energy population with hard spectrum that possesses all the properties needed to explain the Crab flares.

Price sensitive demand with random sales price - a newsboy problem

NASA Astrophysics Data System (ADS)

Sankar Sana, Shib

2012-03-01

Up to now, many newsboy problems have been considered in the stochastic inventory literature. Some assume that stochastic demand is independent of selling price (p) and others consider the demand as a function of stochastic shock factor and deterministic sales price. This article introduces a price-dependent demand with stochastic selling price into the classical Newsboy problem. The proposed model analyses the expected average profit for a general distribution function of p and obtains an optimal order size. Finally, the model is discussed for various appropriate distribution functions of p and illustrated with numerical examples.

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

Simple and Hierarchical Models for Stochastic Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

1993-01-01

Test misgrading is treated as a stochastic process. The expected number of misgradings, inter-occurrence time of misgradings, and waiting time for the "n"th misgrading are discussed based on a simple Poisson model and a hierarchical Beta-Poisson model. Examples of model construction are given. (SLD)

AUTOMATIC CALIBRATION OF A STOCHASTIC-LAGRANGIAN TRANSPORT MODEL (SLAM)

EPA Science Inventory

Numerical models are a useful tool in evaluating and designing NAPL remediation systems. Traditional constitutive finite difference and finite element models are complex and expensive to apply. For this reason, this paper presents the application of a simplified stochastic-Lagran...

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

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

PubMed

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

PubMed

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

Persistence and ergodicity of a stochastic single species model with Allee effect under regime switching

NASA Astrophysics Data System (ADS)

Yu, Xingwang; Yuan, Sanling; Zhang, Tonghua

2018-06-01

Allee effect can interact with environment stochasticity and is active when population numbers are small. Our goal of this paper is to investigate such effect on population dynamics. More precisely, we develop and investigate a stochastic single species model with Allee effect under regime switching. We first prove the existence of global positive solution of the model. Then, we perform the survival analysis to seek sufficient conditions for the extinction, non-persistence in mean, persistence in mean and stochastic permanence. By constructing a suitable Lyapunov function, we show that the model is positive recurrent and ergodic. Our results indicate that the regime switching can suppress the extinction of the species. Finally, numerical simulations are carried out to illustrate the obtained theoretical results, where a real-life example is also discussed showing the inclusion of Allee effect in the model provides a better match to the data.

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.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

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.

Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

PubMed

Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

2014-01-01

Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

2018-01-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

2018-06-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Didactic discussion of stochastic resonance effects and weak signals

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

Adair, R.K.

1996-12-01

A simple, paradigmatic, model is used to illustrate some general properties of effects subsumed under the label stochastic resonance. In particular, analyses of the transparent model show that (1) a small amount of noise added to a much larger signal can greatly increase the response to the signal, but (2) a weak signal added to much larger noise will not generate a substantial added response. The conclusions drawn from the model illustrate the general result that stochastic resonance effects do not provide an avenue for signals that are much smaller than noise to affect biology. A further analysis demonstrates themore » effects of small signals in the shifting of biologically important chemical equilibria under conditions where stochastic resonance effects are significant.« less

On Local Homogeneity and Stochastically Ordered Mixed Rasch Models

ERIC Educational Resources Information Center

Kreiner, Svend; Hansen, Mogens; Hansen, Carsten Rosenberg

2006-01-01

Mixed Rasch models add latent classes to conventional Rasch models, assuming that the Rasch model applies within each class and that relative difficulties of items are different in two or more latent classes. This article considers a family of stochastically ordered mixed Rasch models, with ordinal latent classes characterized by increasing total…

Kinetic theory of age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

Stochastic Approximation Methods for Latent Regression Item Response Models

ERIC Educational Resources Information Center

von Davier, Matthias; Sinharay, Sandip

2010-01-01

This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

Bistability arises within a wide range of biological systems from the lambda phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks. PMID:16714385

Stochastic cellular automata model of cell migration, proliferation and differentiation: validation with in vitro cultures of muscle satellite cells.

PubMed

Garijo, N; Manzano, R; Osta, R; Perez, M A

2012-12-07

Cell migration and proliferation has been modelled in the literature as a process similar to diffusion. However, using diffusion models to simulate the proliferation and migration of cells tends to create a homogeneous distribution in the cell density that does not correlate to empirical observations. In fact, the mechanism of cell dispersal is not diffusion. Cells disperse by crawling or proliferation, or are transported in a moving fluid. The use of cellular automata, particle models or cell-based models can overcome this limitation. This paper presents a stochastic cellular automata model to simulate the proliferation, migration and differentiation of cells. These processes are considered as completely stochastic as well as discrete. The model developed was applied to predict the behaviour of in vitro cell cultures performed with adult muscle satellite cells. Moreover, non homogeneous distribution of cells has been observed inside the culture well and, using the above mentioned stochastic cellular automata model, we have been able to predict this heterogeneous cell distribution and compute accurate quantitative results. Differentiation was also incorporated into the computational simulation. The results predicted the myotube formation that typically occurs with adult muscle satellite cells. In conclusion, we have shown how a stochastic cellular automata model can be implemented and is capable of reproducing the in vitro behaviour of adult muscle satellite cells. Copyright © 2012 Elsevier Ltd. All rights reserved.

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Dynamical behavior of a stochastic SVIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-10-01

In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

Universality in stochastic exponential growth.

PubMed

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

2014-07-11

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

An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

PubMed

Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

2015-02-01

Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

Universality in Stochastic Exponential Growth

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

MONALISA for stochastic simulations of Petri net models of biochemical systems.

PubMed

Balazki, Pavel; Lindauer, Klaus; Einloft, Jens; Ackermann, Jörg; Koch, Ina

2015-07-10

The concept of Petri nets (PN) is widely used in systems biology and allows modeling of complex biochemical systems like metabolic systems, signal transduction pathways, and gene expression networks. In particular, PN allows the topological analysis based on structural properties, which is important and useful when quantitative (kinetic) data are incomplete or unknown. Knowing the kinetic parameters, the simulation of time evolution of such models can help to study the dynamic behavior of the underlying system. If the number of involved entities (molecules) is low, a stochastic simulation should be preferred against the classical deterministic approach of solving ordinary differential equations. The Stochastic Simulation Algorithm (SSA) is a common method for such simulations. The combination of the qualitative and semi-quantitative PN modeling and stochastic analysis techniques provides a valuable approach in the field of systems biology. Here, we describe the implementation of stochastic analysis in a PN environment. We extended MONALISA - an open-source software for creation, visualization and analysis of PN - by several stochastic simulation methods. The simulation module offers four simulation modes, among them the stochastic mode with constant firing rates and Gillespie's algorithm as exact and approximate versions. The simulator is operated by a user-friendly graphical interface and accepts input data such as concentrations and reaction rate constants that are common parameters in the biological context. The key features of the simulation module are visualization of simulation, interactive plotting, export of results into a text file, mathematical expressions for describing simulation parameters, and up to 500 parallel simulations of the same parameter sets. To illustrate the method we discuss a model for insulin receptor recycling as case study. We present a software that combines the modeling power of Petri nets with stochastic simulation of dynamic processes in a user-friendly environment supported by an intuitive graphical interface. The program offers a valuable alternative to modeling, using ordinary differential equations, especially when simulating single-cell experiments with low molecule counts. The ability to use mathematical expressions provides an additional flexibility in describing the simulation parameters. The open-source distribution allows further extensions by third-party developers. The software is cross-platform and is licensed under the Artistic License 2.0.

Stochastic strong motion generation using slip model of 21 and 22 May 1960 mega-thrust earthquakes in the main cities of Central-South Chile

NASA Astrophysics Data System (ADS)

Ruiz, S.; Ojeda, J.; DelCampo, F., Sr.; Pasten, C., Sr.; Otarola, C., Sr.; Silva, R., Sr.

2017-12-01

In May 1960 took place the most unusual seismic sequence registered instrumentally. The Mw 8.1, Concepción earthquake occurred May, 21, 1960. The aftershocks of this event apparently migrated to the south-east, and the Mw 9.5, Valdivia mega-earthquake occurred after 33 hours. The structural damage produced by both events is not larger than other earthquakes in Chile and lower than crustal earthquakes of smaller magnitude. The damage was located in the sites with shallow soil layers of low shear wave velocity (Vs). However, no seismological station recorded this sequence. For that reason, we generate synthetic acceleration times histories for strong motion in the main cities affected by these events. We use 155 points of vertical surface displacements recopiled by Plafker and Savage in 1968, and considering the observations of this authors and local residents we separated the uplift and subsidence information associated to the first earthquake Mw 8.1 and the second mega-earthquake Mw 9.5. We consider the elastic deformation propagation, assume realist lithosphere geometry, and compute a Bayesian method that maximizes the probability density a posteriori to obtain the slip distribution. Subsequently, we use a stochastic method of generation of strong motion considering the finite fault model obtained for both earthquakes. We considered the incidence angle of ray to the surface, free surface effect and energy partition for P, SV and SH waves, dynamic corner frequency and the influence of site effect. The results show that the earthquake Mw 8.1 occurred down-dip the slab, the strong motion records are similar to other Chilean earthquake like Tocopilla Mw 7.7 (2007). For the Mw 9.5 earthquake we obtain synthetic acceleration time histories with PGA values around 0.8 g in cities near to the maximum asperity or that have low velocity soil layers. This allows us to conclude that strong motion records have important influence of the shallow soil deposits. These records correlate well with our structural damage observations.

A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

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

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

Interplanetary ions during an energetic storm particle event - The distribution function from solar wind thermal energies to 1.6 MeV

NASA Technical Reports Server (NTRS)

Gosling, J. T.; Asbridge, J. R.; Bame, S. J.; Feldman, W. C.; Zwickl, R. D.; Paschmann, G.; Sckopke, N.; Hynds, R. J.

1981-01-01

An ion velocity distribution function of the postshock phase of an energetic storm particle (ESP) event is obtained from data from the ISEE 2 and ISEE 3 experiments. The distribution function is roughly isotropic in the solar wind frame from solar wind thermal energies to 1.6 MeV. The ESP event studied (8/27/78) is superposed upon a more energetic particle event which was predominantly field-aligned and which was probably of solar origin. The observations suggest that the ESP population is accelerated directly out of the solar wind thermal population or its quiescent suprathermal tail by a stochastic process associated with shock wave disturbance. The acceleration mechanism is sufficiently efficient so that approximately 1% of the solar wind population is accelerated to suprathermal energies. These suprathermal particles have an energy density of approximately 290 eV cubic centimeters.

TARN II project

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

Katayama, T.

On the basis of the achievement of the accelerator studies at present TARN, it is decided to construct the new ring TARN II which will be operated as an accumulator, accelerator, cooler and stretcher. It has the maximum magnetic rigidity of 7 Txm corresponding to the proton energy 1.3 GeV and the ring diameter is around 23 m. Light and heavy ions from the SF cyclotron will be injected and accelerated to the working energy where the ring will be operated as a desired mode, for example a cooler ring mode. At the cooler ring operation, the strong cooling devicesmore » such as stochastic and electron beam coolings will work together with the internal gas jet target for the precise nuclear experiments. TARN II is currently under the contruction with the schedule of completion in 1986. In this paper general features of the project are presented.« less

A study about the existence of the leverage effect in stochastic volatility models

NASA Astrophysics Data System (ADS)

Florescu, Ionuţ; Pãsãricã, Cristian Gabriel

2009-02-01

The empirical relationship between the return of an asset and the volatility of the asset has been well documented in the financial literature. Named the leverage effect or sometimes risk-premium effect, it is observed in real data that, when the return of the asset decreases, the volatility increases and vice versa. Consequently, it is important to demonstrate that any formulated model for the asset price is capable of generating this effect observed in practice. Furthermore, we need to understand the conditions on the parameters present in the model that guarantee the apparition of the leverage effect. In this paper we analyze two general specifications of stochastic volatility models and their capability of generating the perceived leverage effect. We derive conditions for the apparition of leverage effect in both of these stochastic volatility models. We exemplify using stochastic volatility models used in practice and we explicitly state the conditions for the existence of the leverage effect in these examples.

Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

PubMed

Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

2017-10-01

Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

Stochastic Spectral Descent for Discrete Graphical Models

DOE PAGES

Carlson, David; Hsieh, Ya-Ping; Collins, Edo; ...

2015-12-14

Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted asmore » gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.« less

Performance of stochastic approaches for forecasting river water quality.

PubMed

Ahmad, S; Khan, I H; Parida, B P

2001-12-01

This study analysed water quality data collected from the river Ganges in India from 1981 to 1990 for forecasting using stochastic models. Initially the box and whisker plots and Kendall's tau test were used to identify the trends during the study period. For detecting the possible intervention in the data the time series plots and cusum charts were used. The three approaches of stochastic modelling which account for the effect of seasonality in different ways. i.e. multiplicative autoregressive integrated moving average (ARIMA) model. deseasonalised model and Thomas-Fiering model were used to model the observed pattern in water quality. The multiplicative ARIMA model having both nonseasonal and seasonal components were, in general, identified as appropriate models. In the deseasonalised modelling approach, the lower order ARIMA models were found appropriate for the stochastic component. The set of Thomas-Fiering models were formed for each month for all water quality parameters. These models were then used to forecast the future values. The error estimates of forecasts from the three approaches were compared to identify the most suitable approach for the reliable forecast. The deseasonalised modelling approach was recommended for forecasting of water quality parameters of a river.

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

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.

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

A parallel domain decomposition-based implicit method for the Cahn–Hilliard–Cook phase-field equation in 3D

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

Zheng, Xiang; Yang, Chao; State Key Laboratory of Computer Science, Chinese Academy of Sciences, Beijing 100190

2015-03-15

We present a numerical algorithm for simulating the spinodal decomposition described by the three dimensional Cahn–Hilliard–Cook (CHC) equation, which is a fourth-order stochastic partial differential equation with a noise term. The equation is discretized in space and time based on a fully implicit, cell-centered finite difference scheme, with an adaptive time-stepping strategy designed to accelerate the progress to equilibrium. At each time step, a parallel Newton–Krylov–Schwarz algorithm is used to solve the nonlinear system. We discuss various numerical and computational challenges associated with the method. The numerical scheme is validated by a comparison with an explicit scheme of high accuracymore » (and unreasonably high cost). We present steady state solutions of the CHC equation in two and three dimensions. The effect of the thermal fluctuation on the spinodal decomposition process is studied. We show that the existence of the thermal fluctuation accelerates the spinodal decomposition process and that the final steady morphology is sensitive to the stochastic noise. We also show the evolution of the energies and statistical moments. In terms of the parallel performance, it is found that the implicit domain decomposition approach scales well on supercomputers with a large number of processors.« less

Development and validation of a stochastic model for potential growth of Listeria monocytogenes in naturally contaminated lightly preserved seafood.

PubMed

Mejlholm, Ole; Bøknæs, Niels; Dalgaard, Paw

2015-02-01

A new stochastic model for the simultaneous growth of Listeria monocytogenes and lactic acid bacteria (LAB) was developed and validated on data from naturally contaminated samples of cold-smoked Greenland halibut (CSGH) and cold-smoked salmon (CSS). During industrial processing these samples were added acetic and/or lactic acids. The stochastic model was developed from an existing deterministic model including the effect of 12 environmental parameters and microbial interaction (O. Mejlholm and P. Dalgaard, Food Microbiology, submitted for publication). Observed maximum population density (MPD) values of L. monocytogenes in naturally contaminated samples of CSGH and CSS were accurately predicted by the stochastic model based on measured variability in product characteristics and storage conditions. Results comparable to those from the stochastic model were obtained, when product characteristics of the least and most preserved sample of CSGH and CSS were used as input for the existing deterministic model. For both modelling approaches, it was shown that lag time and the effect of microbial interaction needs to be included to accurately predict MPD values of L. monocytogenes. Addition of organic acids to CSGH and CSS was confirmed as a suitable mitigation strategy against the risk of growth by L. monocytogenes as both types of products were in compliance with the EU regulation on ready-to-eat foods. Copyright © 2014 Elsevier Ltd. All rights reserved.

A Hybrid Stochastic-Neuro-Fuzzy Model-Based System for In-Flight Gas Turbine Engine Diagnostics

DTIC Science & Technology

2001-04-05

Margin (ADM) and (ii) Fault Detection Margin (FDM). Key Words: ANFIS, Engine Health Monitoring , Gas Path Analysis, and Stochastic Analysis Adaptive Network...The paper illustrates the application of a hybrid Stochastic- Fuzzy -Inference Model-Based System (StoFIS) to fault diagnostics and prognostics for both...operational history monitored on-line by the engine health management (EHM) system. To capture the complex functional relationships between different

Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

NASA Astrophysics Data System (ADS)

Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.

2018-02-01

In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.

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

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

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

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

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

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

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Inducing Tropical Cyclones to Undergo Brownian Motion

NASA Astrophysics Data System (ADS)

Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.

2014-12-01

Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.

Stochastic spectral projection of electrochemical thermal model for lithium-ion cell state estimation

NASA Astrophysics Data System (ADS)

Tagade, Piyush; Hariharan, Krishnan S.; Kolake, Subramanya Mayya; Song, Taewon; Oh, Dukjin

2017-03-01

A novel approach for integrating a pseudo-two dimensional electrochemical thermal (P2D-ECT) model and data assimilation algorithm is presented for lithium-ion cell state estimation. This approach refrains from making any simplifications in the P2D-ECT model while making it amenable for online state estimation. Though deterministic, uncertainty in the initial states induces stochasticity in the P2D-ECT model. This stochasticity is resolved by spectrally projecting the stochastic P2D-ECT model on a set of orthogonal multivariate Hermite polynomials. Volume averaging in the stochastic dimensions is proposed for efficient numerical solution of the resultant model. A state estimation framework is developed using a transformation of the orthogonal basis to assimilate the measurables with this system of equations. Effectiveness of the proposed method is first demonstrated by assimilating the cell voltage and temperature data generated using a synthetic test bed. This validated method is used with the experimentally observed cell voltage and temperature data for state estimation at different operating conditions and drive cycle protocols. The results show increased prediction accuracy when the data is assimilated every 30s. High accuracy of the estimated states is exploited to infer temperature dependent behavior of the lithium-ion cell.

Stochastic simulation of the spray formation assisted by a high pressure

NASA Astrophysics Data System (ADS)

Gorokhovski, M.; Chtab-Desportes, A.; Voloshina, I.; Askarova, A.

2010-03-01

The stochastic model of spray formation in the vicinity of the injector and in the far-field has been described and assessed by comparison with measurements in Diesel-like conditions. In the proposed mesh-free approach, the 3D configuration of continuous liquid core is simulated stochastically by ensemble of spatial trajectories of the specifically introduced stochastic particles. The parameters of the stochastic process are presumed from the physics of primary atomization. The spray formation model consists in computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region. This model is combined with KIVA II computation of atomizing Diesel spray in two-ways. First, simultaneously with the gas phase RANS computation, the ensemble of stochastic particles is tracking and the probability field of their positions is calculated, which is used for sampling of initial locations of primary blobs. Second, the velocity increment of the gas due to the liquid injection is computed from the mean volume fraction of the simulated liquid core. Two novelties are proposed in the secondary atomization modeling. The first one is due to unsteadiness of the injection velocity. When the injection velocity increment in time is decreasing, the supplementary breakup may be induced. Therefore the critical Weber number is based on such increment. Second, a new stochastic model of the secondary atomization is proposed, in which the intermittent turbulent stretching is taken into account as the main mechanism. The measurements reported by Arcoumanis et al. (time-history of the mean axial centre-line velocity of droplet, and of the centre-line Sauter Mean Diameter), are compared with computations.

Option pricing, stochastic volatility, singular dynamics and constrained path integrals

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Hojman, Sergio A.

2014-01-01

Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation parameter ρ which relates the two Brownian motions that drive the stochastic dynamics associated to the volatility and the underlying asset. Solutions to the Heston model in the context of option pricing, using a path integral approach, are found in Lemmens et al. (2008) [21] while in Baaquie (2007,1997) [12,13] propagators for different stochastic volatility models are constructed. In all previous cases, the propagator is not defined for extreme cases ρ=±1. It is therefore necessary to obtain a solution for these extreme cases and also to understand the origin of the divergence of the propagator. In this paper we study in detail a general class of stochastic volatility models for extreme values ρ=±1 and show that in these two cases, the associated classical dynamics corresponds to a system with second class constraints, which must be dealt with using Dirac’s method for constrained systems (Dirac, 1958,1967) [22,23] in order to properly obtain the propagator in the form of a Euclidean Hamiltonian path integral (Henneaux and Teitelboim, 1992) [25]. After integrating over momenta, one gets an Euclidean Lagrangian path integral without constraints, which in the case of the Heston model corresponds to a path integral of a repulsive radial harmonic oscillator. In all the cases studied, the price of the underlying asset is completely determined by one of the second class constraints in terms of volatility and plays no active role in the path integral.